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~isPartOf:"Emerging markets, finance and trade : EMFT"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
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Emerging markets, finance and trade : EMFT
International review of economics & finance : IREF
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Energy economics
76
The journal of futures markets
27
IEA Energy Prices and Taxes Statistics
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ECONIS (ZBW)
14
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1
Southern oscillation : great value of its trends for forecasting crude oil spot price volatility
Hong, Yanran
;
Yu, Jize
;
Su, Yuquan
;
Wang, Lu
- In:
International review of economics & finance : IREF
84
(
2023
),
pp. 358-368
Persistent link: https://www.econbiz.de/10014364057
Saved in:
2
Analyzing the reaction of mining stocks to the development of copper prices
Mendiola Cabrera, Alfredo
;
Chávez-Bedoya, Luis
; …
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
1
,
pp. 244-266
Persistent link: https://www.econbiz.de/10012802068
Saved in:
3
How does news flow affect cross-market volatility spillovers? : evidence from China’s stock index futures and spot markets
Zhou, Xinmiao
;
Zhang, Junru
;
Zhang, Zhaoyong
- In:
International review of economics & finance : IREF
73
(
2021
),
pp. 196-213
Persistent link: https://www.econbiz.de/10012692222
Saved in:
4
Advance booking discount for risk-averse firm in the presence of spot market
Ma, Shanshan
;
Xing, Wei
;
Liu, Xiaohua
;
Wang, Liyan
- In:
Emerging markets, finance and trade : EMFT
57
(
2021
)
8
,
pp. 2246-2258
Persistent link: https://www.econbiz.de/10012549889
Saved in:
5
The role of the threshold effect for the dynamics of futures and spot prices of energy commodities
Rubaszek, Michal
;
Karolak, Zuzanna
;
Kwas, Marek
;
Uddin, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
5
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012406037
Saved in:
6
Do bubbles alter contributions to price discovery? : evidence from the Chinese soybean futures and spot markets
Li, Miao
;
Xiong, Tao
- In:
Emerging markets, finance and trade : EMFT
55
(
2019
)
15
,
pp. 3417-3432
Persistent link: https://www.econbiz.de/10012211165
Saved in:
7
Lead-lag relationship between spot and futures stock indexes : intraday data and regime-switching models
Alemany, Nuria
;
Aragó, Vicent
;
Salvador, Enrique
- In:
International review of economics & finance : IREF
68
(
2020
),
pp. 269-280
Persistent link: https://www.econbiz.de/10012486492
Saved in:
8
The asymmetric spillover effect of the Markov switching mechanism from the futures market to the spot market
Chang, Kuang-Liang
;
Lee, Chingnun
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 374-388
Persistent link: https://www.econbiz.de/10012486979
Saved in:
9
Sentiment-prone investors and volatility dynamics between spot and futures markets
Corredor, Pilar
;
Ferrer, Elena
;
Santamaría Aquilué, Rafael
- In:
International review of economics & finance : IREF
35
(
2015
),
pp. 180-196
Persistent link: https://www.econbiz.de/10011333698
Saved in:
10
Preferences of risk-averse and risk-seeking investors for oil spot and futures before, during and after the Global Financial Crisis
Hooi Hooi Lean
;
McAleer, Michael
;
Wong, Wing Keung
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 204-216
Persistent link: https://www.econbiz.de/10011573581
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