Investigating the dynamic interdependencies and risk connectedness in global oil markets is paramount for investors and regulatory bodies. Nevertheless, prevailing research has …
This study is the first attempt to investigate both the linear and non-linear Granger causality between wavelet transformed spot and futures oil prices. Our findings consistently indicate …
CC Lee, JH Zeng - Energy economics, 2011 - Elsevier
Since most real decisions depend upon current market states or whether it is advantageous to the participants themselves, this paper revisits the relationship between spot and futures …
Z Yu, J Yang, RI Webb - Journal of Futures Markets, 2023 - Wiley Online Library
We examine the price discovery performance of China's crude oil futures traded on the Shanghai International Energy Exchange (INE) for the spot prices of 19 types of deliverable …
There has recently been considerable interest in the potential adverse effects associated with excessive uncertainty in energy futures markets. Theoretical models of investment …
X Dai, L Xiao, MC Li, Q Wang - Frontiers of Engineering Management, 2022 - Springer
China is breaking through the petrodollar system, establishing RMB-dominating crude oil futures market. The country is achieving a milestone in its transition to energy finance market …
PF Chen, CC Lee, JH Zeng - Energy Economics, 2014 - Elsevier
This paper examines the effect of structural breaks on the spot–futures oil prices relationship. We explore the impact of structural breaks on four critical issues, including …
L Han, Z Li, L Yin - Journal of Futures Markets, 2017 - Wiley Online Library
This study utilizes the search volume for key terms on Google as a direct and timely proxy for investor attention in order to examine how attention impacts commodity futures prices, We …
This study examines the pricing efficiency for the leading cryptocurrency, Bitcoin using spot prices and all CBOE and CME futures contracts traded from January 2018 to March 2019 …