IDEAS home Printed from https://ideas.repec.org/r/eee/eneeco/v112y2022ics0140988322003255.html

Price discovery efficiency of China's crude oil futures: Evidence from the Shanghai crude oil futures market

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Su, Tong & Lin, Boqiang, 2024. "Reassessing the information transmission and pricing influence of Shanghai crude oil futures: A time-varying perspective," Energy Economics, Elsevier, vol. 140(C).
  2. Apostolakis, George N. & Floros, Christos & Gkillas, Konstantinos & Wohar, Mark, 2024. "Volatility spillovers across the spot and futures oil markets after news announcements," The North American Journal of Economics and Finance, Elsevier, vol. 69(PA).
  3. Zhang, Jiaming & Guo, Songlin & Dou, Bin & Xie, Bingyuan, 2023. "Evidence of the internationalization of China's crude oil futures: Asymmetric linkages to global financial risks," Energy Economics, Elsevier, vol. 127(PA).
  4. Liang, Qian & Lin, Qingyuan & Guo, Mengzhuo & Lu, Quanying & Zhang, Dayong, 2025. "Forecasting crude oil prices: A Gated Recurrent Unit-based nonlinear Granger Causality model," International Review of Financial Analysis, Elsevier, vol. 102(C).
  5. Xu, Zhiwei & Gan, Shiqi & Hua, Xia & Xiong, Yujie, 2024. "Can the sentiment of the official media predict the return volatility of the Chinese crude oil futures?," Energy Economics, Elsevier, vol. 140(C).
  6. Sun, Chuanwang & Peng, Yiqi & Zhan, Yanhong, 2023. "How does China's crude oil futures affect the crude oil prices at home and abroad? Evidence from the cross-market exchange rate spillovers," International Review of Economics & Finance, Elsevier, vol. 88(C), pages 204-222.
  7. Long, Houyin & Huang, Xiang & Wang, Jiaxin, 2023. "How does energy finance promote energy transition? Evidence from Shanghai crude oil futures," International Review of Financial Analysis, Elsevier, vol. 90(C).
  8. Yin, Libo & Cao, Hong & Guo, Yumei, 2024. "The information content of Shanghai crude oil futures vs WTI benchmark: Evidence from temporal and spatial dimensions," Energy Economics, Elsevier, vol. 132(C).
  9. He, Feng & Chen, Longxuan & Hao, Jing & Wu, Ji, 2024. "Financial market development and corporate risk management: Evidence from Shanghai crude oil futures launched in China," Energy Economics, Elsevier, vol. 129(C).
  10. Shi, Fengyuan & Deng, Yiwen & Guo, Yaoqi, 2025. "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," The North American Journal of Economics and Finance, Elsevier, vol. 77(C).
  11. Xu, Zhiwei & Gou, Xinyi & Zhang, Teng, 2025. "Have the Chinese crude oil futures prices made a progress towards becoming the regional oil pricing benchmark? Empirical analysis from the asset pricing perspective," Energy Economics, Elsevier, vol. 145(C).
  12. Feng He & Longxuan Chen & Jing Hao & Dongfeng Chang, 2025. "Futures Trading and Corporate Financialization: A Quasi‐Natural Experiment From the Launch of China's Crude Oil Futures," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 45(7), pages 732-751, July.
  13. Hu, Genhua & Jiang, Haifeng, 2023. "Time-varying jumps in China crude oil futures market impacted by COVID-19 pandemic," Resources Policy, Elsevier, vol. 82(C).
  14. He, Feng & Chen, Longxuan & Wang, Ziqiao & Zhang, Wei, 2025. "Financial innovation and corporate climate policy uncertainty exposure: Evidence from China's crude oil futures," Energy Economics, Elsevier, vol. 145(C).
  15. Viviana Fanelli & Claudio Fontana & Francesco Rotondi, 2023. "A hidden Markov model for statistical arbitrage in international crude oil futures markets," Papers 2309.00875, arXiv.org, revised Feb 2026.
  16. Yin, Libo & Cao, Hong & Xin, Yu, 2024. "Impact of crude oil price innovations on global stock market volatility: Evidence across time and space," International Review of Financial Analysis, Elsevier, vol. 96(PB).
  17. Etensa, Tesfaye & Alemu, Tekie & Yayo, Mengesha, 2025. "Modeling energy prices and inclusive growth in Sub-Saharan Africa: Potential transmission pathways," Utilities Policy, Elsevier, vol. 97(C).
  18. Ren, Xiaohang & He, Yue & Liu, Chuanwang & Tao, Lizhu, 2025. "Extreme risk spillovers between SC, WTI and Brent crude oil futures-Evidence from time-varying Granger causality test," Energy, Elsevier, vol. 320(C).
  19. Naeem, Muhammad Abubakr & Gul, Raazia & Shafiullah, Muhammad & Karim, Sitara & Lucey, Brian M., 2024. "Tail risk spillovers between Shanghai oil and other markets," Energy Economics, Elsevier, vol. 130(C).
  20. Liwei Jin & Xianghui Yuan & Li Peiran & Hailun Xu & Feng Lian, 2023. "Option features and price discovery in convertible bonds," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(3), pages 384-403, March.
  21. Yang, Jie & Feng, Yun & Yang, Hao, 2025. "Multiscale dynamic interdependency between China’s crude oil futures and petrochemical-related commodity futures: An integrated perspective from the industry chain system," The North American Journal of Economics and Finance, Elsevier, vol. 75(PA).
  22. Min Liu & Chien‐Chiang Lee, 2025. "Exploring the Driving Forces of the Correlations Between China's Crude Oil Futures and Global and Regional Benchmarks," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 45(4), pages 379-392, April.
  23. Yang, Jie & Feng, Yun & Yang, Hao, 2024. "The spillover and comovement of downside and upside tail risks among crude oil futures markets," International Review of Financial Analysis, Elsevier, vol. 96(PA).
  24. Mao, Yaqi & Yu, Xiaobing & Liu, Jia & Wang, Feng & Zhang, Aixin & Zhu, Junhua, 2025. "Disentangling market drivers and macro uncertainty risks in crude oil futures pricing: A multi-scale quantile regression and causal forest approach," Energy, Elsevier, vol. 332(C).
  25. Li, Houjian & Huang, Xinya & Guo, Lili, 2023. "Extreme risk dependence and time-varying spillover between crude oil, commodity market and inflation in China," Energy Economics, Elsevier, vol. 127(PB).
  26. Zhu, Bangzhu & Tian, Chao & Wang, Ping, 2024. "Exploring the relationship between Chinese crude oil futures market efficiency and market micro characteristics," Energy Economics, Elsevier, vol. 134(C).
  27. Wang, Xiaoyu & Wang, Jiaojiao & Wang, Wenhuan & Zhang, Shuquan, 2023. "International and Chinese energy markets: Dynamic spillover effects," Energy, Elsevier, vol. 282(C).
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.