Replication for Volatility Regimes and Jumps in Crude Oil Futures: Uncovering How Market Shocks Trigger Extreme Comovements
Published: 23 January 2026| Version 1 | DOI: 10.17632/7p3h9dcww5.1
Contributor:
haoyu shiDescription
Codes to replication the results in the paper: Volatility Regimes and Jumps in Crude Oil Futures: Uncovering How market Shocks Trigger Extreme Comovements
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Institutions
- Shanghai Jiao Tong UniversityShanghai
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Financial Economics