Cross-border and cross-commodity volatility spillover effects of Chinese soybean futures
Year of publication: |
2023
|
---|---|
Authors: | Qin, Sisi ; Lau, Wee-Yeap |
Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 43.2023, 12, p. 1836-1852
|
Subject: | cross-border | cross-commodity | soybean-related futures | volatility spillovers | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Sojabohne | Soybean | China | Rohstoffderivat | Commodity derivative |
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