Open AccessVolatility Asymmetry and Spillover Effects in Crude Oil Futures Market: Evidence from China
Author(s) -
GAO Hui,
GAO Tian Chen
Publication year - 2022
Publication title -
applied economics and finance
Language(s) - English
Resource type - Journals
eISSN - 2332-7308
pISSN - 2332-7294
DOI - 10.11114/aef.v9i3.5693
Subject(s) - futures contract , brent crude , spillover effect , crude oil , economics , cointegration , volatility (finance) , crack spread , financial economics , granger causality , west texas intermediate , monetary economics , oil storage trade , econometrics , oil price , macroeconomics , petroleum engineering , engineering
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom