Price discovery and volatility spillover in spot and futures markets : evidences from steel-related commodities in China
Kyoungsu Kim and Seok Lim
Year of publication: |
2019
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Authors: | Kim, Kyoungsu ; Lim, Seok |
Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 26.2019, 5, p. 351-357
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Subject: | price discovery | Spillover | steel commodity | Volatilität | Volatility | Spillover-Effekt | Spillover effect | China | Rohstoffderivat | Commodity derivative | Spotmarkt | Spot market | Rohstoffpreis | Commodity price | Kointegration | Cointegration | Börsenkurs | Share price |
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