High-frequency volatility connectedness between the US crude oil market and China's agricultural commodity markets
Year of publication: |
October 2018
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Authors: | Luo, Jiawen ; Ji, Qiang |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 76.2018, p. 424-438
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Subject: | Agricultural commodity futures | HAR model | High frequency | Oil price | Volatility connectedness | Volatilität | Volatility | Ölpreis | Rohstoffderivat | Commodity derivative | China | Welt | World | Ölmarkt | Oil market | Agrarpreis | Agricultural price | Rohstoffmarkt | Commodity market |
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