The launch of the China's Shanghai International Energy Exchange (INE) oil futures market
in 2018 has shed new light on the role of China in international crude oil market …

This paper constructs a five-variable Markov switching vector autoregressions (Markov
switching VAR) model based on oil prices, oil aggregate supply, oil aggregate demand …

We use a Markov-switching vector autoregressive model to examine the impact of financial
stress on the volatility of commodity prices, including energy volatility. An increase in …

Though there are diverse factors that influence crude oil prices, we examine the degree of
influence of factors, such as demand, supply, and geopolitical and economic agents' …

This paper investigates whether the macroeconomic uncertainty factors can explain and
forecast China's INE crude oil futures market volatility. We use the GARCH-MIDAS model to …

Recent changes in global petroleum markets have driven the debate regarding the use of
strategic petroleum reserves (SPRs) as a price management tool during periods marked by …

Motivated by the complex dynamics between the oil and stock markets, this study develops a
dynamic Markov regime switching‐copula‐extreme value theory model to quantitatively …

This paper sheds light on the negative pricing of the May 2020 WTI futures contract (CLK20)
on April 20, 2020. The super contango of early 2020, triggered by COVID-19 lockdowns and …

We explore the effects of financial regulatory arbitrage on commodity pricing. We examine
two types of financial arbitrage: capital‐control arbitrage, in which commodities are imported …

Väitöskirja tarkastelee osakesijoittajien ja pankkien riskienhallintastrategioita
markkinaromahdusten ja muutoin haastavien markkinaolosuhteiden vallitessa. Työssä …