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Is refined oil price regulation a "shock absorber" for crude oil price shocks?
期刊论文
ENERGY POLICY, 2023, 卷号: 173, 页码: 15
作者:
Zhang, Qi
;
Hu, Yi
;
Jiao, Jianbin
;
Wang, Shouyang
收藏
  |  
浏览/下载:15/0
  |  
提交时间:2023/02/07
Refined oil price regulation
Oil price
Asymmetries
China
Co-volatility and asymmetric transmission of risks between the global oil and China's futures markets
期刊论文
ENERGY ECONOMICS, 2022, 卷号: 117
作者:
Luo, Jiawen
;
Marfatia, Hardik A.
;
Ji, Qiang
;
Klein, Tony
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  |  
浏览/下载:0/0
  |  
提交时间:2023/05/30
Futures markets
MHAR-CSV model
Co-volatility
Time-varying volatility connectedness
Asymmetric volatility spillover
Commodity markets
The role of news sentiment in oil futures returns and volatility forecasting: Data-decomposition based deep learning approach
期刊论文
ENERGY ECONOMICS, 2021, 卷号: 95, 页码: 11
作者:
Li, Yuze
;
Jiang, Shangrong
;
Li, Xuerong
;
Wang, Shouyang
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  |  
浏览/下载:26/0
  |  
提交时间:2021/04/26
News sentiment
Returns and volatility forecasting
Variational mode decomposition
Deep learning
Intra-day co-movements of crude oil futures: China and the international benchmarks
期刊论文
ANNALS OF OPERATIONS RESEARCH, 2021
作者:
Ji, Qiang
;
Zhang, Dayong
;
Zhao, Yuqian
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  |  
浏览/下载:2/0
  |  
提交时间:2022/02/10
Macro factors and the realized volatility of commodities: A dynamic network analysis
期刊论文
RESOURCES POLICY, 2020, 卷号: 68
作者:
Hu, Min
;
Zhang, Dayong
;
Ji, Qiang
;
Wei, Lijian
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  |  
浏览/下载:9/0
  |  
提交时间:2021/01/16
On realized volatility of crude oil futures markets: Forecasting with exogenous predictors under structural breaks
期刊论文
ENERGY ECONOMICS, 2020, 卷号: 89
作者:
Luo, Jiawen
;
Ji, Qiang
;
Klein, Tony
;
Todorova, Neda
;
Zhang, Dayong
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  |  
浏览/下载:3/0
  |  
提交时间:2021/01/16
Impact of oil price fluctuations on tanker maritime network structure and traffic flow changes
期刊论文
APPLIED ENERGY, 2019, 卷号: 237, 页码: 390-403
作者:
Yu, Hongchu
;
Fang, Zhixiang
;
Lu, Feng
;
Murray, Alan T.
;
Zhang, Hengcai
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  |  
浏览/下载:55/0
  |  
提交时间:2019/05/22
Oil price
Maritime network structure
Traffic flow changes
Automatic identification system
Granger causality test
Vector autoregressive method
Heterogeneous Causal Relationships between Spot and Futures Oil Prices: Evidence from Quantile Causality Analysis.
期刊论文
Sustainability, 2019, 卷号: Vol.11 No.5, 页码: 1359
作者:
Su, Xianfang
;
Zhu, Huiming
;
Yang, Xinxia
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  |  
浏览/下载:6/0
  |  
提交时间:2019/12/13
crude oil market
futures price
heterogeneous relationship
quantile causality test
Volatility forecasting of crude oil futures: The role of investor sentiment and leverage effect
期刊论文
Resources Policy, 2019, 卷号: Vol.61, 页码: 548-563
作者:
Cai Yang
;
Xu Gong
;
Hongwei Zhang
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  |  
浏览/下载:4/0
  |  
提交时间:2019/12/13
Volatility forecasting
Investor sentiment
Leverage effect
HAR-type models
Crude oil futures
The time-varying spillover effect between WTI crude oil futures returns and hedge funds.
期刊论文
International Review of Economics & Finance, 2019, 卷号: Vol.61, 页码: 156-169
作者:
Zhang, Yue-Jun
;
Wu, Yao-Bin
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  |  
浏览/下载:10/0
  |  
提交时间:2019/12/13
Crude oil futures
DCOT reports
Hedge funds
Time-varying granger causality
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