Dynamic price discovery process of Chinese agricultural futures markets : an empirical study based on the rolling window approach
Yuanyuan Xu, Fanghui Pan, Chuanmei Wang and Jian Li
| Year of publication: |
2019
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|---|---|
| Authors: | Xu, Yuanyuan ; Pan, Fanghui ; Wang, Chuanmei ; Li, Jian |
| Published in: |
Journal of agricultural and applied economics : JAEE. - Cambridge : Cambridge Univ. Press, ISSN 2056-7405, ZDB-ID 2141115-3. - Vol. 51.2019, 4, p. 664-681
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| Subject: | Agricultural futures market | China | dynamic transmission effect | price discovery | rolling cointegration | time-varying characteristics | Kointegration | Cointegration | Rohstoffderivat | Commodity derivative | Börsenkurs | Share price | Derivat | Derivative | Volatilität | Volatility |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/aae.2019.23 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012268878