A master-slave Bertrand game model is proposed for upstream and downstream monopolies owned by different parties, in which the upstream monopolist's output is used as the main factor of production by the downstream monopolist who is a small purchaser of the upstream monopolist's output. The...

Presently the behavioral features of the organic producers could be concluded as the fact that they are quite confident of the prospects for organic agriculture, while heavily dependent on the guidance and support of the local governments; are in great demand for technological innovation, while...

The market for organic products in Urumqi is at the beginning of its development. The objective of this paper is to gain knowledge about consumers attitudes toward organic food in Urumqi which is the capital of Xinjiang Uygur Autonomous Region. The consumers attitudes were collected by means of...

This paper explores the feasibility of developing organic livestock farming in the pastoral area of Xinjiang, in order to address the problems of grassland degradation and to promote the sustainable development of the grazing livestock sector. Research shows that organic grazing farming may...

We introduce the Realized Exponential GARCH model that can utilize multiple realized volatility measures for the modeling of a return series. The model specifies the dynamic properties of both returns and realized measures, and is characterized by a flexible modeling of the dependence between...

We proposed a method to estimate extreme conditional quantiles by combining quantile GARCH model of Xiao and Koenker (2009) and extreme value theory (EVT) approach. We first estimate the latent volatility process using the information of intermediate quantiles. We then apply EVT to the tail...

We introduce the Realized Exponential GARCH model that can utilize multiple realized volatility measures for the modeling of a return series. The model specifies the dynamic properties of both returns and realized measures, and is characterized by a flexible modeling of the dependence between...

We use heterogeneous autoregressive (HAR) model with high-frequency data of Hu-Shen 300 index to investigate the volatility-volume relationship via the volatility decomposition approach. Although we find that the continuous component of daily volatility is positively correlated with trading...