Measurement of international crude oil price cyclical fluctuations and correlation with the world economic cyclical changes

Author:

Nan Yu,Sun Renjin,Zhen Zhao,Fangjing Chu

Funder

National Natural Science Foundation of China

Publisher

Elsevier BV

Subject

General Energy,Pollution,Mechanical Engineering,Building and Construction,Electrical and Electronic Engineering,Industrial and Manufacturing Engineering,Civil and Structural Engineering

Reference74 articles.

1. Return and volatility transmission between China's and international crude oil futures markets: a first look;Yang;J Futures Mark,2020

2. The impact of energy derivatives on the crude oil market;Fleming;Energy Econ,1999

3. Detection of volatility regime-switching for crude oil price modeling and forecasting;Liu;Resour Pol,2020

4. Effects of oil price fall on the betas in the unconventional oil & gas industry;Teti;Energy Pol,2020

5. The dynamic time-frequency relationship between international oil prices and investor sentiment in China: a wavelet coherence analysis;Ye;Energy J,2020

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