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The asymmetric spillover effect of the Markov switching mechanism from the futures market to the spot market
Chang, Kuang-Liang; Lee, Chingnun - In: International review of economics & finance : IREF 69 (2020), pp. 374-388
Persistent link: https://www.econbiz.de/10012486979
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An empirical analysis of the volume-volatility nexus in crude oil markets under structural breaks : implications for forecasting
Patra, Saswat - In: International review of economics & finance : IREF 94 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10014583719
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Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano; Chang, Chia-Lin; McAleer, Michael - In: International review of economics & finance : IREF 59 (2019), pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
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How does China's crude oil futures affect the crude oil prices at home and abroad? : evidence from the cross-market exchange rate spillovers
Sun, Chuanwang; Peng, Yiqi; Zhan, Yanhong - In: International review of economics & finance : IREF 88 (2023), pp. 204-222
Persistent link: https://www.econbiz.de/10014474284
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Volatility spillovers between oil and coal prices and its implications for energy portfolio management in China
Guo, Yanfeng; Zhao, Huanyu - In: International review of economics & finance : IREF 89 (2024) 2, pp. 446-457
Persistent link: https://www.econbiz.de/10014446777
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The time-varying causality between spot and futures crude oil prices : a regime switching approach
Balcilar, Mehmet; Gungor, Hasan; Hammoudeh, Shawkat - In: International review of economics & finance : IREF 40 (2015), pp. 51-71
Persistent link: https://www.econbiz.de/10011571896
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Realized volatility transmission from crude oil to equity sectors : a study with economic significance analysis
Kumar, Dilip - In: International review of economics & finance : IREF 49 (2017), pp. 149-167
Persistent link: https://www.econbiz.de/10011748390
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Volatility forecasting on China's oil futures : new evidence from interpretable ensemble boosting trees
Feng, Lingbing; Rao, Haicheng; Lucey, Brian M.; Zhu, Yiying - In: International review of economics & finance : IREF 92 (2024), pp. 1595-1615
Persistent link: https://www.econbiz.de/10014535122
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Investor sentiment spillover effect and market quality in crude oil futures
Chen, Yu-Lun; Moh, Wan Shin; Chang, Ya-Kai - In: International review of economics & finance : IREF 82 (2022), pp. 177-193
Persistent link: https://www.econbiz.de/10013543090
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The time-varying spillover effect between WTI crude oil futures returns and hedge funds
Zhang, Yue-jun; Wu, Yao-Bin - In: International review of economics & finance : IREF 61 (2019), pp. 156-169
Persistent link: https://www.econbiz.de/10012205400