China’s crude oil futures: Introduction and some stylized facts
Author:
Funder
National Natural Science Foundation of China
Chinese Academy of Sciences
Publisher
Elsevier BV
Subject
Finance
Reference12 articles.
1. “Asian premium” or “North Atlantic discount”: does geographical diversification in oil trade always impose costs?;AlKathiri;Energy Econ.,2017
2. DM-dollar volatility: intraday activity patterns, macroeconomic announcements and longer run dependencies;Andersen;J. Finance,1998
3. Roughing it up: including jump components in the measurement, modeling and forecasting of return volatility;Andersen;Rev. Econ. Stat.,2007
4. Power and bipower variation with stochastic volatility and jumps;Barndorff-Nielsen;J. Financ. Econ.,2004
5. Econometrics of testing for jumps in financial economics using bipower variation;Barndorff-Nielsen;J. Financ. Econ.,2006
Cited by 160 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. African and international financial markets interdependencies: Does Covid-19 media coverage make any difference?;Research in Globalization;2024-12
2. Geopolitical Risk and China’s Crude Oil Futures: An Empirical Study Based on the Cross-Quantilogram Approach;Emerging Markets Finance and Trade;2024-09-05
3. Modelling the Chinese crude oil futures returns through a skew‐geometric Brownian motion correlated with the market volatility index process for pricing financial options;Applied Stochastic Models in Business and Industry;2024-08-06
4. High frequency volatility of oil futures in China: Components, modeling, and prediction;Journal of Forecasting;2024-08-02
5. Extant linkages between Shanghai crude oil and US energy futures: Insights from spillovers of higher-order moments;Energy Economics;2024-08
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3