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An examination of price discovery and volatility spillovers of crude oil in globally linked commodity markets
Sehgal, Sanjay; Berlia, Neha; Ahmad, Wasim - In: International journal of economics and finance 5 (2013) 5, pp. 15-34
Persistent link: https://www.econbiz.de/10009746946
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Extreme risk spillover between Chinese and global crude oil futures
Yang, Yuying; Ma, Yan-Ran; Hu, Min; Zhang, Dayong; Ji, Qiang - In: Finance research letters 40 (2021), pp. 1-7
Persistent link: https://www.econbiz.de/10012819882
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On realized volatility of crude oil futures markets : forecasting with exogenous predictors under structural breaks
Luo, Jiawen; Ji, Qiang; Klein, Tony; Todorova, Neda; … - In: Energy economics 89 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012517048
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Forecasting oil and gold volatilities with sentiment indicators under structural breaks
Luo, Jiawen; Demirer, Rıza; Gupta, Rangan; Ji, Qiang - In: Energy economics 105 (2022), pp. 1-22
Persistent link: https://www.econbiz.de/10013201953
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Dependency, centrality and dynamic networks for international commodity futures prices
Wu, Fei; Zhao, Wan-Li; Ji, Qiang; Zhang, Dayong - In: International review of economics & finance : IREF 67 (2020), pp. 118-132
Persistent link: https://www.econbiz.de/10012485715
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Measuring the interdependence between investor sentiment and crude oil returns : new evidence from the CFTC's disaggregated reports
Ji, Qiang; Li, Jianping; Sun, Xiaolei - In: Finance research letters 30 (2019), pp. 420-425
Persistent link: https://www.econbiz.de/10012420931
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China's crude oil futures : introduction and some stylized facts
Ji, Qiang; Zhang, Dayong - In: Finance research letters 28 (2019), pp. 376-380
Persistent link: https://www.econbiz.de/10012388348
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Optimal hedge ratios for clean energy equities
Ahmad, Wasim; Sadorsky, Perry A.; Sharma, Amit - In: Economic modelling 72 (2018), pp. 278-295
Persistent link: https://www.econbiz.de/10012100422
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Intra-day co-movements of crude oil futures : China and the international benchmarks
Ji, Qiang; Zhang, Dayong; Zhao, Yuqian - In: Financial modeling and risk management of energy and …, (pp. 77-103). 2022
Persistent link: https://www.econbiz.de/10013349920
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How does Shanghai crude oil futures affect top global oil companies : the role of multi-uncertainties
Zhang, Yunhan; Ji, Qiang; Zhang, Dayong; Guo, Kun - In: Energy economics 131 (2024), pp. 1-11
Persistent link: https://www.econbiz.de/10015045849