id	sid	tid	token	lemma	pos
fbem-9857	1	1	frontiers	frontier	NOUN
fbem-9857	1	2	in	in	ADP
fbem-9857	1	3	business	business	NOUN
fbem-9857	1	4	,	,	PUNCT
fbem-9857	1	5	economics	economic	NOUN
fbem-9857	1	6	and	and	CCONJ
fbem-9857	1	7	management	management	NOUN
fbem-9857	1	8	issn	issn	PROPN
fbem-9857	1	9	:	:	PUNCT
fbem-9857	1	10	2766	2766	NUM
fbem-9857	1	11	-	-	PUNCT
fbem-9857	1	12	824x	824x	NUM
fbem-9857	1	13	|	|	ADJ
fbem-9857	1	14	vol	vol	NOUN
fbem-9857	1	15	.	.	PROPN
fbem-9857	2	1	10	10	NUM
fbem-9857	2	2	,	,	PUNCT
fbem-9857	2	3	no	no	INTJ
fbem-9857	2	4	.	.	NOUN
fbem-9857	2	5	1	1	NUM
fbem-9857	2	6	,	,	PUNCT
fbem-9857	2	7	2023	2023	NUM
fbem-9857	2	8	27	27	NUM
fbem-9857	2	9	research	research	NOUN
fbem-9857	2	10	on	on	ADP
fbem-9857	2	11	the	the	DET
fbem-9857	2	12	impact	impact	NOUN
fbem-9857	2	13	of	of	ADP
fbem-9857	2	14	crude	crude	ADJ
fbem-9857	2	15	oil	oil	NOUN
fbem-9857	2	16	price	price	NOUN
fbem-9857	2	17	fluctuation	fluctuation	NOUN
fbem-9857	2	18	based	base	VERB
fbem-9857	2	19	on	on	ADP
fbem-9857	2	20	egarch	egarch	PROPN
fbem-9857	2	21	model	model	PROPN
fbem-9857	2	22	shijun	shijun	PROPN
fbem-9857	2	23	qiu1	qiu1	PROPN
fbem-9857	2	24	,	,	PUNCT
fbem-9857	2	25	*	*	PUNCT
fbem-9857	2	26	1	1	NUM
fbem-9857	2	27	department	department	NOUN
fbem-9857	2	28	of	of	ADP
fbem-9857	2	29	finance	finance	NOUN
fbem-9857	2	30	,	,	PUNCT
fbem-9857	2	31	anhui	anhui	PROPN
fbem-9857	2	32	university	university	PROPN
fbem-9857	2	33	of	of	ADP
fbem-9857	2	34	finance	finance	NOUN
fbem-9857	2	35	and	and	CCONJ
fbem-9857	2	36	economics	economic	NOUN
fbem-9857	2	37	,	,	PUNCT
fbem-9857	2	38	bengbu	bengbu	NOUN
fbem-9857	2	39	,	,	PUNCT
fbem-9857	2	40	co	co	NOUN
fbem-9857	2	41	233030	233030	NUM
fbem-9857	2	42	,	,	PUNCT
fbem-9857	2	43	china	china	PROPN
fbem-9857	2	44	*	*	PUNCT
fbem-9857	2	45	corresponding	correspond	VERB
fbem-9857	2	46	author	author	NOUN
fbem-9857	2	47	:	:	PUNCT
fbem-9857	2	48	shijun	shijun	PROPN
fbem-9857	2	49	qiu	qiu	PROPN
fbem-9857	2	50	(	(	PUNCT
fbem-9857	2	51	email	email	NOUN
fbem-9857	2	52	:	:	PUNCT
fbem-9857	2	53	892930202@qq.com	892930202@qq.com	NUM
fbem-9857	2	54	)	)	PUNCT
fbem-9857	2	55	abstract	abstract	NOUN
fbem-9857	2	56	:	:	PUNCT
fbem-9857	2	57	at	at	ADP
fbem-9857	2	58	present	present	ADJ
fbem-9857	2	59	,	,	PUNCT
fbem-9857	2	60	the	the	DET
fbem-9857	2	61	largest	large	ADJ
fbem-9857	2	62	commodity	commodity	NOUN
fbem-9857	2	63	futures	future	NOUN
fbem-9857	2	64	variety	variety	NOUN
fbem-9857	2	65	in	in	ADP
fbem-9857	2	66	the	the	DET
fbem-9857	2	67	global	global	ADJ
fbem-9857	2	68	futures	future	NOUN
fbem-9857	2	69	market	market	NOUN
fbem-9857	2	70	is	be	AUX
fbem-9857	2	71	crude	crude	ADJ
fbem-9857	2	72	oil	oil	NOUN
fbem-9857	2	73	futures	future	NOUN
fbem-9857	2	74	,	,	PUNCT
fbem-9857	2	75	which	which	PRON
fbem-9857	2	76	plays	play	VERB
fbem-9857	2	77	a	a	DET
fbem-9857	2	78	role	role	NOUN
fbem-9857	2	79	in	in	ADP
fbem-9857	2	80	price	price	NOUN
fbem-9857	2	81	discovery	discovery	NOUN
fbem-9857	2	82	,	,	PUNCT
fbem-9857	2	83	risk	risk	NOUN
fbem-9857	2	84	hedging	hedging	NOUN
fbem-9857	2	85	,	,	PUNCT
fbem-9857	2	86	and	and	CCONJ
fbem-9857	2	87	stabilizing	stabilize	VERB
fbem-9857	2	88	international	international	ADJ
fbem-9857	2	89	crude	crude	ADJ
fbem-9857	2	90	oil	oil	NOUN
fbem-9857	2	91	prices	price	NOUN
fbem-9857	2	92	.	.	PUNCT
fbem-9857	3	1	the	the	DET
fbem-9857	3	2	fluctuation	fluctuation	NOUN
fbem-9857	3	3	of	of	ADP
fbem-9857	3	4	its	its	PRON
fbem-9857	3	5	price	price	NOUN
fbem-9857	3	6	is	be	AUX
fbem-9857	3	7	a	a	DET
fbem-9857	3	8	key	key	ADJ
fbem-9857	3	9	issue	issue	NOUN
fbem-9857	3	10	that	that	SCONJ
fbem-9857	3	11	governments	government	NOUN
fbem-9857	3	12	,	,	PUNCT
fbem-9857	3	13	investors	investor	NOUN
fbem-9857	3	14	,	,	PUNCT
fbem-9857	3	15	and	and	CCONJ
fbem-9857	3	16	scholars	scholar	NOUN
fbem-9857	3	17	around	around	ADP
fbem-9857	3	18	the	the	DET
fbem-9857	3	19	world	world	NOUN
fbem-9857	3	20	pay	pay	VERB
fbem-9857	3	21	attention	attention	NOUN
fbem-9857	3	22	to	to	ADP
fbem-9857	3	23	.	.	PUNCT
fbem-9857	4	1	this	this	DET
fbem-9857	4	2	paper	paper	NOUN
fbem-9857	4	3	establishes	establish	VERB
fbem-9857	4	4	garch	garch	NOUN
fbem-9857	4	5	model	model	NOUN
fbem-9857	4	6	and	and	CCONJ
fbem-9857	4	7	egarch	egarch	NOUN
fbem-9857	4	8	model	model	NOUN
fbem-9857	4	9	under	under	ADP
fbem-9857	4	10	three	three	NUM
fbem-9857	4	11	distribution	distribution	NOUN
fbem-9857	4	12	states	state	NOUN
fbem-9857	4	13	of	of	ADP
fbem-9857	4	14	t	t	NOUN
fbem-9857	4	15	distribution	distribution	NOUN
fbem-9857	4	16	,	,	PUNCT
fbem-9857	4	17	normal	normal	ADJ
fbem-9857	4	18	distribution	distribution	NOUN
fbem-9857	4	19	and	and	CCONJ
fbem-9857	4	20	ged	ge	VERB
fbem-9857	4	21	distribution	distribution	NOUN
fbem-9857	4	22	.	.	PUNCT
fbem-9857	5	1	then	then	ADV
fbem-9857	5	2	,	,	PUNCT
fbem-9857	5	3	through	through	ADP
fbem-9857	5	4	model	model	NOUN
fbem-9857	5	5	comparison	comparison	NOUN
fbem-9857	5	6	,	,	PUNCT
fbem-9857	5	7	it	it	PRON
fbem-9857	5	8	was	be	AUX
fbem-9857	5	9	found	find	VERB
fbem-9857	5	10	that	that	SCONJ
fbem-9857	5	11	the	the	DET
fbem-9857	5	12	egarch	egarch	NOUN
fbem-9857	5	13	model	model	NOUN
fbem-9857	5	14	with	with	ADP
fbem-9857	5	15	t	t	NOUN
fbem-9857	5	16	-	-	PUNCT
fbem-9857	5	17	distribution	distribution	NOUN
fbem-9857	5	18	had	have	VERB
fbem-9857	5	19	the	the	DET
fbem-9857	5	20	best	good	ADJ
fbem-9857	5	21	fitting	fitting	ADJ
fbem-9857	5	22	effect	effect	NOUN
fbem-9857	5	23	.	.	PUNCT
fbem-9857	6	1	finally	finally	ADV
fbem-9857	6	2	,	,	PUNCT
fbem-9857	6	3	the	the	DET
fbem-9857	6	4	egarch	egarch	NOUN
fbem-9857	6	5	model	model	NOUN
fbem-9857	6	6	under	under	ADP
fbem-9857	6	7	t	t	NOUN
fbem-9857	6	8	distribution	distribution	NOUN
fbem-9857	6	9	is	be	AUX
fbem-9857	6	10	predicted	predict	VERB
fbem-9857	6	11	within	within	ADP
fbem-9857	6	12	and	and	CCONJ
fbem-9857	6	13	outside	outside	ADP
fbem-9857	6	14	the	the	DET
fbem-9857	6	15	sample	sample	NOUN
fbem-9857	6	16	.	.	PUNCT
fbem-9857	7	1	it	it	PRON
fbem-9857	7	2	is	be	AUX
fbem-9857	7	3	found	find	VERB
fbem-9857	7	4	that	that	SCONJ
fbem-9857	7	5	under	under	ADP
fbem-9857	7	6	the	the	DET
fbem-9857	7	7	impact	impact	NOUN
fbem-9857	7	8	of	of	ADP
fbem-9857	7	9	the	the	DET
fbem-9857	7	10	financial	financial	ADJ
fbem-9857	7	11	crisis	crisis	NOUN
fbem-9857	7	12	in	in	ADP
fbem-9857	7	13	2008	2008	NUM
fbem-9857	7	14	and	and	CCONJ
fbem-9857	7	15	the	the	DET
fbem-9857	7	16	covid-19	covid-19	PROPN
fbem-9857	7	17	epidemic	epidemic	NOUN
fbem-9857	7	18	,	,	PUNCT
fbem-9857	7	19	the	the	DET
fbem-9857	7	20	crude	crude	ADJ
fbem-9857	7	21	oil	oil	NOUN
fbem-9857	7	22	futures	future	NOUN
fbem-9857	7	23	prices	price	NOUN
fbem-9857	7	24	fluctuated	fluctuate	VERB
fbem-9857	7	25	rapidly	rapidly	ADV
fbem-9857	7	26	and	and	CCONJ
fbem-9857	7	27	violently	violently	ADV
fbem-9857	7	28	,	,	PUNCT
fbem-9857	7	29	indicating	indicate	VERB
fbem-9857	7	30	that	that	SCONJ
fbem-9857	7	31	global	global	ADJ
fbem-9857	7	32	international	international	ADJ
fbem-9857	7	33	incident	incident	NOUN
fbem-9857	7	34	have	have	VERB
fbem-9857	7	35	a	a	DET
fbem-9857	7	36	great	great	ADJ
fbem-9857	7	37	impact	impact	NOUN
fbem-9857	7	38	on	on	ADP
fbem-9857	7	39	crude	crude	ADJ
fbem-9857	7	40	oil	oil	NOUN
fbem-9857	7	41	futures	future	NOUN
fbem-9857	7	42	prices	price	NOUN
fbem-9857	7	43	.	.	PUNCT
fbem-9857	8	1	the	the	DET
fbem-9857	8	2	innovation	innovation	NOUN
fbem-9857	8	3	of	of	ADP
fbem-9857	8	4	the	the	DET
fbem-9857	8	5	research	research	NOUN
fbem-9857	8	6	lies	lie	VERB
fbem-9857	8	7	in	in	ADP
fbem-9857	8	8	comparing	compare	VERB
fbem-9857	8	9	crude	crude	ADJ
fbem-9857	8	10	oil	oil	NOUN
fbem-9857	8	11	futures	future	NOUN
fbem-9857	8	12	under	under	ADP
fbem-9857	8	13	different	different	ADJ
fbem-9857	8	14	distributions	distribution	NOUN
fbem-9857	8	15	based	base	VERB
fbem-9857	8	16	on	on	ADP
fbem-9857	8	17	garch	garch	NOUN
fbem-9857	8	18	and	and	CCONJ
fbem-9857	8	19	egarch	egarch	NOUN
fbem-9857	8	20	models	model	NOUN
fbem-9857	8	21	,	,	PUNCT
fbem-9857	8	22	which	which	PRON
fbem-9857	8	23	depict	depict	VERB
fbem-9857	8	24	the	the	DET
fbem-9857	8	25	characteristics	characteristic	NOUN
fbem-9857	8	26	of	of	ADP
fbem-9857	8	27	asymmetry	asymmetry	NOUN
fbem-9857	8	28	.	.	PUNCT
fbem-9857	9	1	keywords	keyword	NOUN
fbem-9857	9	2	:	:	PUNCT
fbem-9857	9	3	wti	wti	PROPN
fbem-9857	9	4	crude	crude	PROPN
fbem-9857	9	5	oil	oil	NOUN
fbem-9857	9	6	futures	future	NOUN
fbem-9857	9	7	,	,	PUNCT
fbem-9857	9	8	asymmetry	asymmetry	NOUN
fbem-9857	9	9	,	,	PUNCT
fbem-9857	9	10	egarch	egarch	NOUN
fbem-9857	9	11	model	model	NOUN
fbem-9857	9	12	.	.	PUNCT
fbem-9857	10	1	1	1	X
fbem-9857	10	2	.	.	X
fbem-9857	10	3	introduction	introduction	NOUN
fbem-9857	10	4	crude	crude	ADJ
fbem-9857	10	5	oil	oil	NOUN
fbem-9857	10	6	futures	future	NOUN
fbem-9857	10	7	is	be	AUX
fbem-9857	10	8	a	a	DET
fbem-9857	10	9	financial	financial	ADJ
fbem-9857	10	10	derivative	derivative	NOUN
fbem-9857	10	11	,	,	PUNCT
fbem-9857	10	12	which	which	PRON
fbem-9857	10	13	refers	refer	VERB
fbem-9857	10	14	to	to	ADP
fbem-9857	10	15	crude	crude	ADJ
fbem-9857	10	16	oil	oil	NOUN
fbem-9857	10	17	contracts	contract	NOUN
fbem-9857	10	18	traded	trade	VERB
fbem-9857	10	19	in	in	ADP
fbem-9857	10	20	a	a	DET
fbem-9857	10	21	standardized	standardized	ADJ
fbem-9857	10	22	way	way	NOUN
fbem-9857	10	23	in	in	ADP
fbem-9857	10	24	futures	future	NOUN
fbem-9857	10	25	trading	trading	NOUN
fbem-9857	10	26	.	.	PUNCT
fbem-9857	11	1	through	through	ADP
fbem-9857	11	2	crude	crude	ADJ
fbem-9857	11	3	oil	oil	NOUN
fbem-9857	11	4	futures	future	NOUN
fbem-9857	11	5	trading	trading	NOUN
fbem-9857	11	6	,	,	PUNCT
fbem-9857	11	7	investors	investor	NOUN
fbem-9857	11	8	can	can	AUX
fbem-9857	11	9	buy	buy	VERB
fbem-9857	11	10	and	and	CCONJ
fbem-9857	11	11	sell	sell	VERB
fbem-9857	11	12	a	a	DET
fbem-9857	11	13	certain	certain	ADJ
fbem-9857	11	14	amount	amount	NOUN
fbem-9857	11	15	of	of	ADP
fbem-9857	11	16	crude	crude	ADJ
fbem-9857	11	17	oil	oil	NOUN
fbem-9857	11	18	at	at	ADP
fbem-9857	11	19	a	a	DET
fbem-9857	11	20	predetermined	predetermine	VERB
fbem-9857	11	21	price	price	NOUN
fbem-9857	11	22	at	at	ADP
fbem-9857	11	23	a	a	DET
fbem-9857	11	24	certain	certain	ADJ
fbem-9857	11	25	time	time	NOUN
fbem-9857	11	26	in	in	ADP
fbem-9857	11	27	the	the	DET
fbem-9857	11	28	future	future	NOUN
fbem-9857	11	29	,	,	PUNCT
fbem-9857	11	30	so	so	SCONJ
fbem-9857	11	31	as	as	SCONJ
fbem-9857	11	32	to	to	PART
fbem-9857	11	33	avoid	avoid	VERB
fbem-9857	11	34	the	the	DET
fbem-9857	11	35	risk	risk	NOUN
fbem-9857	11	36	of	of	ADP
fbem-9857	11	37	crude	crude	ADJ
fbem-9857	11	38	oil	oil	NOUN
fbem-9857	11	39	price	price	NOUN
fbem-9857	11	40	fluctuations	fluctuation	NOUN
fbem-9857	11	41	.	.	PUNCT
fbem-9857	12	1	with	with	ADP
fbem-9857	12	2	the	the	DET
fbem-9857	12	3	increase	increase	NOUN
fbem-9857	12	4	of	of	ADP
fbem-9857	12	5	global	global	ADJ
fbem-9857	12	6	oil	oil	NOUN
fbem-9857	12	7	trading	trading	NOUN
fbem-9857	12	8	and	and	CCONJ
fbem-9857	12	9	the	the	DET
fbem-9857	12	10	continuous	continuous	ADJ
fbem-9857	12	11	improvement	improvement	NOUN
fbem-9857	12	12	of	of	ADP
fbem-9857	12	13	futures	future	NOUN
fbem-9857	12	14	market	market	NOUN
fbem-9857	12	15	,	,	PUNCT
fbem-9857	12	16	west	west	PROPN
fbem-9857	12	17	texas	texas	PROPN
fbem-9857	12	18	light	light	PROPN
fbem-9857	12	19	and	and	CCONJ
fbem-9857	12	20	low	low	ADJ
fbem-9857	12	21	sulfur	sulfur	NOUN
fbem-9857	12	22	crude	crude	ADJ
fbem-9857	12	23	oil	oil	NOUN
fbem-9857	12	24	futures	future	NOUN
fbem-9857	12	25	(	(	PUNCT
fbem-9857	12	26	wti	wti	PROPN
fbem-9857	12	27	)	)	PUNCT
fbem-9857	12	28	and	and	CCONJ
fbem-9857	12	29	north	north	PROPN
fbem-9857	12	30	sea	sea	PROPN
fbem-9857	12	31	brent	brent	PROPN
fbem-9857	12	32	crude	crude	PROPN
fbem-9857	12	33	oil	oil	NOUN
fbem-9857	12	34	futures	future	NOUN
fbem-9857	12	35	(	(	PUNCT
fbem-9857	12	36	brent	brent	NOUN
fbem-9857	12	37	)	)	PUNCT
fbem-9857	12	38	have	have	AUX
fbem-9857	12	39	become	become	VERB
fbem-9857	12	40	benchmarks	benchmark	NOUN
fbem-9857	12	41	for	for	ADP
fbem-9857	12	42	international	international	ADJ
fbem-9857	12	43	oil	oil	NOUN
fbem-9857	12	44	prices	price	NOUN
fbem-9857	12	45	.	.	PUNCT
fbem-9857	13	1	yang	yang	PROPN
fbem-9857	13	2	jie	jie	PROPN
fbem-9857	13	3	et	et	PROPN
fbem-9857	13	4	al	al	PROPN
fbem-9857	13	5	.	.	PROPN
fbem-9857	13	6	(	(	PUNCT
fbem-9857	13	7	2022	2022	NUM
fbem-9857	13	8	)	)	PUNCT
fbem-9857	14	1	[	[	X
fbem-9857	14	2	1	1	X
fbem-9857	14	3	]	]	PUNCT
fbem-9857	14	4	believe	believe	VERB
fbem-9857	14	5	that	that	SCONJ
fbem-9857	14	6	frequent	frequent	ADJ
fbem-9857	14	7	fluctuations	fluctuation	NOUN
fbem-9857	14	8	in	in	ADP
fbem-9857	14	9	crude	crude	ADJ
fbem-9857	14	10	oil	oil	NOUN
fbem-9857	14	11	prices	price	NOUN
fbem-9857	14	12	,	,	PUNCT
fbem-9857	14	13	especially	especially	ADV
fbem-9857	14	14	large	large	ADJ
fbem-9857	14	15	fluctuations	fluctuation	NOUN
fbem-9857	14	16	,	,	PUNCT
fbem-9857	14	17	are	be	AUX
fbem-9857	14	18	one	one	NUM
fbem-9857	14	19	of	of	ADP
fbem-9857	14	20	the	the	DET
fbem-9857	14	21	important	important	ADJ
fbem-9857	14	22	drivers	driver	NOUN
fbem-9857	14	23	of	of	ADP
fbem-9857	14	24	global	global	ADJ
fbem-9857	14	25	economic	economic	ADJ
fbem-9857	14	26	fluctuations	fluctuation	NOUN
fbem-9857	14	27	.	.	PUNCT
fbem-9857	15	1	thai	thai	PROPN
fbem-9857	15	2	et	et	PROPN
fbem-9857	15	3	al	al	PROPN
fbem-9857	15	4	.	.	PROPN
fbem-9857	16	1	(	(	PUNCT
fbem-9857	16	2	2023	2023	NUM
fbem-9857	16	3	)	)	PUNCT
fbem-9857	17	1	[	[	X
fbem-9857	17	2	2	2	X
fbem-9857	17	3	]	]	PUNCT
fbem-9857	17	4	found	find	VERB
fbem-9857	17	5	that	that	SCONJ
fbem-9857	17	6	wti	wti	PROPN
fbem-9857	17	7	crude	crude	ADJ
fbem-9857	17	8	oil	oil	NOUN
fbem-9857	17	9	price	price	NOUN
fbem-9857	17	10	fluctuations	fluctuation	NOUN
fbem-9857	17	11	responded	respond	VERB
fbem-9857	17	12	positively	positively	ADV
fbem-9857	17	13	to	to	ADP
fbem-9857	17	14	the	the	DET
fbem-9857	17	15	impact	impact	NOUN
fbem-9857	17	16	of	of	ADP
fbem-9857	17	17	oil	oil	NOUN
fbem-9857	17	18	production	production	NOUN
fbem-9857	17	19	,	,	PUNCT
fbem-9857	17	20	oil	oil	NOUN
fbem-9857	17	21	inventories	inventory	NOUN
fbem-9857	17	22	and	and	CCONJ
fbem-9857	17	23	the	the	DET
fbem-9857	17	24	us	us	PROPN
fbem-9857	17	25	dollar	dollar	NOUN
fbem-9857	17	26	index	index	NOUN
fbem-9857	17	27	.	.	PUNCT
fbem-9857	18	1	due	due	ADP
fbem-9857	18	2	to	to	ADP
fbem-9857	18	3	the	the	DET
fbem-9857	18	4	status	status	NOUN
fbem-9857	18	5	of	of	ADP
fbem-9857	18	6	the	the	DET
fbem-9857	18	7	united	united	PROPN
fbem-9857	18	8	states	states	PROPN
fbem-9857	18	9	in	in	ADP
fbem-9857	18	10	the	the	DET
fbem-9857	18	11	world	world	NOUN
fbem-9857	18	12	,	,	PUNCT
fbem-9857	18	13	the	the	DET
fbem-9857	18	14	large	large	ADJ
fbem-9857	18	15	demand	demand	NOUN
fbem-9857	18	16	and	and	CCONJ
fbem-9857	18	17	supply	supply	NOUN
fbem-9857	18	18	of	of	ADP
fbem-9857	18	19	crude	crude	ADJ
fbem-9857	18	20	oil	oil	NOUN
fbem-9857	18	21	in	in	ADP
fbem-9857	18	22	the	the	DET
fbem-9857	18	23	united	united	PROPN
fbem-9857	18	24	states	states	PROPN
fbem-9857	18	25	,	,	PUNCT
fbem-9857	18	26	and	and	CCONJ
fbem-9857	18	27	the	the	DET
fbem-9857	18	28	bundling	bundling	NOUN
fbem-9857	18	29	of	of	ADP
fbem-9857	18	30	crude	crude	ADJ
fbem-9857	18	31	oil	oil	NOUN
fbem-9857	18	32	prices	price	NOUN
fbem-9857	18	33	and	and	CCONJ
fbem-9857	18	34	the	the	DET
fbem-9857	18	35	us	us	PROPN
fbem-9857	18	36	dollar	dollar	NOUN
fbem-9857	18	37	,	,	PUNCT
fbem-9857	18	38	wti	wti	PROPN
fbem-9857	18	39	crude	crude	PROPN
fbem-9857	18	40	oil	oil	NOUN
fbem-9857	18	41	futures	future	NOUN
fbem-9857	18	42	prices	price	NOUN
fbem-9857	18	43	have	have	VERB
fbem-9857	18	44	an	an	DET
fbem-9857	18	45	important	important	ADJ
fbem-9857	18	46	impact	impact	NOUN
fbem-9857	18	47	on	on	ADP
fbem-9857	18	48	the	the	DET
fbem-9857	18	49	global	global	ADJ
fbem-9857	18	50	crude	crude	ADJ
fbem-9857	18	51	oil	oil	NOUN
fbem-9857	18	52	market	market	NOUN
fbem-9857	18	53	.	.	PUNCT
fbem-9857	19	1	brent	brent	PROPN
fbem-9857	19	2	crude	crude	PROPN
fbem-9857	19	3	oil	oil	NOUN
fbem-9857	19	4	futures	future	NOUN
fbem-9857	19	5	is	be	AUX
fbem-9857	19	6	also	also	ADV
fbem-9857	19	7	one	one	NUM
fbem-9857	19	8	of	of	ADP
fbem-9857	19	9	the	the	DET
fbem-9857	19	10	important	important	ADJ
fbem-9857	19	11	crude	crude	ADJ
fbem-9857	19	12	oil	oil	NOUN
fbem-9857	19	13	price	price	NOUN
fbem-9857	19	14	benchmarks	benchmark	NOUN
fbem-9857	19	15	in	in	ADP
fbem-9857	19	16	the	the	DET
fbem-9857	19	17	world	world	NOUN
fbem-9857	19	18	,	,	PUNCT
fbem-9857	19	19	and	and	CCONJ
fbem-9857	19	20	its	its	PRON
fbem-9857	19	21	price	price	NOUN
fbem-9857	19	22	has	have	VERB
fbem-9857	19	23	an	an	DET
fbem-9857	19	24	important	important	ADJ
fbem-9857	19	25	impact	impact	NOUN
fbem-9857	19	26	on	on	ADP
fbem-9857	19	27	the	the	DET
fbem-9857	19	28	crude	crude	ADJ
fbem-9857	19	29	oil	oil	NOUN
fbem-9857	19	30	market	market	NOUN
fbem-9857	19	31	in	in	ADP
fbem-9857	19	32	europe	europe	PROPN
fbem-9857	19	33	,	,	PUNCT
fbem-9857	19	34	africa	africa	PROPN
fbem-9857	19	35	and	and	CCONJ
fbem-9857	19	36	other	other	ADJ
fbem-9857	19	37	regions	region	NOUN
fbem-9857	19	38	.	.	PUNCT
fbem-9857	20	1	the	the	DET
fbem-9857	20	2	research	research	NOUN
fbem-9857	20	3	object	object	NOUN
fbem-9857	20	4	of	of	ADP
fbem-9857	20	5	this	this	DET
fbem-9857	20	6	paper	paper	NOUN
fbem-9857	20	7	is	be	AUX
fbem-9857	20	8	wti	wti	PROPN
fbem-9857	20	9	crude	crude	ADJ
fbem-9857	20	10	oil	oil	NOUN
fbem-9857	20	11	futures	future	NOUN
fbem-9857	20	12	price	price	NOUN
fbem-9857	20	13	,	,	PUNCT
fbem-9857	20	14	for	for	ADP
fbem-9857	20	15	the	the	DET
fbem-9857	20	16	following	follow	VERB
fbem-9857	20	17	reasons	reason	NOUN
fbem-9857	20	18	.	.	PUNCT
fbem-9857	21	1	first	first	ADV
fbem-9857	21	2	of	of	ADP
fbem-9857	21	3	all	all	PRON
fbem-9857	21	4	,	,	PUNCT
fbem-9857	21	5	wti	wti	PROPN
fbem-9857	21	6	crude	crude	ADJ
fbem-9857	21	7	oil	oil	NOUN
fbem-9857	21	8	price	price	NOUN
fbem-9857	21	9	pricing	pricing	NOUN
fbem-9857	21	10	is	be	AUX
fbem-9857	21	11	mainly	mainly	ADV
fbem-9857	21	12	determined	determine	VERB
fbem-9857	21	13	by	by	ADP
fbem-9857	21	14	the	the	DET
fbem-9857	21	15	u.s	u.s	PROPN
fbem-9857	21	16	.	.	PROPN
fbem-9857	21	17	market	market	NOUN
fbem-9857	21	18	,	,	PUNCT
fbem-9857	21	19	while	while	SCONJ
fbem-9857	21	20	brent	brent	PROPN
fbem-9857	21	21	crude	crude	PROPN
fbem-9857	21	22	oil	oil	NOUN
fbem-9857	21	23	is	be	AUX
fbem-9857	21	24	priced	price	VERB
fbem-9857	21	25	in	in	ADP
fbem-9857	21	26	the	the	DET
fbem-9857	21	27	european	european	ADJ
fbem-9857	21	28	market	market	NOUN
fbem-9857	21	29	.	.	PUNCT
fbem-9857	22	1	the	the	DET
fbem-9857	22	2	world	world	NOUN
fbem-9857	22	3	's	's	PART
fbem-9857	22	4	largest	large	ADJ
fbem-9857	22	5	economy	economy	NOUN
fbem-9857	22	6	is	be	AUX
fbem-9857	22	7	the	the	DET
fbem-9857	22	8	united	united	PROPN
fbem-9857	22	9	states	states	PROPN
fbem-9857	22	10	and	and	CCONJ
fbem-9857	22	11	is	be	AUX
fbem-9857	22	12	a	a	DET
fbem-9857	22	13	crude	crude	ADJ
fbem-9857	22	14	oil	oil	NOUN
fbem-9857	22	15	exporter	exporter	NOUN
fbem-9857	22	16	.	.	PUNCT
fbem-9857	23	1	in	in	ADP
fbem-9857	23	2	contrast	contrast	NOUN
fbem-9857	23	3	,	,	PUNCT
fbem-9857	23	4	the	the	DET
fbem-9857	23	5	united	united	PROPN
fbem-9857	23	6	states	states	PROPN
fbem-9857	23	7	has	have	VERB
fbem-9857	23	8	a	a	DET
fbem-9857	23	9	much	much	ADV
fbem-9857	23	10	larger	large	ADJ
fbem-9857	23	11	world	world	NOUN
fbem-9857	23	12	position	position	NOUN
fbem-9857	23	13	than	than	ADP
fbem-9857	23	14	european	european	ADJ
fbem-9857	23	15	countries	country	NOUN
fbem-9857	23	16	.	.	PUNCT
fbem-9857	24	1	therefore	therefore	ADV
fbem-9857	24	2	,	,	PUNCT
fbem-9857	24	3	wti	wti	PROPN
fbem-9857	24	4	crude	crude	PROPN
fbem-9857	24	5	oil	oil	NOUN
fbem-9857	24	6	futures	future	NOUN
fbem-9857	24	7	prices	price	NOUN
fbem-9857	24	8	have	have	VERB
fbem-9857	24	9	a	a	DET
fbem-9857	24	10	broader	broad	ADJ
fbem-9857	24	11	influence	influence	NOUN
fbem-9857	24	12	in	in	ADP
fbem-9857	24	13	the	the	DET
fbem-9857	24	14	global	global	ADJ
fbem-9857	24	15	crude	crude	ADJ
fbem-9857	24	16	oil	oil	NOUN
fbem-9857	24	17	market	market	NOUN
fbem-9857	24	18	,	,	PUNCT
fbem-9857	24	19	and	and	CCONJ
fbem-9857	24	20	their	their	PRON
fbem-9857	24	21	price	price	NOUN
fbem-9857	24	22	fluctuations	fluctuation	NOUN
fbem-9857	24	23	can	can	AUX
fbem-9857	24	24	better	well	ADV
fbem-9857	24	25	reflect	reflect	VERB
fbem-9857	24	26	the	the	DET
fbem-9857	24	27	changes	change	NOUN
fbem-9857	24	28	in	in	ADP
fbem-9857	24	29	the	the	DET
fbem-9857	24	30	global	global	ADJ
fbem-9857	24	31	crude	crude	ADJ
fbem-9857	24	32	oil	oil	NOUN
fbem-9857	24	33	market	market	NOUN
fbem-9857	24	34	.	.	PUNCT
fbem-9857	25	1	secondly	secondly	ADV
fbem-9857	25	2	,	,	PUNCT
fbem-9857	25	3	crude	crude	ADJ
fbem-9857	25	4	oil	oil	NOUN
fbem-9857	25	5	prices	price	NOUN
fbem-9857	25	6	are	be	AUX
fbem-9857	25	7	bound	bind	VERB
fbem-9857	25	8	to	to	ADP
fbem-9857	25	9	the	the	DET
fbem-9857	25	10	us	us	PROPN
fbem-9857	25	11	dollar	dollar	NOUN
fbem-9857	25	12	.	.	PUNCT
fbem-9857	26	1	in	in	ADP
fbem-9857	26	2	the	the	DET
