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The impact of the Russia-Ukraine conflict on the extreme risk spillovers between agricultural futures and spots
Zhou, Wei-Xing; Dai, Yun-Shi; Duong, Kiet Tuan; Dai, … - In: Journal of economic behavior & organization 217 (2024), pp. 91-111
Persistent link: https://www.econbiz.de/10014552743
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Uncovering the Sino-US dynamic risk spillovers effects : evidence from agricultural futures markets
Zhu, Han-Yu; Dai, Peng-Fei; Zhou, Wei-Xing - In: The journal of futures markets 44 (2024) 12, pp. 1888-1910
Persistent link: https://www.econbiz.de/10015110748
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Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets
Dai, Yun-Shi; Dai, Peng-Fei; Zhou, Wei-Xing - In: Journal of international financial markets, … 88 (2023), pp. 1-24
Persistent link: https://www.econbiz.de/10014482970