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How Does Oil Price Volatility Affect Non-Energy Commodity Markets?

Ji, Qiang - 2016

The influence of price volatility in the crude oil market is expanding to non-energy commodity markets. With the substitution of fossil fuels by bio-fuel and hedge strategies against inflation induced by high oil prices, the link between crude oil market and agriculture markets and metal markets...

Persistent link: https://www.econbiz.de/10012987572

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

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

Co-volatility and asymmetric transmission of risks between the global oil and China's futures markets

Luo, Jiawen; Marfatia, Hardik A.; Ji, Qiang; Klein, Tony - In: Energy economics 117 (2023), pp. 1-20

Persistent link: https://www.econbiz.de/10014437127

China's crude oil futures : introduction and some stylized facts

Ji, Qiang; Zhang, Dayong - In: Finance research letters 28 (2019), pp. 376-380

Persistent link: https://www.econbiz.de/10012388348

On realized volatility of crude oil futures markets : forecasting with exogenous predictors under structural breaks

Luo, Jiawen; Ji, Qiang; Klein, Tony; Todorova, Neda; … - In: Energy economics 89 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012517048

Forecasting the volatility of agricultural commodity futures : the role of co-volatility and oil volatility

Marfatia, Hardik A.; Ji, Qiang; Luo, Jiawen - In: Journal of forecasting 41 (2022) 2, pp. 383-404

Persistent link: https://www.econbiz.de/10012817783

Volatility forecasting of crude oil futures market : which structural change-based HAR models have better performance?

Zhang, Yue-jun; Zhang, Han - In: International review of financial analysis 85 (2023), pp. 1-10

Persistent link: https://www.econbiz.de/10014234971

Volatility forecasting of crude oil market : which structural change based GARCH models have better performance?

Zhang, Yue-jun; Zhang, Han - In: The energy journal 44 (2023) 1, pp. 175-193

Persistent link: https://www.econbiz.de/10013542058