Over the past three decades, people׳s living standard in China has been greatly improved, accompanied by the rapid increasing building energy consumption. Rural building energy consumption has become one of the most important parts of the total energy consumption in China, which deserves to be...

Purpose – The purpose of this paper is to investigate the short-run return and volatility spill-overs across three major international copper futures markets: London Metal Exchange (LME), New York Mercantile Exchange (NYMEX), and Shanghai Futures Exchange (SHFE). Design/methodology/approach...

Women are an important mainstay of agricultural production in China, though their access to land is characterized by even greater ambiguity than that of their male counterparts. As part of its path toward liberalization, China undertook agricultural land management policy reforms that were aimed...

The transitional economy in China has its own unique growth mode. Typical characteristics are sustainable high savings and high investment rates. This article explains the foundation of such a growth mode from the perspective of labor transfer. We believe that the continuous transfer of surplus...

This paper evaluates different hedging strategies for aluminum and copper futures contracts traded at Shanghai Futures Exchange. In addition to usual candidates such as the traditional regression hedge ratio and the hedging strategy constructed from bivariate fractionally integrated generalized...

The dynamic minimum variance hedge ratios (MVHRs) have been commonly estimated using the Bivariate GARCH model that overlooks the basis effect on the time-varying variance-covariance of spot and futures returns. This paper proposes an alternative specification of the BGARCH model in which the...

We present a class of collaboration networks, named cross-talk network of China (CTNC), in which two players are considered connected if they have performed one or more comic dialogues together. We study a variety of statistical properties of our networks, including degree distribution,...

This paper analyzes intraday interdependence of returns and trades between Chinese equity and warrants markets based on a vector autoregression framework proposed by Chan et al. (2002). We find that both stock and warrant trades contain useful information for revealing quotes in the stock and...