Chi-Hin Cheung

affiliation not provided to SSRN

SCHOLARLY PAPERS

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Scholarly Papers (1)

Crude Oil Price Dynamics with Crash Risk Under Fundamental Shocks

North American Journal of Economics and Finance, 54 (2020), 101238
Number of pages: 52 Posted: 17 Apr 2020 Last Revised: 08 Jul 2020
Cho-Hoi Hui, Chi-Fai Lo, Chi-Hin Cheung and Andrew Wong
Hong Kong Monetary Authority - Research Department, The Chinese University of Hong Kong, affiliation not provided to SSRN and Hong Kong Monetary Authority
Downloads 66 (426,467)

Abstract:

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Target zone; quasi-bounded process; crude oil, OPEC; oil demand shocks

Crude Oil Price Dynamics With Crash Risk Under Fundamental Shocks

HKIMR Working Paper No.12/2020
Number of pages: 54 Posted: 15 Jul 2020
Cho-Hoi Hui, Chi-Fai Lo, Chi-Hin Cheung and Andrew Wong
Hong Kong Monetary Authority - Research Department, The Chinese University of Hong Kong, affiliation not provided to SSRN and Hong Kong Monetary Authority
Downloads 38 (545,728)

Abstract:

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Target zone; quasi-bounded process; crude oil; OPEC; oil demand shocks