Connectedness and risk spillover in China's commodity futures sectors
Jun Long, Xianghui Yuan, Liwei Jin, Chencheng Zhao
| Year of publication: |
2024
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|---|---|
| Authors: | Long, Jun ; Yuan, Xianghui ; Jin, Liwei ; Zhao, Chencheng |
| Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 44.2024, 5, p. 784-802
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| Subject: | commodity market | connectedness | contagion | risk spillover | China | Spillover-Effekt | Spillover effect | Rohstoffderivat | Commodity derivative | Rohstoffmarkt | Commodity market | Risiko | Risk | Ansteckungseffekt | Contagion effect | Welt | World | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22489 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014536684