Volatility regimes and jumps in crude oil futures: Uncovering how market shocks trigger extreme comovements

Economic Modelling 2026

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Authors: Haoyu Shi, Xu Zheng, Yuansheng Wang

DOI: 10.1016/j.econmod.2026.107532

Cited by: 0

References: 57

Fields of Study & Subjects

Market Dynamics and Volatility Financial Risk and Volatility Modeling Financial Markets and Investment Strategies

References 57