Ye, Wuyi; Wang, Yiqi; Zhao, Jinhai - In: Journal of Modelling in Management 17 (2021) 4, pp. 1280-1291
Purpose: The purpose of this paper is to compare the changes in the risk spillover effects between the copper spot and futures markets before and after the issuance of copper options, analyze the risk spillover effects between the three markets after the issuance of the options and can provide...