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The incremental information content of investor fear gauge for volatility forecasting in the crude oil futures market

Gong, Xu; Lin, Boqiang - In: Energy economics 74 (2018), pp. 370-386

Persistent link: https://www.econbiz.de/10011972865

The effects of dollar/sterling exchange rate volatility on futures markets for coffee and cocoa

Jumah, Adusei; Kunst, Robert M. - In: European review of agricultural economics : ERAE 28 (2001) 3, pp. 307-328

Persistent link: https://www.econbiz.de/10001613439

The effects of Dollar, Sterling exchange rate volatility on futures markets for coffee and cocoa

Jumah, Adusei; Kunst, Robert M. - 1999

Persistent link: https://www.econbiz.de/10001451563

The effects of dollar/sterling exchange rate volatility of futures markets for coffee and cocoa

Jumah, Adusei; Kunst, Robert M. - 1999

The paper investigates the extent to which the dollar/sterling exchange rate fluctuations affect coffee and cocoa futures prices on the London LIFFE and the New York CSCE by means of multivariate GARCH models - under the assumption that traders in perfectly competitive markets have equal access...

Persistent link: https://www.econbiz.de/10009712332

Dynamic volatility spillovers across oil and natural gas futures markets based on a time-varying spillover method

Gong, Xu; Liu, Yun; Wang, Xiong - In: International review of financial analysis 76 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012804753

Analyzing time-varying volatility spillovers between the crude oil markets using a new method

Liu, Tangyong; Gong, Xu - In: Energy economics 87 (2020), pp. 1-11

Persistent link: https://www.econbiz.de/10012512419

The role of China's crude oil futures in world oil futures market and China's financial market

Sun, Chuanwang; Min, Jialin; Sun, Jiacheng; Gong, Xu - In: Energy economics 120 (2023), pp. 1-11

Persistent link: https://www.econbiz.de/10014284634