The properties and cointegration of oil spot and futures prices during financial crisis-Reference-Cited by-同舟云学术

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The properties and cointegration of oil spot and futures prices during financial crisis

Published:2011 Issue: Volume:5 Page:353-359
ISSN:1876-6102
Container-title:Energy Procedia
language:en
Short-container-title:Energy Procedia

Author:

Lei Chen,Yong Zeng

Publisher

Elsevier BV

Reference18 articles.

1. Financial crises: theory and evidence;Allen;Annual Review of Financial Economics,2009

2. An overview of the crisis: causes, consequences and solutions;Allen;International Review of Finance,2010

3. T he long-run evolution of energy prices;Pindyck;Energy Journal,1999

4. Unit root behavior in energy futures prices;Serletis;Energy Journal,1992

5. Unit root properties of crude oil spot and futures prices;Maslyuk;Energy Policy,2008

Cited by 11 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. Chinese Crude Oil Futures and Sectoral Stocks: Copula-Based Dependence Structure and Connectedness;Studies in Nonlinear Dynamics & Econometrics;2024-07-24

2. New evidence of extreme risk transmission between financial stress and international crude oil markets;Research in International Business and Finance;2023-01

3. A Study on the Oil Price Cointegration Dynamic Process: Evidence From the Shanghai Crude Oil Futures;Frontiers in Environmental Science;2022-05-16

4. The Influence of Changes in Oil Prices at the Inflation Levels: A Correlation-Regression Analysis;Computational Science and Its Applications – ICCSA 2022;2022

5. Does the Launch of Shanghai Crude Oil Futures Stabilize the Spot Market? A Financial Cycle Perspective;International Economic Journal;2021-11-19

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