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Price discovery in crude oil futures. (2014). Elder, John ; Miao, Hong ; Ramchander, Sanjay.
In: Energy Economics.
RePEc:eee:eneeco:v:46:y:2014:i:s1:p:s18-s27.

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Cited: 40

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  1. Inventory information arrival and the crude oil futures market. (2024). Hmedat, Waleed ; Chebbi, Tarek.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1513-1533.

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  2. Normal and extreme impact and connectedness between fossil energy futures markets and uncertainties: Does El Niño-Southern Oscillation matter?. (2024). Wei, YU ; Zhang, Yifeng ; Wang, Zhuo.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:89:y:2024:i:pb:p:188-215.

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  3. Price discovery of the Chinese crude oil options and futures markets. (2024). Yang, Zhini ; Han, Lin ; Zou, MI.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323011819.

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  4. The information content of Shanghai crude oil futures vs WTI benchmark: Evidence from temporal and spatial dimensions. (2024). Guo, Yumei ; Cao, Hong ; Yin, Libo.
    In: Energy Economics.
    RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324002007.

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  5. Tail risk spillovers between Shanghai oil and other markets. (2024). Shafiullah, Muhammad ; Gul, Raazia ; Naeem, Muhammad Abubakr ; Lucey, Brian M ; Karim, Sitara.
    In: Energy Economics.
    RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323006801.

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  6. Connectivity and spillover during crises: Highlighting the prominent and growing role of green energy. (2024). Sensoy, Ahmet ; Goodell, John W ; Banerjee, Ameet Kumar.
    In: Energy Economics.
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  7. Does the connectedness among fossil energy returns matter for renewable energy stock returns? Fresh insights from the Cross-Quantilogram analysis. (2023). Bai, Lan ; Wei, YU ; Chen, Xiaodan ; Zhang, Jiahao.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001758.

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  8. A weekly structural VAR model of the US crude oil market. (2023). Manera, Matteo ; Bastianin, Andrea ; Valenti, Daniele.
    In: Energy Economics.
    RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001548.

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  9. Oil price and the automobile industry: Dynamic connectedness and portfolio implications with downside risk. (2023). Kang, Sang Hoon ; Maitra, Debasish ; Jain, Prachi.
    In: Energy Economics.
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  10. Co-volatility and asymmetric transmission of risks between the global oil and Chinas futures markets. (2023). Klein, Tony ; Ji, Qiang ; Marfatia, Hardik A ; Luo, Jiawen.
    In: Energy Economics.
    RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005953.

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  13. A weekly structural VAR model of the US crude oil market. (2022). , Matteomanera ; Manera, Matteo ; Bastianin, Andrea ; Valenti, Daniele.
    In: Working Papers.
    RePEc:fem:femwpa:2022.11.

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  14. Is oil risk important for commodity-related currency returns?. (2022). Lu, Man ; Su, Zhi ; Yin, Libo.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531921002257.

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  15. The influence of the Shanghai crude oil futures on the global and domestic oil markets. (2022). Yick, Ho Yin ; Ho Yin Yick, ; Qiu, Shushu ; Wang, Jianli.
    In: Energy.
    RePEc:eee:energy:v:245:y:2022:i:c:s0360544222001748.

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  16. Price discovery efficiency of Chinas crude oil futures: Evidence from the Shanghai crude oil futures market. (2022). Hua, Yongjun ; Shao, Mingao.
    In: Energy Economics.
    RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322003255.

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  17. Quantile information share under Markov regime?switching. (2021). Yu, Xiaojian ; Wang, Ziling ; Lien, Donald.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:41:y:2021:i:4:p:493-513.

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  18. Exploring the dynamic price discovery, risk transfer and spillover among INE, WTI and Brent crude oil futures markets: Evidence from the high?frequency data. (2021). Ma, Shujiao ; Zhang, Yuejun.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2414-2435.

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  19. Oil price changes, uncertainty, and geopolitical risks: On the resilience of GCC countries to global tensions. (2021). Klein, Tony ; Alqahtani, Abdullah.
    In: Energy.
    RePEc:eee:energy:v:236:y:2021:i:c:s0360544221017898.

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  20. Study on the impacts of Shanghai crude oil futures on global oil market and oil industry based on VECM and DAG models. (2021). Di, Peng ; Zhang, QI ; Farnoosh, Arash.
    In: Energy.
    RePEc:eee:energy:v:223:y:2021:i:c:s0360544221002991.

