Xunfa Lu
Biographic Data
| ID | 9848113 |
|---|---|
| NAME | Xunfa Lu |
| GIVEN NAMES | Xunfa |
| FAMILY NAME | Lu |
| SIGNATURE | LU X |
| AFFILIATIONS | Nanjing University of Information Science and Technology |
| ORCID | 0000-0002-8759-0378 |
| VERIFIED | Yes |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 1 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2025 |
| LATEST PUBLICATION YEAR | 2025 |
| H-INDEX | 0 |
Multifractal relationship between decomposed oil price shocks and trading volume
The decomposition of oil price shocks is crucial for understanding the multifractal nature of price-volume dynamics in crude oil futures. Using the structural vector autoregression (SVAR), this study decomposes the crude oil futures prices into three types of oil price shocks, viz., supply shocks, demand shocks, and risk shocks. The heterogeneous effects of decomposed oil price shocks on the trading volume of the crude oil futures are uncovered b…
No prominent works on this page.
Multifractal relationship between decomposed oil price shocks and trading volume
The decomposition of oil price shocks is crucial for understanding the multifractal nature of price-volume dynamics in crude oil futures. Using the structural vector autoregression (SVAR), this study decomposes the crude oil futures prices into three types of oil price shocks, viz., supply shocks, demand shocks, and risk shocks. The heterogeneous effects of decomposed oil price shocks on the trading volume of the crude oil futures are uncovered b…
Complex Systems and Time Series Analysis (1 work) · Econometrics (1 work) · Economics (1 work) · Financial economics (1 work) · Fractal (1 work) · Market Dynamics and Volatility (1 work) · Mathematics (1 work) · Monetary economics (1 work) · Multifractal system (1 work) · Physics (1 work)