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Speculative activity and returns volatility of Chinese agricultural commodity futures
Bohl, Martin T.; Siklos, Pierre L.; Wellenreuther, Claudia - In: Journal of Asian economics 54 (2018), pp. 69-91
Persistent link: https://www.econbiz.de/10012102682
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Speculative activity and returns to volatility of Chinese major agricultural commodity futures
Bohl, Martin T.; Siklos, Pierre L.; Wellenreuther, Claudia - 2018
Persistent link: https://www.econbiz.de/10011892874
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Speculative activity and returns volatility of Chinese major agricultural commodity futures
Bohl, Martin T.; Siklos, Pierre L.; Wellenreuther, Claudia - 2018
Persistent link: https://www.econbiz.de/10012201960
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Estimation and comparative of dynamic optimal hedge ratios of China gold futures based on ECM-GARCH
Chen, Pujiang; Zhuo, Zirong; Liu, Jixiang - In: International journal of economics and finance 8 (2016) 3, pp. 236-243
Persistent link: https://www.econbiz.de/10011448522
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The measurement of tracking errors of commodity ETFs in China
Pan, Wei-Fong; Li, Ting - In: Investment management and financial innovations 13 (2016) 2, pp. 184-188
Persistent link: https://www.econbiz.de/10011665444
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Linkage relationship between China and US futures market during trade friction : the case of soybean, soybean oil and soybean meal
Guo, Jialin; Wu, Desheng Dash; Zhang, Kaiming; Luo, Cuicui - In: Applied economics letters 30 (2023) 18, pp. 2647-2651
Persistent link: https://www.econbiz.de/10014368358
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Market reactions to trade friction between China and the United States : evidence from the soybean futures market
Wen, Tian; Li, Ping; Chen, Lei; An, Yunbi - In: Journal of management science and engineering 8 (2023) 3, pp. 325-341
In March 2018, the US used an immense trade deficit as an excuse to provoke trade friction with China. This study uses the EGARCH model and event study methods to study the impact of the major risk event of Sino-US trade friction on soybean futures markets in China and the United States. Results...
Persistent link: https://www.econbiz.de/10014383294
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The impact of COVID-19 on the interdependence between US and Chinese oil futures markets
Zhang, Yongmin; Ding, Shusheng; Shi, Haili - In: The journal of futures markets 42 (2022) 11, pp. 2041-2052
Persistent link: https://www.econbiz.de/10013465862
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A statistical model of speculative bubbles, with applications to the stock markets of the United States, Japan, and China
Asako, Kazumi; Liu, Zhentao - In: Journal of banking & finance 37 (2013) 7, pp. 2639-2651
Persistent link: https://www.econbiz.de/10009760568
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The role of gold futures in mitigating the impact of economic uncertainty on spot prices : evidence from China
Xie, Xiaoyu; Zhu, Heliang - In: Research in international business and finance 56 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10013269382