Do the crude oil futures of the Shanghai International Energy Exchange improve asset allocation of Chinese petrochemical-related stocks?

A five-factor asset pricing model

Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 2014 · 7.8K citations

Business, Economics, Finance +12

Dynamic Conditional Correlation

Robert F. Engle · Journal of Business and Economic Statistics · 2002 · 7.1K citations

Business, Finance, Econometrics +16

On the network topology of variance decompositions: Measuring the connectedness of financial firms

Francis X. Diebold, Kamil Yılmaz · Journal of Econometrics · 2014 · 4.4K citations

Business, Economics, Finance +17

Oil and the Stock Markets

Charles M. Jones, Gautam Kaul · The Journal of Finance · 1996 · 1.5K citations

Business, Economics, Finance +14

Facts and Fantasies about Commodity Futures

Gary B. Gorton, K. Geert Rouwenhorst · Financial Analysts Journal · 2006 · 1.4K citations

Business, Business Economics, Economics +17