Extreme connectedness across Chinese stock and commodity futures markets
Year of publication: |
2024
|
---|---|
Authors: | Mensi, Walid ; Ahmadian-Yazdi, Farzaneh ; Al Kharusi, Sami ; Roudari, Soheil ; Kang, Sang Hoon |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 2165501-7. - Vol. 70.2024, 1, Art.-No. 102299, p. 1-28
|
Subject: | Chinese stock market | Commodity | hedging cost | quantile | spillover | China | Aktienmarkt | Stock market | Hedging | Rohstoffderivat | Commodity derivative | Warenbörse | Commodity exchange | Spillover-Effekt | Spillover effect | Volatilität | Volatility |
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