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中国科学院科技战略咨询研究院机构知识库
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系统分析与管理研究所 [1]
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Ji Qiang [2]
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2022 [1]
2020 [1]
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ENERGY ECO... [2]
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Co-volatility and asymmetric transmission of risks between the global oil and China's futures markets
期刊论文
ENERGY ECONOMICS, 2022, 卷号: 117
Authors:
Luo, Jiawen
;
Marfatia, Hardik A.
;
Ji, Qiang
;
Klein, Tony
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View/Download：99/0
|
Submit date：2023/05/30
Futures markets
MHAR-CSV model
Co-volatility
Time-varying volatility connectedness
Asymmetric volatility spillover
Commodity markets
On realized volatility of crude oil futures markets: Forecasting with exogenous predictors under structural breaks
期刊论文
ENERGY ECONOMICS, 2020, 卷号: 89
Authors:
Luo, Jiawen
;
Ji, Qiang
;
Klein, Tony
;
Todorova, Neda
;
Zhang, Dayong
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View/Download：190/0
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Submit date：2021/01/16
