What leads to the changes of volatility spillover effect between Chinese and American soybean futures markets?
Yubin Wang, Xiaoyang Wang, Jianhe Liu, Mingyuan Xu, and Yuanfang Zang
| Year of publication: |
2023
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| Authors: | Wang, Yubin ; Wang, Xiaoyang ; Liu, Bruce Jianhe ; Xu, Mingyuan ; Zang, Yuanfang |
| Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 59.2023, 8, p. 2533-2547
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| Subject: | Copula | soybean futures | structural changes | volatility spillover | Volatilität | Volatility | Sojabohne | Soybean | Spillover-Effekt | Spillover effect | China | Rohstoffderivat | Commodity derivative | ARCH-Modell | ARCH model | Strukturwandel | Structural change |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2023.2186172 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014321005