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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
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
Stock  market  Crude  oil  price  forecast  MIDAS  model  High  frequency  data  
Crude oil price shocks, monetary policy, and China's economy 期刊论文
International Journal of Finance & Economics, 2019, 卷号: Vol.24 No.2, 页码: 812-827
作者:  Fenghua Wen;  Feng Min;  Yue‐Jun Zhang;  Can Yang
收藏  |  浏览/下载：18/0  |  提交时间：2019/12/13
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
作者:  Su, XF;  Zhu, HM;  Yang, XX
收藏  |  浏览/下载：17/0  |  提交时间：2019/12/17
Crude oil price shocks, monetary policy, and China\'s economy 期刊论文
INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, 2019, 卷号: Vol.24 No.2, 页码: 812-827
作者:  Wen, FH;  Min, F;  Zhang, YJ;  Yang, C
收藏  |  浏览/下载：3/0  |  提交时间：2019/12/17
Forecasting oil price volatility: Forecast combination versus shrinkage method 期刊论文
Energy Economics, 2019, 卷号: Vol.80, 页码: 423-433
作者:  Yaojie Zhang;  Yu Wei;  Yi Zhang;  Daxiang Jin
收藏  |  浏览/下载：21/0  |  提交时间：2019/12/17
Oil  price  volatility  HAR  model  Forecast  combination  Elastic  net  Lasso  
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
作者:  Su, XF;  Zhu, HM;  Yang, XX
收藏  |  浏览/下载：5/0  |  提交时间：2019/12/17
The optimal hedge strategy of crude oil spot and futures markets: Evidence from a novel method 期刊论文
International Journal of Finance & Economics, 2019, 卷号: Vol.24 No.1, 页码: 186-203
作者:  Lu‐Tao Zhao;  Ya Meng;  Yue‐Jun Zhang;  Yun‐Tao Li
收藏  |  浏览/下载：14/0  |  提交时间：2019/12/13
copula  EVT  FIGARCH  model  oil  price  optimal  hedge  ratio  VaR  
The optimal hedge strategy of crude oil spot and futures markets: Evidence from a novel method 期刊论文
INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, 2019, 卷号: Vol.24 No.1, 页码: 186-203
作者:  Zhao, LT;  Meng, Y;  Zhang, YJ;  Li, YT
收藏  |  浏览/下载：3/0  |  提交时间：2019/12/17
Investigating volatility in Saudi Arabia crude oil prices and its impact on oil stock market 期刊论文
International Journal of Energy Economics and Policy, 2018, 卷号: Vol.8 No.4, 页码: 338-346
作者:  Tong, S.;  Baslom, M.M.M.;  Alsharif, H.Z.H.
收藏  |  浏览/下载：8/0  |  提交时间：2019/12/26

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