fbem-9857	26	3	presence	presence	NOUN
fbem-9857	26	4	of	of	ADP
fbem-9857	26	5	us	us	PROPN
fbem-9857	26	6	dollar	dollar	NOUN
fbem-9857	26	7	hegemony	hegemony	NOUN
fbem-9857	26	8	,	,	PUNCT
fbem-9857	26	9	wti	wti	PROPN
fbem-9857	26	10	crude	crude	PROPN
fbem-9857	26	11	oil	oil	NOUN
fbem-9857	26	12	futures	future	NOUN
fbem-9857	26	13	prices	price	NOUN
fbem-9857	26	14	are	be	AUX
fbem-9857	26	15	the	the	DET
fbem-9857	26	16	pricing	pricing	NOUN
fbem-9857	26	17	benchmark	benchmark	NOUN
fbem-9857	26	18	of	of	ADP
fbem-9857	26	19	the	the	DET
fbem-9857	26	20	international	international	ADJ
fbem-9857	26	21	crude	crude	ADJ
fbem-9857	26	22	oil	oil	NOUN
fbem-9857	26	23	market	market	NOUN
fbem-9857	26	24	,	,	PUNCT
fbem-9857	26	25	and	and	CCONJ
fbem-9857	26	26	their	their	PRON
fbem-9857	26	27	fluctuations	fluctuation	NOUN
fbem-9857	26	28	will	will	AUX
fbem-9857	26	29	attract	attract	VERB
fbem-9857	26	30	the	the	DET
fbem-9857	26	31	attention	attention	NOUN
fbem-9857	26	32	and	and	CCONJ
fbem-9857	26	33	reaction	reaction	NOUN
fbem-9857	26	34	of	of	ADP
fbem-9857	26	35	global	global	ADJ
fbem-9857	26	36	investors	investor	NOUN
fbem-9857	26	37	,	,	PUNCT
fbem-9857	26	38	thus	thus	ADV
fbem-9857	26	39	affecting	affect	VERB
fbem-9857	26	40	the	the	DET
fbem-9857	26	41	economies	economy	NOUN
fbem-9857	26	42	and	and	CCONJ
fbem-9857	26	43	financial	financial	ADJ
fbem-9857	26	44	markets	market	NOUN
fbem-9857	26	45	of	of	ADP
fbem-9857	26	46	various	various	ADJ
fbem-9857	26	47	countries	country	NOUN
fbem-9857	26	48	.	.	PUNCT
fbem-9857	27	1	to	to	PART
fbem-9857	27	2	sum	sum	VERB
fbem-9857	27	3	up	up	ADP
fbem-9857	27	4	,	,	PUNCT
fbem-9857	27	5	wti	wti	PROPN
fbem-9857	27	6	crude	crude	PROPN
fbem-9857	27	7	oil	oil	NOUN
fbem-9857	27	8	futures	future	NOUN
fbem-9857	27	9	prices	price	NOUN
fbem-9857	27	10	have	have	VERB
fbem-9857	27	11	a	a	DET
fbem-9857	27	12	greater	great	ADJ
fbem-9857	27	13	impact	impact	NOUN
fbem-9857	27	14	on	on	ADP
fbem-9857	27	15	the	the	DET
fbem-9857	27	16	global	global	ADJ
fbem-9857	27	17	economy	economy	NOUN
fbem-9857	27	18	,	,	PUNCT
fbem-9857	27	19	so	so	SCONJ
fbem-9857	27	20	this	this	DET
fbem-9857	27	21	paper	paper	NOUN
fbem-9857	27	22	selects	select	NOUN
fbem-9857	27	23	wti	wti	PROPN
fbem-9857	27	24	crude	crude	ADJ
fbem-9857	27	25	oil	oil	NOUN
fbem-9857	27	26	futures	future	NOUN
fbem-9857	27	27	prices	price	NOUN
fbem-9857	27	28	as	as	ADP
fbem-9857	27	29	the	the	DET
fbem-9857	27	30	research	research	NOUN
fbem-9857	27	31	object	object	NOUN
fbem-9857	27	32	.	.	PUNCT
fbem-9857	28	1	due	due	ADP
fbem-9857	28	2	to	to	ADP
fbem-9857	28	3	the	the	DET
fbem-9857	28	4	important	important	ADJ
fbem-9857	28	5	position	position	NOUN
fbem-9857	28	6	of	of	ADP
fbem-9857	28	7	wti	wti	PROPN
fbem-9857	28	8	crude	crude	PROPN
fbem-9857	28	9	oil	oil	NOUN
fbem-9857	28	10	futures	future	NOUN
fbem-9857	28	11	market	market	NOUN
fbem-9857	28	12	in	in	ADP
fbem-9857	28	13	the	the	DET
fbem-9857	28	14	global	global	ADJ
fbem-9857	28	15	economy	economy	NOUN
fbem-9857	28	16	,	,	PUNCT
fbem-9857	28	17	a	a	DET
fbem-9857	28	18	large	large	ADJ
fbem-9857	28	19	number	number	NOUN
fbem-9857	28	20	of	of	ADP
fbem-9857	28	21	scholars	scholar	NOUN
fbem-9857	28	22	are	be	AUX
fbem-9857	28	23	studying	study	VERB
fbem-9857	28	24	its	its	PRON
fbem-9857	28	25	price	price	NOUN
fbem-9857	28	26	and	and	CCONJ
fbem-9857	28	27	its	its	PRON
fbem-9857	28	28	volatility	volatility	NOUN
fbem-9857	28	29	.	.	PUNCT
fbem-9857	29	1	foreign	foreign	ADJ
fbem-9857	29	2	scholars	scholar	NOUN
fbem-9857	29	3	have	have	VERB
fbem-9857	29	4	rich	rich	ADJ
fbem-9857	29	5	research	research	NOUN
fbem-9857	29	6	on	on	ADP
fbem-9857	29	7	this	this	PRON
fbem-9857	29	8	,	,	PUNCT
fbem-9857	29	9	yu	yu	PROPN
fbem-9857	29	10	et	et	PROPN
fbem-9857	29	11	al	al	PROPN
fbem-9857	29	12	.	.	PROPN
fbem-9857	30	1	(	(	PUNCT
fbem-9857	30	2	2022	2022	NUM
fbem-9857	30	3	)	)	PUNCT
fbem-9857	31	1	[	[	X
fbem-9857	31	2	3	3	X
fbem-9857	31	3	]	]	PUNCT
fbem-9857	31	4	used	use	VERB
fbem-9857	31	5	different	different	ADJ
fbem-9857	31	6	time	time	NOUN
fbem-9857	31	7	series	series	PROPN
fbem-9857	31	8	prediction	prediction	NOUN
fbem-9857	31	9	models	model	NOUN
fbem-9857	31	10	to	to	PART
fbem-9857	31	11	study	study	VERB
fbem-9857	31	12	the	the	DET
fbem-9857	31	13	long	long	ADJ
fbem-9857	31	14	-	-	PUNCT
fbem-9857	31	15	term	term	NOUN
fbem-9857	31	16	trend	trend	NOUN
fbem-9857	31	17	of	of	ADP
fbem-9857	31	18	crude	crude	ADJ
fbem-9857	31	19	oil	oil	NOUN
fbem-9857	31	20	futures	future	NOUN
fbem-9857	31	21	.	.	PUNCT
fbem-9857	32	1	kun	kun	PROPN
fbem-9857	32	2	and	and	CCONJ
fbem-9857	32	3	hong	hong	PROPN
fbem-9857	32	4	(	(	PUNCT
fbem-9857	32	5	2022	2022	NUM
fbem-9857	32	6	)	)	PUNCT
fbem-9857	33	1	[	[	X
fbem-9857	33	2	4	4	X
fbem-9857	33	3	]	]	PUNCT
fbem-9857	33	4	believe	believe	VERB
fbem-9857	33	5	that	that	SCONJ
fbem-9857	33	6	the	the	DET
fbem-9857	33	7	integrated	integrate	VERB
fbem-9857	33	8	model	model	NOUN
fbem-9857	33	9	does	do	AUX
fbem-9857	33	10	not	not	PART
fbem-9857	33	11	necessarily	necessarily	ADV
fbem-9857	33	12	improve	improve	VERB
fbem-9857	33	13	the	the	DET
fbem-9857	33	14	prediction	prediction	NOUN
fbem-9857	33	15	effect	effect	NOUN
fbem-9857	33	16	of	of	ADP
fbem-9857	33	17	crude	crude	ADJ
fbem-9857	33	18	oil	oil	NOUN
fbem-9857	33	19	futures	future	NOUN
fbem-9857	33	20	prices	price	NOUN
fbem-9857	33	21	.	.	PUNCT
fbem-9857	34	1	ling	ling	NOUN
fbem-9857	34	2	(	(	PUNCT
fbem-9857	34	3	2023	2023	NUM
fbem-9857	34	4	)	)	PUNCT
fbem-9857	35	1	[	[	X
fbem-9857	35	2	5	5	X
fbem-9857	35	3	]	]	PUNCT
fbem-9857	35	4	investigates	investigate	VERB
fbem-9857	35	5	whether	whether	SCONJ
fbem-9857	35	6	the	the	DET
fbem-9857	35	7	global	global	ADJ
fbem-9857	35	8	policy	policy	NOUN
fbem-9857	35	9	uncertainty	uncertainty	NOUN
fbem-9857	35	10	index	index	NOUN
fbem-9857	35	11	information	information	NOUN
fbem-9857	35	12	can	can	AUX
fbem-9857	35	13	predict	predict	VERB
fbem-9857	35	14	the	the	DET
fbem-9857	35	15	volatility	volatility	NOUN
fbem-9857	35	16	of	of	ADP
fbem-9857	35	17	oil	oil	NOUN
fbem-9857	35	18	futures	future	NOUN
fbem-9857	35	19	through	through	ADP
fbem-9857	35	20	midas	midas	PROPN
fbem-9857	35	21	models	model	NOUN
fbem-9857	35	22	,	,	PUNCT
fbem-9857	35	23	and	and	CCONJ
fbem-9857	35	24	concludes	conclude	VERB
fbem-9857	35	25	that	that	SCONJ
fbem-9857	35	26	it	it	PRON
fbem-9857	35	27	can	can	AUX
fbem-9857	35	28	effectively	effectively	ADV
fbem-9857	35	29	predict	predict	VERB
fbem-9857	35	30	the	the	DET
fbem-9857	35	31	volatility	volatility	NOUN
fbem-9857	35	32	of	of	ADP
fbem-9857	35	33	crude	crude	ADJ
fbem-9857	35	34	oil	oil	NOUN
fbem-9857	35	35	futures	future	NOUN
fbem-9857	35	36	.	.	PUNCT
fbem-9857	36	1	zhi	zhi	PROPN
fbem-9857	36	2	et	et	PROPN
fbem-9857	36	3	al	al	PROPN
fbem-9857	36	4	.	.	PROPN
fbem-9857	36	5	(	(	PUNCT
fbem-9857	36	6	2023	2023	NUM
fbem-9857	36	7	)	)	PUNCT
fbem-9857	37	1	[	[	X
fbem-9857	37	2	6	6	NUM
fbem-9857	37	3	]	]	PUNCT
fbem-9857	37	4	used	use	VERB
fbem-9857	37	5	dynamic	dynamic	ADJ
fbem-9857	37	6	model	model	NOUN
fbem-9857	37	7	averaging	averaging	NOUN
fbem-9857	37	8	and	and	CCONJ
fbem-9857	37	9	dynamic	dynamic	ADJ
fbem-9857	37	10	model	model	NOUN
fbem-9857	37	11	selection	selection	NOUN
fbem-9857	37	12	methods	method	NOUN
fbem-9857	37	13	to	to	PART
fbem-9857	37	14	test	test	VERB
fbem-9857	37	15	the	the	DET
fbem-9857	37	16	predictability	predictability	NOUN
fbem-9857	37	17	of	of	ADP
fbem-9857	37	18	geopolitical	geopolitical	ADJ
fbem-9857	37	19	risks	risk	NOUN
fbem-9857	37	20	from	from	ADP
fbem-9857	37	21	crude	crude	ADJ
fbem-9857	37	22	oil	oil	NOUN
fbem-9857	37	23	exporting	export	VERB
fbem-9857	37	24	and	and	CCONJ
fbem-9857	37	25	importing	import	VERB
fbem-9857	37	26	countries	country	NOUN
fbem-9857	37	27	to	to	ADP
fbem-9857	37	28	crude	crude	ADJ
fbem-9857	37	29	oil	oil	NOUN
fbem-9857	37	30	futures	future	NOUN
fbem-9857	37	31	fluctuations	fluctuation	NOUN
fbem-9857	37	32	,	,	PUNCT
fbem-9857	37	33	and	and	CCONJ
fbem-9857	37	34	found	find	VERB
fbem-9857	37	35	that	that	SCONJ
fbem-9857	37	36	the	the	DET
fbem-9857	37	37	gpr	gpr	PROPN
fbem-9857	37	38	index	index	NOUN
fbem-9857	37	39	information	information	NOUN
fbem-9857	37	40	of	of	ADP
fbem-9857	37	41	crude	crude	ADJ
fbem-9857	37	42	oil	oil	NOUN
fbem-9857	37	43	exporting	export	VERB
fbem-9857	37	44	and	and	CCONJ
fbem-9857	37	45	crude	crude	ADJ
fbem-9857	37	46	oil	oil	NOUN
fbem-9857	37	47	importing	import	VERB
fbem-9857	37	48	countries	country	NOUN
fbem-9857	37	49	can	can	AUX
fbem-9857	37	50	predict	predict	VERB
fbem-9857	37	51	futures	future	NOUN
fbem-9857	37	52	fluctuations	fluctuation	NOUN
fbem-9857	37	53	.	.	PUNCT
fbem-9857	38	1	at	at	ADP
fbem-9857	38	2	the	the	DET
fbem-9857	38	3	same	same	ADJ
fbem-9857	38	4	time	time	NOUN
fbem-9857	38	5	,	,	PUNCT
fbem-9857	38	6	many	many	ADJ
fbem-9857	38	7	empirical	empirical	ADJ
fbem-9857	38	8	studies	study	NOUN
fbem-9857	38	9	show	show	VERB
fbem-9857	38	10	that	that	SCONJ
fbem-9857	38	11	leverage	leverage	NOUN
fbem-9857	38	12	effect	effect	NOUN
fbem-9857	38	13	often	often	ADV
fbem-9857	38	14	occurs	occur	VERB
fbem-9857	38	15	in	in	ADP
fbem-9857	38	16	the	the	DET
fbem-9857	38	17	volatility	volatility	NOUN
fbem-9857	38	18	of	of	ADP
fbem-9857	38	19	the	the	DET
fbem-9857	38	20	return	return	NOUN
fbem-9857	38	21	series	series	NOUN
fbem-9857	38	22	of	of	ADP
fbem-9857	38	23	financial	financial	ADJ
fbem-9857	38	24	assets	asset	NOUN
fbem-9857	38	25	.	.	PUNCT
fbem-9857	39	1	therefore	therefore	ADV
fbem-9857	39	2	,	,	PUNCT
fbem-9857	39	3	when	when	SCONJ
fbem-9857	39	4	establishing	establish	VERB
fbem-9857	39	5	the	the	DET
fbem-9857	39	6	volatility	volatility	NOUN
fbem-9857	39	7	model	model	NOUN
fbem-9857	39	8	,	,	PUNCT
fbem-9857	39	9	we	we	PRON
fbem-9857	39	10	must	must	AUX
fbem-9857	39	11	fully	fully	ADV
fbem-9857	39	12	consider	consider	VERB
fbem-9857	39	13	the	the	DET
fbem-9857	39	14	leverage	leverage	NOUN
fbem-9857	39	15	impact	impact	NOUN
fbem-9857	39	16	of	of	ADP
fbem-9857	39	17	asset	asset	NOUN
fbem-9857	39	18	returns	return	NOUN
fbem-9857	39	19	,	,	PUNCT
fbem-9857	39	20	fully	fully	ADV
fbem-9857	39	21	fit	fit	ADJ
fbem-9857	39	22	asset	asset	NOUN
fbem-9857	39	23	returns	return	NOUN
fbem-9857	39	24	,	,	PUNCT
fbem-9857	39	25	and	and	CCONJ
fbem-9857	39	26	establish	establish	VERB
fbem-9857	39	27	a	a	DET
fbem-9857	39	28	more	more	ADV
fbem-9857	39	29	accurate	accurate	ADJ
fbem-9857	39	30	volatility	volatility	NOUN
fbem-9857	39	31	model	model	NOUN
fbem-9857	39	32	.	.	PUNCT
fbem-9857	40	1	because	because	SCONJ
fbem-9857	40	2	leverage	leverage	NOUN
fbem-9857	40	3	is	be	AUX
fbem-9857	40	4	a	a	DET
fbem-9857	40	5	big	big	ADJ
fbem-9857	40	6	factor	factor	NOUN
fbem-9857	40	7	,	,	PUNCT
fbem-9857	40	8	nelson	nelson	PROPN
fbem-9857	40	9	(	(	PUNCT
fbem-9857	40	10	1991	1991	NUM
fbem-9857	40	11	)	)	PUNCT
fbem-9857	41	1	[	[	X
fbem-9857	41	2	7	7	X
fbem-9857	41	3	]	]	PUNCT
fbem-9857	41	4	introduced	introduce	VERB
fbem-9857	41	5	asymmetry	asymmetry	NOUN
fbem-9857	41	6	into	into	ADP
fbem-9857	41	7	the	the	DET
fbem-9857	41	8	garch	garch	NOUN
fbem-9857	41	9	model	model	NOUN
fbem-9857	41	10	and	and	CCONJ
fbem-9857	41	11	proposed	propose	VERB
fbem-9857	41	12	a	a	DET
fbem-9857	41	13	new	new	ADJ
fbem-9857	41	14	arch	arch	ADJ
fbem-9857	41	15	form	form	NOUN
fbem-9857	41	16	.	.	PUNCT
fbem-9857	42	1	after	after	ADP
fbem-9857	42	2	that	that	PRON
fbem-9857	42	3	,	,	PUNCT
fbem-9857	42	4	some	some	DET
fbem-9857	42	5	scholars	scholar	NOUN
fbem-9857	42	6	have	have	AUX
fbem-9857	42	7	made	make	VERB
fbem-9857	42	8	a	a	DET
fbem-9857	42	9	lot	lot	NOUN
fbem-9857	42	10	of	of	ADP
fbem-9857	42	11	supplements	supplement	NOUN
fbem-9857	42	12	to	to	ADP
fbem-9857	42	13	the	the	DET
fbem-9857	42	14	asymmetric	asymmetric	ADJ
fbem-9857	42	15	garch	garch	NOUN
fbem-9857	42	16	family	family	NOUN
fbem-9857	42	17	,	,	PUNCT
fbem-9857	42	18	and	and	CCONJ
fbem-9857	42	19	verified	verify	VERB
fbem-9857	42	20	the	the	DET
fbem-9857	42	21	excellent	excellent	ADJ
fbem-9857	42	22	performance	performance	NOUN
fbem-9857	42	23	of	of	ADP
fbem-9857	42	24	the	the	DET
fbem-9857	42	25	model	model	NOUN
fbem-9857	42	26	in	in	ADP
fbem-9857	42	27	volatility	volatility	NOUN
fbem-9857	42	28	fitting	fitting	ADJ
fbem-9857	42	29	and	and	CCONJ
fbem-9857	42	30	prediction	prediction	NOUN
fbem-9857	42	31	through	through	ADP
fbem-9857	42	32	examples	example	NOUN
fbem-9857	42	33	.	.	PUNCT
fbem-9857	43	1	basel	basel	PROPN
fbem-9857	43	2	m.a	m.a	PROPN
fbem-9857	43	3	and	and	CCONJ
fbem-9857	43	4	valentina	valentina	PROPN
fbem-9857	43	5	(	(	PUNCT
fbem-9857	43	6	2005	2005	NUM
fbem-9857	43	7	)	)	PUNCT
fbem-9857	44	1	[	[	X
fbem-9857	44	2	8	8	NUM
fbem-9857	44	3	]	]	PUNCT
fbem-9857	44	4	examined	examine	VERB
fbem-9857	44	5	the	the	DET
fbem-9857	44	6	relative	relative	NOUN
fbem-9857	44	7	out	out	ADP
fbem-9857	44	8	of	of	ADP
fbem-9857	44	9	sample	sample	NOUN
fbem-9857	44	10	prediction	prediction	NOUN
fbem-9857	44	11	ability	ability	NOUN
fbem-9857	44	12	of	of	ADP
fbem-9857	44	13	different	different	ADJ
fbem-9857	44	14	garch	garch	NOUN
fbem-9857	44	15	models	model	NOUN
fbem-9857	44	16	and	and	CCONJ
fbem-9857	44	17	found	find	VERB
fbem-9857	44	18	that	that	SCONJ
fbem-9857	44	19	the	the	DET
fbem-9857	44	20	asymmetric	asymmetric	ADJ
fbem-9857	44	21	garch	garch	NOUN
fbem-9857	44	22	model	model	NOUN
fbem-9857	44	23	fit	fit	VERB
fbem-9857	44	24	better	well	ADV
fbem-9857	44	25	.	.	PUNCT
fbem-9857	45	1	domestic	domestic	ADJ
fbem-9857	45	2	scholars	scholar	NOUN
fbem-9857	45	3	also	also	ADV
fbem-9857	45	4	have	have	VERB
fbem-9857	45	5	a	a	DET
fbem-9857	45	6	lot	lot	NOUN
fbem-9857	45	7	of	of	ADP
fbem-9857	45	8	research	research	NOUN
fbem-9857	45	9	on	on	ADP
fbem-9857	45	10	crude	crude	ADJ
fbem-9857	45	11	oil	oil	NOUN
fbem-9857	45	12	futures	future	NOUN
fbem-9857	45	13	.	.	PUNCT
fbem-9857	46	1	many	many	ADJ
fbem-9857	46	2	scholars	scholar	NOUN
fbem-9857	46	3	use	use	VERB
fbem-9857	46	4	neural	neural	ADJ
fbem-9857	46	5	networks	network	NOUN
fbem-9857	46	6	,	,	PUNCT
fbem-9857	46	7	machine	machine	NOUN
fbem-9857	46	8	learning	learning	NOUN
fbem-9857	46	9	and	and	CCONJ
fbem-9857	46	10	empirical	empirical	ADJ
fbem-9857	46	11	mode	mode	NOUN
fbem-9857	46	12	methods	method	NOUN
fbem-9857	46	13	to	to	PART
fbem-9857	46	14	study	study	VERB
fbem-9857	46	15	the	the	DET
fbem-9857	46	16	fluctuation	fluctuation	NOUN
fbem-9857	46	17	of	of	ADP
fbem-9857	46	18	crude	crude	ADJ
fbem-9857	46	19	28	28	NUM
fbem-9857	46	20	oil	oil	NOUN
fbem-9857	46	21	futures	future	NOUN
fbem-9857	46	22	prices	price	NOUN
fbem-9857	46	23	.	.	PUNCT
fbem-9857	47	1	lin	lin	PROPN
fbem-9857	47	2	yu	yu	PROPN
fbem-9857	47	3	et	et	PROPN
fbem-9857	47	4	al	al	PROPN
fbem-9857	47	5	.	.	PROPN
fbem-9857	47	6	(	(	PUNCT
fbem-9857	47	7	2022	2022	NUM
fbem-9857	47	8	)	)	PUNCT
fbem-9857	48	1	[	[	X
fbem-9857	48	2	9	9	NUM
fbem-9857	48	3	]	]	PUNCT
fbem-9857	48	4	found	find	VERB
fbem-9857	48	5	that	that	SCONJ
fbem-9857	48	6	the	the	DET
fbem-9857	48	7	crude	crude	ADJ
fbem-9857	48	8	oil	oil	NOUN
fbem-9857	48	9	price	price	NOUN
fbem-9857	48	10	forecast	forecast	NOUN
fbem-9857	48	11	model	model	NOUN
fbem-9857	48	12	based	base	VERB
fbem-9857	48	13	on	on	ADP
fbem-9857	48	14	data	datum	NOUN
fbem-9857	48	15	decomposition	decomposition	NOUN
fbem-9857	48	16	,	,	PUNCT
fbem-9857	48	17	reinforcement	reinforcement	NOUN
fbem-9857	48	18	learning	learning	NOUN
fbem-9857	48	19	integration	integration	NOUN
fbem-9857	48	20	strategy	strategy	NOUN
fbem-9857	48	21	and	and	CCONJ
fbem-9857	48	22	error	error	NOUN
fbem-9857	48	23	correction	correction	NOUN
fbem-9857	48	24	technology	technology	NOUN
fbem-9857	48	25	has	have	VERB
fbem-9857	48	26	the	the	DET
fbem-9857	48	27	most	most	ADV
fbem-9857	48	28	prominent	prominent	ADJ
fbem-9857	48	29	forecast	forecast	NOUN
fbem-9857	48	30	effect	effect	NOUN
fbem-9857	48	31	.	.	PUNCT
fbem-9857	49	1	zhang	zhang	PROPN
fbem-9857	49	2	yaojie	yaojie	PROPN
fbem-9857	49	3	and	and	CCONJ
fbem-9857	49	4	wang	wang	PROPN
fbem-9857	49	5	yudong	yudong	PROPN
fbem-9857	49	6	(	(	PUNCT
fbem-9857	49	7	2022	2022	NUM
fbem-9857	49	8	)	)	PUNCT
fbem-9857	50	1	[	[	X
fbem-9857	50	2	10	10	NUM
fbem-9857	50	3	]	]	PUNCT
fbem-9857	50	4	reviewed	review	VERB
fbem-9857	50	5	many	many	ADJ
fbem-9857	50	6	literature	literature	NOUN
fbem-9857	50	7	on	on	ADP
fbem-9857	50	8	crude	crude	ADJ
fbem-9857	50	9	oil	oil	NOUN
fbem-9857	50	10	price	price	NOUN
fbem-9857	50	11	forecasting	forecasting	NOUN
fbem-9857	50	12	by	by	ADP
fbem-9857	50	13	machine	machine	NOUN
fbem-9857	50	14	learning	learning	NOUN
fbem-9857	50	15	,	,	PUNCT
fbem-9857	50	16	and	and	CCONJ
fbem-9857	50	17	concluded	conclude	VERB
fbem-9857	50	18	that	that	SCONJ
fbem-9857	50	19	machine	machine	NOUN
fbem-9857	50	20	learning	learning	NOUN
fbem-9857	50	21	can	can	AUX
fbem-9857	50	22	improve	improve	VERB
fbem-9857	50	23	the	the	DET
fbem-9857	50	24	forecasting	forecasting	NOUN
fbem-9857	50	25	effect	effect	NOUN
fbem-9857	50	26	of	of	ADP
fbem-9857	50	27	crude	crude	ADJ
fbem-9857	50	28	oil	oil	NOUN
fbem-9857	50	29	prices	price	NOUN
fbem-9857	50	30	.	.	PUNCT
fbem-9857	51	1	zhao	zhao	PROPN
fbem-9857	51	2	xing	xing	PROPN
fbem-9857	51	3	et	et	PROPN
fbem-9857	51	4	al	al	PROPN
fbem-9857	51	5	.	.	PROPN
fbem-9857	51	6	(	(	PUNCT
fbem-9857	51	7	2022	2022	NUM
fbem-9857	51	8	)	)	PUNCT
fbem-9857	52	1	[	[	X
fbem-9857	52	2	11	11	NUM
fbem-9857	52	3	]	]	PUNCT
fbem-9857	52	4	proposed	propose	VERB
fbem-9857	52	5	a	a	DET
fbem-9857	52	6	new	new	ADJ
fbem-9857	52	7	empirical	empirical	ADJ
fbem-9857	52	8	mode	mode	NOUN
fbem-9857	52	9	model	model	NOUN
fbem-9857	52	10	to	to	PART
fbem-9857	52	11	predict	predict	VERB
fbem-9857	52	12	the	the	DET
fbem-9857	52	13	price	price	NOUN
fbem-9857	52	14	fluctuation	fluctuation	NOUN
fbem-9857	52	15	of	of	ADP
fbem-9857	52	16	international	international	ADJ
fbem-9857	52	17	crude	crude	ADJ
fbem-9857	52	18	oil	oil	NOUN
fbem-9857	52	19	futures	future	NOUN
fbem-9857	52	20	in	in	ADP
fbem-9857	52	21	a	a	DET
fbem-9857	52	22	more	more	ADV
fbem-9857	52	23	timely	timely	ADJ
fbem-9857	52	24	and	and	CCONJ
fbem-9857	52	25	accurate	accurate	ADJ
fbem-9857	52	26	manner	manner	NOUN
fbem-9857	52	27	.	.	PUNCT
fbem-9857	53	1	in	in	ADP
fbem-9857	53	2	terms	term	NOUN
fbem-9857	53	3	of	of	ADP
fbem-9857	53	4	quantitative	quantitative	ADJ
fbem-9857	53	5	models	model	NOUN
fbem-9857	53	6	,	,	PUNCT
fbem-9857	53	7	it	it	PRON
fbem-9857	53	8	is	be	AUX
fbem-9857	53	9	mainly	mainly	ADV
fbem-9857	53	10	the	the	DET
fbem-9857	53	11	research	research	NOUN
fbem-9857	53	12	on	on	ADP
fbem-9857	53	13	garch	garch	NOUN
fbem-9857	53	14	models	model	NOUN
fbem-9857	53	15	and	and	CCONJ
fbem-9857	53	16	their	their	PRON
fbem-9857	53	17	extensions	extension	NOUN
fbem-9857	53	18	,	,	PUNCT
fbem-9857	53	19	which	which	PRON
fbem-9857	53	20	can	can	AUX
fbem-9857	53	21	well	well	ADV
fbem-9857	53	22	characterize	characterize	VERB
fbem-9857	53	23	the	the	DET
fbem-9857	53	24	heteroscedasticity	heteroscedasticity	NOUN
fbem-9857	53	25	and	and	CCONJ
fbem-9857	53	26	volatility	volatility	NOUN
fbem-9857	53	27	aggregation	aggregation	NOUN
fbem-9857	53	28	of	of	ADP
fbem-9857	53	29	asset	asset	NOUN
fbem-9857	53	30	returns	return	NOUN
fbem-9857	53	31	.	.	PUNCT
fbem-9857	54	1	zhang	zhang	PROPN
fbem-9857	54	2	yuejun	yuejun	PROPN
fbem-9857	54	3	et	et	PROPN
fbem-9857	54	4	al	al	PROPN
fbem-9857	54	5	.	.	PROPN
fbem-9857	55	1	(	(	PUNCT
fbem-9857	55	2	2007	2007	NUM
fbem-9857	55	3	)	)	PUNCT
fbem-9857	56	1	[	[	X
fbem-9857	56	2	12	12	NUM
fbem-9857	56	3	]	]	PUNCT
fbem-9857	56	4	concluded	conclude	VERB
fbem-9857	56	5	that	that	SCONJ
fbem-9857	56	6	the	the	DET
fbem-9857	56	7	ged	ged	ADJ
fbem-9857	56	8	distribution	distribution	NOUN
fbem-9857	56	9	of	of	ADP
fbem-9857	56	10	garch	garch	NOUN
fbem-9857	56	11	model	model	NOUN
fbem-9857	56	12	can	can	AUX
fbem-9857	56	13	better	well	ADV
fbem-9857	56	14	fit	fit	VERB
fbem-9857	56	15	the	the	DET
fbem-9857	56	16	volatility	volatility	NOUN
fbem-9857	56	17	of	of	ADP
fbem-9857	56	18	china	china	PROPN
fbem-9857	56	19	's	's	PART
fbem-9857	56	20	oil	oil	NOUN
fbem-9857	56	21	prices	price	NOUN
fbem-9857	56	22	than	than	ADP
fbem-9857	56	23	the	the	DET
fbem-9857	56	24	normal	normal	ADJ
fbem-9857	56	25	distribution	distribution	NOUN
fbem-9857	56	26	.	.	PUNCT
fbem-9857	57	1	liu	liu	PROPN
fbem-9857	57	2	hong	hong	PROPN
fbem-9857	57	3	(	(	PUNCT
fbem-9857	57	4	2009	2009	NUM
fbem-9857	57	5	)	)	PUNCT
fbem-9857	58	1	[	[	X
fbem-9857	58	2	13	13	NUM
fbem-9857	58	3	]	]	PUNCT
fbem-9857	58	4	used	use	VERB
fbem-9857	58	5	garch	garch	NOUN
fbem-9857	58	6	model	model	NOUN
fbem-9857	58	7	to	to	PART
fbem-9857	58	8	analyze	analyze	VERB
fbem-9857	58	9	the	the	DET
fbem-9857	58	10	price	price	NOUN
fbem-9857	58	11	fluctuation	fluctuation	NOUN
fbem-9857	58	12	of	of	ADP
fbem-9857	58	13	international	international	ADJ
fbem-9857	58	14	crude	crude	ADJ
fbem-9857	58	15	oil	oil	NOUN
fbem-9857	58	16	futures	future	NOUN
fbem-9857	58	17	,	,	PUNCT
fbem-9857	58	18	which	which	PRON
fbem-9857	58	19	has	have	VERB
fbem-9857	58	20	the	the	DET
fbem-9857	58	21	characteristics	characteristic	NOUN
fbem-9857	58	22	of	of	ADP
fbem-9857	58	23	peak	peak	NOUN
