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Forecasting crude oil market volatility : further evidence using GARCH-class models

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Option listing and underlying commodity futures volatility in China

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Does oil product pricing reform increase returns and uncertainty in the Chinese stock market?

Wen, Xiaoqian; Bouri, Elie; Roubaud, David - In: The quarterly review of economics and finance : journal … 68 (2018), pp. 23-30

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Alarming Contagion Effects : The Dangerous Ripple Effect of Extreme Price Spillovers across Crude Oil, Carbon Emission Allowance, and Agriculture Futures Markets

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The inherent financial interconnections between crude oil prices, carbon emission allowances, and agriculture commodity futures warrant a thorough investigation as fossil energy consumption, carbon emissions, and agriculture plants are three critical components of global environmental...

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Global equity market volatility forecasting : new evidence

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Global financial uncertainties and China's crude oil futures market : evidence from interday and intraday price dynamics

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Infectious disease pandemic and permanent volatility of international stock markets : A long-term perspective

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Asymmetric risk spillovers between Shanghai and Hong Kong stock markets under China's capital account liberalization

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