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The information flow and market efficiency between the U.S. and Chinese aluminum and copper futures markets

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2019The pricing efficiency of crude oil futures in the Shanghai International Exchange73 cited
2013A leader of the world commodity futures markets in the making? The case of China's commodity futures

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59 cited

2019Time‐series momentum in China's commodity futures market37 cited

2020Night trading and market quality: Evidence from Chinese and US precious metal futures markets34 cited

2015Derivative markets in emerging economies: A survey29 cited

2017Do trend following strategies work in Chinese futures markets?28 cited

2013Asymmetric Information and Volatility Forecasting in Commodity Futures Markets26 cited

2013Exogenous Shocks and Information Transmission in Global Copper Futures Markets25 cited

2015Forecasting copper futures volatility under model uncertainty25 cited

2018Testing commodity futures market efficiency under time-varying risk premiums and heteroscedastic prices24 cited

2017Information Flows Between the US and China’s Agricultural Commodity Futures Markets—Based on VAR–BEKK–Skew-t Model21 cited