Cheng, Natalie Fang Ling; Hasanov, Akram; Poon, Wai Ching; … - 2022
Disruptive changes in the competitive environment, such as the U.S.–China trade war, may influence the price volatility of crude oil and agricultural commodities. This study examines the volatility linkage between crude oil and agricultural commodity markets in the context of the U.S.–China...