Dynamics of volatility transmission between the U.S. and the Chinese agricultural futures markets
Huayun Jiang, Neda Todorova, Eduardo Roca, Jen-Je Su
| Year of publication: |
Jul-Aug 2017
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| Authors: | Jiang, Huayun ; Todorova, Neda ; Roca, Eduardo ; Su, Jen-je |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 49.2017, 34/36, p. 3435-3452
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| Subject: | HAR model | volatility spillovers | agricultural commodities futures | U.S. | China | Volatilität | Volatility | USA | United States | Rohstoffderivat | Commodity derivative | ARCH-Modell | ARCH model | Spillover-Effekt | Spillover effect | Agrarprodukt | Agricultural product | Landwirtschaft | Agriculture |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2016.1262517 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011774968