Pass-through from temperature intervals to China's commodity futures' interval-valued returns : evidence from the varying-coefficient ITS model
Dan Wu, Xingyu Dai, Ruikun Zhao, Yaru Cao, Qunwei Wang
| Year of publication: |
2023
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|---|---|
| Authors: | Wu, Dan ; Dai, Xingyu ; Zhao, Ruikun ; Cao, Yaru ; Wang, Qunwei |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 58.2023, 1, p. 1-7
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| Subject: | Commodity futures | Interval-valued time series | Spillover effect | Temperature | Varying-coefficient model | China | Rohstoffderivat | Commodity derivative | Zeitreihenanalyse | Time series analysis | Spillover-Effekt | Wetter | Weather |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.104289 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014580495