Do commodity futures have a steering effect on the spot stock market in China? : new evidence from volatility forecasting
Fei Lu, Feng Ma, Elie Bouri, Yin Liao
| Year of publication: |
2024
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|---|---|
| Authors: | Lu, Fei ; Ma, Feng ; Bouri, Elie ; Liao, Yin |
| Subject: | Commodity futures volatility | Economic policy uncertainty | Emerging market | Investor sentiment | Stock market volatility | Volatilität | Volatility | China | Rohstoffderivat | Commodity derivative | Aktienmarkt | Stock market | Börsenkurs | Share price | Anlageverhalten | Behavioural finance | Wirtschaftspolitik | Economic policy | Prognoseverfahren | Forecasting model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2024.103262 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014543949