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Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach. (2010). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi.
In: Econometric Institute Research Papers.
RePEc:ems:eureir:18038.

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  1. Market efficiency of Asian stock markets during the financial crisis and non-financial crisis periods. (2023). Wang, Ming-Hui ; Ke, Mei-Chu ; Chiang, Yi-Chein ; Chang, Hao-Wen ; Nguyen, Tien-Trung.
    In: International Review of Economics & Finance.
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  2. 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.
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  3. Option Pricing Under an Abnormal Economy: using the Square Root of the Brownian Motion. (2022). Wong, Wing-Keung ; Alghalith, Moawia.
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  6. Comparative Analysis of Market Efficiency and Volatility of Energy Prices Before and During COVID-19 Pandemic Periods. (2021). YAYA, OLAOLUWA ; Ajobo, Saheed A ; Abu, Nurudeen ; Ojo, Oluwadare O ; Alaba, Oluwayemisi O.
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  7. The maximum-return-and-minimum-volatility effect: evidence from choosing risky and riskless assets to form a portfolio. (2021). Chiang, Thomas C ; Wong, Wingkeung ; Lv, Zhihui.
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  8. Stationarity in the Prices of Energy Commodities. A Nonparametric Approach. (2021). Gonzalez, Paula Fernandez ; Presno, Maria Jose ; Landajo, Manuel.
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  10. The market quality of commodity futures markets. (2020). Xie, Yuchi ; Tse, Yiuman ; Luo, Qian ; Liu, Qingfu.
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  14. Testing the Efficiency of Electricity Markets Using a New Composite Measure Based on Nonlinear TS Tools. (2019). Stratigakos, Akylas C ; Dikaiakos, Christos ; Papaioannou, George P ; Krommydas, Konstantinos F ; Papageorgiou, Panos C.
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  15. Point and density forecasts of oil returns: The role of geopolitical risks. (2019). Wong, Wing-Keung ; Plakandaras, Vasilios ; GUPTA, RANGAN.
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  17. Distributional predictability between commodity spot and futures: Evidence from nonparametric causality-in-quantiles tests. (2019). Tiwari, Aviral ; Hammoudeh, Shawkat ; Jena, Sangram Keshari ; Roubaud, David.
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  18. MOMENT GENERATING FUNCTION, EXPECTATION AND VARIANCE OF UBIQUITOUS DISTRIBUTIONS WITH APPLICATIONS IN DECISION SCIENCES: A REVIEW. (2019). Wong, Wing-Keung ; Tran, Tuan-Kiet ; Ho, Thi Diem-Chinh ; Pho, Kim-Hung.
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  20. Why did Warrant Markets Close in China but not Taiwan?. (2018). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi ; Tsai, Feng-Tse.
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  23. The Issues and Implications About the Volatility of the Stock and the Bond Prices and Their Returns and the Volatility of Interest Rates and Inflation - Which Are Being Researched in Finance and Macro. (2018). Paul, Muthucattu Thomas .
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  24. Why Are Warrant Markets Sustained in Taiwan but Not in China?. (2018). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi ; Tsai, Feng-Tse.
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  25. Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin.
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  26. The Lead–Lag Relationship between Oil Futures and Spot Prices—A Literature Review. (2018). Coughlan, Joseph ; Morales, Lucia ; Zavadska, Miroslava.
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  27. Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin ; Wong, W.-K., ; Chang, C-L., .
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  28. Why did Warrant Markets Close in China but not Taiwan?. (2018). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi ; Tsai, F.-T., ; Wong, W.-K., .
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  29. Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin ; Wong, W.-K., ; Chang, C-L., .
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  30. Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections. (2018). Wong, W.-K., ; Chang, C-L., .
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  31. A multi-resolution and multivariate analysis of the dynamic relationships between crude oil and petroleum-product prices. (2018). Polanco, Josue M ; Fernandez-Macho, J ; Abadie, Luis M.
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  32. A Predictive Model for Oil Market under Uncertainty: Data-Driven System Dynamics Approach. (2018). Fekri, Masoud ; Langroudi, Amirreza Safari ; Aghaei, Sina.
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  34. Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets. (2017). Wong, Wing-Keung ; Clark, Ephraim ; Qiao, Zhuo.
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  35. Examining Energy Futures Market Efficiency Under Multiple Regime Shifts. (2017). Buberkoku, Onder.
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  36. Management Science, Economics and Finance: A Connection. (2016). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin.
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  37. Could the global financial crisis improve the performance of the G7 stocks markets?. (2016). Wong, Wing-Keung ; Zhu, Zhen-Zhen ; Vieito, Joo Paulo.
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  39. Oil Price Forecasting Using Crack Spread Futures and Oil Exchange Traded Funds. (2015). Sukcharoen, Kunlapath ; Leatham, David ; Choi, Hankyeung .
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  40. VOLATILITY IN COPPER PRICES IN INDIA. (2015). Nair, Girish ; Purohit, Harsh ; Choudhary, Nidhi .
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  41. Stochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and China. (2015). Wong, Wing-Keung ; McAleer, Michael ; Li, Hua ; Bai, Zhidong.
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  42. Could the global financial crisis improve the performance of the G7 stocks markets?. (2015). Zhenzhen, Zhu ; Wong, Wing-Keung ; Vieito, Joo Paulo ; Zhu, Zhenzhen.
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  43. Preferences of risk-averse and risk-seeking investors for oil spot and futures before, during and after the Global Financial Crisis. (2015). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi.
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  44. Asymmetric long-term autocorrelations in crude oil markets. (2015). Rodriguez, E. ; Alvarez-Ramirez, J..
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  45. Dynamic relationships between spot and futures prices. The case of energy and gold commodities. (2015). Palomba, Giulio ; Nicolau, Mihaela.
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  50. Testing the evolution of crude oil market efficiency: Data have the conn. (2014). Li, Xiao-Ming ; Zhang, Bing ; He, Fei.
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  51. Time-varying long range dependence in energy futures markets. (2014). Sensoy, Ahmet ; Hacihasanoglu, Erk ; Åžensoy, Ahmet.
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  54. A frequency domain causality investigation between futures and spot prices of Indian commodity markets. (2014). Tiwari, Aviral ; Joseph, Anto ; Sisodia, Garima .
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  60. Are the crude oil markets becoming more efficient over time? New evidence from a generalized spectral test. (2013). Zhang, Bing.
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  65. Commodity futures and market efficiency. (2013). Vošvrda, Miloslav ; Krištoufek, Ladislav ; Kristoufek, Ladislav.
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  66. Are Futures Prices Influenced by Spot;Prices or Vice-versa? An Analysis of Crude;Oil, Natural Gas and Gold Markets. (2013). Palomba, Giulio ; Nicolau, Mihaela ; TRAINI, Ilaria .
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