The Impact of Soybean Futures and Crude Oil Futures on Palm Oil Indexes: Evidence from Bounds Test of Level Relationship and Causality Analysis by Izaan Jamil, Mori Kogid, Thien Sang Lim, Jaratin Lily

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Influencing Factors Analysis of Crude Oil Futures Price Volatility Based on Mixed-Frequency Data by Congxin Wu, Xinyu Wang, Shan Luo, Jing Shan, Feng Wang

Subjects: “…crude oil futures…”
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Research on Risk Features and Prediction of China’s Crude Oil Futures Market Based on Machine Learning by Yaoqi Guo, Shuchang Zhang, Yanqiong Liu

Subjects: “…China’s crude oil futures…”
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Trading Momentum in the U.S. Crude Oil Futures Market by Ikhlaas Gurrib, Olga Starkova, Dalia Hamdan

Subjects: “…Energy, Crude Oil, Futures Markets, Rate of Change, Technical Analysis, Performance…”
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Study of Volatility Spillover from Crude Oil Futures to Grain Futures Across Multiple Cycles Based on the EEMD-BEKK-GARCH Model by Xizhao Wang, Mingzhe Pu, Shengxuan Sun, Yu Zhong

Subjects: “…crude oil futures…”
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Forecasting Crude Oil Future Volatilities with a Threshold Zero-Drift GARCH Model by Tong Liu, Yanlin Shi

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A Study on the Oil Price Cointegration Dynamic Process: Evidence From the Shanghai Crude Oil Futures by Hongxia Wang, Shushu Qiu, Ho Yin Yick, Yuhu Dai

Subjects: “…shanghai crude oil futures…”
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Forecasting crude oil futures volatility with extreme-value information and dynamic jumps by Wenliang Shu, Huiyu Luo

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Forecasting the volatility of crude oil futures: New evidence from jump-induced volatility by Anupam Dutta, Elie Bouri

Subjects: “…Crude oil futures…”
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Time-varying risk aversion and dynamic dependence between crude oil futures and European Union allowance futures markets by Xinyu Wu, Zhitian Zhu

Subjects: “…crude oil futures…”
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The Relationship between Crude Oil Futures Market and Chinese/US Stock Index Futures Market Based on Breakpoint Test by Xunfa Lu, Kai Liu, Kin Keung Lai, Hairong Cui

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Crude Oil Spot Price Forecasting Based on Multiple Crude Oil Markets and Timeframes by Shangkun Deng, Akito Sakurai

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RV-FELM: Futures commodity price forecasting based on RIME-VMD algorithm coupled with FA-ELM by Xiong Yang, Zihang Zhang, Huihua Xu

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Closer is more important: The impact of Chinese and global macro-level determinants on Shanghai crude oil futures volatility by Xiaoling Yu, Kaitian Xiao, Javier Cifuentes-Faura

Subjects: “…shanghai crude oil futures…”
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Volatility predictability in crude oil futures: Evidence based on OVX, GARCH and stochastic volatility models by Zheng Zhang, Muhammad Yousaf Raza, Wenxue Wang, Lu Sui

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Volatility spillovers and conditional correlations between oil, renewables and stock markets: A multivariate GARCH-in-mean analysis by Wenxue Wang, Peter G. Moffatt, Zheng Zhang, Muhammad Yousaf Raza

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