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Quantile regression; Commodity markets; Financialization; Tail dependence; Contagion
SHFE, Futures Markets, Aluminum, Copper, High-Frequency Data, Night Trading
Industrial metals, LME futures market, Volatility forecasting, Multivariate HAR, Volatility spillovers, Bayesian model averaging
China; Futures markets; Internationalization; Market quality; PTA; Iron ore
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File name: SSRN-id2789661.pdf
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energy futures markets, volatility transmission
Automobile companies, Oil prices, Electric vehicles, Financialization
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