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Do the crude oil futures of the Shanghai International Energy Exchange improve asset allocation of Chinese petrochemical-related stocks?
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Cited by:
- Ren, Xiaohang & Li, Yiying & Sun, Xianming & Bu, Ruijun & Jawadi, Fredj, 2023.
"Modeling extreme risk spillovers between crude oil and Chinese energy futures markets,"
Energy Economics, Elsevier, vol. 126(C).
- Xiaohang Ren & Yiying Li & Xianming Sun & Ruijun Bu & Fredj Jawadi, 2023. "Modeling extreme risk spillovers between crude oil and Chinese energy futures markets," Post-Print hal-04478730, HAL.
- 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).
- Zhini Yang & Andrew Lepone, 2025. "Price Discovery in China's Crude Oil Derivatives Market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 45(5), pages 473-493, May.
- Zhang, Ruifeng & Song, Shuhong & Xiu, Weiya, 2025. "Does the efficiency of capital allocation have spatial carbon emission spillover effects?," International Review of Financial Analysis, Elsevier, vol. 99(C).
- 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).
- Wu, Yunlin & Huang, Lei & Jiang, Hui, 2023. "Optimization of large portfolio allocation for new-energy stocks: Evidence from China," Energy, Elsevier, vol. 285(C).
- 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).
- Li, Jingyu & Liu, Ranran & Yao, Yanzhen & Xie, Qiwei, 2022. "Time-frequency volatility spillovers across the international crude oil market and Chinese major energy futures markets: Evidence from COVID-19," Resources Policy, Elsevier, vol. 77(C).
- Jung-Bin Su, 2020. "The Implementation of Asset Allocation Approaches: Theory and Evidence," Sustainability, MDPI, vol. 12(17), pages 1-28, September.
- Jiang, Zhe & Zhang, Lin & Zhang, Lingling & Wen, Bo, 2022. "Investor sentiment and machine learning: Predicting the price of China's crude oil futures market," Energy, Elsevier, vol. 247(C).
- Ren, Xiaohang & Fu, Chenjia & Jin, Yi, 2025. "Climate risk perception and oil financialization in China: Evidence from a time-varying Granger model," Research in International Business and Finance, Elsevier, vol. 74(C).
- Maria Ghani & Feng Ma & Dengshi Huang, 2024. "Forecasting the Asian stock market volatility: Evidence from WTI and INE oil futures," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(2), pages 1496-1512, April.
- Lin, Boqiang & Su, Tong, 2021. "Do China's macro-financial factors determine the Shanghai crude oil futures market?," International Review of Financial Analysis, Elsevier, vol. 78(C).
- 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).
- Lu, Xinjie & Ma, Feng & Li, Haibo & Wang, Jianqiong, 2023. "INE oil futures volatility prediction: Exchange rates or international oil futures volatility?," Energy Economics, Elsevier, vol. 126(C).
- Sun, Chuanwang & Min, Jialin & Sun, Jiacheng & Gong, Xu, 2023. "The role of China's crude oil futures in world oil futures market and China's financial market," Energy Economics, Elsevier, vol. 120(C).
- Zhu, Pengfei & Tang, Yong & Wei, Yu & Dai, Yimin & Lu, Tuantuan, 2021. "Relationships and portfolios between oil and Chinese stock sectors: A study based on wavelet denoising-higher moments perspective," Energy, Elsevier, vol. 217(C).
- Tong Liu & Yanlin Shi, 2022. "Forecasting Crude Oil Future Volatilities with a Threshold Zero-Drift GARCH Model," Mathematics, MDPI, vol. 10(15), pages 1-20, August.
- Liu, Min & Lee, Chien-Chiang, 2021. "Capturing the dynamics of the China crude oil futures: Markov switching, co-movement, and volatility forecasting," Energy Economics, Elsevier, vol. 103(C).
- Ma, Yilin & Wang, Yudong & Wang, Weizhong & Zhang, Chong, 2023. "Portfolios with return and volatility prediction for the energy stock market," Energy, Elsevier, vol. 270(C).
- Yang, Kun & Wei, Yu & Li, Shouwei & Liu, Liang & Wang, Lei, 2021. "Global financial uncertainties and China’s crude oil futures market: Evidence from interday and intraday price dynamics," Energy Economics, Elsevier, vol. 96(C).
- 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).
- Jiang, Ping & Liu, Zhenkun & Wang, Jianzhou & Zhang, Lifang, 2021. "Decomposition-selection-ensemble forecasting system for energy futures price forecasting based on multi-objective version of chaos game optimization algorithm," Resources Policy, Elsevier, vol. 73(C).
- Corbet, Shaen & Hou, Yang (Greg) & Hu, Yang & Oxley, Les, 2022. "The growth of oil futures in China: Evidence of market maturity through global crises," Energy Economics, Elsevier, vol. 114(C).
- Shao Ying-Hui & Liu Ying-Lin & Yang Yan-Hong, 2022. "The short-term effect of COVID-19 pandemic on China's crude oil futures market: A study based on multifractal analysis," Papers 2204.05199, arXiv.org.
- Goghie, Alexandru-Stefan, 2025. "The geopolitics of crude oil futures contracts benchmarks: RMB-denominated oil futures and the shift towards autonomy," SocArXiv ftsg6_v2, Center for Open Science.
- Geng, Qianjie, 2025. "Is there a robust hedging method during the COVID-19 pandemic? Evidence from Chinese crude oil futures," Energy Economics, Elsevier, vol. 144(C).
- Huang, Wenyang & Gao, Tianxiao & Hao, Yun & Wang, Xiuqing, 2023. "Transformer-based forecasting for intraday trading in the Shanghai crude oil market: Analyzing open-high-low-close prices," Energy Economics, Elsevier, vol. 127(PA).