, Impulse Response Function and Volatility Impulse Response Function indicate that there exists a significant bidirectional … more dominant role in the price discovery process. Besides, Volatility Impulse Response Function also shows a higher …

This article investigates price transmission mechanism and volatility impact between Chinese cornstarch futures market … price and corn futures price. The launch of cornstarch futures market can slightly reduce volatility of domestic corn …

The primary purpose of the paper is to analyze the conditional correlations, conditional covariances, and co-volatility … spillovers between international crude oil and associated financial markets. The paper investigates co-volatility spillovers … (namely, the delayed effect of a returns shock in one physical or financial asset on the subsequent volatility or co-volatility …