Zhang, Tianding; Zeng, Song; Li, Jie - In: Prague economic papers : a bimonthly journal of … 32 (2023) 6, pp. 659-698
We Examine the Comovement between China's Commodity Futures and World Crude Oil Prices Based on Their Daily Return … Approach, Allowing for Asymmetry and Tail Dependence. Our Results Demonstrate a Significant Nonlinear Causal Impact of World … the Comovement between China's Commodity Futures and World Crude Oil Prices in Recent Years. Moreover, the Time …