A spillover network analysis of the global crude oil market: Evidence from the post-financial crisis era
Sign Up to like & getrecommendations! Published in 2021 at "Petroleum Science"
DOI: 10.1016/j.petsci.2021.05.003
Abstract: Abstract The frequent occurrence of geopolitical crises in the post-financial crisis era is driving the rethinking behind whether the global crude oil market is still a highly connected “great pool”. Using the spillover network model… read more here.
Keywords: post financial; financial crisis; crisis era; global crude ... See more keywords
The heterogeneous dependence between global crude oil and Chinese commodity futures markets: evidence from quantile regression
Sign Up to like & getrecommendations! Published in 2019 at "Applied Economics"
DOI: 10.1080/00036846.2018.1564117
Abstract: ABSTRACT This paper explores the dependence between global crude oil and Chinese commodity futures markets across different quantiles of the return distributions. Based on weekly data from 11 June 2004 to 7 July 2017, we… read more here.
Keywords: dependence; dependence global; global crude; crude oil ... See more keywords