Evolution of the World Crude Oil Market Integration: A Graph Theory Analysis

By Qiang Ji, Ying Fan. 2016

131 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Renewable Energy, Sustainability and the Environment

View Paper: https://www.semanticscholar.org/paper/385084aa8c2d3887dec047f2195419f14980dbd4

Citations in the corpus

• Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models (2019, unknown): “In recent literature, forecasting volatility has gained interest, oftentimes from a risk-2 management perspective (Klein & Walther, 2016, Ji & Fan, 2016) or in terms of quantifying spillovers between markets (Nazlioglu et al., 2013, Todorova et al., 2014, Ji et al., 2018, Klein, 2018, Ma et al.,…”