fbem-9857	58	24	and	and	CCONJ
fbem-9857	58	25	thick	thick	ADJ
fbem-9857	58	26	tail	tail	NOUN
fbem-9857	58	27	,	,	PUNCT
fbem-9857	58	28	volatility	volatility	NOUN
fbem-9857	58	29	aggregation	aggregation	NOUN
fbem-9857	58	30	and	and	CCONJ
fbem-9857	58	31	so	so	ADV
fbem-9857	58	32	on	on	ADV
fbem-9857	58	33	.	.	PUNCT
fbem-9857	59	1	kou	kou	PROPN
fbem-9857	59	2	honghong	honghong	PROPN
fbem-9857	59	3	et	et	PROPN
fbem-9857	59	4	al	al	PROPN
fbem-9857	59	5	.	.	PROPN
fbem-9857	59	6	(	(	PUNCT
fbem-9857	59	7	2022	2022	NUM
fbem-9857	59	8	)	)	PUNCT
fbem-9857	60	1	[	[	X
fbem-9857	60	2	14	14	NUM
fbem-9857	60	3	]	]	PUNCT
fbem-9857	60	4	confirmed	confirm	VERB
fbem-9857	60	5	the	the	DET
fbem-9857	60	6	volatility	volatility	NOUN
fbem-9857	60	7	spillover	spillover	VERB
fbem-9857	60	8	effect	effect	NOUN
fbem-9857	60	9	in	in	ADP
fbem-9857	60	10	the	the	DET
fbem-9857	60	11	stock	stock	NOUN
fbem-9857	60	12	market	market	NOUN
fbem-9857	60	13	and	and	CCONJ
fbem-9857	60	14	crude	crude	ADJ
fbem-9857	60	15	oil	oil	NOUN
fbem-9857	60	16	market	market	NOUN
fbem-9857	60	17	through	through	ADP
fbem-9857	60	18	the	the	DET
fbem-9857	60	19	estimation	estimation	NOUN
fbem-9857	60	20	results	result	NOUN
fbem-9857	60	21	of	of	ADP
fbem-9857	60	22	dcc	dcc	PROPN
fbem-9857	60	23	march	march	PROPN
fbem-9857	60	24	model	model	PROPN
fbem-9857	60	25	.	.	PUNCT
fbem-9857	61	1	li	li	PROPN
fbem-9857	61	2	zheng	zheng	PROPN
fbem-9857	61	3	et	et	PROPN
fbem-9857	61	4	al	al	PROPN
fbem-9857	61	5	.	.	PROPN
fbem-9857	62	1	(	(	PUNCT
fbem-9857	62	2	2021	2021	NUM
fbem-9857	62	3	)	)	PUNCT
fbem-9857	63	1	[	[	X
fbem-9857	63	2	15	15	NUM
fbem-9857	63	3	]	]	X
fbem-9857	63	4	used	use	VERB
fbem-9857	63	5	single	single	ADJ
fbem-9857	63	6	factor	factor	NOUN
fbem-9857	63	7	and	and	CCONJ
fbem-9857	63	8	two	two	NUM
fbem-9857	63	9	factor	factor	NOUN
fbem-9857	63	10	mixed	mixed	ADJ
fbem-9857	63	11	volatility	volatility	NOUN
fbem-9857	63	12	garchmidas	garchmidas	NOUN
fbem-9857	63	13	models	model	NOUN
fbem-9857	63	14	to	to	PART
fbem-9857	63	15	study	study	VERB
fbem-9857	63	16	the	the	DET
fbem-9857	63	17	fluctuation	fluctuation	NOUN
fbem-9857	63	18	of	of	ADP
fbem-9857	63	19	geopolitical	geopolitical	ADJ
fbem-9857	63	20	risks	risk	NOUN
fbem-9857	63	21	on	on	ADP
fbem-9857	63	22	international	international	ADJ
fbem-9857	63	23	crude	crude	ADJ
fbem-9857	63	24	oil	oil	NOUN
fbem-9857	63	25	prices	price	NOUN
fbem-9857	63	26	.	.	PUNCT
fbem-9857	64	1	in	in	ADP
fbem-9857	64	2	recent	recent	ADJ
fbem-9857	64	3	years	year	NOUN
fbem-9857	64	4	,	,	PUNCT
fbem-9857	64	5	a	a	DET
fbem-9857	64	6	large	large	ADJ
fbem-9857	64	7	number	number	NOUN
fbem-9857	64	8	of	of	ADP
fbem-9857	64	9	domestic	domestic	ADJ
fbem-9857	64	10	scholars	scholar	NOUN
fbem-9857	64	11	have	have	AUX
fbem-9857	64	12	also	also	ADV
fbem-9857	64	13	used	use	VERB
fbem-9857	64	14	egarch	egarch	NOUN
fbem-9857	64	15	model	model	NOUN
fbem-9857	64	16	to	to	PART
fbem-9857	64	17	study	study	VERB
fbem-9857	64	18	the	the	DET
fbem-9857	64	19	leverage	leverage	NOUN
fbem-9857	64	20	effect	effect	NOUN
fbem-9857	64	21	of	of	ADP
fbem-9857	64	22	financial	financial	ADJ
fbem-9857	64	23	assets	asset	NOUN
fbem-9857	64	24	.	.	PUNCT
fbem-9857	65	1	chen	chen	PROPN
fbem-9857	65	2	langnan	langnan	PROPN
fbem-9857	65	3	and	and	CCONJ
fbem-9857	65	4	huang	huang	PROPN
fbem-9857	65	5	jiekun	jiekun	PROPN
fbem-9857	65	6	(	(	PUNCT
fbem-9857	65	7	2002	2002	NUM
fbem-9857	65	8	)	)	PUNCT
fbem-9857	66	1	[	[	X
fbem-9857	66	2	16	16	NUM
fbem-9857	66	3	]	]	PUNCT
fbem-9857	66	4	studied	study	VERB
fbem-9857	66	5	the	the	DET
fbem-9857	66	6	asymmetric	asymmetric	ADJ
fbem-9857	66	7	impact	impact	NOUN
fbem-9857	66	8	of	of	ADP
fbem-9857	66	9	volatility	volatility	NOUN
fbem-9857	66	10	in	in	ADP
fbem-9857	66	11	china	china	PROPN
fbem-9857	66	12	's	's	PART
fbem-9857	66	13	stock	stock	NOUN
fbem-9857	66	14	market	market	NOUN
fbem-9857	66	15	by	by	ADP
fbem-9857	66	16	dividing	divide	VERB
fbem-9857	66	17	volatility	volatility	NOUN
fbem-9857	66	18	periods	period	NOUN
fbem-9857	66	19	.	.	PUNCT
fbem-9857	67	1	niu	niu	PROPN
fbem-9857	67	2	huawei	huawei	PROPN
fbem-9857	67	3	and	and	CCONJ
fbem-9857	67	4	xu	xu	PROPN
fbem-9857	67	5	zhong	zhong	PROPN
fbem-9857	67	6	(	(	PUNCT
fbem-9857	67	7	2020	2020	NUM
fbem-9857	67	8	)	)	PUNCT
fbem-9857	68	1	[	[	X
fbem-9857	68	2	17	17	NUM
fbem-9857	68	3	]	]	PUNCT
fbem-9857	68	4	studied	study	VERB
fbem-9857	68	5	the	the	DET
fbem-9857	68	6	reaction	reaction	NOUN
fbem-9857	68	7	of	of	ADP
fbem-9857	68	8	shanghai	shanghai	PROPN
fbem-9857	68	9	crude	crude	PROPN
fbem-9857	68	10	oil	oil	NOUN
fbem-9857	68	11	spot	spot	NOUN
fbem-9857	68	12	market	market	NOUN
fbem-9857	68	13	to	to	ADP
fbem-9857	68	14	futures	future	NOUN
fbem-9857	68	15	listing	listing	NOUN
fbem-9857	68	16	and	and	CCONJ
fbem-9857	68	17	trading	trading	NOUN
fbem-9857	68	18	based	base	VERB
fbem-9857	68	19	on	on	ADP
fbem-9857	68	20	var	var	NOUN
fbem-9857	68	21	model	model	NOUN
fbem-9857	68	22	and	and	CCONJ
fbem-9857	68	23	egarch	egarch	NOUN
fbem-9857	68	24	model	model	NOUN
fbem-9857	68	25	,	,	PUNCT
fbem-9857	68	26	and	and	CCONJ
fbem-9857	68	27	found	find	VERB
fbem-9857	68	28	that	that	SCONJ
fbem-9857	68	29	crude	crude	ADJ
fbem-9857	68	30	oil	oil	NOUN
fbem-9857	68	31	futures	future	NOUN
fbem-9857	68	32	played	play	VERB
fbem-9857	68	33	a	a	DET
fbem-9857	68	34	certain	certain	ADJ
fbem-9857	68	35	role	role	NOUN
fbem-9857	68	36	in	in	ADP
fbem-9857	68	37	promoting	promote	VERB
fbem-9857	68	38	the	the	DET
fbem-9857	68	39	volatility	volatility	NOUN
fbem-9857	68	40	of	of	ADP
fbem-9857	68	41	china	china	PROPN
fbem-9857	68	42	's	's	PART
fbem-9857	68	43	crude	crude	ADJ
fbem-9857	68	44	oil	oil	NOUN
fbem-9857	68	45	spot	spot	NOUN
fbem-9857	68	46	market	market	NOUN
fbem-9857	68	47	,	,	PUNCT
fbem-9857	68	48	but	but	CCONJ
fbem-9857	68	49	it	it	PRON
fbem-9857	68	50	was	be	AUX
fbem-9857	68	51	relatively	relatively	ADV
fbem-9857	68	52	short	short	ADV
fbem-9857	68	53	-	-	PUNCT
fbem-9857	68	54	lived	live	VERB
fbem-9857	68	55	.	.	PUNCT
fbem-9857	69	1	there	there	PRON
fbem-9857	69	2	are	be	VERB
fbem-9857	69	3	also	also	ADV
fbem-9857	69	4	a	a	DET
fbem-9857	69	5	large	large	ADJ
fbem-9857	69	6	number	number	NOUN
fbem-9857	69	7	of	of	ADP
fbem-9857	69	8	scholars	scholar	NOUN
fbem-9857	69	9	studying	study	VERB
fbem-9857	69	10	the	the	DET
fbem-9857	69	11	leverage	leverage	NOUN
fbem-9857	69	12	effect	effect	NOUN
fbem-9857	69	13	of	of	ADP
fbem-9857	69	14	other	other	ADJ
fbem-9857	69	15	financial	financial	ADJ
fbem-9857	69	16	assets	asset	NOUN
fbem-9857	69	17	.	.	PUNCT
fbem-9857	70	1	wang	wang	PROPN
fbem-9857	70	2	pengwu	pengwu	PROPN
fbem-9857	70	3	(	(	PUNCT
fbem-9857	70	4	2020	2020	NUM
fbem-9857	70	5	)	)	PUNCT
fbem-9857	71	1	[	[	X
fbem-9857	71	2	18	18	NUM
fbem-9857	71	3	]	]	PUNCT
fbem-9857	71	4	studied	study	VERB
fbem-9857	71	5	the	the	DET
fbem-9857	71	6	asymmetric	asymmetric	ADJ
fbem-9857	71	7	characteristics	characteristic	NOUN
fbem-9857	71	8	of	of	ADP
fbem-9857	71	9	yield	yield	NOUN
fbem-9857	71	10	volatility	volatility	NOUN
fbem-9857	71	11	by	by	ADP
fbem-9857	71	12	using	use	VERB
fbem-9857	71	13	gjr	gjr	NOUN
fbem-9857	71	14	garch	garch	NOUN
fbem-9857	71	15	model	model	NOUN
fbem-9857	71	16	and	and	CCONJ
fbem-9857	71	17	egarch	egarch	NOUN
fbem-9857	71	18	model	model	NOUN
fbem-9857	71	19	respectively	respectively	ADV
fbem-9857	71	20	.	.	PUNCT
fbem-9857	72	1	zhang	zhang	PROPN
fbem-9857	72	2	shengjie	shengjie	PROPN
fbem-9857	72	3	(	(	PUNCT
fbem-9857	72	4	2020	2020	NUM
fbem-9857	72	5	)	)	PUNCT
fbem-9857	73	1	[	[	X
fbem-9857	73	2	19	19	NUM
fbem-9857	73	3	]	]	PUNCT
fbem-9857	73	4	established	establish	VERB
fbem-9857	73	5	an	an	DET
fbem-9857	73	6	asymmetric	asymmetric	ADJ
fbem-9857	73	7	garch	garch	NOUN
fbem-9857	73	8	family	family	NOUN
fbem-9857	73	9	model	model	NOUN
fbem-9857	73	10	and	and	CCONJ
fbem-9857	73	11	found	find	VERB
fbem-9857	73	12	that	that	SCONJ
fbem-9857	73	13	the	the	DET
fbem-9857	73	14	leverage	leverage	NOUN
fbem-9857	73	15	effect	effect	NOUN
fbem-9857	73	16	of	of	ADP
fbem-9857	73	17	the	the	DET
fbem-9857	73	18	main	main	ADJ
fbem-9857	73	19	board	board	NOUN
fbem-9857	73	20	of	of	ADP
fbem-9857	73	21	shanghai	shanghai	PROPN
fbem-9857	73	22	stock	stock	PROPN
fbem-9857	73	23	exchange	exchange	PROPN
fbem-9857	73	24	is	be	AUX
fbem-9857	73	25	not	not	PART
fbem-9857	73	26	obvious	obvious	ADJ
fbem-9857	73	27	,	,	PUNCT
fbem-9857	73	28	while	while	SCONJ
fbem-9857	73	29	the	the	DET
fbem-9857	73	30	leverage	leverage	NOUN
fbem-9857	73	31	effect	effect	NOUN
fbem-9857	73	32	of	of	ADP
fbem-9857	73	33	small	small	ADJ
fbem-9857	73	34	and	and	CCONJ
fbem-9857	73	35	medium	medium	ADJ
fbem-9857	73	36	-	-	PUNCT
fbem-9857	73	37	sized	sized	ADJ
fbem-9857	73	38	board	board	NOUN
fbem-9857	73	39	,	,	PUNCT
fbem-9857	73	40	shenzhen	shenzhen	PROPN
fbem-9857	73	41	main	main	PROPN
fbem-9857	73	42	board	board	NOUN
fbem-9857	73	43	and	and	CCONJ
fbem-9857	73	44	gem	gem	NOUN
fbem-9857	73	45	is	be	AUX
fbem-9857	73	46	obvious	obvious	ADJ
fbem-9857	73	47	.	.	PUNCT
fbem-9857	74	1	guo	guo	PROPN
fbem-9857	74	2	baocai	baocai	PROPN
fbem-9857	74	3	and	and	CCONJ
fbem-9857	74	4	xiang	xiang	PROPN
fbem-9857	74	5	lin	lin	PROPN
fbem-9857	74	6	(	(	PUNCT
fbem-9857	74	7	2022	2022	NUM
fbem-9857	74	8	)	)	PUNCT
fbem-9857	75	1	[	[	X
fbem-9857	75	2	20	20	NUM
fbem-9857	75	3	]	]	PUNCT
fbem-9857	75	4	concluded	conclude	VERB
fbem-9857	75	5	that	that	SCONJ
fbem-9857	75	6	the	the	DET
fbem-9857	75	7	index	index	NOUN
fbem-9857	75	8	return	return	NOUN
fbem-9857	75	9	of	of	ADP
fbem-9857	75	10	shanghai	shanghai	PROPN
fbem-9857	75	11	and	and	CCONJ
fbem-9857	75	12	shenzhen	shenzhen	PROPN
fbem-9857	75	13	300	300	NUM
fbem-9857	75	14	long	long	ADJ
fbem-9857	75	15	-	-	PUNCT
fbem-9857	75	16	term	term	NOUN
fbem-9857	75	17	volatility	volatility	NOUN
fbem-9857	75	18	mainly	mainly	ADV
fbem-9857	75	19	comes	come	VERB
fbem-9857	75	20	from	from	ADP
fbem-9857	75	21	continuous	continuous	ADJ
fbem-9857	75	22	volatility	volatility	NOUN
fbem-9857	75	23	.	.	PUNCT
fbem-9857	76	1	at	at	ADP
fbem-9857	76	2	present	present	ADJ
fbem-9857	76	3	,	,	PUNCT
fbem-9857	76	4	the	the	DET
fbem-9857	76	5	empirical	empirical	ADJ
fbem-9857	76	6	mode	mode	NOUN
fbem-9857	76	7	method	method	NOUN
fbem-9857	76	8	is	be	AUX
fbem-9857	76	9	mostly	mostly	ADV
fbem-9857	76	10	used	use	VERB
fbem-9857	76	11	in	in	ADP
fbem-9857	76	12	the	the	DET
fbem-9857	76	13	research	research	NOUN
fbem-9857	76	14	on	on	ADP
fbem-9857	76	15	the	the	DET
fbem-9857	76	16	fluctuation	fluctuation	NOUN
fbem-9857	76	17	of	of	ADP
fbem-9857	76	18	crude	crude	ADJ
fbem-9857	76	19	oil	oil	NOUN
fbem-9857	76	20	futures	future	NOUN
fbem-9857	76	21	price	price	NOUN
fbem-9857	76	22	,	,	PUNCT
fbem-9857	76	23	and	and	CCONJ
fbem-9857	76	24	the	the	DET
fbem-9857	76	25	quantitative	quantitative	ADJ
fbem-9857	76	26	garch	garch	NOUN
fbem-9857	76	27	model	model	NOUN
fbem-9857	76	28	is	be	AUX
fbem-9857	76	29	less	less	ADV
fbem-9857	76	30	used	use	VERB
fbem-9857	76	31	.	.	PUNCT
fbem-9857	77	1	moreover	moreover	ADV
fbem-9857	77	2	,	,	PUNCT
fbem-9857	77	3	the	the	DET
fbem-9857	77	4	research	research	NOUN
fbem-9857	77	5	on	on	ADP
fbem-9857	77	6	crude	crude	ADJ
fbem-9857	77	7	oil	oil	NOUN
fbem-9857	77	8	futures	future	NOUN
fbem-9857	77	9	price	price	NOUN
fbem-9857	77	10	fluctuation	fluctuation	NOUN
fbem-9857	77	11	based	base	VERB
fbem-9857	77	12	on	on	ADP
fbem-9857	77	13	garch	garch	NOUN
fbem-9857	77	14	model	model	NOUN
fbem-9857	77	15	is	be	AUX
fbem-9857	77	16	mostly	mostly	ADV
fbem-9857	77	17	based	base	VERB
fbem-9857	77	18	on	on	ADP
fbem-9857	77	19	normal	normal	ADJ
fbem-9857	77	20	distribution	distribution	NOUN
fbem-9857	77	21	,	,	PUNCT
fbem-9857	77	22	and	and	CCONJ
fbem-9857	77	23	there	there	PRON
fbem-9857	77	24	is	be	VERB
fbem-9857	77	25	little	little	ADJ
fbem-9857	77	26	research	research	NOUN
fbem-9857	77	27	on	on	ADP
fbem-9857	77	28	the	the	DET
fbem-9857	77	29	leverage	leverage	NOUN
fbem-9857	77	30	effect	effect	NOUN
fbem-9857	77	31	of	of	ADP
fbem-9857	77	32	egarch	egarch	NOUN
fbem-9857	77	33	model	model	NOUN
fbem-9857	77	34	on	on	ADP
fbem-9857	77	35	crude	crude	ADJ
fbem-9857	77	36	oil	oil	NOUN
fbem-9857	77	37	futures	future	NOUN
fbem-9857	77	38	price	price	NOUN
fbem-9857	77	39	fluctuation	fluctuation	NOUN
fbem-9857	77	40	under	under	ADP
fbem-9857	77	41	different	different	ADJ
fbem-9857	77	42	distribution	distribution	NOUN
fbem-9857	77	43	states	state	NOUN
fbem-9857	77	44	.	.	PUNCT
fbem-9857	78	1	the	the	DET
fbem-9857	78	2	innovation	innovation	NOUN
fbem-9857	78	3	of	of	ADP
fbem-9857	78	4	this	this	DET
fbem-9857	78	5	paper	paper	NOUN
fbem-9857	78	6	is	be	AUX
fbem-9857	78	7	that	that	SCONJ
fbem-9857	78	8	based	base	VERB
fbem-9857	78	9	on	on	ADP
fbem-9857	78	10	garch	garch	NOUN
fbem-9857	78	11	model	model	NOUN
fbem-9857	78	12	and	and	CCONJ
fbem-9857	78	13	egarch	egarch	NOUN
fbem-9857	78	14	model	model	NOUN
fbem-9857	78	15	,	,	PUNCT
fbem-9857	78	16	the	the	DET
fbem-9857	78	17	fluctuation	fluctuation	NOUN
fbem-9857	78	18	of	of	ADP
fbem-9857	78	19	crude	crude	ADJ
fbem-9857	78	20	oil	oil	NOUN
fbem-9857	78	21	futures	future	NOUN
fbem-9857	78	22	price	price	NOUN
fbem-9857	78	23	is	be	AUX
fbem-9857	78	24	studied	study	VERB
fbem-9857	78	25	under	under	ADP
fbem-9857	78	26	different	different	ADJ
fbem-9857	78	27	distributions	distribution	NOUN
fbem-9857	78	28	,	,	PUNCT
fbem-9857	78	29	and	and	CCONJ
fbem-9857	78	30	the	the	DET
fbem-9857	78	31	effect	effect	NOUN
fbem-9857	78	32	of	of	ADP
fbem-9857	78	33	information	information	NOUN
fbem-9857	78	34	shock	shock	NOUN
fbem-9857	78	35	in	in	ADP
fbem-9857	78	36	three	three	NUM
fbem-9857	78	37	states	state	NOUN
fbem-9857	78	38	is	be	AUX
fbem-9857	78	39	discussed	discuss	VERB
fbem-9857	78	40	.	.	PUNCT
fbem-9857	79	1	at	at	ADP
fbem-9857	79	2	the	the	DET
fbem-9857	79	3	same	same	ADJ
fbem-9857	79	4	time	time	NOUN
fbem-9857	79	5	,	,	PUNCT
fbem-9857	79	6	egarch	egarch	NOUN
fbem-9857	79	7	model	model	NOUN
fbem-9857	79	8	depicts	depict	VERB
fbem-9857	79	9	the	the	DET
fbem-9857	79	10	characteristics	characteristic	NOUN
fbem-9857	79	11	of	of	ADP
fbem-9857	79	12	asymmetry	asymmetry	NOUN
fbem-9857	79	13	.	.	PUNCT
fbem-9857	80	1	according	accord	VERB
fbem-9857	80	2	to	to	ADP
fbem-9857	80	3	ll	ll	NOUN
fbem-9857	80	4	value	value	NOUN
fbem-9857	80	5	and	and	CCONJ
fbem-9857	80	6	information	information	NOUN
fbem-9857	80	7	criteria	criterion	NOUN
fbem-9857	80	8	,	,	PUNCT
fbem-9857	80	9	the	the	DET
fbem-9857	80	10	best	well	ADV
fbem-9857	80	11	fitting	fitting	ADJ
fbem-9857	80	12	model	model	NOUN
fbem-9857	80	13	is	be	AUX
fbem-9857	80	14	selected	select	VERB
fbem-9857	80	15	,	,	PUNCT
fbem-9857	80	16	and	and	CCONJ
fbem-9857	80	17	then	then	ADV
fbem-9857	80	18	the	the	DET
fbem-9857	80	19	price	price	NOUN
fbem-9857	80	20	fluctuation	fluctuation	NOUN
fbem-9857	80	21	of	of	ADP
fbem-9857	80	22	wti	wti	PROPN
fbem-9857	80	23	crude	crude	PROPN
fbem-9857	80	24	oil	oil	NOUN
fbem-9857	80	25	futures	future	NOUN
fbem-9857	80	26	is	be	AUX
fbem-9857	80	27	predicted	predict	VERB
fbem-9857	80	28	in	in	ADP
fbem-9857	80	29	sample	sample	NOUN
fbem-9857	80	30	and	and	CCONJ
fbem-9857	80	31	out	out	ADP
fbem-9857	80	32	of	of	ADP
fbem-9857	80	33	sample	sample	NOUN
fbem-9857	80	34	.	.	PUNCT
fbem-9857	81	1	2	2	X
fbem-9857	81	2	.	.	X
fbem-9857	81	3	theoretical	theoretical	ADJ
fbem-9857	81	4	model	model	NOUN
fbem-9857	81	5	and	and	CCONJ
fbem-9857	81	6	data	datum	NOUN
fbem-9857	81	7	selection	selection	NOUN
fbem-9857	81	8	2.1	2.1	NUM
fbem-9857	81	9	.	.	PUNCT
fbem-9857	82	1	modeling	model	VERB
fbem-9857	82	2	the	the	DET
fbem-9857	82	3	traditional	traditional	ADJ
fbem-9857	82	4	linear	linear	PROPN
fbem-9857	82	5	regression	regression	NOUN
fbem-9857	82	6	model	model	NOUN
fbem-9857	82	7	generally	generally	ADV
fbem-9857	82	8	believes	believe	VERB
fbem-9857	82	9	that	that	SCONJ
fbem-9857	82	10	the	the	DET
fbem-9857	82	11	random	random	ADJ
fbem-9857	82	12	disturbance	disturbance	NOUN
fbem-9857	82	13	term	term	NOUN
fbem-9857	82	14	is	be	AUX
fbem-9857	82	15	homovariance	homovariance	NOUN
fbem-9857	82	16	.	.	PUNCT
fbem-9857	83	1	however	however	ADV
fbem-9857	83	2	,	,	PUNCT
fbem-9857	83	3	in	in	ADP
fbem-9857	83	4	the	the	DET
fbem-9857	83	5	time	time	NOUN
fbem-9857	83	6	series	series	NOUN
fbem-9857	83	7	of	of	ADP
fbem-9857	83	8	financial	financial	ADJ
fbem-9857	83	9	assets	asset	NOUN
fbem-9857	83	10	,	,	PUNCT
fbem-9857	83	11	the	the	DET
fbem-9857	83	12	random	random	ADJ
fbem-9857	83	13	error	error	NOUN
fbem-9857	83	14	term	term	NOUN
fbem-9857	83	15	can	can	AUX
fbem-9857	83	16	not	not	PART
fbem-9857	83	17	meet	meet	VERB
fbem-9857	83	18	the	the	DET
fbem-9857	83	19	above	above	ADJ
fbem-9857	83	20	conditions	condition	NOUN
fbem-9857	83	21	.	.	PUNCT
fbem-9857	84	1	time	time	PROPN
fbem-9857	84	2	series	series	PROPN
fbem-9857	84	3	data	data	PROPN
fbem-9857	84	4	of	of	ADP
fbem-9857	84	5	financial	financial	ADJ
fbem-9857	84	6	assets	asset	NOUN
fbem-9857	84	7	usually	usually	ADV
fbem-9857	84	8	have	have	VERB
fbem-9857	84	9	the	the	DET
fbem-9857	84	10	characteristics	characteristic	NOUN
fbem-9857	84	11	of	of	ADP
fbem-9857	84	12	conditional	conditional	ADJ
fbem-9857	84	13	heteroscedasticity	heteroscedasticity	NOUN
fbem-9857	84	14	,	,	PUNCT
fbem-9857	84	15	peak	peak	NOUN
fbem-9857	84	16	and	and	CCONJ
fbem-9857	84	17	thick	thick	ADJ
fbem-9857	84	18	tail	tail	NOUN
fbem-9857	84	19	.	.	PUNCT
fbem-9857	85	1	the	the	DET
fbem-9857	85	2	conditional	conditional	ADJ
fbem-9857	85	3	heteroscedasticity	heteroscedasticity	PROPN
fbem-9857	85	4	model	model	NOUN
fbem-9857	85	5	breaks	break	VERB
fbem-9857	85	6	the	the	DET
fbem-9857	85	7	limitation	limitation	NOUN
fbem-9857	85	8	of	of	ADP
fbem-9857	85	9	the	the	DET
fbem-9857	85	10	traditional	traditional	ADJ
fbem-9857	85	11	linear	linear	PROPN
fbem-9857	85	12	regression	regression	NOUN
fbem-9857	85	13	model	model	NOUN
fbem-9857	85	14	and	and	CCONJ
fbem-9857	85	15	can	can	AUX
fbem-9857	85	16	better	well	ADV
fbem-9857	85	17	explain	explain	VERB
fbem-9857	85	18	the	the	DET
fbem-9857	85	19	nonlinear	nonlinear	ADJ
fbem-9857	85	20	correlation	correlation	NOUN
fbem-9857	85	21	of	of	ADP
fbem-9857	85	22	the	the	DET
fbem-9857	85	23	daily	daily	ADJ
fbem-9857	85	24	value	value	NOUN
fbem-9857	85	25	of	of	ADP
fbem-9857	85	26	exchange	exchange	NOUN
fbem-9857	85	27	rate	rate	NOUN
fbem-9857	85	28	.	.	PUNCT
fbem-9857	86	1	therefore	therefore	ADV
fbem-9857	86	2	,	,	PUNCT
fbem-9857	86	3	garch	garch	NOUN
fbem-9857	86	4	family	family	NOUN
fbem-9857	86	5	has	have	AUX
fbem-9857	86	6	been	be	AUX
fbem-9857	86	7	widely	widely	ADV
fbem-9857	86	8	used	use	VERB
fbem-9857	86	9	in	in	ADP
fbem-9857	86	10	financial	financial	ADJ
fbem-9857	86	11	time	time	NOUN
fbem-9857	86	12	series	series	PROPN
fbem-9857	86	13	analysis	analysis	NOUN
fbem-9857	86	14	.	.	PUNCT
fbem-9857	87	1	firstly	firstly	ADV
fbem-9857	87	2	,	,	PUNCT
fbem-9857	87	3	the	the	DET
fbem-9857	87	4	garch	garch	NOUN
fbem-9857	87	5	(	(	PUNCT
fbem-9857	87	6	1.1	1.1	NUM
fbem-9857	87	7	)	)	PUNCT
fbem-9857	87	8	model	model	NOUN
fbem-9857	87	9	can	can	AUX
fbem-9857	87	10	better	well	ADV
fbem-9857	87	11	characterize	characterize	VERB
fbem-9857	87	12	the	the	DET
fbem-9857	87	13	yield	yield	NOUN
fbem-9857	87	14	series	series	NOUN
fbem-9857	87	15	with	with	ADP
fbem-9857	87	16	conditional	conditional	ADJ
fbem-9857	87	17	heteroscedasticity	heteroscedasticity	NOUN
fbem-9857	87	18	characteristics	characteristic	NOUN
fbem-9857	87	19	.	.	PUNCT
fbem-9857	88	1	when	when	SCONJ
fbem-9857	88	2	the	the	DET
fbem-9857	88	3	random	random	ADJ
fbem-9857	88	4	error	error	NOUN
fbem-9857	88	5	term	term	NOUN
fbem-9857	88	6	of	of	ADP
fbem-9857	88	7	the	the	DET
fbem-9857	88	8	mean	mean	ADJ
fbem-9857	88	9	equation	equation	NOUN
fbem-9857	88	10	is	be	AUX
fbem-9857	88	11	found	find	VERB
fbem-9857	88	12	to	to	PART
fbem-9857	88	13	have	have	VERB
fbem-9857	88	14	arch	arch	ADJ
fbem-9857	88	15	effect	effect	NOUN
fbem-9857	88	16	,	,	PUNCT
fbem-9857	88	17	the	the	DET
fbem-9857	88	18	garch	garch	NOUN
fbem-9857	88	19	model	model	NOUN
fbem-9857	88	20	can	can	AUX
fbem-9857	88	21	be	be	AUX
fbem-9857	88	22	used	use	VERB
fbem-9857	88	23	to	to	PART
fbem-9857	88	24	fit	fit	VERB
fbem-9857	88	25	its	its	PRON
fbem-9857	88	26	conditional	conditional	ADJ
fbem-9857	88	27	variance	variance	NOUN
fbem-9857	88	28	.	.	PUNCT
fbem-9857	89	1	the	the	DET
fbem-9857	89	2	usual	usual	ADJ
fbem-9857	89	3	format	format	NOUN
fbem-9857	89	4	for	for	ADP
fbem-9857	89	5	the	the	DET
fbem-9857	89	6	garch	garch	NOUN
fbem-9857	89	7	(	(	PUNCT
fbem-9857	89	8	p	p	X
fbem-9857	89	9	,	,	PUNCT
fbem-9857	89	10	q	q	NOUN
fbem-9857	89	11	)	)	PUNCT
fbem-9857	89	12	model	model	NOUN
fbem-9857	89	13	is	be	AUX
fbem-9857	89	14	:	:	PUNCT
fbem-9857	89	15	t	t	PROPN
fbem-9857	89	16	t	t	PROPN
fbem-9857	89	17	tr	tr	NOUN
fbem-9857	89	18			NOUN
fbem-9857	89	19			PROPN
fbem-9857	89	20			VERB
fbem-9857	89	21	(	(	PUNCT
fbem-9857	89	22	1	1	NUM
fbem-9857	89	23	)	)	SYM
fbem-9857	89	24	2	2	NUM
fbem-9857	89	25	2	2	NUM
fbem-9857	89	26	2	2	NUM
fbem-9857	89	27	2	2	NUM
fbem-9857	89	28	2	2	NUM
fbem-9857	89	29	2	2	NUM
fbem-9857	89	30	2	2	NUM
