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Realized higher-order moments spillovers between commodity and stock markets : evidence from China

Zhang, Hongwei; Jin, Chen; Bouri, Elie; Gao, Wang; Xu, Yahua - In: Journal of commodity markets 30 (2023), pp. 1-18

Persistent link: https://www.econbiz.de/10014426824

Night Trading and Intraday Return Predictability : Evidence from Chinese Metal Futures Market

Ma, Gaoping; Bouri, Elie; Xu, Yahua; Zhou, Z. Ivy - 2022

In 2013, the Shanghai Futures Exchange (SHFE) introduced a night session in Chinese metal futures markets. Using high-frequency data of gold, silver, and copper futures, we investigate the impact of night trading on intraday return predictability in Chinese metal futures markets. Firstly, we...

Persistent link: https://www.econbiz.de/10014238341

The US-China trade war and the volatility linkages between energy and agricultural commodities

Cheng, Natalie Fang Ling; Hasanov, Akram Shavkatovich; … - In: Energy economics 120 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014284707

Oil price risk exposure of BRIC stock markets and hedging effectiveness

Shahzad, Syed Jawad Hussain; Bouri, Elie; Ur Rehman, Mobeen - In: Financial modeling and risk management of energy and …, (pp. 145-170). 2022

Persistent link: https://www.econbiz.de/10013349933

Information transmission and hedging effectiveness for the pairs crude oil-gold and crude oil-Bitcoin during the COVID-19 outbreak

Yousaf, Imran; Ali, Shoaib; Bouri, Elie; Saeed, Tareq - In: Economic research 35 (2022) 1,2, pp. 1913-1934

Persistent link: https://www.econbiz.de/10014381000