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Price Discovery in China's Crude Oil Derivatives Market

YANG, Zhini; LEPONE, Andrew - 2022

This study is the first to examine China’s crude oil options market. Using high-frequency data and three different … price discovery measures, we conduct a rigorous analysis and find that after its first 8 months of operation, China’s crude … speculation can impact its price discovery ability. We also find a unique phenomenon in China’s crude oil derivatives market …

Persistent link: https://www.econbiz.de/10014235783

The relationship between crude oil futures and exchange rates in the context of the Covid-19 shock : a tale of two markets

Yu, Ziliang; Liu, Yanan; Mang, Huiting; Liu, Xiaomeng - In: Journal of risk 25 (2023) 4, pp. 83-120

Persistent link: https://www.econbiz.de/10014314628

The role of China's crude oil futures in world oil futures market and China's financial market

Sun, Chuanwang; Min, Jialin; Sun, Jiacheng; Gong, Xu - In: Energy economics 120 (2023), pp. 1-11

Persistent link: https://www.econbiz.de/10014284634

The spillover effect between Chinese crude oil futures market and Chinese green energy stock market

Li, Jingpeng; Umar, Muhammad; Huo, Jiale - In: Energy economics 119 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014285017

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

Price discovery efficiency of China's crude oil futures : evidence from the Shanghai crude oil futures market

Shao, Mingao; Hua, Yongjun - In: Energy economics 112 (2022), pp. 1-9

Persistent link: https://www.econbiz.de/10013350809

Capturing the dynamics of the China crude oil futures : Markov switching, co-movement, and volatility forecasting

Liu, Min; Lee, Chien-chiang - In: Energy economics 103 (2021), pp. 1-15

Persistent link: https://www.econbiz.de/10013364085

The relationship between crude oil futures and exchange rates in the context of the Covid-19 shock : a tale of two markets

Yu, Ziliang; Liu, Yanan; Mang, Huiting; Liu, Xiaomeng - In: Journal of risk : JOR 25 (2023) 4, pp. 83-120

Persistent link: https://www.econbiz.de/10014487111

Forecasting realized volatility of Chinese crude oil futures with a new secondary decomposition ensemble learning approach

Jiang, Wei; Tang, Wanqing; Liu, Xiao - In: Finance research letters 57 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014526701

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