fbem-9857	89	31	0	0	NUM
fbem-9857	89	32	1	1	NUM
fbem-9857	89	33	1	1	NUM
fbem-9857	89	34	2	2	NUM
fbem-9857	89	35	2	2	NUM
fbem-9857	89	36	1	1	NUM
fbem-9857	89	37	1	1	NUM
fbem-9857	89	38	2	2	NUM
fbem-9857	89	39	2	2	NUM
fbem-9857	89	40	t	t	NOUN
fbem-9857	89	41	t	t	NOUN
fbem-9857	89	42	t	t	PROPN
fbem-9857	89	43	q	q	PROPN
fbem-9857	89	44	t	t	PROPN
fbem-9857	89	45	q	q	PROPN
fbem-9857	89	46	t	t	PROPN
fbem-9857	89	47	t	t	PROPN
fbem-9857	89	48	p	p	X
fbem-9857	89	49	t	t	PROPN
fbem-9857	89	50	p	p	PROPN
fbem-9857	89	51			NOUN
fbem-9857	89	52			NOUN
fbem-9857	89	53			PROPN
fbem-9857	89	54			X
fbem-9857	89	55			PROPN
fbem-9857	89	56			PUNCT
fbem-9857	89	57			PROPN
fbem-9857	89	58			PROPN
fbem-9857	89	59			PROPN
fbem-9857	89	60			PROPN
fbem-9857	89	61			PROPN
fbem-9857	89	62			PROPN
fbem-9857	89	63			PROPN
fbem-9857	89	64			PROPN
fbem-9857	89	65			PROPN
fbem-9857	89	66			PROPN
fbem-9857	89	67			PROPN
fbem-9857	89	68			PROPN
fbem-9857	89	69			PUNCT
fbem-9857	89	70			PROPN
fbem-9857	89	71			PROPN
fbem-9857	89	72			PROPN
fbem-9857	89	73			PROPN
fbem-9857	89	74			PROPN
fbem-9857	89	75			PROPN
fbem-9857	89	76	�	�	PROPN
fbem-9857	89	77	�	�	PROPN
fbem-9857	89	78	(	(	PUNCT
fbem-9857	89	79	2	2	NUM
fbem-9857	89	80	)	)	PUNCT
fbem-9857	89	81	in	in	ADP
fbem-9857	89	82	the	the	DET
fbem-9857	89	83	above	above	ADJ
fbem-9857	89	84	formula	formula	NOUN
fbem-9857	89	85	,	,	PUNCT
fbem-9857	89	86	the	the	DET
fbem-9857	89	87	mean	mean	ADJ
fbem-9857	89	88	equation	equation	NOUN
fbem-9857	89	89	is	be	AUX
fbem-9857	89	90	(	(	PUNCT
fbem-9857	89	91	1.1	1.1	NUM
fbem-9857	89	92	)	)	PUNCT
fbem-9857	89	93	and	and	CCONJ
fbem-9857	89	94	(	(	PUNCT
fbem-9857	89	95	1.2	1.2	NUM
fbem-9857	89	96	)	)	PUNCT
fbem-9857	89	97	is	be	AUX
fbem-9857	89	98	the	the	DET
fbem-9857	89	99	conditional	conditional	ADJ
fbem-9857	89	100	variance	variance	NOUN
fbem-9857	89	101	equation	equation	NOUN
fbem-9857	89	102	.	.	PUNCT
fbem-9857	90	1	is	be	AUX
fbem-9857	90	2	the	the	DET
fbem-9857	90	3	order	order	NOUN
fbem-9857	90	4	of	of	ADP
fbem-9857	90	5	the	the	DET
fbem-9857	90	6	autoregressive	autoregressive	ADJ
fbem-9857	90	7	garch	garch	NOUN
fbem-9857	90	8	term,,,.𝑝𝛼	term,,,.𝑝𝛼	PROPN
fbem-9857	90	9	0𝛼	0𝛼	VERB
fbem-9857	90	10	0𝛽	0𝛽	NOUN
fbem-9857	90	11	0	0	PUNCT
fbem-9857	91	1	secondly	secondly	ADV
fbem-9857	91	2	,	,	PUNCT
fbem-9857	91	3	because	because	SCONJ
fbem-9857	91	4	the	the	DET
fbem-9857	91	5	financial	financial	ADJ
fbem-9857	91	6	time	time	NOUN
fbem-9857	91	7	series	series	PROPN
fbem-9857	91	8	has	have	VERB
fbem-9857	91	9	the	the	DET
fbem-9857	91	10	characteristics	characteristic	NOUN
fbem-9857	91	11	of	of	ADP
fbem-9857	91	12	asymmetry	asymmetry	NOUN
fbem-9857	91	13	,	,	PUNCT
fbem-9857	91	14	nelson	nelson	PROPN
fbem-9857	91	15	immediately	immediately	ADV
fbem-9857	91	16	proposed	propose	VERB
fbem-9857	91	17	the	the	DET
fbem-9857	91	18	egarch	egarch	NOUN
fbem-9857	91	19	model	model	NOUN
fbem-9857	91	20	,	,	PUNCT
fbem-9857	91	21	which	which	PRON
fbem-9857	91	22	can	can	AUX
fbem-9857	91	23	better	well	ADV
fbem-9857	91	24	characterize	characterize	VERB
fbem-9857	91	25	the	the	DET
fbem-9857	91	26	asymmetric	asymmetric	ADJ
fbem-9857	91	27	impact	impact	NOUN
fbem-9857	91	28	of	of	ADP
fbem-9857	91	29	the	the	DET
fbem-9857	91	30	series	series	NOUN
fbem-9857	91	31	,	,	PUNCT
fbem-9857	91	32	and	and	CCONJ
fbem-9857	91	33	does	do	AUX
fbem-9857	91	34	not	not	PART
fbem-9857	91	35	need	need	VERB
fbem-9857	91	36	to	to	PART
fbem-9857	91	37	limit	limit	VERB
fbem-9857	91	38	that	that	SCONJ
fbem-9857	91	39	the	the	DET
fbem-9857	91	40	coefficient	coefficient	NOUN
fbem-9857	91	41	is	be	AUX
fbem-9857	91	42	nonnegative	nonnegative	ADJ
fbem-9857	91	43	.	.	PUNCT
fbem-9857	92	1	for	for	ADP
fbem-9857	92	2	the	the	DET
fbem-9857	92	3	egarch	egarch	NOUN
fbem-9857	92	4	(	(	PUNCT
fbem-9857	92	5	p	p	X
fbem-9857	92	6	,	,	PUNCT
fbem-9857	92	7	q	q	NOUN
fbem-9857	92	8	)	)	PUNCT
fbem-9857	92	9	model	model	NOUN
fbem-9857	92	10	,	,	PUNCT
fbem-9857	92	11	its	its	PRON
fbem-9857	92	12	conditional	conditional	ADJ
fbem-9857	92	13	variance	variance	NOUN
fbem-9857	92	14	is	be	AUX
fbem-9857	92	15	shown	show	VERB
fbem-9857	92	16	in	in	ADP
fbem-9857	92	17	formula	formula	NOUN
fbem-9857	92	18	(	(	PUNCT
fbem-9857	92	19	3	3	NUM
fbem-9857	92	20	):	):	SYM
fbem-9857	92	21	2	2	NUM
fbem-9857	92	22	2	2	NUM
fbem-9857	92	23	0	0	NUM
fbem-9857	92	24	1	1	NUM
fbem-9857	92	25	1	1	NUM
fbem-9857	92	26	ln	ln	NOUN
fbem-9857	92	27	ln	ln	NOUN
fbem-9857	92	28	q	q	X
fbem-9857	93	1	p	p	NOUN
fbem-9857	93	2	t	t	X
fbem-9857	94	1	i	i	PRON
fbem-9857	94	2	t	t	X
fbem-9857	95	1	i	i	PRON
fbem-9857	95	2	t	t	X
fbem-9857	96	1	i	i	PRON
fbem-9857	96	2	t	t	VERB
fbem-9857	97	1	i	i	PRON
fbem-9857	98	1	i	i	PRON
fbem-9857	99	1	i	i	PRON
fbem-9857	100	1	i	i	PRON
fbem-9857	101	1	i	i	PRON
fbem-9857	101	2	t	t	VERB
fbem-9857	102	1	i	i	PRON
fbem-9857	102	2	t	t	PROPN
fbem-9857	103	1	i	i	PRON
fbem-9857	103	2			PROPN
fbem-9857	103	3			PROPN
fbem-9857	103	4			PROPN
fbem-9857	103	5			X
fbem-9857	103	6			PROPN
fbem-9857	103	7			PROPN
fbem-9857	103	8			X
fbem-9857	103	9			NUM
fbem-9857	103	10			NUM
fbem-9857	103	11			X
fbem-9857	103	12			PROPN
fbem-9857	103	13			PROPN
fbem-9857	103	14			PROPN
fbem-9857	103	15			PROPN
fbem-9857	103	16			NUM
fbem-9857	103	17			PROPN
fbem-9857	103	18			PROPN
fbem-9857	103	19			NOUN
fbem-9857	103	20			PROPN
fbem-9857	103	21			PROPN
fbem-9857	103	22			ADV
fbem-9857	103	23			PUNCT
fbem-9857	103	24			PROPN
fbem-9857	103	25			X
fbem-9857	103	26			PROPN
fbem-9857	103	27			PROPN
fbem-9857	103	28			NOUN
fbem-9857	103	29			X
fbem-9857	103	30			X
fbem-9857	103	31	(	(	PUNCT
fbem-9857	103	32	3	3	X
fbem-9857	103	33	)	)	PUNCT
fbem-9857	103	34	in	in	ADP
fbem-9857	103	35	the	the	DET
fbem-9857	103	36	above	above	ADJ
fbem-9857	103	37	formula	formula	NOUN
fbem-9857	103	38	,	,	PUNCT
fbem-9857	103	39	the	the	DET
fbem-9857	103	40	conditional	conditional	ADJ
fbem-9857	103	41	variance	variance	NOUN
fbem-9857	103	42	of	of	ADP
fbem-9857	103	43	logarithms	logarithm	NOUN
fbem-9857	103	44	is	be	AUX
fbem-9857	103	45	on	on	ADP
fbem-9857	103	46	the	the	DET
fbem-9857	103	47	left	left	NOUN
fbem-9857	103	48	;	;	PUNCT
fbem-9857	103	49	it	it	PRON
fbem-9857	103	50	is	be	AUX
fbem-9857	103	51	the	the	DET
fbem-9857	103	52	arch	arch	ADJ
fbem-9857	103	53	effect	effect	NOUN
fbem-9857	103	54	coefficient	coefficient	NOUN
fbem-9857	103	55	,	,	PUNCT
fbem-9857	103	56	which	which	PRON
fbem-9857	103	57	depicts	depict	VERB
fbem-9857	103	58	the	the	DET
fbem-9857	103	59	impact	impact	NOUN
fbem-9857	103	60	of	of	ADP
fbem-9857	103	61	previous	previous	ADJ
fbem-9857	103	62	periods	period	NOUN
fbem-9857	103	63	on	on	ADP
fbem-9857	103	64	the	the	DET
fbem-9857	103	65	volatility	volatility	NOUN
fbem-9857	103	66	of	of	ADP
fbem-9857	103	67	current	current	ADJ
fbem-9857	103	68	information	information	NOUN
fbem-9857	103	69	;	;	PUNCT
fbem-9857	103	70	is	be	AUX
fbem-9857	103	71	the	the	DET
fbem-9857	103	72	leverage	leverage	NOUN
fbem-9857	103	73	effect	effect	NOUN
fbem-9857	103	74	coefficient	coefficient	NOUN
fbem-9857	103	75	,	,	PUNCT
fbem-9857	103	76	then	then	ADV
fbem-9857	103	77	there	there	PRON
fbem-9857	103	78	is	be	VERB
fbem-9857	103	79	leverage	leverage	NOUN
fbem-9857	103	80	effect	effect	NOUN
fbem-9857	103	81	;	;	PUNCT
fbem-9857	103	82	,	,	PUNCT
fbem-9857	103	83	there	there	PRON
fbem-9857	103	84	is	be	VERB
fbem-9857	103	85	no	no	DET
fbem-9857	103	86	leverage	leverage	NOUN
fbem-9857	103	87	;	;	PUNCT
fbem-9857	103	88	is	be	AUX
fbem-9857	103	89	an	an	DET
fbem-9857	103	90	unknown	unknown	ADJ
fbem-9857	103	91	parameter.𝛼	parameter.𝛼	NOUN
fbem-9857	103	92	𝛾	𝛾	NOUN
fbem-9857	103	93	𝛾	𝛾	ADP
fbem-9857	103	94	0𝛾	0𝛾	ADJ
fbem-9857	103	95	0𝛽	0𝛽	NOUN
fbem-9857	103	96	2.2	2.2	NUM
fbem-9857	103	97	.	.	PUNCT
fbem-9857	104	1	data	datum	NOUN
fbem-9857	104	2	sources	source	NOUN
fbem-9857	104	3	this	this	DET
fbem-9857	104	4	paper	paper	NOUN
fbem-9857	104	5	collects	collect	VERB
fbem-9857	104	6	the	the	DET
fbem-9857	104	7	daily	daily	ADJ
fbem-9857	104	8	value	value	NOUN
fbem-9857	104	9	data	datum	NOUN
fbem-9857	104	10	of	of	ADP
fbem-9857	104	11	wti	wti	PROPN
fbem-9857	104	12	crude	crude	PROPN
fbem-9857	104	13	oil	oil	NOUN
fbem-9857	104	14	futures	future	NOUN
fbem-9857	104	15	from	from	ADP
fbem-9857	104	16	january	january	PROPN
fbem-9857	104	17	2	2	NUM
fbem-9857	104	18	,	,	PUNCT
fbem-9857	104	19	1997	1997	NUM
fbem-9857	104	20	to	to	ADP
fbem-9857	104	21	december	december	PROPN
fbem-9857	104	22	9	9	NUM
fbem-9857	104	23	,	,	PUNCT
fbem-9857	104	24	2022	2022	NUM
fbem-9857	104	25	as	as	ADP
fbem-9857	104	26	a	a	DET
fbem-9857	104	27	sample	sample	NOUN
fbem-9857	104	28	,	,	PUNCT
fbem-9857	104	29	totaling	total	VERB
fbem-9857	104	30	6626	6626	NUM
fbem-9857	104	31	,	,	PUNCT
fbem-9857	104	32	excluding	exclude	VERB
fbem-9857	104	33	the	the	DET
fbem-9857	104	34	negative	negative	ADJ
fbem-9857	104	35	data	datum	NOUN
fbem-9857	104	36	on	on	ADP
fbem-9857	104	37	april	april	PROPN
fbem-9857	104	38	20	20	NUM
fbem-9857	104	39	,	,	PUNCT
fbem-9857	104	40	2020	2020	NUM
fbem-9857	104	41	,	,	PUNCT
fbem-9857	104	42	totaling	total	VERB
fbem-9857	104	43	6625	6625	NUM
fbem-9857	104	44	.	.	PUNCT
fbem-9857	105	1	the	the	DET
fbem-9857	105	2	data	datum	NOUN
fbem-9857	105	3	comes	come	VERB
fbem-9857	105	4	from	from	ADP
fbem-9857	105	5	yingwei	yingwei	ADJ
fbem-9857	105	6	financial	financial	ADJ
fbem-9857	105	7	information	information	NOUN
fbem-9857	105	8	network	network	NOUN
fbem-9857	105	9	.	.	PUNCT
fbem-9857	106	1	the	the	DET
fbem-9857	106	2	closing	closing	NOUN
fbem-9857	106	3	price	price	NOUN
fbem-9857	106	4	time	time	NOUN
fbem-9857	106	5	series	series	NOUN
fbem-9857	106	6	of	of	ADP
fbem-9857	106	7	wti	wti	PROPN
fbem-9857	106	8	crude	crude	PROPN
fbem-9857	106	9	oil	oil	NOUN
fbem-9857	106	10	futures	future	NOUN
fbem-9857	106	11	daily	daily	ADJ
fbem-9857	106	12	value	value	NOUN
fbem-9857	106	13	data	datum	NOUN
fbem-9857	106	14	is	be	AUX
fbem-9857	106	15	recorded	record	VERB
fbem-9857	106	16	as	as	ADP
fbem-9857	106	17	wti	wti	PROPN
fbem-9857	106	18	,	,	PUNCT
fbem-9857	106	19	and	and	CCONJ
fbem-9857	106	20	the	the	DET
fbem-9857	106	21	data	datum	NOUN
fbem-9857	106	22	excluding	exclude	VERB
fbem-9857	106	23	negative	negative	ADJ
fbem-9857	106	24	values	value	NOUN
fbem-9857	106	25	are	be	AUX
fbem-9857	106	26	used	use	VERB
fbem-9857	106	27	for	for	ADP
fbem-9857	106	28	model	model	NOUN
fbem-9857	106	29	fitting	fitting	ADJ
fbem-9857	106	30	and	and	CCONJ
fbem-9857	106	31	model	model	NOUN
fbem-9857	106	32	prediction	prediction	NOUN
fbem-9857	106	33	.	.	PUNCT
fbem-9857	107	1	3	3	X
fbem-9857	107	2	.	.	X
fbem-9857	107	3	empirical	empirical	ADJ
fbem-9857	107	4	analysis	analysis	NOUN
fbem-9857	107	5	first	first	ADV
fbem-9857	107	6	of	of	ADP
fbem-9857	107	7	all	all	PRON
fbem-9857	107	8	,	,	PUNCT
fbem-9857	107	9	we	we	PRON
fbem-9857	107	10	observe	observe	VERB
fbem-9857	107	11	the	the	DET
fbem-9857	107	12	daily	daily	ADJ
fbem-9857	107	13	closing	closing	NOUN
fbem-9857	107	14	price	price	NOUN
fbem-9857	107	15	data	datum	NOUN
fbem-9857	107	16	of	of	ADP
fbem-9857	107	17	wti	wti	PROPN
fbem-9857	107	18	crude	crude	PROPN
fbem-9857	107	19	oil	oil	NOUN
fbem-9857	107	20	futures	future	NOUN
fbem-9857	107	21	and	and	CCONJ
fbem-9857	107	22	obtain	obtain	VERB
fbem-9857	107	23	its	its	PRON
fbem-9857	107	24	time	time	NOUN
fbem-9857	107	25	series	series	PROPN
fbem-9857	107	26	chart	chart	NOUN
fbem-9857	107	27	,	,	PUNCT
fbem-9857	107	28	as	as	SCONJ
fbem-9857	107	29	shown	show	VERB
fbem-9857	107	30	in	in	ADP
fbem-9857	107	31	figure	figure	NOUN
fbem-9857	107	32	1	1	NUM
fbem-9857	107	33	.	.	SYM
fbem-9857	107	34	29	29	NUM
fbem-9857	107	35	figure	figure	NOUN
fbem-9857	107	36	1	1	NUM
fbem-9857	107	37	.	.	NOUN
fbem-9857	107	38	time	time	NOUN
fbem-9857	107	39	series	series	NOUN
fbem-9857	107	40	of	of	ADP
fbem-9857	107	41	closing	closing	NOUN
fbem-9857	107	42	price	price	NOUN
fbem-9857	107	43	of	of	ADP
fbem-9857	107	44	wti	wti	PROPN
fbem-9857	107	45	crude	crude	PROPN
fbem-9857	107	46	oil	oil	NOUN
fbem-9857	107	47	futures	future	NOUN
fbem-9857	107	48	then	then	ADV
fbem-9857	107	49	the	the	DET
fbem-9857	107	50	log	log	NOUN
fbem-9857	107	51	difference	difference	NOUN
fbem-9857	107	52	of	of	ADP
fbem-9857	107	53	wti	wti	PROPN
fbem-9857	107	54	time	time	PROPN
fbem-9857	107	55	series	series	PROPN
fbem-9857	107	56	is	be	AUX
fbem-9857	107	57	carried	carry	VERB
fbem-9857	107	58	out	out	ADP
fbem-9857	107	59	to	to	PART
fbem-9857	107	60	obtain	obtain	VERB
fbem-9857	107	61	the	the	DET
fbem-9857	107	62	time	time	NOUN
fbem-9857	107	63	series	series	PROPN
fbem-9857	107	64	diagram	diagram	PROPN
fbem-9857	107	65	of	of	ADP
fbem-9857	107	66	yield	yield	NOUN
fbem-9857	107	67	series	series	PROPN
fbem-9857	107	68	r	r	PROPN
fbem-9857	107	69	,	,	PUNCT
fbem-9857	107	70	which	which	PRON
fbem-9857	107	71	shows	show	VERB
fbem-9857	107	72	that	that	SCONJ
fbem-9857	107	73	wti	wti	PROPN
fbem-9857	107	74	crude	crude	PROPN
fbem-9857	107	75	oil	oil	NOUN
fbem-9857	107	76	futures	future	NOUN
fbem-9857	107	77	prices	price	NOUN
fbem-9857	107	78	have	have	VERB
fbem-9857	107	79	volatility	volatility	NOUN
fbem-9857	107	80	clusters	cluster	NOUN
fbem-9857	107	81	,	,	PUNCT
fbem-9857	107	82	large	large	ADJ
fbem-9857	107	83	fluctuations	fluctuation	NOUN
fbem-9857	107	84	with	with	ADP
fbem-9857	107	85	small	small	ADJ
fbem-9857	107	86	fluctuations	fluctuation	NOUN
fbem-9857	107	87	,	,	PUNCT
fbem-9857	107	88	that	that	ADV
fbem-9857	107	89	is	is	ADV
fbem-9857	107	90	,	,	PUNCT
fbem-9857	107	91	the	the	DET
fbem-9857	107	92	time	time	NOUN
fbem-9857	107	93	series	series	NOUN
fbem-9857	107	94	of	of	ADP
fbem-9857	107	95	crude	crude	ADJ
fbem-9857	107	96	oil	oil	NOUN
fbem-9857	107	97	futures	future	NOUN
fbem-9857	107	98	has	have	VERB
fbem-9857	107	99	the	the	DET
fbem-9857	107	100	characteristics	characteristic	NOUN
fbem-9857	107	101	of	of	ADP
fbem-9857	107	102	"	"	PUNCT
fbem-9857	107	103	volatility	volatility	NOUN
fbem-9857	107	104	aggregation	aggregation	NOUN
fbem-9857	107	105	"	"	PUNCT
fbem-9857	107	106	.	.	PUNCT
fbem-9857	108	1	as	as	SCONJ
fbem-9857	108	2	shown	show	VERB
fbem-9857	108	3	in	in	ADP
fbem-9857	108	4	figure	figure	NOUN
fbem-9857	108	5	2	2	NUM
fbem-9857	108	6	.	.	PUNCT
fbem-9857	108	7	figure	figure	NOUN
fbem-9857	108	8	2	2	NUM
fbem-9857	108	9	.	.	NOUN
fbem-9857	108	10	time	time	NOUN
fbem-9857	108	11	series	series	PROPN
fbem-9857	108	12	chart	chart	NOUN
fbem-9857	108	13	of	of	ADP
fbem-9857	108	14	crude	crude	ADJ
fbem-9857	108	15	oil	oil	NOUN
fbem-9857	108	16	futures	future	NOUN
fbem-9857	108	17	yield	yield	VERB
fbem-9857	108	18	r	r	NOUN
fbem-9857	108	19	below	below	ADV
fbem-9857	108	20	,	,	PUNCT
fbem-9857	108	21	we	we	PRON
fbem-9857	108	22	take	take	VERB
fbem-9857	108	23	the	the	DET
fbem-9857	108	24	wti	wti	PROPN
fbem-9857	108	25	crude	crude	PROPN
fbem-9857	108	26	oil	oil	NOUN
fbem-9857	108	27	futures	future	NOUN
fbem-9857	108	28	yield	yield	NOUN
fbem-9857	108	29	series	series	NOUN
fbem-9857	108	30	as	as	ADP
fbem-9857	108	31	the	the	DET
fbem-9857	108	32	research	research	NOUN
fbem-9857	108	33	object	object	NOUN
fbem-9857	108	34	,	,	PUNCT
fbem-9857	108	35	and	and	CCONJ
fbem-9857	108	36	first	first	ADV
fbem-9857	108	37	observe	observe	VERB
fbem-9857	108	38	its	its	PRON
fbem-9857	108	39	descriptive	descriptive	ADJ
fbem-9857	108	40	statistical	statistical	ADJ
fbem-9857	108	41	characteristics	characteristic	NOUN
fbem-9857	108	42	,	,	PUNCT
fbem-9857	108	43	as	as	SCONJ
fbem-9857	108	44	shown	show	VERB
fbem-9857	108	45	in	in	ADP
fbem-9857	108	46	table	table	NOUN
fbem-9857	108	47	1	1	NUM
fbem-9857	108	48	.	.	PUNCT
fbem-9857	108	49	table	table	NOUN
fbem-9857	108	50	1	1	NUM
fbem-9857	108	51	.	.	PUNCT
fbem-9857	108	52	descriptive	descriptive	ADJ
fbem-9857	108	53	statistical	statistical	ADJ
fbem-9857	108	54	characteristics	characteristic	NOUN
fbem-9857	108	55	of	of	ADP
fbem-9857	108	56	wti	wti	PROPN
fbem-9857	108	57	crude	crude	PROPN
fbem-9857	108	58	oil	oil	NOUN
fbem-9857	108	59	futures	future	NOUN
fbem-9857	108	60	price	price	NOUN
fbem-9857	108	61	sample	sample	NOUN
fbem-9857	108	62	data	datum	NOUN
fbem-9857	108	63	mean	mean	VERB
fbem-9857	108	64	value	value	NOUN
fbem-9857	108	65	minimum	minimum	NOUN
fbem-9857	108	66	value	value	NOUN
fbem-9857	108	67	max	max	PROPN
fbem-9857	108	68	standard	standard	ADJ
fbem-9857	108	69	deviation	deviation	NOUN
fbem-9857	108	70	skewness	skewness	NOUN
fbem-9857	108	71	kurtosis	kurtosis	VERB
fbem-9857	108	72	j	j	PROPN
fbem-9857	108	73	-	-	PUNCT
fbem-9857	108	74	b	b	PROPN
fbem-9857	108	75	prob	prob	NOUN
fbem-9857	108	76	0.00016	0.00016	PROPN
fbem-9857	108	77	-0.6017	-0.6017	NOUN
fbem-9857	108	78	0.3196	0.3196	NUM
fbem-9857	108	79	0.0270	0.0270	NUM
fbem-9857	108	80	-1.6512	-1.6512	NOUN
fbem-9857	108	81	52.9326	52.9326	NUM
fbem-9857	108	82	691150.3	691150.3	NUM
fbem-9857	108	83	0.0000	0.0000	NUM
fbem-9857	108	84	as	as	SCONJ
fbem-9857	108	85	can	can	AUX
fbem-9857	108	86	be	be	AUX
fbem-9857	108	87	seen	see	VERB
fbem-9857	108	88	from	from	ADP
fbem-9857	108	89	table	table	NOUN
fbem-9857	108	90	1	1	NUM
fbem-9857	108	91	,	,	PUNCT
fbem-9857	108	92	because	because	SCONJ
fbem-9857	108	93	the	the	DET
fbem-9857	108	94	skewness	skewness	NOUN
fbem-9857	108	95	of	of	ADP
fbem-9857	108	96	the	the	DET
fbem-9857	108	97	sample	sample	NOUN
fbem-9857	108	98	is	be	AUX
fbem-9857	108	99	1.6512	1.6512	NUM
fbem-9857	108	100	less	less	ADJ
fbem-9857	108	101	than	than	ADP
fbem-9857	108	102	0	0	NUM
fbem-9857	108	103	,	,	PUNCT
fbem-9857	108	104	the	the	DET
fbem-9857	108	105	yield	yield	NOUN
fbem-9857	108	106	distribution	distribution	NOUN
fbem-9857	108	107	of	of	ADP
fbem-9857	108	108	wti	wti	PROPN
fbem-9857	108	109	crude	crude	PROPN
fbem-9857	108	110	oil	oil	NOUN
fbem-9857	108	111	futures	future	NOUN
fbem-9857	108	112	has	have	VERB
fbem-9857	108	113	the	the	DET
fbem-9857	108	114	characteristics	characteristic	NOUN
fbem-9857	108	115	of	of	ADP
fbem-9857	108	116	left	leave	VERB
fbem-9857	108	117	long	long	ADJ
fbem-9857	108	118	tail	tail	NOUN
fbem-9857	108	119	and	and	CCONJ
fbem-9857	108	120	left	leave	VERB
fbem-9857	108	121	skew	skew	ADJ
fbem-9857	108	122	distribution	distribution	NOUN
fbem-9857	108	123	.	.	PUNCT
fbem-9857	109	1	the	the	DET
fbem-9857	109	2	kurtosis	kurtosis	NOUN
fbem-9857	109	3	of	of	ADP
fbem-9857	109	4	the	the	DET
fbem-9857	109	5	sample	sample	NOUN
fbem-9857	109	6	is	be	AUX
fbem-9857	109	7	52.9326	52.9326	NUM
fbem-9857	109	8	,	,	PUNCT
fbem-9857	109	9	which	which	PRON
fbem-9857	109	10	is	be	AUX
fbem-9857	109	11	much	much	ADV
fbem-9857	109	12	greater	great	ADJ
fbem-9857	109	13	than	than	ADP
fbem-9857	109	14	3	3	NUM
fbem-9857	109	15	,	,	PUNCT
fbem-9857	109	16	so	so	ADV
fbem-9857	109	17	compared	compare	VERB
fbem-9857	109	18	with	with	ADP
fbem-9857	109	19	the	the	DET
fbem-9857	109	20	normal	normal	ADJ
fbem-9857	109	21	distribution	distribution	NOUN
fbem-9857	109	22	,	,	PUNCT
fbem-9857	109	23	the	the	DET
fbem-9857	109	24	distribution	distribution	NOUN
fbem-9857	109	25	of	of	ADP
fbem-9857	109	26	wti	wti	PROPN
fbem-9857	109	27	crude	crude	PROPN
fbem-9857	109	28	oil	oil	NOUN
fbem-9857	109	29	futures	future	NOUN
fbem-9857	109	30	yields	yield	NOUN
fbem-9857	109	31	has	have	VERB
fbem-9857	109	32	peak	peak	NOUN
fbem-9857	109	33	and	and	CCONJ
fbem-9857	109	34	thick	thick	ADJ
fbem-9857	109	35	tail	tail	NOUN
fbem-9857	109	36	.	.	PUNCT
fbem-9857	110	1	at	at	ADP
fbem-9857	110	2	the	the	DET
fbem-9857	110	3	same	same	ADJ
fbem-9857	110	4	time	time	NOUN
fbem-9857	110	5	,	,	PUNCT
fbem-9857	110	6	the	the	DET
fbem-9857	110	7	p	p	NOUN
fbem-9857	110	8	value	value	NOUN
fbem-9857	110	9	of	of	ADP
fbem-9857	110	10	j	j	PROPN
fbem-9857	110	11	-	-	PUNCT
fbem-9857	110	12	b	b	PROPN
fbem-9857	110	13	test	test	NOUN
fbem-9857	110	14	is	be	AUX
fbem-9857	110	15	0.0000	0.0000	NUM
fbem-9857	110	16	,	,	PUNCT
fbem-9857	110	17	which	which	PRON
fbem-9857	110	18	rejects	reject	VERB
fbem-9857	110	19	the	the	DET
fbem-9857	110	20	original	original	ADJ
fbem-9857	110	21	hypothesis	hypothesis	NOUN
fbem-9857	110	22	,	,	PUNCT
fbem-9857	110	23	so	so	SCONJ
fbem-9857	110	24	the	the	DET
fbem-9857	110	25	sample	sample	NOUN
fbem-9857	110	26	can	can	AUX
fbem-9857	110	27	not	not	PART
fbem-9857	110	28	be	be	AUX
fbem-9857	110	29	considered	consider	VERB
fbem-9857	110	30	to	to	PART
fbem-9857	110	31	obey	obey	VERB
fbem-9857	110	32	the	the	DET
fbem-9857	110	33	normal	normal	ADJ
fbem-9857	110	34	distribution	distribution	NOUN
fbem-9857	110	35	.	.	PUNCT
fbem-9857	111	1	adf	adf	NOUN
fbem-9857	111	2	method	method	NOUN
fbem-9857	111	3	is	be	AUX
fbem-9857	111	4	used	use	VERB
fbem-9857	111	5	to	to	PART
fbem-9857	111	6	test	test	VERB
fbem-9857	111	7	the	the	DET
fbem-9857	111	8	stability	stability	NOUN
fbem-9857	111	9	of	of	ADP
fbem-9857	111	10	crude	crude	ADJ
fbem-9857	111	11	oil	oil	NOUN
fbem-9857	111	12	futures	future	NOUN
fbem-9857	111	13	yield	yield	NOUN
fbem-9857	111	14	series	series	NOUN
fbem-9857	111	15	,	,	PUNCT
fbem-9857	111	16	and	and	CCONJ
fbem-9857	111	17	the	the	DET
fbem-9857	111	18	results	result	NOUN
fbem-9857	111	19	are	be	AUX
fbem-9857	111	20	shown	show	VERB
fbem-9857	111	21	in	in	ADP
