The heterogeneous dependence between global crude oil and Chinese commodity futures markets : evidence from quantile regression
Huiming Zhu, Rong Duan, Cheng Peng and Xianghua Jia
| Year of publication: |
2019
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|---|---|
| Authors: | Zhu, Huiming ; Duan, Rong ; Peng, Cheng ; Jia, Xianghua |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 51.2019, 28, p. 3031-3048
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| Subject: | commodity futures market | Crude oil | heterogeneous dependence | quantile regression | structural breaks | Rohstoffderivat | Commodity derivative | Erdöl | Petroleum | Welt | World | China | Regressionsanalyse | Regression analysis | Ölpreis | Oil price | Schätzung | Estimation | Ölmarkt | Oil market | Kointegration | Cointegration | Strukturbruch | Structural break |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2018.1564117 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012196782