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Impacts of CME Changing Mechanism for Allowing Negative Oil Prices on Prices and Trading Activities in the Crude Oil Futures Market

Lu, Fengbin; Bu, Hui - 2023

This study investigates and compares the effects of the Coronavirus Disease 2019 (COVID-19) pandemic, the Chicago Mercantile Exchange (CME)'s negative price suggestion on prices and trading activities in the crude oil futures market to discuss the cause of negative crude oil futures prices....

Persistent link: https://www.econbiz.de/10014352869

Transformer-based forecasting for intraday trading in the Shanghai crude oil market : Analyzing open-high-low-close prices

Huang, Wenyang; Gao, Tianxiao; Hao, Yun; Wang, Xiuqing - In: Energy economics 127 (2023) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10014487500

Cross-asset time-series momentum : crude oil volatility and global stock markets

Fernandez-Perez, Adrian; Indriawan, Ivan; Tse, Yiuman; … - In: Journal of banking & finance 154 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014492117

Contemporaneous dependence between euro, crude oil, and gold returns and their respective implied volatility changes : evidence from the local Gaussian correlation approach

Fousekis, Panajiotis - In: Studies in economics and finance 40 (2023) 5, pp. 795-813

Persistent link: https://www.econbiz.de/10014467157

How does energy finance promote energy transition? : evidence from Shanghai crude oil futures

Long, Houyin; Huang, Xiang; Wang, Jiaxin - In: International review of financial analysis 90 (2023), pp. 1-12

Persistent link: https://www.econbiz.de/10014468667

Geopolitical uncertainty and crude oil volatility : evidence from oil-importing and oil-exporting countries

Pan, Zhiyuan; Huang, Xiao; Liu, Li; Huang, Juan - In: Finance research letters 52 (2023), pp. 1-8

Persistent link: https://www.econbiz.de/10014472150

How does China's crude oil futures affect the crude oil prices at home and abroad? : evidence from the cross-market exchange rate spillovers

Sun, Chuanwang; Peng, Yiqi; Zhan, Yanhong - In: International review of economics & finance : IREF 88 (2023), pp. 204-222

Persistent link: https://www.econbiz.de/10014474284

Carr and Wu's (2020) framework in the oil ETF option market

Jia, Xiaolan; Ruan, Xinfeng; Zhang, Jin E. - In: Journal of commodity markets 31 (2023), pp. 1-21

Persistent link: https://www.econbiz.de/10014477744

Oil volatility and economic growth : evidences from top oil trading countries

Bagadeem, Salim - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 6, pp. 381-387

Persistent link: https://www.econbiz.de/10014435126

Indian crude oil market reaction towards Russia-Ukraine war : an empirical study of spot and futures market

Saini, Chanchal; Sharma, Ishwar - In: Thailand and the world economy 41 (2023) 3, pp. 210-224

The paper examines the impact of Russia-Ukraine war news on Indian crude oil spot and futures markets. The event study Methodology is employed to examine the abnormal returns in crude oil spot and futures markets on the Russia-Ukraine War announcement date. For robustness of results, traditional...

Persistent link: https://www.econbiz.de/10014439462