Price discovery in China's crude oil futures markets: An emerging Asian benchmark?-Reference-Cited by-同舟云学术

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Price discovery in China's crude oil futures markets: An emerging Asian benchmark?

Published:2022-10-06 Issue:3 Volume:43 Page:297-324
ISSN:0270-7314
Container-title:Journal of Futures Markets
language:en
Short-container-title:Journal of Futures Markets

Author:

Yu Ziliang¹^ORCID,Yang Jian²^ORCID,Webb Robert I.³

Affiliation:

1. School of Finance Nankai University, Haihe Education Park Tianjin China

2. J. P. Morgan Center for Commodities, Business School University of Colorado Denver Denver Colorado USA

3. McIntire School of Commerce University of Virginia Charlottesville Virginia USA

Funder

National Natural Science Foundation of China

Publisher

Wiley

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/fut.22384

Reference57 articles.

1. Price discovery dynamics in European agricultural markets

2. What do we learn from the price of crude oil futures?

3. Information shocks, disagreement, and drift

4. Does CSR matter in times of crisis? Evidence from the COVID-19 pandemic

5. The pricing of commodity contracts

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1. Analyzing the Role of the Real Estate Sector in the Sectoral Network of the Chinese Economy;Structural Change and Economic Dynamics;2024-09

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

3. Financial shock transmission in China's banking and housing sectors: A network analysis;Economic Analysis and Policy;2024-06

4. The tail risk safe haven property of China's energy futures against US market implied volatility;Journal of Management Science and Engineering;2024-06

5. The information content of Shanghai crude oil futures vs WTI benchmark: Evidence from temporal and spatial dimensions;Energy Economics;2024-04

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