Intraday price discovery and volatility transmission in stock index and stock index futures markets: Evidence from China

J Yang, Z Yang, Y Zhou - Journal of Futures Markets, 2012 - Wiley Online Library
Using high‐frequency data, this study investigates intraday price discovery and volatility
transmission between the Chinese stock index and the newly established stock index …

Political uncertainty, COVID-19 pandemic and stock market volatility transmission

GN Apostolakis, C Floros, K Gkillas, M Wohar - Journal of International …, 2021 - Elsevier
News about referendums and the ongoing evolution of a global contagious increase
uncertainty about the development of economic fundamentals reflected by increased …

Volatility and skewness spillover between stock index and stock index futures markets during a crash period: New evidence from China

YG Hou, S Li - International Review of Economics & Finance, 2020 - Elsevier
This paper examines volatility and skewness spillover between Chinese stock index and
index futures markets during the market crash in 2015. The results reveal that the volatility …

Commodity and transportation economic market interactions revisited: new evidence from a dynamic factor model

J Angelopoulos, S Sahoo, ID Visvikis - Transportation Research Part E …, 2020 - Elsevier
To the best of our knowledge, this is the first paper, to utilise a novel dynamic factor model to
investigate the economic relationships between 65 commodity (including oil, energy, metal …

The lead–lag relationship between spot and futures prices: Empirical evidence from the Indian commodity market

RP Pradhan, JH Hall, E Du Toit - Resources Policy, 2021 - Elsevier
This paper examines the relationship between spot and futures prices in the Indian
commodity market for the period 2009 to 2020. The ARDL bounds-testing technique is used …

Financialisation of natural resources & instability caused by risk transfer in commodity markets

TLD Huynh, T Burggraf, MA Nasir - Resources Policy, 2020 - Elsevier
Understanding the connectedness of financial markets and hence possible sources of
systematic risk is central to the debate on the process of financialisation and its …

Do oil spot and futures prices move together?

CP Chang, CC Lee - Energy economics, 2015 - Elsevier
This paper investigates the time-varying correlation and the causal relationship between
crude oil spot and futures prices using a newly developed approach—wavelet coherency …

What role do futures markets play in Bitcoin pricing? Causality, cointegration and price discovery from a time-varying perspective?

Y Hu, YG Hou, L Oxley - International Review of Financial Analysis, 2020 - Elsevier
Recent papers that have explored spot and futures markets for Bitcoin have concluded that
price discovery takes place either in the spot, or the futures market. Here, we consider the …

Role of index futures on China's stock markets: Evidence from price discovery and volatility spillover

H Miao, S Ramchander, T Wang, D Yang - Pacific-Basin Finance Journal, 2017 - Elsevier
The introduction of stock index futures in China in 2010 marked an important development in
the country's financial markets. It was however not without controversy as regulators blamed …

Intraday price discovery and volatility transmission between the dual-listed stock index futures and spot markets–new evidence from India

S Sundararajan, SA Balasubramanian - International Journal of …, 2023 - emerald.com
Purpose This study empirically explores the intraday price discovery mechanism and
volatility transmission effect between the dual-listed Indian Nifty index futures traded …