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The impact of COVID‐19 on the interdependence between US and Chinese oil futures markets

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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

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The effect of oil price shocks on asset markets: Evidence from oil inventory news

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Return and volatility transmission between China's and international crude oil futures markets: A first look

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South African political unrest, oil prices, and the time varying risk premium in the gold futures market

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Price linkages between Chinese and world copper futures markets

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The price impact of futures trades and their intraday seasonality

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Co-movement of international crude oil price and Indian stock market: Evidences from nonlinear cointegration tests

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

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Risk spillovers and time-varying links between international oil and China’s commodity futures markets: Fresh evidence from the higher-order moments

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COVID-19 impact on commodity futures volatilities

inferredcites →https://doi.org/10.1016/j.frl.2022.102684openalex-snapshot

COVID-19′s impact on the spillover effect across the Chinese and U.S. stock markets

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Liquidity effects on price and return co-movements in commodity futures markets

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Primary commodity prices: Co-movements, common factors and fundamentals

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Dynamic integration and transmission channels among interest rates and oil price shocks

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Price overreactions in the commodity futures market: An intraday analysis of the Covid-19 pandemic impact

inferredcites →https://doi.org/10.1016/j.resourpol.2021.102131openalex-snapshot

Connectedness between oil and agricultural commodity prices during tranquil and volatile period. Is crude oil a victim indeed?

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The effects of commodity financialization on commodity market volatility

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Modelling asymmetric conditional dependence between Shanghai and Hong Kong stock markets

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Asymmetric volatility spillovers between economic policy uncertainty and stock markets: Evidence from China

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The relationship between US and Canadian wheat futures

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Volatility dynamics under an endogenous Markov-switching framework: a cross-market approach

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Return and volatility co-movement in commodity futures markets: the effects of liquidity risk

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Dynamic Conditional Correlation

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How Important are Common Factors in Driving Non-Fuel Commodity Prices? A Dynamic Factor Analysis

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The Excess Co-Movement of Commodity Prices

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Index Investment and the Financialization of Commodities

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

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Visibility Graph Analysis of Crude Oil Futures Markets: Insights from the Covid-19 Pandemic and Russia-Ukraine Conflict

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