Work

Investigating the risk-return trade-off for crude oil futures using high-frequency data

Year: 2016

Type: article

Source: Applied Energy

DOI: 10.1016/j.apenergy.2016.11.112

Authors: Xu Gong, Fenghua Wen, X.H. Xia, Jianbai Huang, Bin Pan

Institutions: Central South University, Xiamen University, University of Windsor, Renmin University of China, Wenzhou 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

Awards: 经济新常态下的国家金属资源安全管理及其政策研究, G3860258252, G5274903103, 全球产业链视角下中国能源与资源耦合的价值核算、动态演化及其政策研究, 投资者情绪生成、传染机制及其对资产定价的影响研究

OpenAlex ID: W2560326876

FWCI: 21.37

Cites: 69

Cited by: 69

Related to: 10