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Study on extreme risk measurement of Chinese soybean futures market : VaR based on GARCH model
Li, Ganqiong; Xu, Shiwei; Wang, Shengwei; Yu, Haipeng - In: Proceedings of 2013 world agricultural outlook conference, (pp. 161-171). 2014
Persistent link: https://www.econbiz.de/10010416299
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Contemporaneous and asymmetric properties in the price-volume relationships in China’s agricultural futures markets
He, Ling-yan; Yang, Sheng; Xie, Wen-si; Han, Zhi-hong - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 148-166
Persistent link: https://www.econbiz.de/10010403272
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The impact of US macroeconomic news announcements on Chinese commodity futures
Cai, Haidong; Ahmed, Shamim; Jiang, Ying; Liu, Xiaoquan - In: Quantitative finance 20 (2020) 12, pp. 1927-1966
Persistent link: https://www.econbiz.de/10012313529
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Petroleum market volatility tracker in China
Bian, Huabin; Hua, Renhai; Liu, Qingfu; Zhang, Ping - In: The journal of futures markets 42 (2022) 11, pp. 2022-2040
Persistent link: https://www.econbiz.de/10013465839
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The impact of COVID-19 on the interdependence between US and Chinese oil futures markets
Zhang, Yongmin; Ding, Shusheng; Shi, Haili - In: The journal of futures markets 42 (2022) 11, pp. 2041-2052
Persistent link: https://www.econbiz.de/10013465862