Capturing the dynamics of the China crude oil futures: Markov switching, co-movement, and volatility forecasting
The launch of the China's Shanghai International Energy Exchange (INE) oil futures market
in 2018 has shed new light on the role of China in international crude oil market …
in 2018 has shed new light on the role of China in international crude oil market …
A selected review of agricultural commodity futures and options markets
P Garcia, RM Leuthold - European review of agricultural …, 2004 - academic.oup.com
This paper provides a selected review of the research literature on commodity futures and
options markets, focusing primarily on empirical studies. The topics featured include the …
options markets, focusing primarily on empirical studies. The topics featured include the …
Forty years of the Journal of Futures Markets: A bibliometric overview
This study uses bibliometrics to present a retrospective on the Journal of Futures Markets
(JFM) on its 40th anniversary. The Journal's annual number of publications and citations …
(JFM) on its 40th anniversary. The Journal's annual number of publications and citations …
Corn cash price forecasting with neural networks
X Xu, Y Zhang - Computers and Electronics in Agriculture, 2021 - Elsevier
We explore the forecasting issue in a data set of daily corn cash prices from nearly 500
markets across sixteen states: North Dakota, Iowa, Minnesota, Illinois, Indiana, Ohio …
markets across sixteen states: North Dakota, Iowa, Minnesota, Illinois, Indiana, Ohio …
The effect of monetary policy on real commodity prices
JA Frankel - Asset prices and monetary policy, 2008 - degruyter.com
Commodity prices are back, with a vengeance. In the 1970s, macroeconomic discussions
were dominated by the oil price shocks and other rises in agricultural and mineral products …
were dominated by the oil price shocks and other rises in agricultural and mineral products …
[HTML][HTML] An integrated vector error correction and directed acyclic graph method for investigating contemporaneous causalities
X Xu, Y Zhang - Decision Analytics Journal, 2023 - Elsevier
This study introduces an integrated vector error correction and directed acyclic graph
method for investigating contemporaneous causalities with application to regional scrap …
method for investigating contemporaneous causalities with application to regional scrap …
Intraday price discovery and volatility transmission in stock index and stock index futures markets: Evidence from China
Using high‐frequency data, this study investigates intraday price discovery and volatility
transmission between the Chinese stock index and the newly established stock index …
transmission between the Chinese stock index and the newly established stock index …
Network analysis of housing price comovements of a hundred Chinese cities
X Xu, Y Zhang - National Institute Economic Review, 2023 - cambridge.org
Housing price comovements are an important issue in economics. This study focuses on
monthly housing prices of 99 major cities in China for the years 2010–2019 by using …
monthly housing prices of 99 major cities in China for the years 2010–2019 by using …
Price discovery and volatility spillovers in index futures markets: Some evidence from Mexico
M Zhong, AF Darrat, R Otero - Journal of Banking & Finance, 2004 - Elsevier
This paper investigates the hypotheses that the recently established Mexican stock index
futures market effectively serves the price discovery function, and that the introduction of …
futures market effectively serves the price discovery function, and that the introduction of …
Price discovery in bitcoin spot or futures?
Abstract In December 2017, both the Chicago Board Options Exchange and the Chicago
Mercantile Exchange introduced futures contracts on bitcoin. We investigate to what extent …
Mercantile Exchange introduced futures contracts on bitcoin. We investigate to what extent …