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Effect of inventory announcements on crude oil price volatility
Bu, Hui - In: Energy economics 46 (2014), pp. 485-494
Persistent link: https://www.econbiz.de/10011298955
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Market structure, fragmentation, and market quality
Li, Wei; Bennett, Paul - 2005
Persistent link: https://www.econbiz.de/10003279240
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Market structure, fragmentation, and market quality
Bennett, Paul; Li, Wei - In: Journal of financial markets 9 (2006) 1, pp. 49-78
Persistent link: https://www.econbiz.de/10003289965
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Is the prediction of precious metal market volatility influenced by internet searches regarding uncertainty?
Li, Wei; Zhang, Junchao; Cao, Xiangye; Han, Wei - In: Finance research letters 62 (2024) 2, pp. 1-10
Persistent link: https://www.econbiz.de/10014531194
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Volatilities implied by price changes in the S&P 500 options and futures contracts
Hilliard, Jitka; Li, Wei - In: Review of quantitative finance and accounting 42 (2014) 4, pp. 599-626
Persistent link: https://www.econbiz.de/10010431376
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The impact of H-share derivatives on the underlying equity market
Wang, Steven Shuye; Li, Wei; Cheng, Louis T. W. - In: Review of quantitative finance and accounting 32 (2009) 3, pp. 235-267
Persistent link: https://www.econbiz.de/10003846977
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Market structure, fragmentation and market quality : evidence from recent listing switches
Bennett, Paul (contributor); Wei, Li (contributor) - 2003 - [Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001951333
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Effects of Inventory Announcement on Crude Oil Price Volatility
Bu, Hui - 2016
This paper examines the behavior of crude oil futures price volatility and investigates how the EIA weekly crude oil inventory reports announcements, especially information shocks, impact crude oil price movement and volatility. This study focuses on inventory information shocks using a new...
Persistent link: https://www.econbiz.de/10012998738
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Futures Markets Reaction to Crude Oil Inventory News Announcements : Asymmetric Return Response Patterns
Bu, Hui - 2022
This study investigates how prices respond to unanticipated crude oil inventory shocks and how quickly the markets incorporate news in crude oil, gasoline, and heating oil futures markets by using structured vector autoregression (SVAR) models based on EIA inventory report announcement and news...
Persistent link: https://www.econbiz.de/10013307507
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Futures Markets Reaction to Crude Oil Inventory News Announcements : Asymmetric Return Response Patterns
Bu, Hui - 2021
This study investigates how prices respond to unanticipated crude oil inventory shocks and how quickly the markets incorporate news in crude oil, gasoline, and heating oil futures markets by using structured vector autoregression (SVAR) models based on EIA inventory report announcement and news...
Persistent link: https://www.econbiz.de/10013311571