The dynamics of crude oil future prices on China's energy markets: Quantile‐on‐quantile and casualty‐in‐quantiles approaches.
- Published in:
- Journal of Futures Markets, 2023, v. 43, n. 12, p. 1853, doi. 10.1002/fut.22459
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- Publication type:
- Article
Works matching IS 02707314 AND DT 2023 AND VI 43 AND IP 12
Results: 8
1
2
Cross‐border and cross‐commodity volatility spillover effects of Chinese soybean futures.
- Published in:
- Journal of Futures Markets, 2023, v. 43, n. 12, p. 1836, doi. 10.1002/fut.22458
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- Publication type:
- Article
3
Estimation of rare disaster concerns from option prices—An arbitrage‐free RND‐based smile construction approach.
- Published in:
- Journal of Futures Markets, 2023, v. 43, n. 12, p. 1807, doi. 10.1002/fut.22457
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- Publication type:
- Article
4
EPU spillovers and sovereign CDS spreads: A cross‐country study.
- Published in:
- Journal of Futures Markets, 2023, v. 43, n. 12, p. 1770, doi. 10.1002/fut.22456
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- Publication type:
- Article
5
Dynamic correlations and volatility spillovers between subsectoral clean‐energy stocks and commodity futures markets: A hedging perspective.
- Published in:
- Journal of Futures Markets, 2023, v. 43, n. 12, p. 1727, doi. 10.1002/fut.22454
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- Publication type:
- Article
6
Transfer‐entropy‐based dynamic feature selection for evaluating Bitcoin price drivers.
- Published in:
- Journal of Futures Markets, 2023, v. 43, n. 12, p. 1695, doi. 10.1002/fut.22453
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- Publication type:
- Article
7
Journal of Futures Markets: Volume 43, Number 12, December 2023.
- Published in:
- Journal of Futures Markets, 2023, v. 43, n. 12, p. 1693, doi. 10.1002/fut.22357
- Publication type:
- Article
8
Sequential Itô–Taylor expansions and characteristic functions of stochastic volatility models.
- Published in:
- Journal of Futures Markets, 2023, v. 43, n. 12, p. 1750, doi. 10.1002/fut.22455
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- Publication type:
- Article