fbem-9857	111	22	table	table	NOUN
fbem-9857	111	23	2	2	NUM
fbem-9857	111	24	.	.	PUNCT
fbem-9857	111	25	table	table	NOUN
fbem-9857	111	26	2	2	NUM
fbem-9857	111	27	.	.	PUNCT
fbem-9857	111	28	stability	stability	NOUN
fbem-9857	111	29	test	test	NOUN
fbem-9857	111	30	of	of	ADP
fbem-9857	111	31	sample	sample	NOUN
fbem-9857	111	32	data	datum	NOUN
fbem-9857	111	33	1	1	NUM
fbem-9857	111	34	%	%	NOUN
fbem-9857	111	35	threshold	threshold	NOUN
fbem-9857	111	36	5	5	NUM
fbem-9857	111	37	%	%	NOUN
fbem-9857	111	38	threshold	threshold	NOUN
fbem-9857	111	39	10	10	NUM
fbem-9857	111	40	%	%	NOUN
fbem-9857	111	41	threshold	threshold	NOUN
fbem-9857	111	42	t	t	PROPN
fbem-9857	111	43	statistics	statistic	NOUN
fbem-9857	111	44	prob	prob	PROPN
fbem-9857	111	45	result	result	VERB
fbem-9857	111	46	-3.4312	-3.4312	PROPN
fbem-9857	111	47	-2.8618	-2.8618	PUNCT
fbem-9857	111	48	-2.5669	-2.5669	NOUN
fbem-9857	111	49	-40.17509	-40.17509	PUNCT
fbem-9857	111	50	0.0001	0.0001	NUM
fbem-9857	111	51	stable	stable	ADJ
fbem-9857	111	52	it	it	PRON
fbem-9857	111	53	can	can	AUX
fbem-9857	111	54	be	be	AUX
fbem-9857	111	55	seen	see	VERB
fbem-9857	111	56	that	that	SCONJ
fbem-9857	111	57	the	the	DET
fbem-9857	111	58	yield	yield	NOUN
fbem-9857	111	59	series	series	NOUN
fbem-9857	111	60	of	of	ADP
fbem-9857	111	61	crude	crude	ADJ
fbem-9857	111	62	oil	oil	NOUN
fbem-9857	111	63	futures	future	NOUN
fbem-9857	111	64	is	be	AUX
fbem-9857	111	65	stable	stable	ADJ
fbem-9857	111	66	and	and	CCONJ
fbem-9857	111	67	can	can	AUX
fbem-9857	111	68	be	be	AUX
fbem-9857	111	69	used	use	VERB
fbem-9857	111	70	for	for	ADP
fbem-9857	111	71	volatility	volatility	NOUN
fbem-9857	111	72	modeling	modeling	NOUN
fbem-9857	111	73	.	.	PUNCT
fbem-9857	112	1	then	then	ADV
fbem-9857	112	2	,	,	PUNCT
fbem-9857	112	3	garch	garch	NOUN
fbem-9857	112	4	(	(	PUNCT
fbem-9857	112	5	1	1	NUM
fbem-9857	112	6	,	,	PUNCT
fbem-9857	112	7	1	1	NUM
fbem-9857	112	8	)	)	PUNCT
fbem-9857	112	9	model	model	NOUN
fbem-9857	112	10	and	and	CCONJ
fbem-9857	112	11	egarch	egarch	NOUN
fbem-9857	112	12	(	(	PUNCT
fbem-9857	112	13	1	1	NUM
fbem-9857	112	14	,	,	PUNCT
fbem-9857	112	15	1	1	X
fbem-9857	112	16	)	)	PUNCT
fbem-9857	112	17	model	model	NOUN
fbem-9857	112	18	under	under	ADP
fbem-9857	112	19	three	three	NUM
fbem-9857	112	20	different	different	ADJ
fbem-9857	112	21	distribution	distribution	NOUN
fbem-9857	112	22	states	state	NOUN
fbem-9857	112	23	are	be	AUX
fbem-9857	112	24	used	use	VERB
fbem-9857	112	25	to	to	PART
fbem-9857	112	26	fit	fit	VERB
fbem-9857	112	27	the	the	DET
fbem-9857	112	28	sample	sample	NOUN
fbem-9857	112	29	data	datum	NOUN
fbem-9857	112	30	within	within	ADP
fbem-9857	112	31	the	the	DET
fbem-9857	112	32	sample	sample	NOUN
fbem-9857	112	33	,	,	PUNCT
fbem-9857	112	34	and	and	CCONJ
fbem-9857	112	35	the	the	DET
fbem-9857	112	36	results	result	NOUN
fbem-9857	112	37	are	be	AUX
fbem-9857	112	38	shown	show	VERB
fbem-9857	112	39	in	in	ADP
fbem-9857	112	40	table	table	NOUN
fbem-9857	112	41	3	3	NUM
fbem-9857	112	42	.	.	PUNCT
fbem-9857	112	43	table	table	NOUN
fbem-9857	112	44	3	3	NUM
fbem-9857	112	45	.	.	PUNCT
fbem-9857	112	46	estimated	estimate	VERB
fbem-9857	112	47	results	result	NOUN
fbem-9857	112	48	of	of	ADP
fbem-9857	112	49	garch	garch	NOUN
fbem-9857	112	50	(	(	PUNCT
fbem-9857	112	51	1	1	NUM
fbem-9857	112	52	,	,	PUNCT
fbem-9857	112	53	1	1	NUM
fbem-9857	112	54	)	)	PUNCT
fbem-9857	112	55	model	model	NOUN
fbem-9857	112	56	and	and	CCONJ
fbem-9857	112	57	egarch	egarch	NOUN
fbem-9857	112	58	(	(	PUNCT
fbem-9857	112	59	1	1	NUM
fbem-9857	112	60	,	,	PUNCT
fbem-9857	112	61	1	1	X
fbem-9857	112	62	)	)	PUNCT
fbem-9857	112	63	model	model	NOUN
fbem-9857	112	64	for	for	ADP
fbem-9857	112	65	sample	sample	NOUN
fbem-9857	112	66	data	datum	NOUN
fbem-9857	112	67	model	model	NOUN
fbem-9857	112	68	distribution	distribution	NOUN
fbem-9857	112	69	hypothesis	hypothesis	NOUN
fbem-9857	112	70	parameter	parameter	NOUN
fbem-9857	112	71	value	value	NOUN
fbem-9857	112	72	0	0	PROPN
fbem-9857	112	73	1	1	PROPN
fbem-9857	112	74	1	1	PROPN
fbem-9857	112	75	1	1	NUM
fbem-9857	112	76	garch	garch	NOUN
fbem-9857	112	77	t	t	PROPN
fbem-9857	112	78	distribution	distribution	NOUN
fbem-9857	112	79	0.00001	0.00001	NUM
fbem-9857	112	80	(	(	PUNCT
fbem-9857	112	81	0.0000	0.0000	NUM
fbem-9857	112	82	)	)	PUNCT
fbem-9857	112	83	0.07953	0.07953	NUM
fbem-9857	112	84	(	(	PUNCT
fbem-9857	112	85	0.0000	0.0000	NUM
fbem-9857	112	86	)	)	PUNCT
fbem-9857	112	87	0.90795	0.90795	NUM
fbem-9857	112	88	(	(	PUNCT
fbem-9857	112	89	0.0000	0.0000	NUM
fbem-9857	112	90	)	)	PUNCT
fbem-9857	112	91	ged	ge	VERB
fbem-9857	112	92	distribution	distribution	NOUN
fbem-9857	112	93	0.00001	0.00001	NUM
fbem-9857	112	94	(	(	PUNCT
fbem-9857	112	95	0.0000	0.0000	NUM
fbem-9857	112	96	)	)	PUNCT
fbem-9857	112	97	0.08574	0.08574	NUM
fbem-9857	112	98	(	(	PUNCT
fbem-9857	112	99	0.0000	0.0000	NUM
fbem-9857	112	100	)	)	PUNCT
fbem-9857	112	101	0.90171	0.90171	NUM
fbem-9857	112	102	(	(	PUNCT
fbem-9857	112	103	0.0000	0.0000	NUM
fbem-9857	112	104	)	)	PUNCT
fbem-9857	112	105	normal	normal	ADJ
fbem-9857	112	106	distribution	distribution	NOUN
fbem-9857	112	107	0.00001	0.00001	NUM
fbem-9857	112	108	(	(	PUNCT
fbem-9857	112	109	0.0000	0.0000	NUM
fbem-9857	112	110	)	)	PUNCT
fbem-9857	112	111	0.09537	0.09537	NUM
fbem-9857	112	112	(	(	PUNCT
fbem-9857	112	113	0.0000	0.0000	NUM
fbem-9857	112	114	)	)	PUNCT
fbem-9857	112	115	0.89249	0.89249	NUM
fbem-9857	112	116	(	(	PUNCT
fbem-9857	112	117	0.0000	0.0000	NUM
fbem-9857	112	118	)	)	PUNCT
fbem-9857	113	1	egarch	egarch	NOUN
fbem-9857	113	2	t	t	NOUN
fbem-9857	113	3	distribution	distribution	NOUN
fbem-9857	113	4	-0.19952	-0.19952	NOUN
fbem-9857	113	5	(	(	PUNCT
fbem-9857	113	6	0.0000	0.0000	NUM
fbem-9857	113	7	)	)	PUNCT
fbem-9857	113	8	0.12688	0.12688	NUM
fbem-9857	113	9	(	(	PUNCT
fbem-9857	113	10	0.0000	0.0000	NUM
fbem-9857	113	11	)	)	PUNCT
fbem-9857	113	12	0.98662	0.98662	NUM
fbem-9857	113	13	(	(	PUNCT
fbem-9857	113	14	0.0000	0.0000	NUM
fbem-9857	113	15	)	)	PUNCT
fbem-9857	113	16	-0.05422	-0.05422	NOUN
fbem-9857	113	17	(	(	PUNCT
fbem-9857	113	18	0.0000	0.0000	NUM
fbem-9857	113	19	)	)	PUNCT
fbem-9857	113	20	ged	ge	VERB
fbem-9857	113	21	distribution	distribution	NOUN
fbem-9857	113	22	-0.21667	-0.21667	NOUN
fbem-9857	113	23	(	(	PUNCT
fbem-9857	113	24	0.0000	0.0000	NUM
fbem-9857	113	25	)	)	PUNCT
fbem-9857	113	26	0.13968	0.13968	NUM
fbem-9857	113	27	(	(	PUNCT
fbem-9857	113	28	0.0000	0.0000	NUM
fbem-9857	113	29	)	)	PUNCT
fbem-9857	113	30	0.98568	0.98568	NUM
fbem-9857	113	31	(	(	PUNCT
fbem-9857	113	32	0.0000	0.0000	NUM
fbem-9857	113	33	)	)	PUNCT
fbem-9857	113	34	-0.05814	-0.05814	NOUN
fbem-9857	113	35	(	(	PUNCT
fbem-9857	113	36	0.0000	0.0000	NUM
fbem-9857	113	37	)	)	PUNCT
fbem-9857	113	38	normal	normal	ADJ
fbem-9857	113	39	distribution	distribution	NOUN
fbem-9857	113	40	-0.24165	-0.24165	NOUN
fbem-9857	113	41	(	(	PUNCT
fbem-9857	113	42	0.0000	0.0000	NUM
fbem-9857	113	43	)	)	PUNCT
fbem-9857	113	44	0.15578	0.15578	NUM
fbem-9857	113	45	(	(	PUNCT
fbem-9857	113	46	0.0000	0.0000	NUM
fbem-9857	113	47	)	)	PUNCT
fbem-9857	113	48	0.98378	0.98378	NUM
fbem-9857	113	49	(	(	PUNCT
fbem-9857	113	50	0.0000	0.0000	NUM
fbem-9857	113	51	)	)	PUNCT
fbem-9857	113	52	-0.06685	-0.06685	PUNCT
fbem-9857	113	53	(	(	PUNCT
fbem-9857	113	54	0.0000	0.0000	NUM
fbem-9857	113	55	)	)	PUNCT
fbem-9857	113	56	note	note	NOUN
fbem-9857	113	57	:	:	PUNCT
fbem-9857	113	58	the	the	DET
fbem-9857	113	59	value	value	NOUN
fbem-9857	113	60	in	in	ADP
fbem-9857	113	61	brackets	bracket	NOUN
fbem-9857	113	62	is	be	AUX
fbem-9857	113	63	the	the	DET
fbem-9857	113	64	p	p	NOUN
fbem-9857	113	65	value	value	NOUN
fbem-9857	113	66	of	of	ADP
fbem-9857	113	67	the	the	DET
fbem-9857	113	68	parameter	parameter	NOUN
fbem-9857	113	69	.	.	PUNCT
fbem-9857	114	1	as	as	SCONJ
fbem-9857	114	2	can	can	AUX
fbem-9857	114	3	be	be	AUX
fbem-9857	114	4	seen	see	VERB
fbem-9857	114	5	from	from	ADP
fbem-9857	114	6	table	table	NOUN
fbem-9857	114	7	3	3	NUM
fbem-9857	114	8	,	,	PUNCT
fbem-9857	114	9	in	in	ADP
fbem-9857	114	10	the	the	DET
fbem-9857	114	11	garch	garch	NOUN
fbem-9857	114	12	model	model	NOUN
fbem-9857	114	13	under	under	ADP
fbem-9857	114	14	three	three	NUM
fbem-9857	114	15	distributions	distribution	NOUN
fbem-9857	114	16	,	,	PUNCT
fbem-9857	114	17	it	it	PRON
fbem-9857	114	18	shows	show	VERB
fbem-9857	114	19	that	that	SCONJ
fbem-9857	114	20	the	the	DET
fbem-9857	114	21	yield	yield	NOUN
fbem-9857	114	22	of	of	ADP
fbem-9857	114	23	crude	crude	ADJ
fbem-9857	114	24	oil	oil	NOUN
fbem-9857	114	25	futures	future	NOUN
fbem-9857	114	26	is	be	AUX
fbem-9857	114	27	stable	stable	ADJ
fbem-9857	114	28	in	in	ADP
fbem-9857	114	29	the	the	DET
fbem-9857	114	30	short	short	ADJ
fbem-9857	114	31	term	term	NOUN
fbem-9857	114	32	,	,	PUNCT
fbem-9857	114	33	that	that	ADV
fbem-9857	114	34	is	is	ADV
fbem-9857	114	35	,	,	PUNCT
fbem-9857	114	36	the	the	DET
fbem-9857	114	37	volatility	volatility	NOUN
fbem-9857	114	38	has	have	VERB
fbem-9857	114	39	high	high	ADJ
fbem-9857	114	40	sustainability	sustainability	NOUN
fbem-9857	114	41	.	.	PUNCT
fbem-9857	115	1	in	in	ADP
fbem-9857	115	2	the	the	DET
fbem-9857	115	3	egarch	egarch	NOUN
fbem-9857	115	4	model	model	NOUN
fbem-9857	115	5	under	under	ADP
fbem-9857	115	6	the	the	DET
fbem-9857	115	7	three	three	NUM
fbem-9857	115	8	distributions	distribution	NOUN
fbem-9857	115	9	,	,	PUNCT
fbem-9857	115	10	it	it	PRON
fbem-9857	115	11	also	also	ADV
fbem-9857	115	12	shows	show	VERB
fbem-9857	115	13	that	that	SCONJ
fbem-9857	115	14	the	the	DET
fbem-9857	115	15	yield	yield	NOUN
fbem-9857	115	16	of	of	ADP
fbem-9857	115	17	crude	crude	ADJ
fbem-9857	115	18	oil	oil	NOUN
fbem-9857	115	19	futures	future	NOUN
fbem-9857	115	20	is	be	AUX
fbem-9857	115	21	stable	stable	ADJ
fbem-9857	115	22	in	in	ADP
fbem-9857	115	23	the	the	DET
fbem-9857	115	24	short	short	ADJ
fbem-9857	115	25	term	term	NOUN
fbem-9857	115	26	,	,	PUNCT
fbem-9857	115	27	that	that	ADV
fbem-9857	115	28	is	is	ADV
fbem-9857	115	29	,	,	PUNCT
fbem-9857	115	30	the	the	DET
fbem-9857	115	31	volatility	volatility	NOUN
fbem-9857	115	32	has	have	VERB
fbem-9857	115	33	high	high	ADJ
fbem-9857	115	34	sustainability	sustainability	NOUN
fbem-9857	115	35	.	.	PUNCT
fbem-9857	116	1	in	in	ADP
fbem-9857	116	2	the	the	DET
fbem-9857	116	3	egarch	egarch	NOUN
fbem-9857	116	4	model	model	NOUN
fbem-9857	116	5	under	under	ADP
fbem-9857	116	6	the	the	DET
fbem-9857	116	7	three	three	NUM
fbem-9857	116	8	distributions	distribution	NOUN
fbem-9857	116	9	,	,	PUNCT
fbem-9857	116	10	it	it	PRON
fbem-9857	116	11	is	be	AUX
fbem-9857	116	12	significantly	significantly	ADV
fbem-9857	116	13	less	less	ADJ
fbem-9857	116	14	than	than	ADP
fbem-9857	116	15	0	0	NUM
fbem-9857	116	16	,	,	PUNCT
fbem-9857	116	17	which	which	PRON
fbem-9857	116	18	is	be	AUX
fbem-9857	116	19	in	in	ADP
fbem-9857	116	20	line	line	NOUN
fbem-9857	116	21	with	with	ADP
fbem-9857	116	22	the	the	DET
fbem-9857	116	23	theoretical	theoretical	ADJ
fbem-9857	116	24	logic	logic	NOUN
fbem-9857	116	25	,	,	PUNCT
fbem-9857	116	26	indicating	indicate	VERB
fbem-9857	116	27	that	that	SCONJ
fbem-9857	116	28	there	there	PRON
fbem-9857	116	29	is	be	VERB
fbem-9857	116	30	indeed	indeed	ADV
fbem-9857	116	31	a	a	DET
fbem-9857	116	32	leverage	leverage	NOUN
fbem-9857	116	33	effect	effect	NOUN
fbem-9857	116	34	in	in	ADP
fbem-9857	116	35	the	the	DET
fbem-9857	116	36	fluctuation	fluctuation	NOUN
fbem-9857	116	37	of	of	ADP
fbem-9857	116	38	crude	crude	ADJ
fbem-9857	116	39	oil	oil	NOUN
fbem-9857	116	40	futures	future	NOUN
fbem-9857	116	41	prices	price	NOUN
fbem-9857	116	42	,	,	PUNCT
fbem-9857	116	43	30	30	NUM
fbem-9857	116	44	that	that	PRON
fbem-9857	116	45	is	be	AUX
fbem-9857	116	46	,	,	PUNCT
fbem-9857	116	47	the	the	DET
fbem-9857	116	48	impact	impact	NOUN
fbem-9857	116	49	of	of	ADP
fbem-9857	116	50	negative	negative	ADJ
fbem-9857	116	51	fluctuations	fluctuation	NOUN
fbem-9857	116	52	is	be	AUX
fbem-9857	116	53	greater	great	ADJ
fbem-9857	116	54	than	than	ADP
fbem-9857	116	55	that	that	PRON
fbem-9857	116	56	of	of	ADP
fbem-9857	116	57	positive	positive	ADJ
fbem-9857	116	58	fluctuations	fluctuation	NOUN
fbem-9857	116	59	.	.	PUNCT
fbem-9857	117	1	in	in	ADP
fbem-9857	117	2	the	the	DET
fbem-9857	117	3	three	three	NUM
fbem-9857	117	4	distribution	distribution	NOUN
fbem-9857	117	5	states	state	NOUN
fbem-9857	117	6	,	,	PUNCT
fbem-9857	117	7	the	the	DET
fbem-9857	117	8	asymmetric	asymmetric	ADJ
fbem-9857	117	9	parameter	parameter	NOUN
fbem-9857	117	10	value	value	NOUN
fbem-9857	117	11	in	in	ADP
fbem-9857	117	12	the	the	DET
fbem-9857	117	13	normal	normal	ADJ
fbem-9857	117	14	distribution	distribution	NOUN
fbem-9857	117	15	is	be	AUX
fbem-9857	117	16	the	the	DET
fbem-9857	117	17	largest	large	ADJ
fbem-9857	117	18	,	,	PUNCT
fbem-9857	117	19	the	the	DET
fbem-9857	117	20	ged	ged	ADJ
fbem-9857	117	21	distribution	distribution	NOUN
fbem-9857	117	22	is	be	AUX
fbem-9857	117	23	the	the	DET
fbem-9857	117	24	second	second	ADJ
fbem-9857	117	25	,	,	PUNCT
fbem-9857	117	26	and	and	CCONJ
fbem-9857	117	27	the	the	DET
fbem-9857	117	28	t	t	NOUN
fbem-9857	117	29	distribution	distribution	NOUN
fbem-9857	117	30	is	be	AUX
fbem-9857	117	31	the	the	DET
fbem-9857	117	32	smallest	small	ADJ
fbem-9857	117	33	.	.	PUNCT
fbem-9857	118	1	in	in	ADP
fbem-9857	118	2	the	the	DET
fbem-9857	118	3	egarch	egarch	NOUN
fbem-9857	118	4	model	model	NOUN
fbem-9857	118	5	,	,	PUNCT
fbem-9857	118	6	the	the	DET
fbem-9857	118	7	positive	positive	ADJ
fbem-9857	118	8	and	and	CCONJ
fbem-9857	118	9	negative	negative	ADJ
fbem-9857	118	10	shocks	shock	NOUN
fbem-9857	118	11	under	under	ADP
fbem-9857	118	12	the	the	DET
fbem-9857	118	13	t	t	NOUN
fbem-9857	118	14	distribution	distribution	NOUN
fbem-9857	118	15	have	have	VERB
fbem-9857	118	16	an	an	DET
fbem-9857	118	17	impact	impact	NOUN
fbem-9857	118	18	coefficient	coefficient	NOUN
fbem-9857	118	19	on	on	ADP
fbem-9857	118	20	the	the	DET
fbem-9857	118	21	volatility	volatility	NOUN
fbem-9857	118	22	of	of	ADP
fbem-9857	118	23	crude	crude	ADJ
fbem-9857	118	24	oil	oil	NOUN
fbem-9857	118	25	futures	future	NOUN
fbem-9857	118	26	yields	yield	NOUN
fbem-9857	118	27	of	of	ADP
fbem-9857	118	28	and	and	CCONJ
fbem-9857	118	29	,	,	PUNCT
fbem-9857	118	30	respectively	respectively	ADV
fbem-9857	118	31	;	;	PUNCT
fbem-9857	118	32	the	the	DET
fbem-9857	118	33	positive	positive	ADJ
fbem-9857	118	34	and	and	CCONJ
fbem-9857	118	35	negative	negative	ADJ
fbem-9857	118	36	shocks	shock	NOUN
fbem-9857	118	37	under	under	ADP
fbem-9857	118	38	the	the	DET
fbem-9857	118	39	ged	ge	VERB
fbem-9857	118	40	distribution	distribution	NOUN
fbem-9857	118	41	have	have	VERB
fbem-9857	118	42	an	an	DET
fbem-9857	118	43	impact	impact	NOUN
fbem-9857	118	44	coefficient	coefficient	NOUN
fbem-9857	118	45	on	on	ADP
fbem-9857	118	46	the	the	DET
fbem-9857	118	47	volatility	volatility	NOUN
fbem-9857	118	48	of	of	ADP
fbem-9857	118	49	crude	crude	ADJ
fbem-9857	118	50	oil	oil	NOUN
fbem-9857	118	51	futures	future	NOUN
fbem-9857	118	52	yields	yield	NOUN
fbem-9857	118	53	of	of	ADP
fbem-9857	118	54	and	and	CCONJ
fbem-9857	118	55	,	,	PUNCT
fbem-9857	118	56	respectively	respectively	ADV
fbem-9857	118	57	;	;	PUNCT
fbem-9857	118	58	the	the	DET
fbem-9857	118	59	positive	positive	ADJ
fbem-9857	118	60	and	and	CCONJ
fbem-9857	118	61	negative	negative	ADJ
fbem-9857	118	62	shocks	shock	NOUN
fbem-9857	118	63	under	under	ADP
fbem-9857	118	64	the	the	DET
fbem-9857	118	65	normal	normal	ADJ
fbem-9857	118	66	distribution	distribution	NOUN
fbem-9857	118	67	have	have	VERB
fbem-9857	118	68	an	an	DET
fbem-9857	118	69	impact	impact	NOUN
fbem-9857	118	70	on	on	ADP
fbem-9857	118	71	the	the	DET
fbem-9857	118	72	volatility	volatility	NOUN
fbem-9857	118	73	of	of	ADP
fbem-9857	118	74	crude	crude	ADJ
fbem-9857	118	75	oil	oil	NOUN
fbem-9857	118	76	futures	future	NOUN
fbem-9857	118	77	yields	yield	NOUN
fbem-9857	118	78	,	,	PUNCT
fbem-9857	118	79	and	and	CCONJ
fbem-9857	118	80	𝛼	𝛼	PRON
fbem-9857	118	81	𝛽	𝛽	NOUN
fbem-9857	118	82	1𝛼	1𝛼	NUM
fbem-9857	118	83	𝛽	𝛽	PROPN
fbem-9857	118	84	𝛾	𝛾	ADP
fbem-9857	118	85	1𝛾	1𝛾	NUM
fbem-9857	118	86	𝛼	𝛼	NOUN
fbem-9857	118	87	𝛾	𝛾	NOUN
fbem-9857	118	88	0.07266𝛼	0.07266𝛼	NOUN
fbem-9857	118	89	𝛾	𝛾	ADP
fbem-9857	118	90	0.1811𝛼	0.1811𝛼	NUM
fbem-9857	118	91	𝛾	𝛾	ADP
fbem-9857	118	92	0.08154𝛼	0.08154𝛼	NUM
fbem-9857	118	93	𝛾	𝛾	ADP
fbem-9857	118	94	0.19782𝛼	0.19782𝛼	NUM
fbem-9857	118	95	𝛾	𝛾	ADP
fbem-9857	118	96	0.08893𝛼	0.08893𝛼	PROPN
fbem-9857	118	97	𝛾	𝛾	ADP
fbem-9857	118	98	0.22263	0.22263	NUM
fbem-9857	118	99	at	at	ADP
fbem-9857	118	100	the	the	DET
fbem-9857	118	101	same	same	ADJ
fbem-9857	118	102	time	time	NOUN
fbem-9857	118	103	,	,	PUNCT
fbem-9857	118	104	the	the	DET
fbem-9857	118	105	information	information	NOUN
fbem-9857	118	106	shock	shock	NOUN
fbem-9857	118	107	curves	curve	NOUN
fbem-9857	118	108	of	of	ADP
fbem-9857	118	109	egarch	egarch	NOUN
fbem-9857	118	110	model	model	NOUN
fbem-9857	118	111	in	in	ADP
fbem-9857	118	112	three	three	NUM
fbem-9857	118	113	distribution	distribution	NOUN
fbem-9857	118	114	cases	case	NOUN
fbem-9857	118	115	are	be	AUX
fbem-9857	118	116	drawn	draw	VERB
fbem-9857	118	117	as	as	SCONJ
fbem-9857	118	118	follows	follow	VERB
fbem-9857	118	119	:	:	PUNCT
fbem-9857	118	120	figure	figure	NOUN
fbem-9857	118	121	3	3	NUM
fbem-9857	118	122	.	.	PUNCT
fbem-9857	118	123	information	information	NOUN
fbem-9857	118	124	shock	shock	NOUN
fbem-9857	118	125	curve	curve	NOUN
fbem-9857	118	126	under	under	ADP
fbem-9857	118	127	t	t	NOUN
fbem-9857	118	128	distribution	distribution	NOUN
fbem-9857	118	129	figure	figure	NOUN
fbem-9857	118	130	4	4	NUM
fbem-9857	118	131	.	.	PUNCT
fbem-9857	118	132	information	information	NOUN
fbem-9857	118	133	shock	shock	NOUN
fbem-9857	118	134	curve	curve	NOUN
fbem-9857	118	135	under	under	ADP
fbem-9857	118	136	ged	ge	VERB
fbem-9857	118	137	distribution	distribution	NOUN
fbem-9857	118	138	figure	figure	NOUN
fbem-9857	118	139	5	5	NUM
fbem-9857	118	140	.	.	PUNCT
fbem-9857	118	141	information	information	NOUN
fbem-9857	118	142	shock	shock	NOUN
fbem-9857	118	143	curve	curve	NOUN
fbem-9857	118	144	under	under	ADP
fbem-9857	118	145	normal	normal	ADJ
fbem-9857	118	146	distribution	distribution	NOUN
fbem-9857	118	147	from	from	ADP
fbem-9857	118	148	the	the	DET
fbem-9857	118	149	information	information	NOUN
fbem-9857	118	150	shock	shock	NOUN
fbem-9857	118	151	curves	curve	NOUN
fbem-9857	118	152	in	in	ADP
fbem-9857	118	153	three	three	NUM
fbem-9857	118	154	states	state	NOUN
fbem-9857	118	155	,	,	PUNCT
fbem-9857	118	156	we	we	PRON
fbem-9857	118	157	can	can	AUX
fbem-9857	118	158	see	see	VERB
fbem-9857	118	159	the	the	DET
fbem-9857	118	160	strong	strong	ADJ
fbem-9857	118	161	asymmetric	asymmetric	ADJ
fbem-9857	118	162	response	response	NOUN
fbem-9857	118	163	of	of	ADP
fbem-9857	118	164	conditional	conditional	ADJ
fbem-9857	118	165	fluctuations	fluctuation	NOUN
fbem-9857	118	166	to	to	ADP
fbem-9857	118	167	shocks	shock	NOUN
fbem-9857	118	168	,	,	PUNCT
fbem-9857	118	169	and	and	CCONJ
fbem-9857	118	170	explain	explain	VERB
fbem-9857	118	171	the	the	DET
fbem-9857	118	172	necessity	necessity	NOUN
fbem-9857	118	173	of	of	ADP
fbem-9857	118	174	asymmetric	asymmetric	ADJ
fbem-9857	118	175	models	model	NOUN
fbem-9857	118	176	.	.	PUNCT
fbem-9857	119	1	under	under	ADP
fbem-9857	119	2	the	the	DET
fbem-9857	119	3	three	three	NUM
fbem-9857	119	4	distribution	distribution	NOUN
fbem-9857	119	5	states	state	NOUN
fbem-9857	119	6	,	,	PUNCT
fbem-9857	119	7	it	it	PRON
fbem-9857	119	8	shows	show	VERB
fbem-9857	119	9	that	that	SCONJ
fbem-9857	119	10	the	the	DET
fbem-9857	119	11	impact	impact	NOUN
fbem-9857	119	12	of	of	ADP
fbem-9857	119	13	negative	negative	ADJ
fbem-9857	119	14	shocks	shock	NOUN
fbem-9857	119	15	on	on	ADP
fbem-9857	119	16	crude	crude	ADJ
fbem-9857	119	17	oil	oil	NOUN
fbem-9857	119	18	futures	future	NOUN
fbem-9857	119	19	price	price	NOUN
fbem-9857	119	20	fluctuations	fluctuation	NOUN
fbem-9857	119	21	is	be	AUX
fbem-9857	119	22	much	much	ADV
fbem-9857	119	23	greater	great	ADJ
fbem-9857	119	24	than	than	ADP
fbem-9857	119	25	that	that	PRON
fbem-9857	119	26	of	of	ADP
fbem-9857	119	27	positive	positive	ADJ
fbem-9857	119	28	shocks	shock	NOUN
fbem-9857	119	29	on	on	ADP
fbem-9857	119	30	crude	crude	ADJ
fbem-9857	119	31	oil	oil	NOUN
fbem-9857	119	32	futures	future	NOUN
fbem-9857	119	33	price	price	NOUN
fbem-9857	119	34	fluctuations	fluctuation	NOUN
fbem-9857	119	35	,	,	PUNCT
fbem-9857	119	36	which	which	PRON
fbem-9857	119	37	is	be	AUX
fbem-9857	119	38	consistent	consistent	ADJ
fbem-9857	119	39	with	with	ADP
fbem-9857	119	40	financial	financial	ADJ
fbem-9857	119	41	theory	theory	NOUN
fbem-9857	119	42	.	.	PUNCT
fbem-9857	120	1	the	the	DET
fbem-9857	120	2	asymmetric	asymmetric	ADJ
fbem-9857	120	3	effect	effect	NOUN
fbem-9857	120	4	of	of	ADP
fbem-9857	120	5	normal	normal	ADJ
fbem-9857	120	6	distribution	distribution	NOUN
fbem-9857	120	7	is	be	AUX
fbem-9857	120	8	greater	great	ADJ
fbem-9857	120	9	than	than	ADP
fbem-9857	120	10	that	that	PRON
fbem-9857	120	11	of	of	ADP
fbem-9857	120	12	t	t	NOUN
fbem-9857	120	13	distribution	distribution	NOUN
fbem-9857	120	14	and	and	CCONJ
