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Time-varying monetary policy shocks and the dynamics of Chinese commodity prices
Lyu, Yongjian; Yi, Heling; Cao, Jin; Yang, Mo - In: Pacific-Basin finance journal 75 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013552469
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Risk contributions of trading and non-trading hours : evidence from Chinese commodity futures markets
Liu, Qingfu; An, Yunbi - In: Pacific-Basin finance journal 30 (2014), pp. 17-29
Persistent link: https://www.econbiz.de/10010495690
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Asymmetric information and volatility forecasting in commodity futures markets
Liu, Qingfu; Wong, Ieokhou; An, Yunbi; Zhang, Jinqing - In: Pacific-Basin finance journal 26 (2014), pp. 79-97
Persistent link: https://www.econbiz.de/10010498758
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Measuring tail risk with GAS time varying copula, fat tailed GARCH model and hedging for crude oil futures
Gong, Xiao-Li; Liu, Xi-Hua; Xiong, Xiong - In: Pacific-Basin finance journal 55 (2019), pp. 95-109
Persistent link: https://www.econbiz.de/10012169513
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Energy, precious metals, and GCC stock markets : is there any risk spillover?
Al-Yahyaee, Khamis Hamed; Mensi, Walid; Sensoy, Ahmet; … - In: Pacific-Basin finance journal 56 (2019), pp. 45-70
Persistent link: https://www.econbiz.de/10012169554
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Hedging, speculation, and risk management effect of commodity futures : Evidence from firm voluntary disclosures
Shao, Lili; Shao, Jun; Sun, Zheng; Xu, Huaxin - In: Pacific-Basin finance journal 57 (2019), pp. 1-17
Persistent link: https://www.econbiz.de/10012170566
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News sentiment and jumps in energy spot and futures markets
Maslyuk-Escobedo, Svetlana; Rotaru, Kristian; … - In: Pacific-Basin finance journal 45 (2017), pp. 186-210
Persistent link: https://www.econbiz.de/10011800887
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Information content of volume : an investigation of Tokyo commodity futures markets
Ciner, Cetin - In: Pacific-Basin finance journal 10 (2002) 2, pp. 201-215
Persistent link: https://www.econbiz.de/10001658867
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The impacts of large trades by trader types on intraday futures prices : evidence from the Taiwan futures exchange
Chou, Robin K.; Wang, George H. K.; Wang, Yun-Yi; … - In: Pacific-Basin finance journal 19 (2011) 1, pp. 41-70
Persistent link: https://www.econbiz.de/10009271751
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An anatomy of commodity futures returns in China
Zhang, Xuan; Jun, Xiao; Zhang, Zhekai - In: Pacific-Basin finance journal 62 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012491768