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Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano; Chang, Chia-Lin; McAleer, Michael - In: International review of economics & finance : IREF 59 (2019), pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
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Slopes, spreads, and depth : monetary policy announcements and liquidity provision in the energy futures market
Smales, L. A. - In: International review of economics & finance : IREF 59 (2019), pp. 234-252
Persistent link: https://www.econbiz.de/10012202514
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Volatility forecasting of crude oil market : can the regime switching GARCH model beat the single-regime GARCH models?
Zhang, Yue-jun; Yao, Ting; He, Ling-yun; Ripple, Ronald D. - In: International review of economics & finance : IREF 59 (2019), pp. 302-317
Persistent link: https://www.econbiz.de/10012202881
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The time-varying spillover effect between WTI crude oil futures returns and hedge funds
Zhang, Yue-jun; Wu, Yao-Bin - In: International review of economics & finance : IREF 61 (2019), pp. 156-169
Persistent link: https://www.econbiz.de/10012205400
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The price-volume relationship in the crude oil futures market : some results based on linear and nonlinear causality testing
Moosa, Imad A.; Silvapulle, Paramsothy - In: International review of economics & finance : IREF 9 (2000) 1, pp. 11-30
Persistent link: https://www.econbiz.de/10001481115
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How does China's crude oil futures affect the crude oil prices at home and abroad? : evidence from the cross-market exchange rate spillovers
Sun, Chuanwang; Peng, Yiqi; Zhan, Yanhong - In: International review of economics & finance : IREF 88 (2023), pp. 204-222
Persistent link: https://www.econbiz.de/10014474284
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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
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The time-varying causality between spot and futures crude oil prices : a regime switching approach
Balcilar, Mehmet; Gungor, Hasan; Hammoudeh, Shawkat - In: International review of economics & finance : IREF 40 (2015), pp. 51-71
Persistent link: https://www.econbiz.de/10011571896
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Volatility spillovers between oil and coal prices and its implications for energy portfolio management in China
Guo, Yanfeng; Zhao, Huanyu - In: International review of economics & finance : IREF 89 (2024) 2, pp. 446-457
Persistent link: https://www.econbiz.de/10014446777
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Regime-switching energy price volatility : the role of economic policy uncertainty
Scarcioffolo, Alexandre Ribeiro; Etienne, Xiaoli Liao - In: International review of economics & finance : IREF 76 (2021), pp. 336-356
Persistent link: https://www.econbiz.de/10013175825