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Do long-short speculators destabilize commodity futures markets?

Miffre, Joëlle; Brooks, Chris - In: International review of financial analysis 30 (2013), pp. 230-240

Persistent link: https://www.econbiz.de/10010460310

Normal and extreme interactions among nonferrous metal futures : a new quantile-frequency connectedness approach

Wei, Yu; Bai, Lan; Li, Xiafei - In: Finance research letters 47 (2022) 2, pp. 1-16

Persistent link: https://www.econbiz.de/10013553556

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

Bai, Lan; Wei, Yu; Wei, Guiwu; Li, Xiafei; Zhang, Songyun - In: Finance research letters 40 (2021), pp. 1-10

Persistent link: https://www.econbiz.de/10012819378

Uncertainty and crude oil market volatility : new evidence

Liang, Chao; Wei, Yu; Li, Xiafei; Zhang, Xuhui; Zhang, … - In: Applied economics 52 (2020) 27, pp. 2945-2959

Persistent link: https://www.econbiz.de/10012221463

Does crude oil futures price really help to predict spot oil price? : new evidence from density forecasting

Bai, Lan; Li, Xiafei; Wei, Yu; Wei, Guiwu - In: International journal of finance & economics : IJFE 27 (2022) 3, pp. 3694-3712

Persistent link: https://www.econbiz.de/10013330741

Which uncertainty is powerful to forecast crude oil market volatility? : new evidence

Li, Xiafei; Wei, Yu; Chen, Xiaodan; Ma, Feng; Liang, Chao; … - In: International journal of finance & economics : IJFE 27 (2022) 4, pp. 4279-4297

Persistent link: https://www.econbiz.de/10013461327

Impacts of carbon market and climate policy uncertainties on financial and economic stability : evidence from connectedness network analysis

Liang, Chao; Goodell, John W.; Li, Xiafei - In: Journal of international financial markets, … 92 (2024), pp. 1-20

Persistent link: https://www.econbiz.de/10014535729

Which predictor is more predictive for Bitcoin volatility? : and why?

Liang, Chao; Zhang, Yaojie; Li, Xiafei; Ma, Feng - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 1947-1961

Persistent link: https://www.econbiz.de/10013184415

Forecasting gold volatility with geopolitical risk indices

Li, Xiafei; Guo, Qiang; Liang, Chao; Umar, Muhammad - In: Research in international business and finance 64 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014266744

Capturing Energy Risk Premia

Fernandez-Perez, Adrian - 2019

The article models the risk premium present in energy futures markets. This is done first by analyzing the performance of long-short portfolios based on single styles, and then by integrating these styles into an unique portfolio. Aligned with the hedging pressure hypothesis and the theory of...

Persistent link: https://www.econbiz.de/10012888953