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| Risk spillovers between oil and stock markets: A VAR for VaR analysis 期刊论文
Energy Economics, 2019, 卷号: Vol.80, 页码: 524-535
作者: Danyan Wen; Gang-Jin Wang; Chaoqun Ma; Yudong Wang
  收藏 | 浏览/下载：18/0 | 提交时间：2019/12/13
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| 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
收藏 | 浏览/下载：6/0 | 提交时间：2019/12/13
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| 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
收藏 | 浏览/下载：4/0 | 提交时间：2019/12/13
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| Source and thermal maturity of crude oils in the Junggar Basin in northwest China determined from the concentration and distribution of diamondoids 期刊论文
Organic Geochemistry, 2019
作者: Wenmin Jiang; Yun Li; Yongqiang Xiong
收藏 | 浏览/下载：8/0 | 提交时间：2019/12/13
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| Do high-frequency stock market data help forecast crude oil prices? Evidence from the MIDAS models 期刊论文
Energy Economics, 2019, 卷号: Vol.78, 页码: 192-201
作者: Yue-Jun Zhang; Jin-Li Wang
收藏 | 浏览/下载：8/0 | 提交时间：2019/12/13
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| Volatility forecasting of crude oil market: Can the regime switching GARCH model beat the single-regime GARCH models? 期刊论文
International Review of Economics & Finance, 2019, 卷号: Vol.59, 页码: 302-317
作者: Yue-Jun Zhang; Ting Yao; Ling-Yun He; Ronald Ripple
收藏 | 浏览/下载：1/0 | 提交时间：2019/12/13
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| 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
收藏 | 浏览/下载：10/0 | 提交时间：2019/12/13
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| Risk spillovers between oil and stock markets: A VAR for VaR analysis 期刊论文
Energy Economics, 2019
作者: Danyan Wen; Gang-Jin Wang; Chaoqun Ma; Yudong Wang
收藏 | 浏览/下载：8/0 | 提交时间：2019/12/13
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| The impact of investor sentiment on crude oil market risks: evidence from the wavelet approach 期刊论文
Quantitative Finance, 2019, 卷号: Vol.19 No.8, 页码: 1357-1371
作者: Yue-Jun Zhang; Shu-Hui Li
收藏 | 浏览/下载：8/0 | 提交时间：2019/12/13
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| Do high-frequency stock market data help forecast crude oil prices? Evidence from the MIDAS models 期刊论文
Energy Economics, 2019, 卷号: Vol.78, 页码: 192-201
作者: Zhang, Yue-Jun; Wang, Jin-Li
收藏 | 浏览/下载：4/0 | 提交时间：2019/12/13 |
