Do commodity futures have a steering effect on the spot stock market in China? : new evidence from volatility forecasting
Fei Lu, Feng Ma, Elie Bouri, Yin Liao
| Year of publication: |
2024
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| Authors: | Lu, Fei ; Ma, Feng ; Bouri, Elie ; Liao, Yin |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier Science, ISSN 1057-5219, ZDB-ID 2029229-6. - Vol. 94.2024, Art.-No. 103262, p. 1-16
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| Subject: | Commodity futures volatility | Economic policy uncertainty | Emerging market | Investor sentiment | Stock market volatility | Volatilität | Volatility | China | Rohstoffderivat | Commodity derivative | Aktienmarkt | Stock market | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | ARCH-Modell | ARCH model | Anlageverhalten | Behavioural finance |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2024.103262 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014543949