fbem-9857	120	15	ged	ge	VERB
fbem-9857	120	16	distribution	distribution	NOUN
fbem-9857	120	17	.	.	PUNCT
fbem-9857	121	1	table	table	NOUN
fbem-9857	121	2	4	4	NUM
fbem-9857	121	3	.	.	PUNCT
fbem-9857	121	4	model	model	NOUN
fbem-9857	121	5	comparison	comparison	NOUN
fbem-9857	121	6	model	model	NOUN
fbem-9857	121	7	distribution	distribution	NOUN
fbem-9857	121	8	hypothesis	hypothesis	NOUN
fbem-9857	121	9	ll	ll	AUX
fbem-9857	121	10	aic	aic	PROPN
fbem-9857	121	11	bic	bic	PROPN
fbem-9857	121	12	hq	hq	PROPN
fbem-9857	121	13	garch	garch	PROPN
fbem-9857	121	14	t	t	PROPN
fbem-9857	121	15	distribution	distribution	NOUN
fbem-9857	121	16	16002.18	16002.18	NUM
fbem-9857	121	17	-4.83049	-4.83049	PROPN
fbem-9857	121	18	-4.82433	-4.82433	PROPN
fbem-9857	121	19	-4.82837	-4.82837	PROPN
fbem-9857	121	20	ged	ge	VERB
fbem-9857	121	21	distribution	distribution	NOUN
fbem-9857	122	1	15977.83	15977.83	NUM
fbem-9857	122	2	-4.82314	-4.82314	NOUN
fbem-9857	122	3	-4.81698	-4.81698	NOUN
fbem-9857	122	4	-4.82101	-4.82101	VERB
fbem-9857	122	5	normal	normal	ADJ
fbem-9857	122	6	distribution	distribution	NOUN
fbem-9857	122	7	15833.58	15833.58	NUM
fbem-9857	122	8	-4.77988	-4.77988	NOUN
fbem-9857	122	9	-4.77495	-4.77495	NOUN
fbem-9857	122	10	-4.77811	-4.77811	PROPN
fbem-9857	122	11	egarch	egarch	PROPN
fbem-9857	122	12	t	t	PROPN
fbem-9857	122	13	distribution	distribution	NOUN
fbem-9857	122	14	16037.61	16037.61	NUM
fbem-9857	122	15	-4.84089	-4.84089	NOUN
fbem-9857	122	16	-4.83370	-4.83370	PUNCT
fbem-9857	123	1	-4.83841	-4.83841	PROPN
fbem-9857	123	2	ged	ge	VERB
fbem-9857	123	3	distribution	distribution	NOUN
fbem-9857	123	4	16009.10	16009.10	NUM
fbem-9857	123	5	-4.83228	-4.83228	PROPN
fbem-9857	123	6	-4.82510	-4.82510	PROPN
fbem-9857	124	1	-4.82980	-4.82980	X
fbem-9857	124	2	normal	normal	ADJ
fbem-9857	124	3	distribution	distribution	NOUN
fbem-9857	124	4	15874.41	15874.41	NUM
fbem-9857	124	5	-4.79191	-4.79191	NOUN
fbem-9857	124	6	-4.78575	-4.78575	PROPN
fbem-9857	124	7	-4.78978	-4.78978	PROPN
fbem-9857	124	8	note	note	NOUN
fbem-9857	124	9	:	:	PUNCT
fbem-9857	124	10	the	the	DET
fbem-9857	124	11	value	value	NOUN
fbem-9857	124	12	in	in	ADP
fbem-9857	124	13	brackets	bracket	NOUN
fbem-9857	124	14	is	be	AUX
fbem-9857	124	15	the	the	DET
fbem-9857	124	16	p	p	NOUN
fbem-9857	124	17	value	value	NOUN
fbem-9857	124	18	of	of	ADP
fbem-9857	124	19	the	the	DET
fbem-9857	124	20	parameter	parameter	NOUN
fbem-9857	124	21	.	.	PUNCT
fbem-9857	125	1	according	accord	VERB
fbem-9857	125	2	to	to	ADP
fbem-9857	125	3	the	the	DET
fbem-9857	125	4	greater	great	ADJ
fbem-9857	125	5	the	the	DET
fbem-9857	125	6	ll	ll	NOUN
fbem-9857	125	7	value	value	NOUN
fbem-9857	125	8	,	,	PUNCT
fbem-9857	125	9	the	the	DET
fbem-9857	125	10	better	well	ADJ
fbem-9857	125	11	,	,	PUNCT
fbem-9857	125	12	the	the	PRON
fbem-9857	125	13	smaller	small	ADJ
fbem-9857	125	14	the	the	DET
fbem-9857	125	15	aic	aic	PROPN
fbem-9857	125	16	,	,	PUNCT
fbem-9857	125	17	bic	bic	PROPN
fbem-9857	125	18	and	and	CCONJ
fbem-9857	125	19	hq	hq	PROPN
fbem-9857	125	20	,	,	PUNCT
fbem-9857	125	21	it	it	PRON
fbem-9857	125	22	can	can	AUX
fbem-9857	125	23	be	be	AUX
fbem-9857	125	24	seen	see	VERB
fbem-9857	125	25	that	that	SCONJ
fbem-9857	125	26	the	the	DET
fbem-9857	125	27	optimal	optimal	ADJ
fbem-9857	125	28	model	model	NOUN
fbem-9857	125	29	is	be	AUX
fbem-9857	125	30	the	the	DET
fbem-9857	125	31	egarch	egarch	NOUN
fbem-9857	125	32	model	model	NOUN
fbem-9857	125	33	in	in	ADP
fbem-9857	125	34	the	the	DET
fbem-9857	125	35	state	state	NOUN
fbem-9857	125	36	of	of	ADP
fbem-9857	125	37	t	t	PROPN
fbem-9857	125	38	distribution	distribution	NOUN
fbem-9857	125	39	.	.	PUNCT
fbem-9857	126	1	the	the	DET
fbem-9857	126	2	intra	intra	ADJ
fbem-9857	126	3	sample	sample	NOUN
fbem-9857	126	4	fitting	fitting	ADJ
fbem-9857	126	5	of	of	ADP
fbem-9857	126	6	egarch	egarch	NOUN
fbem-9857	126	7	model	model	NOUN
fbem-9857	126	8	is	be	AUX
fbem-9857	126	9	better	well	ADJ
fbem-9857	126	10	than	than	ADP
fbem-9857	126	11	that	that	PRON
fbem-9857	126	12	of	of	ADP
fbem-9857	126	13	garch	garch	NOUN
fbem-9857	126	14	model	model	NOUN
fbem-9857	126	15	under	under	ADP
fbem-9857	126	16	three	three	NUM
fbem-9857	126	17	distributions	distribution	NOUN
fbem-9857	126	18	.	.	PUNCT
fbem-9857	127	1	it	it	PRON
fbem-9857	127	2	shows	show	VERB
fbem-9857	127	3	that	that	SCONJ
fbem-9857	127	4	egarch	egarch	NOUN
fbem-9857	127	5	model	model	NOUN
fbem-9857	127	6	has	have	VERB
fbem-9857	127	7	a	a	DET
fbem-9857	127	8	better	well	ADJ
fbem-9857	127	9	in	in	ADP
fbem-9857	127	10	-	-	PUNCT
fbem-9857	127	11	sample	sample	NOUN
fbem-9857	127	12	fitting	fitting	ADJ
fbem-9857	127	13	effect	effect	NOUN
fbem-9857	127	14	on	on	ADP
fbem-9857	127	15	crude	crude	ADJ
fbem-9857	127	16	oil	oil	NOUN
fbem-9857	127	17	futures	future	NOUN
fbem-9857	127	18	returns	return	NOUN
fbem-9857	127	19	after	after	ADP
fbem-9857	127	20	fully	fully	ADV
fbem-9857	127	21	considering	consider	VERB
fbem-9857	127	22	leverage	leverage	NOUN
fbem-9857	127	23	effect	effect	NOUN
fbem-9857	127	24	.	.	PUNCT
fbem-9857	128	1	finally	finally	ADV
fbem-9857	128	2	,	,	PUNCT
fbem-9857	128	3	for	for	ADP
fbem-9857	128	4	sample	sample	NOUN
fbem-9857	128	5	prediction	prediction	NOUN
fbem-9857	128	6	,	,	PUNCT
fbem-9857	128	7	we	we	PRON
fbem-9857	128	8	divide	divide	VERB
fbem-9857	128	9	the	the	DET
fbem-9857	128	10	sample	sample	NOUN
fbem-9857	128	11	into	into	ADP
fbem-9857	128	12	two	two	NUM
fbem-9857	128	13	segments	segment	NOUN
fbem-9857	128	14	,	,	PUNCT
fbem-9857	128	15	the	the	DET
fbem-9857	128	16	first	first	ADJ
fbem-9857	128	17	segment	segment	NOUN
fbem-9857	128	18	is	be	AUX
fbem-9857	128	19	1	1	NUM
fbem-9857	128	20	-	-	SYM
fbem-9857	128	21	5000	5000	NUM
fbem-9857	128	22	sample	sample	NOUN
fbem-9857	128	23	data	datum	NOUN
fbem-9857	128	24	,	,	PUNCT
fbem-9857	128	25	and	and	CCONJ
fbem-9857	128	26	the	the	DET
fbem-9857	128	27	second	second	ADJ
fbem-9857	128	28	segment	segment	NOUN
fbem-9857	128	29	is	be	AUX
fbem-9857	128	30	5000	5000	NUM
fbem-9857	128	31	-	-	SYM
fbem-9857	128	32	6625	6625	NUM
fbem-9857	128	33	sample	sample	NOUN
fbem-9857	128	34	data	datum	NOUN
fbem-9857	128	35	.	.	PUNCT
fbem-9857	129	1	we	we	PRON
fbem-9857	129	2	establish	establish	VERB
fbem-9857	129	3	egarch	egarch	NOUN
fbem-9857	129	4	model	model	NOUN
fbem-9857	129	5	under	under	ADP
fbem-9857	129	6	t	t	NOUN
fbem-9857	129	7	distribution	distribution	NOUN
fbem-9857	129	8	for	for	ADP
fbem-9857	129	9	the	the	DET
fbem-9857	129	10	first	first	ADJ
fbem-9857	129	11	segment	segment	NOUN
fbem-9857	129	12	of	of	ADP
fbem-9857	129	13	data	datum	NOUN
fbem-9857	129	14	.	.	PUNCT
fbem-9857	130	1	first	first	ADV
fbem-9857	130	2	of	of	ADP
fbem-9857	130	3	all	all	PRON
fbem-9857	130	4	,	,	PUNCT
fbem-9857	130	5	the	the	DET
fbem-9857	130	6	first	first	ADJ
fbem-9857	130	7	to	to	PART
fbem-9857	130	8	5000	5000	NUM
fbem-9857	130	9	sample	sample	NOUN
fbem-9857	130	10	data	datum	NOUN
fbem-9857	130	11	are	be	AUX
fbem-9857	130	12	predicted	predict	VERB
fbem-9857	130	13	within	within	ADP
fbem-9857	130	14	the	the	DET
fbem-9857	130	15	sample	sample	NOUN
fbem-9857	130	16	,	,	PUNCT
fbem-9857	130	17	and	and	CCONJ
fbem-9857	130	18	the	the	DET
fbem-9857	130	19	static	static	ADJ
fbem-9857	130	20	prediction	prediction	NOUN
fbem-9857	130	21	method	method	NOUN
fbem-9857	130	22	is	be	AUX
fbem-9857	130	23	adopted	adopt	VERB
fbem-9857	130	24	.	.	PUNCT
fbem-9857	131	1	the	the	DET
fbem-9857	131	2	prediction	prediction	NOUN
fbem-9857	131	3	results	result	NOUN
fbem-9857	131	4	are	be	AUX
fbem-9857	131	5	shown	show	VERB
fbem-9857	131	6	in	in	ADP
fbem-9857	131	7	the	the	DET
fbem-9857	131	8	following	follow	VERB
fbem-9857	131	9	figure	figure	NOUN
fbem-9857	131	10	:	:	PUNCT
fbem-9857	131	11	31	31	NUM
fbem-9857	131	12	figure	figure	NOUN
fbem-9857	131	13	6	6	NUM
fbem-9857	131	14	.	.	PUNCT
fbem-9857	132	1	intra	intra	PROPN
fbem-9857	132	2	sample	sample	PROPN
fbem-9857	132	3	forecast	forecast	PROPN
fbem-9857	132	4	according	accord	VERB
fbem-9857	132	5	to	to	ADP
fbem-9857	132	6	the	the	DET
fbem-9857	132	7	forecast	forecast	NOUN
fbem-9857	132	8	results	result	NOUN
fbem-9857	132	9	in	in	ADP
fbem-9857	132	10	the	the	DET
fbem-9857	132	11	sample	sample	NOUN
fbem-9857	132	12	,	,	PUNCT
fbem-9857	132	13	the	the	DET
fbem-9857	132	14	volatility	volatility	NOUN
fbem-9857	132	15	of	of	ADP
fbem-9857	132	16	the	the	DET
fbem-9857	132	17	sample	sample	NOUN
fbem-9857	132	18	is	be	AUX
fbem-9857	132	19	the	the	DET
fbem-9857	132	20	largest	large	ADJ
fbem-9857	132	21	around	around	ADP
fbem-9857	132	22	2800	2800	NUM
fbem-9857	132	23	to	to	ADP
fbem-9857	132	24	3000	3000	NUM
fbem-9857	132	25	,	,	PUNCT
fbem-9857	132	26	which	which	PRON
fbem-9857	132	27	is	be	AUX
fbem-9857	132	28	in	in	ADP
fbem-9857	132	29	the	the	DET
fbem-9857	132	30	2008	2008	NUM
fbem-9857	132	31	financial	financial	ADJ
fbem-9857	132	32	crisis	crisis	NOUN
fbem-9857	132	33	,	,	PUNCT
fbem-9857	132	34	indicating	indicate	VERB
fbem-9857	132	35	that	that	SCONJ
fbem-9857	132	36	the	the	DET
fbem-9857	132	37	2008	2008	NUM
fbem-9857	132	38	financial	financial	ADJ
fbem-9857	132	39	crisis	crisis	NOUN
fbem-9857	132	40	has	have	VERB
fbem-9857	132	41	a	a	DET
fbem-9857	132	42	great	great	ADJ
fbem-9857	132	43	impact	impact	NOUN
fbem-9857	132	44	on	on	ADP
fbem-9857	132	45	crude	crude	ADJ
fbem-9857	132	46	oil	oil	NOUN
fbem-9857	132	47	futures	future	NOUN
fbem-9857	132	48	prices	price	NOUN
fbem-9857	132	49	,	,	PUNCT
fbem-9857	132	50	resulting	result	VERB
fbem-9857	132	51	in	in	ADP
fbem-9857	132	52	huge	huge	ADJ
fbem-9857	132	53	fluctuations	fluctuation	NOUN
fbem-9857	132	54	in	in	ADP
fbem-9857	132	55	their	their	PRON
fbem-9857	132	56	prices	price	NOUN
fbem-9857	132	57	.	.	PUNCT
fbem-9857	133	1	then	then	ADV
fbem-9857	133	2	,	,	PUNCT
fbem-9857	133	3	the	the	DET
fbem-9857	133	4	5000	5000	NUM
fbem-9857	133	5	to	to	ADP
fbem-9857	133	6	6625	6625	NUM
fbem-9857	133	7	sample	sample	NOUN
fbem-9857	133	8	data	datum	NOUN
fbem-9857	133	9	are	be	AUX
fbem-9857	133	10	predicted	predict	VERB
fbem-9857	133	11	outside	outside	ADP
fbem-9857	133	12	the	the	DET
fbem-9857	133	13	sample	sample	NOUN
fbem-9857	133	14	,	,	PUNCT
fbem-9857	133	15	and	and	CCONJ
fbem-9857	133	16	the	the	DET
fbem-9857	133	17	static	static	ADJ
fbem-9857	133	18	prediction	prediction	NOUN
fbem-9857	133	19	method	method	NOUN
fbem-9857	133	20	is	be	AUX
fbem-9857	133	21	adopted	adopt	VERB
fbem-9857	133	22	.	.	PUNCT
fbem-9857	134	1	the	the	DET
fbem-9857	134	2	prediction	prediction	NOUN
fbem-9857	134	3	results	result	NOUN
fbem-9857	134	4	are	be	AUX
fbem-9857	134	5	shown	show	VERB
fbem-9857	134	6	in	in	ADP
fbem-9857	134	7	the	the	DET
fbem-9857	134	8	following	follow	VERB
fbem-9857	134	9	figure	figure	NOUN
fbem-9857	134	10	:	:	PUNCT
fbem-9857	134	11	figure	figure	VERB
fbem-9857	134	12	7	7	NUM
fbem-9857	134	13	.	.	NOUN
fbem-9857	134	14	out	out	ADP
fbem-9857	134	15	of	of	ADP
fbem-9857	134	16	sample	sample	NOUN
fbem-9857	134	17	forecast	forecast	NOUN
fbem-9857	134	18	according	accord	VERB
fbem-9857	134	19	to	to	ADP
fbem-9857	134	20	the	the	DET
fbem-9857	134	21	forecast	forecast	NOUN
fbem-9857	134	22	results	result	NOUN
fbem-9857	134	23	outside	outside	ADP
fbem-9857	134	24	the	the	DET
fbem-9857	134	25	sample	sample	NOUN
fbem-9857	134	26	,	,	PUNCT
fbem-9857	134	27	it	it	PRON
fbem-9857	134	28	can	can	AUX
fbem-9857	134	29	be	be	AUX
fbem-9857	134	30	seen	see	VERB
fbem-9857	134	31	that	that	SCONJ
fbem-9857	134	32	the	the	DET
fbem-9857	134	33	volatility	volatility	NOUN
fbem-9857	134	34	of	of	ADP
fbem-9857	134	35	the	the	DET
fbem-9857	134	36	sample	sample	NOUN
fbem-9857	134	37	is	be	AUX
fbem-9857	134	38	the	the	DET
fbem-9857	134	39	largest	large	ADJ
fbem-9857	134	40	around	around	ADP
fbem-9857	134	41	5850th	5850th	NOUN
fbem-9857	134	42	to	to	ADP
fbem-9857	134	43	5900	5900	NUM
fbem-9857	134	44	,	,	PUNCT
fbem-9857	134	45	when	when	SCONJ
fbem-9857	134	46	the	the	DET
fbem-9857	134	47	fluctuation	fluctuation	NOUN
fbem-9857	134	48	period	period	NOUN
fbem-9857	134	49	is	be	AUX
fbem-9857	134	50	at	at	ADP
fbem-9857	134	51	the	the	DET
fbem-9857	134	52	end	end	NOUN
fbem-9857	134	53	of	of	ADP
fbem-9857	134	54	2019	2019	NUM
fbem-9857	134	55	,	,	PUNCT
fbem-9857	134	56	and	and	CCONJ
fbem-9857	134	57	the	the	DET
fbem-9857	134	58	outbreak	outbreak	NOUN
fbem-9857	134	59	of	of	ADP
fbem-9857	134	60	covid-19	covid-19	PROPN
fbem-9857	134	61	is	be	AUX
fbem-9857	134	62	december	december	PROPN
fbem-9857	134	63	11	11	NUM
fbem-9857	134	64	,	,	PUNCT
fbem-9857	134	65	2019	2019	NUM
fbem-9857	134	66	.	.	PUNCT
fbem-9857	135	1	the	the	DET
fbem-9857	135	2	two	two	NUM
fbem-9857	135	3	times	time	NOUN
fbem-9857	135	4	are	be	AUX
fbem-9857	135	5	consistent	consistent	ADJ
fbem-9857	135	6	,	,	PUNCT
fbem-9857	135	7	indicating	indicate	VERB
fbem-9857	135	8	that	that	SCONJ
fbem-9857	135	9	the	the	DET
fbem-9857	135	10	impact	impact	NOUN
fbem-9857	135	11	of	of	ADP
fbem-9857	135	12	covid-19	covid-19	PROPN
fbem-9857	135	13	on	on	ADP
fbem-9857	135	14	crude	crude	ADJ
fbem-9857	135	15	oil	oil	NOUN
fbem-9857	135	16	futures	future	NOUN
fbem-9857	135	17	prices	price	NOUN
fbem-9857	135	18	in	in	ADP
fbem-9857	135	19	2019	2019	NUM
fbem-9857	135	20	is	be	AUX
fbem-9857	135	21	obvious	obvious	ADJ
fbem-9857	135	22	,	,	PUNCT
fbem-9857	135	23	32	32	NUM
fbem-9857	135	24	resulting	result	VERB
fbem-9857	135	25	in	in	ADP
fbem-9857	135	26	rapid	rapid	ADJ
fbem-9857	135	27	fluctuations	fluctuation	NOUN
fbem-9857	135	28	in	in	ADP
fbem-9857	135	29	their	their	PRON
fbem-9857	135	30	prices	price	NOUN
fbem-9857	135	31	.	.	PUNCT
fbem-9857	136	1	this	this	PRON
fbem-9857	136	2	is	be	AUX
fbem-9857	136	3	consistent	consistent	ADJ
fbem-9857	136	4	with	with	ADP
fbem-9857	136	5	zhao	zhao	PROPN
fbem-9857	136	6	lutao	lutao	PROPN
fbem-9857	136	7	(	(	PUNCT
fbem-9857	136	8	2023	2023	NUM
fbem-9857	136	9	)	)	PUNCT
fbem-9857	137	1	[	[	X
fbem-9857	137	2	21	21	NUM
fbem-9857	137	3	]	]	SYM
fbem-9857	137	4	's	's	PART
fbem-9857	137	5	research	research	NOUN
fbem-9857	137	6	on	on	ADP
fbem-9857	137	7	the	the	DET
fbem-9857	137	8	covid-19	covid-19	PROPN
fbem-9857	137	9	epidemic	epidemic	NOUN
fbem-9857	137	10	and	and	CCONJ
fbem-9857	137	11	the	the	DET
fbem-9857	137	12	conflict	conflict	NOUN
fbem-9857	137	13	between	between	ADP
fbem-9857	137	14	russia	russia	PROPN
fbem-9857	137	15	and	and	CCONJ
fbem-9857	137	16	ukraine	ukraine	PROPN
fbem-9857	137	17	,	,	PUNCT
fbem-9857	137	18	as	as	ADV
fbem-9857	137	19	well	well	ADV
fbem-9857	137	20	as	as	ADP
fbem-9857	137	21	the	the	DET
fbem-9857	137	22	sharp	sharp	ADJ
fbem-9857	137	23	fluctuations	fluctuation	NOUN
fbem-9857	137	24	in	in	ADP
fbem-9857	137	25	the	the	DET
fbem-9857	137	26	crude	crude	ADJ
fbem-9857	137	27	oil	oil	NOUN
fbem-9857	137	28	market	market	NOUN
fbem-9857	137	29	caused	cause	VERB
fbem-9857	137	30	by	by	ADP
fbem-9857	137	31	various	various	ADJ
fbem-9857	137	32	unexpected	unexpected	ADJ
fbem-9857	137	33	factors	factor	NOUN
fbem-9857	137	34	,	,	PUNCT
fbem-9857	137	35	and	and	CCONJ
fbem-9857	137	36	the	the	DET
fbem-9857	137	37	high	high	ADJ
fbem-9857	137	38	volatility	volatility	NOUN
fbem-9857	137	39	results	result	NOUN
fbem-9857	137	40	after	after	ADP
fbem-9857	137	41	the	the	DET
fbem-9857	137	42	sharp	sharp	ADJ
fbem-9857	137	43	rise	rise	NOUN
fbem-9857	137	44	in	in	ADP
fbem-9857	137	45	international	international	ADJ
fbem-9857	137	46	oil	oil	NOUN
fbem-9857	137	47	prices	price	NOUN
fbem-9857	137	48	in	in	ADP
fbem-9857	137	49	the	the	DET
fbem-9857	137	50	first	first	ADJ
fbem-9857	137	51	half	half	NOUN
fbem-9857	137	52	of	of	ADP
fbem-9857	137	53	the	the	DET
fbem-9857	137	54	year	year	NOUN
fbem-9857	137	55	.	.	PUNCT
fbem-9857	138	1	judging	judge	VERB
fbem-9857	138	2	from	from	ADP
fbem-9857	138	3	the	the	DET
fbem-9857	138	4	two	two	NUM
fbem-9857	138	5	large	large	ADJ
fbem-9857	138	6	fluctuations	fluctuation	NOUN
fbem-9857	138	7	,	,	PUNCT
fbem-9857	138	8	we	we	PRON
fbem-9857	138	9	can	can	AUX
fbem-9857	138	10	see	see	VERB
fbem-9857	138	11	that	that	PRON
fbem-9857	138	12	crude	crude	ADJ
fbem-9857	138	13	oil	oil	NOUN
fbem-9857	138	14	futures	future	NOUN
fbem-9857	138	15	prices	price	NOUN
fbem-9857	138	16	are	be	AUX
fbem-9857	138	17	highly	highly	ADV
fbem-9857	138	18	sensitive	sensitive	ADJ
fbem-9857	138	19	to	to	ADP
fbem-9857	138	20	international	international	ADJ
fbem-9857	138	21	events	event	NOUN
fbem-9857	138	22	,	,	PUNCT
fbem-9857	138	23	that	that	PRON
fbem-9857	138	24	is	be	AUX
fbem-9857	138	25	to	to	PART
fbem-9857	138	26	say	say	VERB
fbem-9857	138	27	,	,	PUNCT
fbem-9857	138	28	when	when	SCONJ
fbem-9857	138	29	a	a	DET
fbem-9857	138	30	major	major	ADJ
fbem-9857	138	31	disaster	disaster	NOUN
fbem-9857	138	32	occurs	occur	VERB
fbem-9857	138	33	,	,	PUNCT
fbem-9857	138	34	crude	crude	ADJ
fbem-9857	138	35	oil	oil	NOUN
fbem-9857	138	36	futures	future	NOUN
fbem-9857	138	37	prices	price	NOUN
fbem-9857	138	38	will	will	AUX
fbem-9857	138	39	fluctuate	fluctuate	VERB
fbem-9857	138	40	rapidly	rapidly	ADV
fbem-9857	138	41	.	.	PUNCT
fbem-9857	139	1	4	4	X
fbem-9857	139	2	.	.	X
fbem-9857	139	3	conclusion	conclusion	NOUN
fbem-9857	139	4	this	this	DET
fbem-9857	139	5	paper	paper	NOUN
fbem-9857	139	6	mainly	mainly	ADV
fbem-9857	139	7	studies	study	VERB
fbem-9857	139	8	the	the	DET
fbem-9857	139	9	price	price	NOUN
fbem-9857	139	10	volatility	volatility	NOUN
fbem-9857	139	11	of	of	ADP
fbem-9857	139	12	wti	wti	PROPN
fbem-9857	139	13	crude	crude	PROPN
fbem-9857	139	14	oil	oil	NOUN
fbem-9857	139	15	futures	future	NOUN
fbem-9857	139	16	and	and	CCONJ
fbem-9857	139	17	analyzes	analyze	VERB
fbem-9857	139	18	it	it	PRON
fbem-9857	139	19	through	through	ADP
fbem-9857	139	20	egarch	egarch	NOUN
fbem-9857	139	21	model	model	NOUN
fbem-9857	139	22	.	.	PUNCT
fbem-9857	140	1	egarch	egarch	NOUN
fbem-9857	140	2	model	model	NOUN
fbem-9857	140	3	is	be	AUX
fbem-9857	140	4	an	an	DET
fbem-9857	140	5	extension	extension	NOUN
fbem-9857	140	6	of	of	ADP
fbem-9857	140	7	garch	garch	NOUN
fbem-9857	140	8	model	model	NOUN
fbem-9857	140	9	,	,	PUNCT
fbem-9857	140	10	which	which	PRON
fbem-9857	140	11	can	can	AUX
fbem-9857	140	12	model	model	VERB
fbem-9857	140	13	leverage	leverage	NOUN
fbem-9857	140	14	effect	effect	NOUN
fbem-9857	140	15	,	,	PUNCT
fbem-9857	140	16	so	so	SCONJ
fbem-9857	140	17	as	as	SCONJ
fbem-9857	140	18	to	to	PART
fbem-9857	140	19	better	well	ADV
fbem-9857	140	20	characterize	characterize	VERB
fbem-9857	140	21	the	the	DET
fbem-9857	140	22	volatility	volatility	NOUN
fbem-9857	140	23	of	of	ADP
fbem-9857	140	24	financial	financial	ADJ
fbem-9857	140	25	time	time	NOUN
fbem-9857	140	26	series	series	PROPN
fbem-9857	140	27	data	data	PROPN
fbem-9857	140	28	.	.	PUNCT
fbem-9857	141	1	in	in	ADP
fbem-9857	141	2	this	this	DET
fbem-9857	141	3	paper	paper	NOUN
fbem-9857	141	4	,	,	PUNCT
fbem-9857	141	5	we	we	PRON
fbem-9857	141	6	fit	fit	VERB
fbem-9857	141	7	garch	garch	NOUN
fbem-9857	141	8	(	(	PUNCT
fbem-9857	141	9	1.1	1.1	NUM
fbem-9857	141	10	)	)	PUNCT
fbem-9857	141	11	model	model	NOUN
fbem-9857	141	12	and	and	CCONJ
fbem-9857	141	13	egarch	egarch	NOUN
fbem-9857	141	14	(	(	PUNCT
fbem-9857	141	15	1.1	1.1	NUM
fbem-9857	141	16	)	)	PUNCT
fbem-9857	141	17	model	model	NOUN
fbem-9857	141	18	in	in	ADP
fbem-9857	141	19	three	three	NUM
fbem-9857	141	20	different	different	ADJ
fbem-9857	141	21	distribution	distribution	NOUN
fbem-9857	141	22	states	state	NOUN
fbem-9857	141	23	within	within	ADP
fbem-9857	141	24	samples	sample	NOUN
fbem-9857	141	25	,	,	PUNCT
fbem-9857	141	26	and	and	CCONJ
fbem-9857	141	27	find	find	VERB
fbem-9857	141	28	that	that	SCONJ
fbem-9857	141	29	the	the	DET
fbem-9857	141	30	leverage	leverage	NOUN
fbem-9857	141	31	coefficient	coefficient	NOUN
fbem-9857	141	32	of	of	ADP
fbem-9857	141	33	egarch	egarch	NOUN
fbem-9857	141	34	model	model	NOUN
fbem-9857	141	35	is	be	AUX
fbem-9857	141	36	significantly	significantly	ADV
fbem-9857	141	37	not	not	PART
fbem-9857	141	38	zero	zero	NUM
fbem-9857	141	39	,	,	PUNCT
fbem-9857	141	40	indicating	indicate	VERB
fbem-9857	141	41	that	that	SCONJ
fbem-9857	141	42	there	there	PRON
fbem-9857	141	43	is	be	VERB
fbem-9857	141	44	leverage	leverage	NOUN
fbem-9857	141	45	effect	effect	NOUN
fbem-9857	141	46	in	in	ADP
fbem-9857	141	47	crude	crude	ADJ
fbem-9857	141	48	oil	oil	NOUN
fbem-9857	141	49	futures	future	NOUN
fbem-9857	141	50	prices	price	NOUN
fbem-9857	141	51	.	.	PUNCT
fbem-9857	142	1	at	at	ADP
fbem-9857	142	2	the	the	DET
fbem-9857	142	3	same	same	ADJ
fbem-9857	142	4	time	time	NOUN
fbem-9857	142	5	,	,	PUNCT
fbem-9857	142	6	we	we	PRON
fbem-9857	142	7	also	also	ADV
fbem-9857	142	8	draw	draw	VERB
fbem-9857	142	9	the	the	DET
fbem-9857	142	10	information	information	NOUN
fbem-9857	142	11	shock	shock	NOUN
fbem-9857	142	12	curve	curve	NOUN
fbem-9857	142	13	of	of	ADP
fbem-9857	142	14	egarch	egarch	NOUN
fbem-9857	142	15	model	model	NOUN
fbem-9857	142	16	under	under	ADP
fbem-9857	142	17	three	three	NUM
fbem-9857	142	18	distribution	distribution	NOUN
fbem-9857	142	19	states	state	NOUN
fbem-9857	142	20	,	,	PUNCT
fbem-9857	142	21	and	and	CCONJ
fbem-9857	142	22	find	find	VERB
fbem-9857	142	23	that	that	SCONJ
