GAO Lin

Main Referenced Co-authors

Liu, Lu (1)

Süss, Stephan (1)

Main Referenced Keywords

commodity futures (2); regime switching (1); sentiment (1); volatility (1);

Main Referenced Disciplines

Finance (2)

Publications (total 2)

Search in publications

The most downloaded

434 downloads

Gao, L., & Liu, L. (2014). The Volatility Behavior and Dependence Structure of Commodity Futures and Stocks. Journal of Futures Markets, 34 (1), 93-101. doi:10.1002/fut.21587 https://hdl.handle.net/10993/7954

The most cited

65 citations (Scopus®)

Gao, L., & Süss, S. (2015). Market Sentiment in Commodity Futures Returns. Journal of Empirical Finance. doi:10.1016/j.jempfin.2015.07.001 https://hdl.handle.net/10993/14695

Gao, L., & Süss, S. (2015). Market Sentiment in Commodity Futures Returns. Journal of Empirical Finance. doi:10.1016/j.jempfin.2015.07.001

https://hdl.handle.net/10993/14695

Peer Reviewed verified by ORBi

Gao, L., & Liu, L. (2014). The Volatility Behavior and Dependence Structure of Commodity Futures and Stocks. Journal of Futures Markets, 34 (1), 93-101. doi:10.1002/fut.21587

https://hdl.handle.net/10993/7954

Peer reviewed