A Lead-Lag Relationship and Forecast Research between China’s Crude Oil Futures and Spot Markets
The integration of the global economy has led to an increasingly strong connection between the futures and spot markets of commodities. First, based on one-minute high-frequency prices, this paper applies the thermal optimal path (TOP) method to examine the lead-lag relationship between Chinese crud...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2022-01-01
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| Series: | Complexity |
| Online Access: | http://dx.doi.org/10.1155/2022/6162671 |
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