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  21. Oil price volatility and the logistics industry: Dynamic connectedness with portfolio implications. (2021). Kang, Sanghoon ; Dash, Saumya Ranjan ; Ur, Mobeen ; Maitra, Debasish.
    In: Energy Economics.
    RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003844.

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  22. Return and volatility transmission between Chinas and international crude oil futures markets: A first look. (2020). Yang, Jian ; Zhou, Yinggang.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:40:y:2020:i:6:p:860-884.

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  23. The pricing efficiency of crude oil futures in the Shanghai International Exchange. (2020). Shang, Xingxing ; Fang, Libing ; Lv, Fei ; Yang, Chen.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:36:y:2020:i:c:s1544612319305598.

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  24. On realized volatility of crude oil futures markets: Forecasting with exogenous predictors under structural breaks. (2020). Zhang, Dayong ; Klein, Tony ; Ji, Qiang ; Luo, Jiawen ; Todorova, Neda.
    In: Energy Economics.
    RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301213.

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  25. A new way of measuring the WTI – Brent spread. Globalization, shock persistence and common trends.. (2020). Golpe, Antonio ; Bravo, Jose Manuel ; Vides, Jose Carlos ; Iglesias, Jesus.
    In: Energy Economics.
    RePEc:eee:eneeco:v:85:y:2020:i:c:s014098831930341x.

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  26. Price Discovery in Crude Oil Markets: Intraday Volatility Interactions between Crude Oil Futures and Energy Exchange Traded Funds. (2020). Ulusoy, Veysel ; Ozdurak, Caner.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2020-03-51.

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  27. Slopes, spreads, and depth: Monetary policy announcements and liquidity provision in the energy futures market. (2019). Smales, L A.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:59:y:2019:i:c:p:234-252.

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  28. Information content of the limit order book for crude oil futures price volatility. (2019). Duong, Huu Nhan ; Tian, Xiao ; Kalev, Petko S.
    In: Energy Economics.
    RePEc:eee:eneeco:v:81:y:2019:i:c:p:584-597.

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  29. Trends and contagion in WTI and Brent crude oil spot and futures markets - The role of OPEC in the last decade. (2018). Klein, Tony.
    In: Energy Economics.
    RePEc:eee:eneeco:v:75:y:2018:i:c:p:636-646.

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  30. Modelling Nonlinear Dynamics of Oil Futures Market. (2017). Koy, Ayben .
    In: Econometric Research in Finance.
    RePEc:sgh:erfinj:v:2:y:2017:i:1:p:23-42.

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  31. Informed Trading in Oil-Futures Market. (2017). Sévi, Benoît ; Rousse, Olivier.
    In: Working Papers.
    RePEc:hal:wpaper:hal-01460186.

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  32. Informed Trading in Oil-Futures Market. (2016). Sévi, Benoît ; Rousse, Olivier.
    In: Working Papers.
    RePEc:hal:wpaper:hal-01410093.

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  33. Informed trading in oil-futures market. (2016). Sévi, Benoît ; Rousse, O.
    In: Working Papers.
    RePEc:gbl:wpaper:2016-07.

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  34. Informed Trading in Oil-Futures Market. (2016). Sévi, Benoît ; Rousse, Olivier.
    In: Working Papers.
    RePEc:fem:femwpa:2016.70.

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  35. Global relationships across crude oil benchmarks. (2016). Sephton, Peter ; Mann, Janelle.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:2:y:2016:i:1:p:1-5.

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  36. Selecting dynamic moving average trading rules in the crude oil futures market using a genetic approach. (2016). Wang, Lijun ; Huang, Xuan ; Liu, Xiaojia.
    In: Applied Energy.
    RePEc:eee:appene:v:162:y:2016:i:c:p:1608-1618.

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  37. Informed Trading in Oil-Futures Market. (2016). Sévi, Benoît ; Rousse, Olivier.
    In: ESP: Energy Scenarios and Policy.
    RePEc:ags:feemes:249788.

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  38. A weekly structural VAR model of the US crude oil market. (). Manera, Matteo ; Bastianin, Andrea ; Valenti, Daniele.
    In: FEEM Working Papers.
    RePEc:ags:feemwp:324040.

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