fbem-9857	142	24	the	the	DET
fbem-9857	142	25	impact	impact	NOUN
fbem-9857	142	26	of	of	ADP
fbem-9857	142	27	negative	negative	ADJ
fbem-9857	142	28	shocks	shock	NOUN
fbem-9857	142	29	on	on	ADP
fbem-9857	142	30	crude	crude	ADJ
fbem-9857	142	31	oil	oil	NOUN
fbem-9857	142	32	futures	future	NOUN
fbem-9857	142	33	prices	price	NOUN
fbem-9857	142	34	is	be	AUX
fbem-9857	142	35	much	much	ADV
fbem-9857	142	36	greater	great	ADJ
fbem-9857	142	37	than	than	ADP
fbem-9857	142	38	that	that	PRON
fbem-9857	142	39	of	of	ADP
fbem-9857	142	40	positive	positive	ADJ
fbem-9857	142	41	shocks	shock	NOUN
fbem-9857	142	42	.	.	PUNCT
fbem-9857	143	1	in	in	ADP
fbem-9857	143	2	terms	term	NOUN
fbem-9857	143	3	of	of	ADP
fbem-9857	143	4	model	model	NOUN
fbem-9857	143	5	comparison	comparison	NOUN
fbem-9857	143	6	,	,	PUNCT
fbem-9857	143	7	we	we	PRON
fbem-9857	143	8	use	use	VERB
fbem-9857	143	9	ll	ll	NOUN
fbem-9857	143	10	value	value	NOUN
fbem-9857	143	11	and	and	CCONJ
fbem-9857	143	12	information	information	NOUN
fbem-9857	143	13	criterion	criterion	NOUN
fbem-9857	143	14	to	to	PART
fbem-9857	143	15	compare	compare	VERB
fbem-9857	143	16	the	the	DET
fbem-9857	143	17	models	model	NOUN
fbem-9857	143	18	,	,	PUNCT
fbem-9857	143	19	and	and	CCONJ
fbem-9857	143	20	find	find	VERB
fbem-9857	143	21	that	that	SCONJ
fbem-9857	143	22	egarch	egarch	NOUN
fbem-9857	143	23	model	model	NOUN
fbem-9857	143	24	in	in	ADP
fbem-9857	143	25	t	t	NOUN
fbem-9857	143	26	distribution	distribution	NOUN
fbem-9857	143	27	has	have	VERB
fbem-9857	143	28	the	the	DET
fbem-9857	143	29	best	good	ADJ
fbem-9857	143	30	fitting	fitting	ADJ
fbem-9857	143	31	effect	effect	NOUN
fbem-9857	143	32	.	.	PUNCT
fbem-9857	144	1	this	this	PRON
fbem-9857	144	2	shows	show	VERB
fbem-9857	144	3	that	that	SCONJ
fbem-9857	144	4	when	when	SCONJ
fbem-9857	144	5	modeling	model	VERB
fbem-9857	144	6	the	the	DET
fbem-9857	144	7	volatility	volatility	NOUN
fbem-9857	144	8	of	of	ADP
fbem-9857	144	9	crude	crude	ADJ
fbem-9857	144	10	oil	oil	NOUN
fbem-9857	144	11	futures	future	NOUN
fbem-9857	144	12	prices	price	NOUN
fbem-9857	144	13	,	,	PUNCT
fbem-9857	144	14	we	we	PRON
fbem-9857	144	15	should	should	AUX
fbem-9857	144	16	consider	consider	VERB
fbem-9857	144	17	its	its	PRON
fbem-9857	144	18	thick	thick	ADJ
fbem-9857	144	19	tail	tail	NOUN
fbem-9857	144	20	,	,	PUNCT
fbem-9857	144	21	and	and	CCONJ
fbem-9857	144	22	the	the	DET
fbem-9857	144	23	use	use	NOUN
fbem-9857	144	24	of	of	ADP
fbem-9857	144	25	t	t	NOUN
fbem-9857	144	26	distribution	distribution	NOUN
fbem-9857	144	27	can	can	AUX
fbem-9857	144	28	better	well	ADV
fbem-9857	144	29	describe	describe	VERB
fbem-9857	144	30	the	the	DET
fbem-9857	144	31	characteristics	characteristic	NOUN
fbem-9857	144	32	of	of	ADP
fbem-9857	144	33	its	its	PRON
fbem-9857	144	34	peak	peak	NOUN
fbem-9857	144	35	thick	thick	ADJ
fbem-9857	144	36	tail	tail	NOUN
fbem-9857	144	37	.	.	PUNCT
fbem-9857	145	1	as	as	ADP
fbem-9857	145	2	a	a	DET
fbem-9857	145	3	kind	kind	NOUN
fbem-9857	145	4	of	of	ADP
fbem-9857	145	5	financial	financial	ADJ
fbem-9857	145	6	time	time	NOUN
fbem-9857	145	7	series	series	PROPN
fbem-9857	145	8	data	data	PROPN
fbem-9857	145	9	,	,	PUNCT
fbem-9857	145	10	crude	crude	ADJ
fbem-9857	145	11	oil	oil	NOUN
fbem-9857	145	12	futures	future	NOUN
fbem-9857	145	13	have	have	VERB
fbem-9857	145	14	asymmetry	asymmetry	NOUN
fbem-9857	145	15	in	in	ADP
fbem-9857	145	16	addition	addition	NOUN
fbem-9857	145	17	to	to	ADP
fbem-9857	145	18	peak	peak	NOUN
fbem-9857	145	19	and	and	CCONJ
fbem-9857	145	20	thick	thick	ADJ
fbem-9857	145	21	tail	tail	NOUN
fbem-9857	145	22	volatility	volatility	NOUN
fbem-9857	145	23	and	and	CCONJ
fbem-9857	145	24	volatility	volatility	NOUN
fbem-9857	145	25	clusters	cluster	NOUN
fbem-9857	145	26	.	.	PUNCT
fbem-9857	146	1	to	to	ADP
fbem-9857	146	2	some	some	DET
fbem-9857	146	3	extent	extent	NOUN
fbem-9857	146	4	,	,	PUNCT
fbem-9857	146	5	the	the	DET
fbem-9857	146	6	asymmetry	asymmetry	NOUN
fbem-9857	146	7	of	of	ADP
fbem-9857	146	8	volatility	volatility	NOUN
fbem-9857	146	9	shows	show	VERB
fbem-9857	146	10	that	that	SCONJ
fbem-9857	146	11	investor	investor	NOUN
fbem-9857	146	12	sentiment	sentiment	NOUN
fbem-9857	146	13	is	be	AUX
fbem-9857	146	14	more	more	ADV
fbem-9857	146	15	sensitive	sensitive	ADJ
fbem-9857	146	16	to	to	ADP
fbem-9857	146	17	negative	negative	ADJ
fbem-9857	146	18	shocks	shock	NOUN
fbem-9857	146	19	.	.	PUNCT
fbem-9857	147	1	then	then	ADV
fbem-9857	147	2	,	,	PUNCT
fbem-9857	147	3	we	we	PRON
fbem-9857	147	4	divide	divide	VERB
fbem-9857	147	5	the	the	DET
fbem-9857	147	6	sample	sample	NOUN
fbem-9857	147	7	into	into	ADP
fbem-9857	147	8	two	two	NUM
fbem-9857	147	9	sections	section	NOUN
fbem-9857	147	10	for	for	ADP
fbem-9857	147	11	in	in	ADP
fbem-9857	147	12	-	-	PUNCT
fbem-9857	147	13	sample	sample	NOUN
fbem-9857	147	14	prediction	prediction	NOUN
fbem-9857	147	15	and	and	CCONJ
fbem-9857	147	16	out	out	ADP
fbem-9857	147	17	of	of	ADP
fbem-9857	147	18	sample	sample	NOUN
fbem-9857	147	19	prediction	prediction	NOUN
fbem-9857	147	20	,	,	PUNCT
fbem-9857	147	21	and	and	CCONJ
fbem-9857	147	22	find	find	VERB
fbem-9857	147	23	that	that	SCONJ
fbem-9857	147	24	crude	crude	ADJ
fbem-9857	147	25	oil	oil	NOUN
fbem-9857	147	26	futures	future	NOUN
fbem-9857	147	27	prices	price	NOUN
fbem-9857	147	28	are	be	AUX
fbem-9857	147	29	highly	highly	ADV
fbem-9857	147	30	sensitive	sensitive	ADJ
fbem-9857	147	31	to	to	ADP
fbem-9857	147	32	international	international	ADJ
fbem-9857	147	33	events	event	NOUN
fbem-9857	147	34	.	.	PUNCT
fbem-9857	148	1	especially	especially	ADV
fbem-9857	148	2	under	under	ADP
fbem-9857	148	3	the	the	DET
fbem-9857	148	4	impact	impact	NOUN
fbem-9857	148	5	of	of	ADP
fbem-9857	148	6	the	the	DET
fbem-9857	148	7	financial	financial	ADJ
fbem-9857	148	8	crisis	crisis	NOUN
fbem-9857	148	9	in	in	ADP
fbem-9857	148	10	2008	2008	NUM
fbem-9857	148	11	and	and	CCONJ
fbem-9857	148	12	the	the	DET
fbem-9857	148	13	covid-19	covid-19	PROPN
fbem-9857	148	14	epidemic	epidemic	NOUN
fbem-9857	148	15	in	in	ADP
fbem-9857	148	16	2019	2019	NUM
fbem-9857	148	17	,	,	PUNCT
fbem-9857	148	18	its	its	PRON
fbem-9857	148	19	price	price	NOUN
fbem-9857	148	20	volatility	volatility	NOUN
fbem-9857	148	21	is	be	AUX
fbem-9857	148	22	rapid	rapid	ADJ
fbem-9857	148	23	and	and	CCONJ
fbem-9857	148	24	sharp	sharp	ADJ
fbem-9857	148	25	.	.	PUNCT
fbem-9857	149	1	this	this	DET
fbem-9857	149	2	result	result	NOUN
fbem-9857	149	3	shows	show	VERB
fbem-9857	149	4	that	that	SCONJ
fbem-9857	149	5	the	the	DET
fbem-9857	149	6	government	government	NOUN
fbem-9857	149	7	should	should	AUX
fbem-9857	149	8	adjust	adjust	VERB
fbem-9857	149	9	its	its	PRON
fbem-9857	149	10	policies	policy	NOUN
fbem-9857	149	11	in	in	ADP
fbem-9857	149	12	time	time	NOUN
fbem-9857	149	13	to	to	PART
fbem-9857	149	14	deal	deal	VERB
fbem-9857	149	15	with	with	ADP
fbem-9857	149	16	its	its	PRON
fbem-9857	149	17	volatility	volatility	NOUN
fbem-9857	149	18	and	and	CCONJ
fbem-9857	149	19	avoid	avoid	VERB
fbem-9857	149	20	social	social	ADJ
fbem-9857	149	21	panic	panic	NOUN
fbem-9857	149	22	.	.	PUNCT
fbem-9857	150	1	finally	finally	ADV
fbem-9857	150	2	,	,	PUNCT
fbem-9857	150	3	we	we	PRON
fbem-9857	150	4	believe	believe	VERB
fbem-9857	150	5	that	that	SCONJ
fbem-9857	150	6	when	when	SCONJ
fbem-9857	150	7	modeling	model	VERB
fbem-9857	150	8	crude	crude	ADJ
fbem-9857	150	9	oil	oil	NOUN
fbem-9857	150	10	futures	future	NOUN
fbem-9857	150	11	price	price	NOUN
fbem-9857	150	12	volatility	volatility	NOUN
fbem-9857	150	13	,	,	PUNCT
fbem-9857	150	14	macroeconomic	macroeconomic	ADJ
fbem-9857	150	15	impact	impact	NOUN
fbem-9857	150	16	,	,	PUNCT
fbem-9857	150	17	high	high	ADJ
fbem-9857	150	18	-	-	PUNCT
fbem-9857	150	19	frequency	frequency	NOUN
fbem-9857	150	20	information	information	NOUN
fbem-9857	150	21	,	,	PUNCT
fbem-9857	150	22	intra	intra	ADJ
fbem-9857	150	23	day	day	NOUN
fbem-9857	150	24	price	price	NOUN
fbem-9857	150	25	information	information	NOUN
fbem-9857	150	26	and	and	CCONJ
fbem-9857	150	27	other	other	ADJ
fbem-9857	150	28	factors	factor	NOUN
fbem-9857	150	29	should	should	AUX
fbem-9857	150	30	be	be	AUX
fbem-9857	150	31	taken	take	VERB
fbem-9857	150	32	into	into	ADP
fbem-9857	150	33	account	account	NOUN
fbem-9857	150	34	to	to	PART
fbem-9857	150	35	make	make	VERB
fbem-9857	150	36	the	the	DET
fbem-9857	150	37	volatility	volatility	NOUN
fbem-9857	150	38	model	model	NOUN
fbem-9857	150	39	more	more	ADV
fbem-9857	150	40	accurate	accurate	ADJ
fbem-9857	150	41	and	and	CCONJ
fbem-9857	150	42	more	more	ADV
fbem-9857	150	43	accurate	accurate	ADJ
fbem-9857	150	44	for	for	ADP
fbem-9857	150	45	theoretical	theoretical	ADJ
fbem-9857	150	46	and	and	CCONJ
fbem-9857	150	47	practical	practical	ADJ
fbem-9857	150	48	guidance	guidance	NOUN
fbem-9857	150	49	.	.	PUNCT
fbem-9857	151	1	for	for	ADP
fbem-9857	151	2	example	example	NOUN
fbem-9857	151	3	,	,	PUNCT
fbem-9857	151	4	in	in	SCONJ
fbem-9857	151	5	terms	term	NOUN
fbem-9857	151	6	of	of	ADP
fbem-9857	151	7	macro	macro	NOUN
fbem-9857	151	8	-	-	NOUN
fbem-9857	151	9	economy	economy	NOUN
fbem-9857	151	10	,	,	PUNCT
fbem-9857	151	11	inflation	inflation	NOUN
fbem-9857	151	12	,	,	PUNCT
fbem-9857	151	13	interest	interest	NOUN
fbem-9857	151	14	rates	rate	NOUN
fbem-9857	151	15	,	,	PUNCT
fbem-9857	151	16	stock	stock	NOUN
fbem-9857	151	17	market	market	NOUN
fbem-9857	151	18	changes	change	NOUN
fbem-9857	151	19	and	and	CCONJ
fbem-9857	151	20	other	other	ADJ
fbem-9857	151	21	factors	factor	NOUN
fbem-9857	151	22	can	can	AUX
fbem-9857	151	23	be	be	AUX
fbem-9857	151	24	considered	consider	VERB
fbem-9857	151	25	,	,	PUNCT
fbem-9857	151	26	which	which	PRON
fbem-9857	151	27	often	often	ADV
fbem-9857	151	28	have	have	VERB
fbem-9857	151	29	an	an	DET
fbem-9857	151	30	important	important	ADJ
fbem-9857	151	31	impact	impact	NOUN
fbem-9857	151	32	on	on	ADP
fbem-9857	151	33	crude	crude	ADJ
fbem-9857	151	34	oil	oil	NOUN
fbem-9857	151	35	futures	future	NOUN
fbem-9857	151	36	prices	price	NOUN
fbem-9857	151	37	.	.	PUNCT
fbem-9857	152	1	in	in	ADP
fbem-9857	152	2	terms	term	NOUN
fbem-9857	152	3	of	of	ADP
fbem-9857	152	4	high	high	ADJ
fbem-9857	152	5	-	-	PUNCT
fbem-9857	152	6	frequency	frequency	NOUN
fbem-9857	152	7	information	information	NOUN
fbem-9857	152	8	,	,	PUNCT
fbem-9857	152	9	minute	minute	NOUN
fbem-9857	152	10	level	level	NOUN
fbem-9857	152	11	price	price	NOUN
fbem-9857	152	12	data	datum	NOUN
fbem-9857	152	13	can	can	AUX
fbem-9857	152	14	be	be	AUX
fbem-9857	152	15	considered	consider	VERB
fbem-9857	152	16	to	to	PART
fbem-9857	152	17	more	more	ADV
fbem-9857	152	18	accurately	accurately	ADV
fbem-9857	152	19	describe	describe	VERB
fbem-9857	152	20	price	price	NOUN
fbem-9857	152	21	volatility	volatility	NOUN
fbem-9857	152	22	.	.	PUNCT
fbem-9857	153	1	in	in	ADP
fbem-9857	153	2	terms	term	NOUN
fbem-9857	153	3	of	of	ADP
fbem-9857	153	4	intra	intra	ADJ
fbem-9857	153	5	day	day	NOUN
fbem-9857	153	6	price	price	NOUN
fbem-9857	153	7	information	information	NOUN
fbem-9857	153	8	,	,	PUNCT
fbem-9857	153	9	volatility	volatility	NOUN
fbem-9857	153	10	models	model	NOUN
fbem-9857	153	11	can	can	AUX
fbem-9857	153	12	be	be	AUX
fbem-9857	153	13	used	use	VERB
fbem-9857	153	14	to	to	PART
fbem-9857	153	15	predict	predict	VERB
fbem-9857	153	16	the	the	DET
fbem-9857	153	17	fluctuation	fluctuation	NOUN
fbem-9857	153	18	range	range	NOUN
fbem-9857	153	19	of	of	ADP
fbem-9857	153	20	prices	price	NOUN
fbem-9857	153	21	to	to	PART
fbem-9857	153	22	help	help	VERB
fbem-9857	153	23	traders	trader	NOUN
fbem-9857	153	24	formulate	formulate	VERB
fbem-9857	153	25	more	more	ADV
fbem-9857	153	26	effective	effective	ADJ
fbem-9857	153	27	trading	trading	NOUN
fbem-9857	153	28	strategies	strategy	NOUN
fbem-9857	153	29	.	.	PUNCT
fbem-9857	154	1	to	to	PART
fbem-9857	154	2	sum	sum	VERB
fbem-9857	154	3	up	up	ADP
fbem-9857	154	4	,	,	PUNCT
fbem-9857	154	5	this	this	DET
fbem-9857	154	6	paper	paper	NOUN
fbem-9857	154	7	studies	study	VERB
fbem-9857	154	8	the	the	DET
fbem-9857	154	9	price	price	NOUN
fbem-9857	154	10	volatility	volatility	NOUN
fbem-9857	154	11	of	of	ADP
fbem-9857	154	12	wti	wti	PROPN
fbem-9857	154	13	crude	crude	PROPN
fbem-9857	154	14	oil	oil	NOUN
fbem-9857	154	15	futures	future	NOUN
fbem-9857	154	16	and	and	CCONJ
fbem-9857	154	17	finds	find	VERB
fbem-9857	154	18	that	that	SCONJ
fbem-9857	154	19	there	there	PRON
fbem-9857	154	20	are	be	VERB
fbem-9857	154	21	asymmetry	asymmetry	NOUN
fbem-9857	154	22	and	and	CCONJ
fbem-9857	154	23	leverage	leverage	NOUN
fbem-9857	154	24	effects	effect	NOUN
fbem-9857	154	25	,	,	PUNCT
fbem-9857	154	26	which	which	PRON
fbem-9857	154	27	is	be	AUX
fbem-9857	154	28	of	of	ADP
fbem-9857	154	29	great	great	ADJ
fbem-9857	154	30	significance	significance	NOUN
fbem-9857	154	31	for	for	ADP
fbem-9857	154	32	understanding	understand	VERB
fbem-9857	154	33	the	the	DET
fbem-9857	154	34	price	price	NOUN
fbem-9857	154	35	volatility	volatility	NOUN
fbem-9857	154	36	of	of	ADP
fbem-9857	154	37	crude	crude	ADJ
fbem-9857	154	38	oil	oil	NOUN
fbem-9857	154	39	futures	future	NOUN
fbem-9857	154	40	.	.	PUNCT
fbem-9857	155	1	it	it	PRON
fbem-9857	155	2	has	have	VERB
fbem-9857	155	3	certain	certain	ADJ
fbem-9857	155	4	reference	reference	NOUN
fbem-9857	155	5	value	value	NOUN
fbem-9857	155	6	for	for	ADP
fbem-9857	155	7	policy	policy	NOUN
fbem-9857	155	8	making	making	NOUN
fbem-9857	155	9	and	and	CCONJ
fbem-9857	155	10	investment	investment	NOUN
fbem-9857	155	11	decision	decision	NOUN
fbem-9857	155	12	-	-	PUNCT
fbem-9857	155	13	making	making	NOUN
fbem-9857	155	14	.	.	PUNCT
fbem-9857	156	1	these	these	DET
fbem-9857	156	2	findings	finding	NOUN
fbem-9857	156	3	are	be	AUX
fbem-9857	156	4	of	of	ADP
fbem-9857	156	5	great	great	ADJ
fbem-9857	156	6	significance	significance	NOUN
fbem-9857	156	7	to	to	ADP
fbem-9857	156	8	investors	investor	NOUN
fbem-9857	156	9	,	,	PUNCT
fbem-9857	156	10	governments	government	NOUN
fbem-9857	156	11	and	and	CCONJ
fbem-9857	156	12	financial	financial	ADJ
fbem-9857	156	13	institutions	institution	NOUN
fbem-9857	156	14	,	,	PUNCT
fbem-9857	156	15	and	and	CCONJ
fbem-9857	156	16	can	can	AUX
fbem-9857	156	17	help	help	VERB
fbem-9857	156	18	them	they	PRON
fbem-9857	156	19	better	well	ADV
fbem-9857	156	20	understand	understand	VERB
fbem-9857	156	21	and	and	CCONJ
fbem-9857	156	22	cope	cope	VERB
fbem-9857	156	23	with	with	ADP
fbem-9857	156	24	the	the	DET
fbem-9857	156	25	volatility	volatility	NOUN
fbem-9857	156	26	of	of	ADP
fbem-9857	156	27	crude	crude	ADJ
fbem-9857	156	28	oil	oil	NOUN
fbem-9857	156	29	futures	future	NOUN
fbem-9857	156	30	prices	price	NOUN
fbem-9857	156	31	.	.	PUNCT
fbem-9857	157	1	references	reference	NOUN
fbem-9857	157	2	[	[	X
fbem-9857	157	3	1	1	X
fbem-9857	157	4	]	]	PUNCT
fbem-9857	157	5	j.	j.	PROPN
fbem-9857	157	6	yang	yang	PROPN
fbem-9857	157	7	,	,	PUNCT
fbem-9857	157	8	y.	y.	PROPN
fbem-9857	157	9	feng	feng	PROPN
fbem-9857	157	10	,	,	PUNCT
fbem-9857	157	11	q.	q.	PROPN
fbem-9857	157	12	huang	huang	PROPN
fbem-9857	157	13	.	.	PROPN
fbem-9857	157	14	brent	brent	PROPN
fbem-9857	157	15	crude	crude	PROPN
fbem-9857	157	16	oil	oil	NOUN
fbem-9857	157	17	price	price	NOUN
fbem-9857	157	18	fluctuation	fluctuation	NOUN
fbem-9857	157	19	research	research	NOUN
fbem-9857	157	20	based	base	VERB
fbem-9857	157	21	on	on	ADP
fbem-9857	157	22	mhpso	mhpso	NOUN
fbem-9857	157	23	nhmm	nhmm	PROPN
fbem-9857	157	24	fiegarch	fiegarch	NOUN
fbem-9857	157	25	ged	ge	VERB
fbem-9857	157	26	model	model	NOUN
fbem-9857	157	27	[	[	X
fbem-9857	157	28	j	j	X
fbem-9857	157	29	]	]	X
fbem-9857	157	30	china	china	PROPN
fbem-9857	157	31	management	management	PROPN
fbem-9857	157	32	science	science	NOUN
fbem-9857	157	33	:	:	PUNCT
fbem-9857	157	34	1	1	NUM
fbem-9857	157	35	-	-	SYM
fbem-9857	157	36	14	14	NUM
fbem-9857	157	37	.	.	PUNCT
fbem-9857	158	1	[	[	X
fbem-9857	158	2	2	2	NUM
fbem-9857	158	3	]	]	X
fbem-9857	158	4	e	e	X
fbem-9857	158	5	thai	thai	PROPN
fbem-9857	158	6	-	-	PUNCT
fbem-9857	158	7	ha	ha	PROPN
fbem-9857	158	8	,	,	PUNCT
fbem-9857	158	9	b.	b.	PROPN
fbem-9857	158	10	sabri	sabri	PROPN
fbem-9857	158	11	,	,	PUNCT
fbem-9857	158	12	b.	b.	PROPN
fbem-9857	158	13	m.	m.	PROPN
fbem-9857	158	14	tien	tien	PROPN
fbem-9857	158	15	.	.	PUNCT
fbem-9857	159	1	on	on	ADP
fbem-9857	159	2	the	the	DET
fbem-9857	159	3	volatility	volatility	NOUN
fbem-9857	159	4	of	of	ADP
fbem-9857	159	5	wti	wti	PROPN
fbem-9857	159	6	crude	crude	ADJ
fbem-9857	159	7	oil	oil	NOUN
fbem-9857	159	8	price	price	NOUN
fbem-9857	159	9	:	:	PUNCT
fbem-9857	159	10	a	a	DET
fbem-9857	159	11	time	time	NOUN
fbem-9857	159	12	varying	vary	VERB
fbem-9857	159	13	approach	approach	NOUN
fbem-9857	159	14	with	with	ADP
fbem-9857	159	15	stochastic	stochastic	ADJ
fbem-9857	159	16	volatility	volatility	NOUN
fbem-9857	159	17	[	[	X
fbem-9857	159	18	j	j	X
fbem-9857	159	19	]	]	X
fbem-9857	159	20	energy	energy	NOUN
fbem-9857	159	21	economics	economic	NOUN
fbem-9857	159	22	,	,	PUNCT
fbem-9857	159	23	2023	2023	NUM
fbem-9857	159	24	,	,	PUNCT
fbem-9857	159	25	117	117	NUM
fbem-9857	159	26	.	.	PUNCT
fbem-9857	160	1	[	[	X
fbem-9857	160	2	3	3	X
fbem-9857	160	3	]	]	X
fbem-9857	160	4	y.	y.	PROPN
fbem-9857	160	5	t.	t.	PROPN
fbem-9857	160	6	huang	huang	PROPN
fbem-9857	160	7	,	,	PUNCT
fbem-9857	160	8	w.	w.	PROPN
fbem-9857	160	9	y.	y.	PROPN
fbem-9857	160	10	yuan	yuan	PROPN
fbem-9857	160	11	,	,	PUNCT
fbem-9857	160	12	m.	m.	PROPN
fbem-9857	160	13	y.	y.	PROPN
fbem-9857	160	14	wang	wang	PROPN
fbem-9857	160	15	.	.	PUNCT
fbem-9857	161	1	trend	trend	PROPN
fbem-9857	161	2	forecast	forecast	PROPN
fbem-9857	161	3	of	of	ADP
fbem-9857	161	4	shanghai	shanghai	PROPN
fbem-9857	161	5	cloud	cloud	PROPN
fbem-9857	161	6	oil	oil	NOUN
fbem-9857	161	7	futures	future	NOUN
fbem-9857	162	1	[	[	X
fbem-9857	162	2	j	j	X
fbem-9857	162	3	]	]	X
fbem-9857	162	4	jaciii	jaciii	PROPN
fbem-9857	162	5	,	,	PUNCT
fbem-9857	162	6	2022	2022	NUM
fbem-9857	162	7	,	,	PUNCT
fbem-9857	162	8	26	26	NUM
fbem-9857	162	9	(	(	PUNCT
fbem-9857	162	10	6	6	NUM
fbem-9857	162	11	):	):	PUNCT
fbem-9857	162	12	1040	1040	NUM
fbem-9857	162	13	-	-	SYM
fbem-9857	162	14	1045	1045	NUM
fbem-9857	162	15	[	[	X
fbem-9857	162	16	4	4	NUM
fbem-9857	162	17	]	]	PUNCT
fbem-9857	162	18	k.	k.	PROPN
fbem-9857	162	19	l.	l.	PROPN
fbem-9857	162	20	xu	xu	PROPN
fbem-9857	162	21	,	,	PUNCT
fbem-9857	162	22	h.	h.	PROPN
fbem-9857	162	23	l.	l.	PROPN
fbem-9857	162	24	niu	niu	PROPN
fbem-9857	162	25	.	.	PUNCT
fbem-9857	163	1	do	do	AUX
fbem-9857	163	2	eemd	eemd	PROPN
fbem-9857	163	3	based	base	VERB
fbem-9857	163	4	decompositionensembles	decompositionensemble	NOUN
fbem-9857	163	5	models	model	NOUN
fbem-9857	163	6	indeed	indeed	ADV
fbem-9857	163	7	improved	improve	VERB
fbem-9857	163	8	prediction	prediction	NOUN
fbem-9857	163	9	for	for	ADP
fbem-9857	163	10	crystal	crystal	NOUN
fbem-9857	163	11	oil	oil	NOUN
fbem-9857	163	12	futures	future	NOUN
fbem-9857	163	13	prices	price	NOUN
fbem-9857	163	14	?	?	PUNCT
fbem-9857	164	1	[	[	X
fbem-9857	164	2	j	j	X
fbem-9857	164	3	]	]	X
fbem-9857	164	4	technical	technical	ADJ
fbem-9857	164	5	forecasting&social	forecasting&social	PROPN
fbem-9857	164	6	change	change	NOUN
fbem-9857	164	7	,	,	PUNCT
fbem-9857	164	8	2022	2022	NUM
fbem-9857	164	9	,	,	PUNCT
fbem-9857	164	10	184	184	NUM
fbem-9857	164	11	.	.	PUNCT
fbem-9857	165	1	[	[	X
fbem-9857	165	2	5	5	X
fbem-9857	165	3	]	]	PUNCT
fbem-9857	165	4	l.	l.	PROPN
fbem-9857	165	5	hao	hao	PROPN
fbem-9857	165	6	.	.	PUNCT
fbem-9857	166	1	global	global	ADJ
fbem-9857	166	2	economic	economic	ADJ
fbem-9857	166	3	policy	policy	NOUN
fbem-9857	166	4	uncertainty	uncertainty	NOUN
fbem-9857	166	5	and	and	CCONJ
fbem-9857	166	6	oil	oil	NOUN
fbem-9857	166	7	futures	future	NOUN
fbem-9857	166	8	volatility	volatility	NOUN
fbem-9857	166	9	prediction	prediction	NOUN
fbem-9857	167	1	[	[	X
fbem-9857	167	2	j	j	X
fbem-9857	167	3	]	]	X
fbem-9857	167	4	finance	finance	NOUN
fbem-9857	167	5	research	research	NOUN
fbem-9857	167	6	letters	letter	NOUN
fbem-9857	167	7	,	,	PUNCT
fbem-9857	167	8	2023	2023	NUM
fbem-9857	167	9	,	,	PUNCT
fbem-9857	167	10	54	54	NUM
fbem-9857	167	11	.	.	PUNCT
fbem-9857	168	1	[	[	X
fbem-9857	168	2	6	6	NUM
fbem-9857	168	3	]	]	PUNCT
fbem-9857	168	4	z.	z.	PROPN
fbem-9857	168	5	c.	c.	PROPN
fbem-9857	168	6	liu	liu	PROPN
fbem-9857	168	7	,	,	PUNCT
fbem-9857	168	8	x	x	PROPN
fbem-9857	168	9	.l	.l	PROPN
fbem-9857	168	10	.	.	PUNCT
fbem-9857	169	1	xu	xu	INTJ
fbem-9857	169	2	,	,	PUNCT
fbem-9857	169	3	y.	y.	PROPN
fbem-9857	169	4	cheng	cheng	PROPN
fbem-9857	169	5	.	.	PUNCT
fbem-9857	170	1	geopolitical	geopolitical	ADJ
fbem-9857	170	2	risk	risk	NOUN
fbem-9857	170	3	of	of	ADP
fbem-9857	170	4	oil	oil	NOUN
fbem-9857	170	5	export	export	NOUN
fbem-9857	170	6	and	and	CCONJ
fbem-9857	170	7	import	import	NOUN
fbem-9857	170	8	countries	country	NOUN
fbem-9857	170	9	and	and	CCONJ
fbem-9857	170	10	oil	oil	NOUN
fbem-9857	170	11	futures	future	NOUN
fbem-9857	170	12	volatility	volatility	NOUN
fbem-9857	170	13	:	:	PUNCT
fbem-9857	170	14	evidence	evidence	NOUN
fbem-9857	170	15	from	from	ADP
fbem-9857	170	16	dynamic	dynamic	ADJ
fbem-9857	170	17	model	model	NOUN
fbem-9857	170	18	average	average	ADJ
fbem-9857	170	19	methods	method	NOUN
