An ARDL approach to study the cointegration relations between the Shanghai crude oil futures and global markets-Reference-Cited by-同舟云学术

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An ARDL approach to study the cointegration relations between the Shanghai crude oil futures and global markets

Published:2023-02-14 Issue:10 Volume:56 Page:1208-1219
ISSN:0003-6846
Container-title:Applied Economics
language:en
Short-container-title:Applied Economics

Author:

Wang Hongxia¹,Qiu Shushu²,Wang Jianli²,Yick Ho Yin³

Affiliation:

1. School of Finance, Nanjing University of Finance and Economics, Nanjing, China

2. College of Economics and Management, Nanjing University of Aeronautics and Astronautics, Nanjing, China

3. Department of Finance and Insurance, Lingnan University, Hong Kong

Funder

National Natural Science Foundation of China

Jiangsu Office of Philosophy and Social Science

Ministry of Education in China Project of Humanities and Social Sciences under Research Project

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

https://www.tandfonline.com/doi/pdf/10.1080/00036846.2023.2175774

Reference30 articles.

1. Windowed volatility spillover effects among crude oil prices

2. On the spot-futures relationship in crude-refined petroleum prices: New evidence from an ARDL bounds testing approach

3. Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models

4. An investigation into the dynamic relationship between international and China’s crude oil prices

5. Futures Prices are Useful Predictors of the Spot Price of Crude Oil

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. VOLATILITY SPILLOVER BETWEEN CHINA’S CRUDE OIL FUTURES AND SECTORAL STOCK MARKETS FROM A FREQUENCY DYNAMICS PERSPECTIVE;The Singapore Economic Review;2024-06-28

2. Shanghai crude oil futures: Returns Independence, volatility asymmetry, and hedging potential;Energy Economics;2023-12

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