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Do net positions in the futures market cause spot prices of crude oil?

Ding, Haoyuan; Kim, Hyung-gun; Park, Sung Y. - In: Economic modelling 41 (2014), pp. 174-190

Persistent link: https://www.econbiz.de/10010438365

The role of financial speculation in the energy future markets : a new time-varying coefficient approach

Li, Haiqi; Kim, Hyung-Gun; Park, Sung Y. - In: Economic modelling 51 (2015), pp. 112-122

Persistent link: https://www.econbiz.de/10011475857

The impact of oil price volatility on stock markets : evidences from oil-importing countries

Joo, Young C.; Park, Sung Y. - In: Energy economics 101 (2021), pp. 1-13

Persistent link: https://www.econbiz.de/10013161508

Nonlinear relationship between crude oil price and net futures positions : a dynamic conditional distribution approach

Li, Haiqi; Kim, Myeong Jun; Park, Sung Y. - In: International review of financial analysis 44 (2016), pp. 217-225

Persistent link: https://www.econbiz.de/10011624000

Crude oil and stock markets : causal relationships in tails?

Ding, Haoyuan; Kim, Hyung-Gun; Park, Sung Y. - In: Energy economics 59 (2016), pp. 58-69

Persistent link: https://www.econbiz.de/10011699475

Oil prices and stock markets : does the effect of uncertainty change over time?

Joo, Young C.; Park, Sung Y. - In: Energy economics 61 (2017), pp. 42-51

Persistent link: https://www.econbiz.de/10011737651

Hedging Bitcoin with commodity futures : an analysis with copper, gas, gold, and crude oil futures

Joo, Young C.; Park, Sung Y. - In: The North American journal of economics and finance : a … 72 (2024), pp. 1-11

Persistent link: https://www.econbiz.de/10014534817

Hedging Bitcoin with Commodity Futures : An Analysis with Copper, Gas, Gold, and Crude Oil Futures

Joo, Young C.; Park, Sung Y. - 2023

There is increased interest in the dynamic relationships between cryptocurrency and commodity futures. This study examines the hedging performance of four well-known commodity futures against fluctuations in Bitcoin prices. Furthermore, this study used the DCC- and ADCC-MGARCH models to estimate...

Persistent link: https://www.econbiz.de/10014254600