Agyekum, Crentsil Kofi; Huang, Haifeng; Chen, Jianshu - In: Cogent Economics & Finance 5 (2017) 1, pp. 1-30
This article investigates price transmission mechanism and volatility impact between Chinese cornstarch futures market … the Chinese cornstarch futures price could guide cornstarch spot price uni-directionally and there are long …-term cointegration relationships between them. There is a co-integration and bi-directional lead relationship between cornstarch futures …