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Intra-day co-movements of crude oil futures: China and the international benchmarks

Investigating the co-movements between crude oil futures helps to understand the integration of the global markets. This paper focuses on Shanghai crude oil futures (INE) and study its co-movements with the international benchmarks of WTI and Brent crude oil futures in intra-day day and night tradin...

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Publicat a:Ann Oper Res
Autors principals: Ji, Qiang, Zhang, Dayong, Zhao, Yuqian
Format: Artigo
Idioma:Inglês
Publicat: Springer US 2021
Matèries:
Accés en línia:https://ncbi.nlm.nih.gov/pmc/articles/PMC8123105/
https://ncbi.nlm.nih.gov/pubmed/34024976
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1007/s10479-021-04097-x
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