Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? New evidence

Jiqian Wang, Yisu Huang, Feng Ma and Julien Chevallier
Additional contact information
Julien Chevallier: LED - Laboratoire d'Economie Dionysien - UP8 - Université Paris 8 Vincennes-Saint-Denis

Post-Print from HAL

Date: 2020-09
References: Add references at CitEc
Citations: View citations in EconPapers (10)

Published in Energy Economics, 2020, 91, pp.104897. ⟨10.1016/j.eneco.2020.104897⟩

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-04250251

DOI: 10.1016/j.eneco.2020.104897

Access Statistics for this paper

More papers in Post-Print from HAL
Bibliographic data for series maintained by CCSD ().