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Southern oscillation : great value of its trends for forecasting crude oil spot price volatility
Hong, Yanran; Yu, Jize; Su, Yuquan; Wang, Lu - In: International review of economics & finance : IREF 84 (2023), pp. 358-368
Persistent link: https://www.econbiz.de/10014364057
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Volatility forecasting of crude oil futures market : which structural change-based HAR models have better performance?
Zhang, Yue-Jun; Zhang, Han - In: International review of financial analysis 85 (2023), pp. 1-10
Persistent link: https://www.econbiz.de/10014234971
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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 oil options market has already played an important...
Persistent link: https://www.econbiz.de/10014235783
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The effectiveness of crude oil futures hedging during infectious disease outbreaks in the 21st century
Go, You-How; Teo, Jia-Jun; Chan, Kam Fong - In: The journal of futures markets 43 (2023) 11, pp. 1559-1575
Persistent link: https://www.econbiz.de/10014432916
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The dynamics of crude oil future prices on China's energy markets : quantile-on-quantile and casualty-in-quantiles approaches
Meng, Juan; Mo, Bin; Nie, He - In: The journal of futures markets 43 (2023) 12, pp. 1853-1871
Persistent link: https://www.econbiz.de/10014433018
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On the time-varying correlations and hedging effectiveness : an analysis of crude oil, gold, and stock market
Sahadudheen, I.; Kumar, P. K. Santhosh - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 6, pp. 353-363
Persistent link: https://www.econbiz.de/10014435115
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Predicting crude oil future price using traditional and artificial intelligence-based model : comparative analysis
Kadam, Sanjeev; Agrawal, Anshul; Bajaj, Aryan; Agarwal, … - In: Journal of international commerce, economics and policy 14 (2023) 3, pp. 1-15
Persistent link: https://www.econbiz.de/10014437433
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Geopolitical risk and China's crude oil futures : an empirical study based on the cross-quantilogram approach
Liu, Min; Ping, Wei-Ying; Lee, Chien-Chiang - In: Emerging markets, finance & trade : a journal of the … 61 (2025) 2, pp. 453-475
Persistent link: https://www.econbiz.de/10015190093
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Diversifying crude oil price risk with crude oil volatility index : the role of volatility-of-volatility
Li, Leon; Miu, Peter - In: Journal of commodity markets : JCM 36 (2024), pp. 1-25
Persistent link: https://www.econbiz.de/10015162603
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Crude oil futures prices and foreign exchange markets
Alam, Md Rafayet; Forhad, Abdur Rahman; Islam, Mohammed … - In: Applied economics 56 (2024) 57, pp. 7636-7652
Persistent link: https://www.econbiz.de/10015135072