Work

Capturing the dynamics of the China crude oil futures: Markov switching, co-movement, and volatility forecasting

Year: 2021

Type: article

Source: Energy Economics

DOI: 10.1016/j.eneco.2021.105622

Authors: Min Liu, Chien-Chiang Lee

Institution: Nanchang University

Language: English

Topic: Market Dynamics and Volatility

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: National Natural Science Foundation of China, National Social Science Fund of China

Award: G444873043

OpenAlex ID: W3202948346

FWCI: 21.58

Cites: 97

Cited by: 141

Related to: 10