Price relationships in crude oil futures: new evidence from CFTC disaggregated data

Environmental Economics and Policy Studies ◽

10.1007/s10018-012-0045-3 ◽

2012 ◽

Vol 15 (2) ◽

pp. 133-170 ◽

Author(s):

Julien Chevallier

Keyword(s):

Crude Oil ◽

Oil Futures ◽

Crude Oil Futures ◽

Disaggregated Data ◽

New Evidence ◽

Price Relationships

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Humps in the Volatility Structure of the Crude Oil Futures Market: New Evidence

SSRN Electronic Journal ◽

10.2139/ssrn.2083726 ◽

2012 ◽

Author(s):

Carl Chiarella ◽

Boda Kang ◽

Christina Nikitipoulos Sklibosios ◽

Thuy Duong To

Keyword(s):

Crude Oil ◽

Futures Market ◽

Oil Futures ◽

Crude Oil Futures ◽

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Humps in the volatility structure of the crude oil futures market: New evidence

Energy Economics ◽

10.1016/j.eneco.2013.05.019 ◽

2013 ◽

Vol 40 ◽

pp. 989-1000 ◽

Author(s):

Carl Chiarella ◽

Boda Kang ◽

Christina Sklibosios Nikitopoulos ◽

Thuy-Duong Tô

Keyword(s):

Crude Oil ◽

Futures Market ◽

Oil Futures ◽

Crude Oil Futures ◽

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Intraday return predictability in China’s crude oil futures market: New evidence from a unique trading mechanism

Economic Modelling ◽

10.1016/j.econmod.2021.01.005 ◽

2021 ◽

Vol 96 ◽

pp. 209-219

Author(s):

Danyan Wen ◽

Yudong Wang ◽

Yaojie Zhang

Keyword(s):

Crude Oil ◽

Futures Market ◽

Return Predictability ◽

Oil Futures ◽

Crude Oil Futures ◽

Trading Mechanism ◽

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Forecasting China's crude oil futures volatility: New evidence from the MIDAS-RV model and COVID-19 pandemic

Resources Policy ◽

10.1016/j.resourpol.2021.102453 ◽

2022 ◽

Vol 75 ◽

pp. 102453

Author(s):

Zhonglu Chen ◽

Yong Ye ◽

Xiafei Li

Keyword(s):

Crude Oil ◽

Oil Futures ◽

Crude Oil Futures ◽

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Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach

Resources Policy ◽

10.1016/j.resourpol.2021.102219 ◽

2021 ◽

Vol 73 ◽

pp. 102219

Author(s):

Mehmet Balcilar ◽

David Gabauer ◽

Zaghum Umar

Keyword(s):

Crude Oil ◽

Commodity Markets ◽

Futures Contracts ◽

Oil Futures ◽

Crude Oil Futures ◽

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Efficiency of Crude Oil Futures Markets: New Evidence from Multifractal Detrending Moving Average Analysis

Computational Economics ◽

10.1007/s10614-012-9347-6 ◽

2012 ◽

Vol 42 (4) ◽

pp. 393-414 ◽

Author(s):

Yudong Wang ◽

Chongfeng Wu

Keyword(s):

Crude Oil ◽

Futures Markets ◽

Moving Average ◽

Oil Futures ◽

Average Analysis ◽

Crude Oil Futures ◽

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Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? New evidence

Energy Economics ◽

10.1016/j.eneco.2020.104897 ◽

2020 ◽

Vol 91 ◽

pp. 104897 ◽

Author(s):

Jiqian Wang ◽

Yisu Huang ◽

Feng Ma ◽

Julien Chevallier

Keyword(s):

Stock Market ◽

Crude Oil ◽

High Frequency ◽

Oil Futures ◽

The Us ◽

Crude Oil Futures ◽

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Does crude oil futures price really help to predict spot oil price? New evidence from density forecasting

International Journal of Finance & Economics ◽

10.1002/ijfe.2345 ◽

2020 ◽

Author(s):

Lan Bai ◽

Xiafei Li ◽

Yu Wei ◽

Guiwu Wei

Keyword(s):

Crude Oil ◽

Oil Price ◽

Oil Futures ◽

Density Forecasting ◽

Crude Oil Futures ◽

Futures Price ◽

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A Study on the Causal Relationship between the Crude Oil Futures Market and Asian Stock Markets Using a Frequency Domain Framework

Korean Journal of Financial Engineering ◽

10.35527/kfedoi.2017.16.4.001 ◽

2017 ◽

Vol 16 (4) ◽

pp. 1-23

Author(s):

윤병조

Keyword(s):

Crude Oil ◽

Frequency Domain ◽

Causal Relationship ◽

Stock Markets ◽

Futures Market ◽

Oil Futures ◽

Crude Oil Futures

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The impact of unconventional monetary policy shocks on the crude oil futures market

The Journal of Energy Markets ◽

10.21314/jem.2018.171 ◽

2018 ◽

Author(s):

Tarek Chebbi

Keyword(s):

Monetary Policy ◽

Crude Oil ◽

Futures Market ◽

Unconventional Monetary Policy ◽

Monetary Policy Shocks ◽

Oil Futures ◽

Policy Shocks ◽

Crude Oil Futures ◽

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