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Intra-day co-movements of crude oil futures: China and the international benchmarks
Investigating the co-movements between crude oil futures helps to understand the integration of the global markets. This paper focuses on Shanghai crude oil futures (INE) and study its co-movements with the international benchmarks of WTI and Brent crude oil futures in intra-day day and night tradin...
Autores principales: | Ji, Qiang, Zhang, Dayong, Zhao, Yuqian |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Springer US
2021
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8123105/ https://www.ncbi.nlm.nih.gov/pubmed/34024976 http://dx.doi.org/10.1007/s10479-021-04097-x |
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