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Government policy and price comovements in commodity futures markets

Yang, Jian - In: American business review 22 (2004) 1, pp. 1-10

Persistent link: https://www.econbiz.de/10001968593

Asset storability and hedging effectiveness in commodity futures markets

Yang, Jian; Awokuse, Titus O. - In: Applied economics letters 10 (2003) 8, pp. 487-491

Persistent link: https://www.econbiz.de/10001770585

Asset storability and price discovery in commodity futures markets : a new look

Yang, Jian; Bessler, David A.; Leatham, David J. - In: The journal of futures markets 21 (2001) 3, pp. 279-300

Persistent link: https://www.econbiz.de/10001556713

Price discovery in wheat futures markets

Yang, Jian; Leatham, David J. - In: Journal of agricultural and applied economics 31 (1999) 2, pp. 359-370

Persistent link: https://www.econbiz.de/10001496764

Price and volatility transmission in international wheat futures markets

Yang, Jian; Zhang, Jin; Leatham, David J. - In: Annals of economics and finance 4 (2003) 1, pp. 37-50

Persistent link: https://www.econbiz.de/10001793642

Realized volatility and correlation in energy futures markets

Wang, T'ao; Wu, Jingtao; Yang, Jian - In: The journal of futures markets 28 (2008) 10, pp. 993-1011

Persistent link: https://www.econbiz.de/10003769949

Nonlinearity and intraday efficiency tests on energy futures markets

Wang, T'ao; Yang, Jian - In: Energy economics 32 (2010) 2, pp. 496-503

Persistent link: https://www.econbiz.de/10003954659

Are there exploitable trends in commodity futures prices?

Han, Yufeng; Hu, Ting; Yang, Jian - In: Journal of banking & finance 70 (2016), pp. 214-234

Persistent link: https://www.econbiz.de/10011635208

Price discovery in China's crude oil futures markets : an emerging Asian benchmark?

Yu, Ziliang; Yang, Jian; Webb, Robert I. - In: The journal of futures markets 43 (2023) 3, pp. 297-324

Persistent link: https://www.econbiz.de/10014293068

Price Discovery in China’s Crude Oil Futures Markets : An Emerging Asian Benchmark?

Yu, Ziliang; Yang, Jian; Webb, Robert I. - 2022

We examine the price discovery performance of China’s crude oil futures traded on the Shanghai International Energy Exchange (INE) for the spot prices of 19 types of deliverable and non-deliverable Asian crude oil. We find evidence for the INE crude oil futures price discovery function even at...

Persistent link: https://www.econbiz.de/10014236263