Work

Comparison of the interdependence relationship between crude oil futures and spot in China and international crude oil markets − evidence from time-frequency and quantile perspectives

Year: 2025

Type: article

Source: The North American Journal of Economics and Finance

DOI: 10.1016/j.najef.2025.102390

Authors: Fengyuan Shi, Yiwen Deng, Yaoqi Guo

Institution: Central South 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 Office for Philosophy and Social Sciences, National Social Science Fund of China, National Major Science and Technology Projects of China

Awards: G1518442202, G2157512410, G2241216270, G3103813008

OpenAlex ID: W4407596207

FWCI: 4.71

Cites: 43

Cited by: 5

Related to: 10