Dynamic price discovery in China's thermal coal future market
Year of publication: |
2021
|
---|---|
Authors: | Yan, Zhipeng ; Li, Shenghong ; Zhao, Gongmin ; Zhou, Juanmei |
Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 28.2021, 4, p. 255-259
|
Subject: | Bekk-GARCH | Dynamic price discovery | MIS model | thermal coal future | Kohle | Coal | China | Kohlenmarkt | Coal market | Derivat | Derivative | Börsenkurs | Share price | Rohstoffderivat | Commodity derivative |
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