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The growth of cryptocurrency mining in China, still heavily reliant on coal as a fuel for electricity generation, raises natural questions on the inter-relatedness of coal and crypto prices and volatilities. We investigate this, and the safety and thus supply stability of domestic Chinese coal...
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Chinese oil futures products were created in 2018, and have since presented an alternative, regional exchange through which to invest. This research tests for evidence of developing market maturity during the time since the market was established, specifically focusing on static and time-varying...
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In this paper, we investigate both constant and time-varying hedge ratios in terms of the effectiveness of CSI300 index futures during the COVID-19 crisis. Using naïve, OLS and EC/ROLS strategies to estimate constant hedge ratios, results indicate that the CSI300 spot index presents decreased...
Persistent link: https://www.econbiz.de/10013302716
The circumstances surrounding the outbreak of the COVID-19 pandemic have generated substantial international political strain as governments attempt to mitigate the widespread associated social and economic repercussions. One theory has focused on the potential for Chinese informational...
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The circumstances surrounding the outbreak of the COVID-19 pandemic have generated substantial international political strain as governments attempt to mitigate the widespread associated social and economic repercussions. One theory has focused on the potential for Chinese informational...
Persistent link: https://www.econbiz.de/10012831702
Utilising Chinese-developed data based on long-standing influenza indices and the more recently-developed coronavirus and face-mask indices, we set out to test for the presence of volatility spillovers from Chinese financial markets during the outbreak of the COVID-19 pandemic upon a broad...
Persistent link: https://www.econbiz.de/10012832216