Is there a time-series momentum effect in the Asian crude oil futures market?
Hao Zhong, Xiaoxiao He, Yuqi Li
| Year of publication: |
2024
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|---|---|
| Authors: | Zhong, Hao ; He, Xiaoxiao ; Li, Yuqi |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 2013015-6. - Vol. 86.2024, Art.-No. 102472, p. 1-10
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| Subject: | Time series momentum | Crude oil futures | Bootstrap method | Asian market | Rohstoffderivat | Commodity derivative | Erdöl | Petroleum | Asien | Asia | Zeitreihenanalyse | Time series analysis | Bootstrap-Verfahren | Bootstrap approach | Volatilität | Volatility | Ölmarkt | Oil market | Ölpreis | Oil price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2024.102472 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015097405