Evolution of the information transmission between Chinese and international oil markets: A quantile-based framework-Reference-Cited by-同舟云学术

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Evolution of the information transmission between Chinese and international oil markets: A quantile-based framework

Published:2023-03 Issue: Volume:29 Page:100304
ISSN:2405-8513
Container-title:Journal of Commodity Markets
language:en
Short-container-title:Journal of Commodity Markets

Author:

Duan Kun,Ren Xiaohang,Wen Fenghua,Chen Jinyu

Funder

Natural Science Foundation of Hunan Province

Department of Education of Guangdong Province

National Natural Science Foundation of China

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference60 articles.

1. International oil agreements;Adelman;Energy J.,1984

2. The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method;Balcilar;Empir. Econ.,2017

3. Crude oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach;Balcilar;Resour. Policy,2021

4. Oil market conditions and sovereign risk in MENA oil exporters and importers;Bouri;Energy Policy,2020

5. The extremogram: A correlogram for extreme events;Davis;Bernoulli,2009

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