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Air pollution, weather factors, and realized volatility forecasts of agricultural commodity futures
Luo, Jiawen; Zhang, Qun - In: The journal of futures markets 44 (2024) 2, pp. 151-217
Persistent link: https://www.econbiz.de/10014475455
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Asymmetric and high-order risk transmission across VIX and Chinese futures markets
Zhang, Qun; Zhang, Zhendong; Luo, Jiawen - In: International review of financial analysis 93 (2024), pp. 1-17
Persistent link: https://www.econbiz.de/10014543395