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Dynamic Integration of World Oil Prices : A Reinvestigation of Globalisation vs. Regionalisation

Ji, Qiang - 2016

/lagging relationship between the world's major crude oils — WTI, Brent, Dubai, Tapis and Nigeria — using a time-varying average distance … being integrated. The world's crude oil market began to diverge at the end of 2010, as demonstrated by the increasing …

Persistent link: https://www.econbiz.de/10012987580

Evolution of the world crude oil market integration : a graph theory analysis

Ji, Qiang; Fan, Ying - In: Energy economics 53 (2016), pp. 90-100

Persistent link: https://www.econbiz.de/10011660457

Economic policy uncertainty in the US and China and their impact on the global markets

Zhang, Dayong; Lei, Lei; Ji, Qiang; Kutan, Ali Mustafa - In: Economic modelling 79 (2019), pp. 47-56

Persistent link: https://www.econbiz.de/10012199018

What drives the formation of global oil trade patterns?

Zhang, Hai-Ying; Ji, Qiang; Fan, Ying - In: Energy economics 49 (2015), pp. 639-648

Persistent link: https://www.econbiz.de/10011537242

Forecasting the volatility of agricultural commodity futures : the role of co-volatility and oil volatility

Marfatia, Hardik A.; Ji, Qiang; Luo, Jiawen - In: Journal of forecasting 41 (2022) 2, pp. 383-404

Persistent link: https://www.econbiz.de/10012817783

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

Systemic risk and financial contagion across top global energy companies

Wu, Fei; Zhang, Dayong; Ji, Qiang - In: Energy economics 97 (2021), pp. 1-13

Persistent link: https://www.econbiz.de/10012820838

Evolution of the World Crude Oil Market Integration : A Graph Theory Analysis

Ji, Qiang - 2016

This paper investigates the evolution of the world crude oil market and the pricing power for major oil-producing and … oil-consuming countries using graph theory. A minimal spanning tree for the world crude oil market is constructed and some … empirical results are given. The integration of the world crude oil market is verified. Furthermore, the world crude oil market …

Persistent link: https://www.econbiz.de/10012987512

Separated Influence of Crude Oil Prices on Regional Natural Gas Import Prices

Ji, Qiang - 2016

This paper analyses the impact of global economic activity and international crude oil prices on natural gas import prices in three major natural gas markets using the panel co-integration model. It also investigates the shock impacts of the volatility and the increase and decrease of oil prices...

Persistent link: https://www.econbiz.de/10012987555

Oil Price Volatility and Oil-Related Events : An Internet Concern Study Perspective

Ji, Qiang - 2016

the effects of four types of oil-related events on world oil prices, using an event study methodology and an AR … results indicate that world oil prices responding to different oil-related events display obvious differentiation. The …

Persistent link: https://www.econbiz.de/10012987556