fbem-9857	170	20	[	[	X
fbem-9857	170	21	j	j	X
fbem-9857	170	22	]	]	X
fbem-9857	170	23	finance	finance	NOUN
fbem-9857	170	24	research	research	NOUN
fbem-9857	170	25	letters	letter	NOUN
fbem-9857	170	26	,	,	PUNCT
fbem-9857	170	27	2023	2023	NUM
fbem-9857	170	28	,	,	PUNCT
fbem-9857	170	29	54	54	NUM
fbem-9857	170	30	.	.	PUNCT
fbem-9857	171	1	[	[	X
fbem-9857	171	2	7	7	X
fbem-9857	171	3	]	]	X
fbem-9857	171	4	n.	n.	PROPN
fbem-9857	171	5	daniel	daniel	PROPN
fbem-9857	171	6	b.	b.	PROPN
fbem-9857	171	7	conditional	conditional	ADJ
fbem-9857	171	8	heteroskedasticity	heteroskedasticity	NOUN
fbem-9857	171	9	in	in	ADP
fbem-9857	171	10	asset	asset	NOUN
fbem-9857	171	11	returns	return	NOUN
fbem-9857	171	12	:	:	PUNCT
fbem-9857	171	13	a	a	DET
fbem-9857	171	14	new	new	ADJ
fbem-9857	171	15	approach	approach	NOUN
fbem-9857	171	16	[	[	X
fbem-9857	171	17	j	j	X
fbem-9857	171	18	]	]	X
fbem-9857	171	19	econometrica	econometrica	PROPN
fbem-9857	171	20	,	,	PUNCT
fbem-9857	171	21	1991	1991	NUM
fbem-9857	171	22	,	,	PUNCT
fbem-9857	171	23	59	59	NUM
fbem-9857	171	24	(	(	PUNCT
fbem-9857	171	25	2	2	NUM
fbem-9857	171	26	):	):	PUNCT
fbem-9857	171	27	347	347	NUM
fbem-9857	171	28	-	-	SYM
fbem-9857	171	29	370	370	NUM
fbem-9857	171	30	.	.	PUNCT
fbem-9857	172	1	[	[	X
fbem-9857	172	2	8	8	NUM
fbem-9857	172	3	]	]	X
fbem-9857	172	4	a.	a.	NOUN
fbem-9857	172	5	m	m	VERB
fbem-9857	172	6	.a	.a	PROPN
fbem-9857	172	7	.	.	PUNCT
fbem-9857	173	1	awartani	awartani	PROPN
fbem-9857	173	2	,	,	PUNCT
fbem-9857	173	3	v.	v.	ADP
fbem-9857	173	4	corradi	corradi	NOUN
fbem-9857	173	5	.	.	PUNCT
fbem-9857	174	1	predicting	predict	VERB
fbem-9857	174	2	the	the	DET
fbem-9857	174	3	volatility	volatility	NOUN
fbem-9857	174	4	of	of	ADP
fbem-9857	174	5	the	the	DET
fbem-9857	174	6	s&p-500	s&p-500	NUM
fbem-9857	174	7	stock	stock	NOUN
fbem-9857	174	8	index	index	NOUN
fbem-9857	174	9	via	via	ADP
fbem-9857	174	10	garch	garch	NOUN
fbem-9857	174	11	models	model	NOUN
fbem-9857	174	12	:	:	PUNCT
fbem-9857	174	13	the	the	DET
fbem-9857	174	14	role	role	NOUN
fbem-9857	174	15	of	of	ADP
fbem-9857	174	16	asymmetries	asymmetry	NOUN
fbem-9857	174	17	[	[	X
fbem-9857	174	18	j	j	X
fbem-9857	174	19	]	]	X
fbem-9857	174	20	international	international	ADJ
fbem-9857	174	21	journal	journal	NOUN
fbem-9857	174	22	of	of	ADP
fbem-9857	174	23	forecasting	forecasting	NOUN
fbem-9857	174	24	,	,	PUNCT
fbem-9857	174	25	2005	2005	NUM
fbem-9857	174	26	,	,	PUNCT
fbem-9857	174	27	21	21	NUM
fbem-9857	174	28	(	(	PUNCT
fbem-9857	174	29	1	1	NUM
fbem-9857	174	30	):	):	PUNCT
fbem-9857	174	31	167	167	NUM
fbem-9857	174	32	-	-	SYM
fbem-9857	174	33	183	183	NUM
fbem-9857	174	34	.	.	PUNCT
fbem-9857	175	1	[	[	X
fbem-9857	175	2	9	9	NUM
fbem-9857	175	3	]	]	X
fbem-9857	175	4	y.	y.	PROPN
fbem-9857	175	5	lin	lin	PROPN
fbem-9857	175	6	,	,	PUNCT
fbem-9857	175	7	y.	y.	PROPN
fbem-9857	175	8	y.	y.	PROPN
fbem-9857	175	9	yu	yu	PROPN
fbem-9857	175	10	,	,	PUNCT
fbem-9857	175	11	x.	x.	PROPN
fbem-9857	175	12	zhang	zhang	PROPN
fbem-9857	175	13	,	,	PUNCT
fbem-9857	175	14	c.	c.	PROPN
fbem-9857	175	15	y.	y.	PROPN
fbem-9857	175	16	yue	yue	PROPN
fbem-9857	175	17	,	,	PUNCT
fbem-9857	175	18	x.	x.	PROPN
fbem-9857	175	19	liu	liu	PROPN
fbem-9857	175	20	.	.	PUNCT
fbem-9857	176	1	research	research	NOUN
fbem-9857	176	2	on	on	ADP
fbem-9857	176	3	crude	crude	ADJ
fbem-9857	176	4	oil	oil	NOUN
fbem-9857	176	5	futures	future	NOUN
fbem-9857	176	6	price	price	NOUN
fbem-9857	176	7	forecasting	forecasting	NOUN
fbem-9857	176	8	based	base	VERB
fbem-9857	176	9	on	on	ADP
fbem-9857	176	10	error	error	NOUN
fbem-9857	176	11	correction	correction	NOUN
fbem-9857	176	12	and	and	CCONJ
fbem-9857	176	13	deep	deep	ADJ
fbem-9857	176	14	reinforcement	reinforcement	NOUN
fbem-9857	176	15	learning	learning	NOUN
fbem-9857	177	1	[	[	X
fbem-9857	177	2	j	j	X
fbem-9857	177	3	/	/	SYM
fbem-9857	177	4	ol	ol	PROPN
fbem-9857	177	5	]	]	PUNCT
fbem-9857	177	6	.	.	PUNCT
fbem-9857	178	1	system	system	NOUN
fbem-9857	178	2	engineering	engineering	NOUN
fbem-9857	178	3	theory	theory	NOUN
fbem-9857	178	4	and	and	CCONJ
fbem-9857	178	5	practice	practice	NOUN
fbem-9857	178	6	:	:	PUNCT
fbem-9857	178	7	2022	2022	NUM
fbem-9857	178	8	,	,	PUNCT
fbem-9857	178	9	1	1	NUM
fbem-9857	178	10	-	-	SYM
fbem-9857	178	11	20	20	NUM
fbem-9857	178	12	.	.	PUNCT
fbem-9857	179	1	[	[	X
fbem-9857	179	2	10	10	NUM
fbem-9857	179	3	]	]	X
fbem-9857	179	4	y.	y.	PROPN
fbem-9857	179	5	j.	j.	PROPN
fbem-9857	179	6	zhang	zhang	PROPN
fbem-9857	179	7	,	,	PUNCT
fbem-9857	179	8	y.	y.	PROPN
fbem-9857	179	9	d.	d.	PROPN
fbem-9857	179	10	wang	wang	PROPN
fbem-9857	179	11	.	.	PUNCT
fbem-9857	180	1	crude	crude	ADJ
fbem-9857	180	2	oil	oil	NOUN
fbem-9857	180	3	price	price	NOUN
fbem-9857	180	4	forecast	forecast	NOUN
fbem-9857	180	5	:	:	PUNCT
fbem-9857	180	6	research	research	NOUN
fbem-9857	180	7	review	review	NOUN
fbem-9857	180	8	and	and	CCONJ
fbem-9857	180	9	future	future	ADJ
fbem-9857	180	10	prospects	prospect	NOUN
fbem-9857	180	11	in	in	ADP
fbem-9857	180	12	the	the	DET
fbem-9857	180	13	past	past	ADJ
fbem-9857	180	14	30	30	NUM
fbem-9857	180	15	years	year	NOUN
fbem-9857	181	1	[	[	X
fbem-9857	181	2	j	j	X
fbem-9857	181	3	]	]	X
fbem-9857	181	4	.	.	PUNCT
fbem-9857	182	1	journal	journal	PROPN
fbem-9857	182	2	of	of	ADP
fbem-9857	182	3	systems	systems	PROPN
fbem-9857	182	4	management	management	NOUN
fbem-9857	182	5	,	,	PUNCT
fbem-9857	182	6	2022	2022	NUM
fbem-9857	182	7	,	,	PUNCT
fbem-9857	182	8	31	31	NUM
fbem-9857	182	9	(	(	PUNCT
fbem-9857	182	10	06	06	NUM
fbem-9857	182	11	):	):	PUNCT
fbem-9857	182	12	1169	1169	NUM
fbem-9857	182	13	-	-	SYM
fbem-9857	182	14	1189	1189	NUM
fbem-9857	182	15	.	.	PUNCT
fbem-9857	183	1	[	[	X
fbem-9857	183	2	11	11	NUM
fbem-9857	183	3	]	]	PUNCT
fbem-9857	183	4	x.	x.	NOUN
fbem-9857	183	5	zhao	zhao	PROPN
fbem-9857	183	6	,	,	PUNCT
fbem-9857	183	7	x.	x.	PROPN
fbem-9857	183	8	h.	h.	PROPN
fbem-9857	183	9	wang	wang	PROPN
fbem-9857	183	10	,	,	PUNCT
fbem-9857	183	11	m.	m.	NOUN
fbem-9857	183	12	m.	m.	PROPN
fbem-9857	183	13	yang	yang	PROPN
fbem-9857	183	14	.	.	PUNCT
fbem-9857	184	1	ceemdan	ceemdan	PROPN
fbem-9857	184	2	arima	arima	PROPN
fbem-9857	184	3	garch	garch	PROPN
fbem-9857	184	4	model	model	NOUN
fbem-9857	184	5	and	and	CCONJ
fbem-9857	184	6	its	its	PRON
fbem-9857	184	7	application	application	NOUN
fbem-9857	184	8	in	in	ADP
fbem-9857	184	9	international	international	ADJ
fbem-9857	184	10	crude	crude	ADJ
fbem-9857	184	11	oil	oil	NOUN
fbem-9857	184	12	price	price	NOUN
fbem-9857	184	13	forecasting	forecasting	NOUN
fbem-9857	185	1	[	[	X
fbem-9857	185	2	j	j	X
fbem-9857	185	3	]	]	X
fbem-9857	185	4	.	.	PUNCT
fbem-9857	186	1	journal	journal	PROPN
fbem-9857	186	2	of	of	ADP
fbem-9857	186	3	xi'an	xi'an	PROPN
fbem-9857	186	4	university	university	PROPN
fbem-9857	186	5	of	of	ADP
fbem-9857	186	6	petroleum	petroleum	NOUN
fbem-9857	186	7	(	(	PUNCT
fbem-9857	186	8	social	social	ADJ
fbem-9857	186	9	science	science	NOUN
fbem-9857	186	10	edition	edition	PROPN
fbem-9857	186	11	)	)	PUNCT
fbem-9857	186	12	,	,	PUNCT
fbem-9857	186	13	2022	2022	NUM
fbem-9857	186	14	,	,	PUNCT
fbem-9857	186	15	31	31	NUM
fbem-9857	186	16	(	(	PUNCT
fbem-9857	186	17	06	06	NUM
fbem-9857	186	18	):	):	PUNCT
fbem-9857	186	19	1	1	NUM
fbem-9857	186	20	-	-	SYM
fbem-9857	186	21	10	10	NUM
fbem-9857	186	22	+	+	NOUN
fbem-9857	186	23	55	55	NUM
fbem-9857	186	24	.	.	PUNCT
fbem-9857	187	1	[	[	X
fbem-9857	187	2	12	12	NUM
fbem-9857	187	3	]	]	X
fbem-9857	187	4	y.	y.	PROPN
fbem-9857	187	5	j.	j.	PROPN
fbem-9857	187	6	zhang	zhang	PROPN
fbem-9857	187	7	,	,	PUNCT
fbem-9857	187	8	y.	y.	PROPN
fbem-9857	187	9	fan	fan	PROPN
fbem-9857	187	10	,	,	PUNCT
fbem-9857	187	11	y.	y.	PROPN
fbem-9857	187	12	m.	m.	PROPN
fbem-9857	187	13	wei	wei	PROPN
fbem-9857	187	14	.	.	PUNCT
fbem-9857	188	1	research	research	NOUN
fbem-9857	188	2	on	on	ADP
fbem-9857	188	3	the	the	DET
fbem-9857	188	4	fluctuation	fluctuation	NOUN
fbem-9857	188	5	characteristics	characteristic	NOUN
fbem-9857	188	6	of	of	ADP
fbem-9857	188	7	crude	crude	ADJ
fbem-9857	188	8	oil	oil	NOUN
fbem-9857	188	9	prices	price	NOUN
fbem-9857	188	10	in	in	ADP
fbem-9857	188	11	china	china	PROPN
fbem-9857	188	12	based	base	VERB
fbem-9857	188	13	on	on	ADP
fbem-9857	188	14	ged	ge	VERB
fbem-9857	188	15	garch	garch	NOUN
fbem-9857	188	16	model	model	NOUN
fbem-9857	189	1	[	[	X
fbem-9857	189	2	j	j	X
fbem-9857	189	3	]	]	X
fbem-9857	189	4	.	.	PUNCT
fbem-9857	190	1	mathematical	mathematical	ADJ
fbem-9857	190	2	statistics	statistic	NOUN
fbem-9857	190	3	and	and	CCONJ
fbem-9857	190	4	management	management	NOUN
fbem-9857	190	5	,	,	PUNCT
fbem-9857	190	6	2007	2007	NUM
fbem-9857	190	7	(	(	PUNCT
fbem-9857	190	8	3	3	NUM
fbem-9857	190	9	):	):	PUNCT
fbem-9857	190	10	398	398	NUM
fbem-9857	190	11	-	-	NUM
fbem-9857	190	12	406	406	NUM
fbem-9857	190	13	.	.	PUNCT
fbem-9857	191	1	[	[	X
fbem-9857	191	2	13	13	NUM
fbem-9857	191	3	]	]	PUNCT
fbem-9857	191	4	h.	h.	PROPN
fbem-9857	191	5	liu	liu	PROPN
fbem-9857	191	6	.	.	PUNCT
fbem-9857	192	1	empirical	empirical	ADJ
fbem-9857	192	2	study	study	NOUN
fbem-9857	192	3	on	on	ADP
fbem-9857	192	4	price	price	NOUN
fbem-9857	192	5	fluctuation	fluctuation	NOUN
fbem-9857	192	6	of	of	ADP
fbem-9857	192	7	oil	oil	NOUN
fbem-9857	192	8	futures	future	NOUN
fbem-9857	192	9	comparison	comparison	NOUN
fbem-9857	192	10	of	of	ADP
fbem-9857	192	11	price	price	NOUN
fbem-9857	192	12	fluctuation	fluctuation	NOUN
fbem-9857	192	13	of	of	ADP
fbem-9857	192	14	oil	oil	NOUN
fbem-9857	192	15	futures	future	NOUN
fbem-9857	192	16	in	in	ADP
fbem-9857	192	17	shanghai	shanghai	PROPN
fbem-9857	192	18	,	,	PUNCT
fbem-9857	192	19	new	new	PROPN
fbem-9857	192	20	york	york	PROPN
fbem-9857	192	21	and	and	CCONJ
fbem-9857	192	22	london	london	PROPN
fbem-9857	193	1	[	[	X
fbem-9857	193	2	j	j	X
fbem-9857	193	3	]	]	X
fbem-9857	193	4	.	.	PUNCT
fbem-9857	194	1	price	price	NOUN
fbem-9857	194	2	theory	theory	NOUN
fbem-9857	194	3	and	and	CCONJ
fbem-9857	194	4	practice	practice	NOUN
fbem-9857	194	5	,	,	PUNCT
fbem-9857	194	6	2009	2009	NUM
fbem-9857	194	7	(	(	PUNCT
fbem-9857	194	8	09	09	NUM
fbem-9857	194	9	):	):	PUNCT
fbem-9857	194	10	57	57	NUM
fbem-9857	194	11	-	-	SYM
fbem-9857	194	12	58	58	NUM
fbem-9857	194	13	.	.	PUNCT
fbem-9857	195	1	[	[	X
fbem-9857	195	2	14	14	NUM
fbem-9857	195	3	]	]	X
fbem-9857	195	4	h.	h.	PROPN
fbem-9857	195	5	h.	h.	PROPN
fbem-9857	195	6	kou	kou	PROPN
fbem-9857	195	7	,	,	PUNCT
fbem-9857	195	8	j.	j.	PROPN
fbem-9857	195	9	chai	chai	PROPN
fbem-9857	195	10	,	,	PUNCT
fbem-9857	195	11	j.	j.	PROPN
fbem-9857	195	12	l.	l.	PROPN
fbem-9857	195	13	zheng	zheng	PROPN
fbem-9857	195	14	,	,	PUNCT
fbem-9857	195	15	s.	s.	PROPN
fbem-9857	195	16	l.	l.	PROPN
fbem-9857	195	17	sun	sun	PROPN
fbem-9857	195	18	.	.	PUNCT
fbem-9857	196	1	does	do	AUX
fbem-9857	196	2	the	the	DET
fbem-9857	196	3	shanghai	shanghai	PROPN
fbem-9857	196	4	crude	crude	PROPN
fbem-9857	196	5	oil	oil	NOUN
fbem-9857	196	6	futures	future	NOUN
fbem-9857	196	7	market	market	NOUN
fbem-9857	196	8	play	play	VERB
fbem-9857	196	9	a	a	DET
fbem-9857	196	10	role	role	NOUN
fbem-9857	196	11	in	in	ADP
fbem-9857	196	12	stabilizing	stabilize	VERB
fbem-9857	196	13	china	china	PROPN
fbem-9857	196	14	's	's	PART
fbem-9857	196	15	stock	stock	NOUN
fbem-9857	196	16	market	market	NOUN
fbem-9857	196	17	?	?	PUNCT
fbem-9857	197	1	[	[	X
fbem-9857	197	2	j	j	X
fbem-9857	197	3	]	]	X
fbem-9857	197	4	china	china	PROPN
fbem-9857	197	5	management	management	PROPN
fbem-9857	197	6	science	science	NOUN
fbem-9857	197	7	,	,	PUNCT
fbem-9857	197	8	2022	2022	NUM
fbem-9857	197	9	,	,	PUNCT
fbem-9857	197	10	30	30	NUM
fbem-9857	197	11	(	(	PUNCT
fbem-9857	197	12	11	11	NUM
fbem-9857	197	13	):	):	PUNCT
fbem-9857	197	14	20	20	NUM
fbem-9857	197	15	-	-	SYM
fbem-9857	197	16	30	30	NUM
fbem-9857	197	17	.	.	PUNCT
fbem-9857	198	1	[	[	X
fbem-9857	198	2	15	15	NUM
fbem-9857	198	3	]	]	X
fbem-9857	198	4	z.	z.	PROPN
fbem-9857	198	5	li	li	PROPN
fbem-9857	198	6	,	,	PUNCT
fbem-9857	198	7	q.	q.	PROPN
fbem-9857	198	8	shi	shi	PROPN
fbem-9857	198	9	,	,	PUNCT
fbem-9857	198	10	l.	l.	PROPN
fbem-9857	198	11	bu	bu	PROPN
fbem-9857	198	12	.	.	PROPN
fbem-9857	198	13	is	be	AUX
fbem-9857	198	14	geopolitical	geopolitical	ADJ
fbem-9857	198	15	risk	risk	NOUN
fbem-9857	198	16	a	a	DET
fbem-9857	198	17	factor	factor	NOUN
fbem-9857	198	18	affecting	affect	VERB
fbem-9857	198	19	the	the	DET
fbem-9857	198	20	fluctuation	fluctuation	NOUN
fbem-9857	198	21	of	of	ADP
fbem-9857	198	22	international	international	ADJ
fbem-9857	198	23	crude	crude	ADJ
fbem-9857	198	24	oil	oil	NOUN
fbem-9857	198	25	prices	price	NOUN
fbem-9857	198	26	analysis	analysis	NOUN
fbem-9857	198	27	based	base	VERB
fbem-9857	198	28	on	on	ADP
fbem-9857	198	29	garch	garch	NOUN
fbem-9857	198	30	midas	midas	PROPN
fbem-9857	198	31	model	model	NOUN
fbem-9857	199	1	[	[	X
fbem-9857	199	2	j	j	X
fbem-9857	199	3	]	]	X
fbem-9857	199	4	.	.	PUNCT
fbem-9857	200	1	world	world	PROPN
fbem-9857	200	2	economic	economic	ADJ
fbem-9857	200	3	research	research	NOUN
fbem-9857	200	4	,	,	PUNCT
fbem-9857	200	5	2021	2021	NUM
fbem-9857	200	6	,	,	PUNCT
fbem-9857	200	7	(	(	PUNCT
fbem-9857	200	8	11	11	NUM
fbem-9857	200	9	):	):	PUNCT
fbem-9857	200	10	18	18	NUM
fbem-9857	200	11	-	-	SYM
fbem-9857	200	12	32	32	NUM
fbem-9857	200	13	+	+	NUM
fbem-9857	200	14	135	135	NUM
fbem-9857	200	15	.	.	PUNCT
fbem-9857	201	1	[	[	X
fbem-9857	201	2	16	16	NUM
fbem-9857	201	3	]	]	PUNCT
fbem-9857	201	4	l.	l.	PROPN
fbem-9857	201	5	n.	n.	PROPN
fbem-9857	201	6	chen	chen	PROPN
fbem-9857	201	7	,	,	PUNCT
fbem-9857	201	8	j.	j.	PROPN
fbem-9857	201	9	k.	k.	PROPN
fbem-9857	201	10	huang	huang	PROPN
fbem-9857	201	11	.	.	PUNCT
fbem-9857	202	1	empirical	empirical	ADJ
fbem-9857	202	2	study	study	NOUN
fbem-9857	202	3	on	on	ADP
fbem-9857	202	4	volatility	volatility	NOUN
fbem-9857	202	5	asymmetry	asymmetry	NOUN
fbem-9857	202	6	in	in	ADP
fbem-9857	202	7	china	china	PROPN
fbem-9857	202	8	's	's	PART
fbem-9857	202	9	stock	stock	NOUN
fbem-9857	202	10	market	market	NOUN
fbem-9857	203	1	[	[	X
fbem-9857	203	2	j	j	X
fbem-9857	203	3	]	]	X
fbem-9857	203	4	.	.	PUNCT
fbem-9857	204	1	financial	financial	ADJ
fbem-9857	204	2	research	research	NOUN
fbem-9857	204	3	,	,	PUNCT
fbem-9857	204	4	2002	2002	NUM
fbem-9857	204	5	(	(	PUNCT
fbem-9857	204	6	5	5	NUM
fbem-9857	204	7	):	):	PUNCT
fbem-9857	204	8	67	67	NUM
fbem-9857	204	9	-	-	SYM
fbem-9857	204	10	73	73	NUM
fbem-9857	204	11	.	.	PUNCT
fbem-9857	205	1	[	[	X
fbem-9857	205	2	17	17	NUM
fbem-9857	205	3	]	]	PUNCT
fbem-9857	205	4	h.	h.	PROPN
fbem-9857	205	5	w.	w.	PROPN
fbem-9857	205	6	niu	niu	PROPN
fbem-9857	205	7	,	,	PUNCT
fbem-9857	205	8	z.	z.	PROPN
fbem-9857	205	9	xu	xu	PROPN
fbem-9857	205	10	.	.	PUNCT
fbem-9857	206	1	research	research	NOUN
fbem-9857	206	2	on	on	ADP
fbem-9857	206	3	the	the	DET
fbem-9857	206	4	impact	impact	NOUN
fbem-9857	206	5	of	of	ADP
fbem-9857	206	6	shanghai	shanghai	PROPN
fbem-9857	206	7	crude	crude	PROPN
fbem-9857	206	8	oil	oil	NOUN
fbem-9857	206	9	futures	future	NOUN
fbem-9857	206	10	on	on	ADP
fbem-9857	206	11	spot	spot	NOUN
fbem-9857	206	12	market	market	NOUN
fbem-9857	206	13	price	price	NOUN
fbem-9857	206	14	volatility	volatility	NOUN
fbem-9857	207	1	[	[	X
fbem-9857	207	2	j	j	X
fbem-9857	207	3	]	]	X
fbem-9857	207	4	.	.	PUNCT
fbem-9857	208	1	price	price	NOUN
fbem-9857	208	2	theory	theory	NOUN
fbem-9857	208	3	and	and	CCONJ
fbem-9857	208	4	practice	practice	NOUN
fbem-9857	208	5	,	,	PUNCT
fbem-9857	208	6	2020	2020	NUM
fbem-9857	208	7	(	(	PUNCT
fbem-9857	208	8	2	2	NUM
fbem-9857	208	9	):	):	PUNCT
fbem-9857	208	10	107	107	NUM
fbem-9857	208	11	-	-	SYM
fbem-9857	208	12	110	110	NUM
fbem-9857	208	13	.	.	PUNCT
fbem-9857	209	1	33	33	NUM
fbem-9857	210	1	[	[	SYM
fbem-9857	210	2	18	18	NUM
fbem-9857	210	3	]	]	PUNCT
fbem-9857	210	4	p.	p.	PROPN
fbem-9857	210	5	w.	w.	PROPN
fbem-9857	210	6	wang	wang	PROPN
fbem-9857	210	7	.	.	PUNCT
fbem-9857	211	1	research	research	NOUN
fbem-9857	211	2	on	on	ADP
fbem-9857	211	3	china	china	PROPN
fbem-9857	211	4	's	's	PART
fbem-9857	211	5	stock	stock	NOUN
fbem-9857	211	6	price	price	NOUN
fbem-9857	211	7	volatility	volatility	NOUN
fbem-9857	211	8	based	base	VERB
fbem-9857	211	9	on	on	ADP
fbem-9857	211	10	asymmetric	asymmetric	ADJ
fbem-9857	211	11	garch	garch	NOUN
fbem-9857	211	12	like	like	ADP
fbem-9857	211	13	models	model	NOUN
fbem-9857	212	1	[	[	X
fbem-9857	212	2	j	j	X
fbem-9857	212	3	]	]	X
fbem-9857	212	4	.	.	PUNCT
fbem-9857	213	1	statistics	statistic	NOUN
fbem-9857	213	2	and	and	CCONJ
fbem-9857	213	3	decision	decision	NOUN
fbem-9857	213	4	-	-	PUNCT
fbem-9857	213	5	making	making	NOUN
fbem-9857	213	6	,	,	PUNCT
fbem-9857	213	7	2020	2020	NUM
fbem-9857	213	8	,	,	PUNCT
fbem-9857	213	9	36	36	NUM
fbem-9857	213	10	(	(	PUNCT
fbem-9857	213	11	22	22	NUM
fbem-9857	213	12	):	):	PUNCT
fbem-9857	213	13	152	152	NUM
fbem-9857	213	14	-	-	SYM
fbem-9857	213	15	155	155	NUM
fbem-9857	213	16	.	.	PUNCT
fbem-9857	214	1	[	[	X
fbem-9857	214	2	19	19	NUM
fbem-9857	214	3	]	]	PUNCT
fbem-9857	214	4	s.	s.	PROPN
fbem-9857	214	5	j.	j.	PROPN
fbem-9857	214	6	zhang	zhang	PROPN
fbem-9857	214	7	.	.	PUNCT
fbem-9857	215	1	research	research	NOUN
fbem-9857	215	2	on	on	ADP
fbem-9857	215	3	leverage	leverage	NOUN
fbem-9857	215	4	effect	effect	NOUN
fbem-9857	215	5	of	of	ADP
fbem-9857	215	6	capital	capital	NOUN
fbem-9857	215	7	market	market	NOUN
fbem-9857	215	8	volatility	volatility	NOUN
fbem-9857	215	9	in	in	ADP
fbem-9857	215	10	china	china	PROPN
fbem-9857	215	11	based	base	VERB
fbem-9857	215	12	on	on	ADP
fbem-9857	215	13	asymmetric	asymmetric	ADJ
fbem-9857	215	14	garch	garch	NOUN
fbem-9857	215	15	family	family	NOUN
fbem-9857	215	16	model	model	NOUN
fbem-9857	216	1	[	[	X
fbem-9857	216	2	j	j	X
fbem-9857	216	3	]	]	X
fbem-9857	216	4	.	.	PUNCT
fbem-9857	217	1	regional	regional	ADJ
fbem-9857	217	2	financial	financial	ADJ
fbem-9857	217	3	research	research	NOUN
fbem-9857	217	4	,	,	PUNCT
fbem-9857	217	5	2020	2020	NUM
fbem-9857	217	6	(	(	PUNCT
fbem-9857	217	7	12	12	NUM
fbem-9857	217	8	):	):	PUNCT
fbem-9857	217	9	12	12	NUM
fbem-9857	217	10	-	-	SYM
fbem-9857	217	11	17	17	NUM
fbem-9857	217	12	.	.	PUNCT
fbem-9857	218	1	[	[	X
fbem-9857	218	2	20	20	NUM
fbem-9857	218	3	]	]	PUNCT
fbem-9857	218	4	b.	b.	PROPN
fbem-9857	218	5	c.	c.	PROPN
fbem-9857	218	6	guo	guo	PROPN
fbem-9857	218	7	,	,	PUNCT
fbem-9857	218	8	l.	l.	PROPN
fbem-9857	218	9	xiang	xiang	PROPN
fbem-9857	218	10	.	.	PUNCT
fbem-9857	219	1	volatility	volatility	NOUN
fbem-9857	219	2	prediction	prediction	NOUN
fbem-9857	219	3	and	and	CCONJ
fbem-9857	219	4	risk	risk	NOUN
fbem-9857	219	5	measurement	measurement	NOUN
fbem-9857	219	6	of	of	ADP
fbem-9857	219	7	egarch	egarch	NOUN
fbem-9857	219	8	model	model	NOUN
fbem-9857	219	9	based	base	VERB
fbem-9857	219	10	on	on	ADP
fbem-9857	219	11	jump	jump	NOUN
fbem-9857	219	12	,	,	PUNCT
fbem-9857	219	13	good	good	ADJ
fbem-9857	219	14	and	and	CCONJ
fbem-9857	219	15	bad	bad	ADJ
fbem-9857	219	16	volatility	volatility	NOUN
fbem-9857	219	17	mixing	mix	VERB
fbem-9857	219	18	[	[	X
fbem-9857	219	19	j	j	X
fbem-9857	219	20	]	]	X
fbem-9857	219	21	.	.	PUNCT
fbem-9857	220	1	business	business	NOUN
fbem-9857	220	2	economics	economic	NOUN
fbem-9857	220	3	and	and	CCONJ
fbem-9857	220	4	management	management	NOUN
fbem-9857	220	5	,	,	PUNCT
fbem-9857	220	6	2022	2022	NUM
fbem-9857	220	7	(	(	PUNCT
fbem-9857	220	8	05	05	NUM
fbem-9857	220	9	):	):	PUNCT
fbem-9857	220	10	79	79	NUM
fbem-9857	220	11	-	-	SYM
fbem-9857	220	12	97	97	NUM
fbem-9857	220	13	.	.	PUNCT
fbem-9857	221	1	[	[	X
fbem-9857	221	2	21	21	NUM
fbem-9857	221	3	]	]	X
fbem-9857	221	4	l.	l.	PROPN
fbem-9857	221	5	t.	t.	PROPN
fbem-9857	221	6	zhao	zhao	PROPN
fbem-9857	221	7	,	,	PUNCT
fbem-9857	221	8	f.	f.	PROPN
fbem-9857	221	9	r.	r.	PROPN
fbem-9857	221	10	li	li	PROPN
fbem-9857	221	11	,	,	PUNCT
fbem-9857	221	12	z.	z.	PROPN
fbem-9857	221	13	y.	y.	PROPN
fbem-9857	221	14	li	li	PROPN
fbem-9857	221	15	,	,	PUNCT
fbem-9857	221	16	t.	t.	PROPN
fbem-9857	221	17	huang	huang	PROPN
fbem-9857	221	18	,	,	PUNCT
fbem-9857	221	19	q.y	q.y	PROPN
fbem-9857	221	20	.	.	PROPN
fbem-9857	221	21	gu	gu	PROPN
fbem-9857	221	22	.	.	PUNCT
fbem-9857	221	23	analysis	analysis	NOUN
fbem-9857	221	24	and	and	CCONJ
fbem-9857	221	25	trend	trend	NOUN
fbem-9857	221	26	forecast	forecast	NOUN
fbem-9857	221	27	of	of	ADP
fbem-9857	221	28	international	international	ADJ
fbem-9857	221	29	crude	crude	ADJ
fbem-9857	221	30	oil	oil	NOUN
fbem-9857	221	31	prices	price	NOUN
fbem-9857	221	32	in	in	ADP
fbem-9857	221	33	2023	2023	NUM
fbem-9857	221	34	[	[	X
fbem-9857	221	35	j	j	X
fbem-9857	221	36	]	]	X
fbem-9857	221	37	journal	journal	PROPN
fbem-9857	221	38	of	of	ADP
fbem-9857	221	39	beijing	beijing	PROPN
fbem-9857	221	40	university	university	PROPN
fbem-9857	221	41	of	of	ADP
fbem-9857	221	42	technology	technology	NOUN
fbem-9857	221	43	(	(	PUNCT
fbem-9857	221	44	social	social	ADJ
fbem-9857	221	45	sciences	science	NOUN
fbem-9857	221	46	edition	edition	NOUN
fbem-9857	221	47	)	)	PUNCT
fbem-9857	221	48	,	,	PUNCT
fbem-9857	221	49	2023.25	2023.25	NUM
fbem-9857	221	50	(	(	PUNCT
fbem-9857	221	51	02	02	NUM
fbem-9857	221	52	):	):	PUNCT
fbem-9857	221	53	24	24	NUM
fbem-9857	221	54	-	-	SYM
fbem-9857	221	55	27	27	NUM
fbem-9857	221	56	+	+	SYM
fbem-9857	221	57	44	44	NUM
fbem-9857	221	58	.	.	PUNCT