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Marionettes behind co-movement of commodity prices : roles of speculative and hedging activities
Wu, Nan; Wen, Fenghua; Gong, Xu - In: Energy economics 115 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013541835
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The role of textual analysis in oil futures price forecasting based on machine learning approach
Gong, Xu; Guan, Keqin; Chen, Qiyang - In: The journal of futures markets 42 (2022) 10, pp. 1987-2017
Persistent link: https://www.econbiz.de/10013465836
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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
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Intraday momentum and return predictability : evidence from the crude oil market
Wen, Zhuzhu; Gong, Xu; Ma, Diandian; Xu, Yahua - In: Economic modelling 95 (2021), pp. 374-384
Persistent link: https://www.econbiz.de/10012696009
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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
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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
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Stress from attention : the relationship between climate change attention and crude oil markets
Lin, Boqiang; Chen, Yiyang; Gong, Xu - In: Journal of commodity markets : JCM 34 (2024), pp. 1-17
Persistent link: https://www.econbiz.de/10014548327
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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
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Forecasting realized volatility of crude oil futures with equity market uncertainty
Wen, Fenghua; Zhao, Yupei; Zhang, Minzhi; Hu, Chunyang - In: Applied economics 51 (2019) 59, pp. 6411-6427
Persistent link: https://www.econbiz.de/10012197349
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Time-varying volatility spillover between Chinese fuel oil and stock index futures markets based on a DCC-GARCH model with a semi-nonparametric approach
Hou, Yang; Li, Steven; Wen, Fenghua - In: Energy economics 83 (2019), pp. 119-143
Persistent link: https://www.econbiz.de/10012175247