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Price discovery and volatility spillover in spot and futures markets : evidences from steel-related commodities in China
Kim, Kyoungsu; Lim, Seok - In: Applied economics letters 26 (2019) 5, pp. 351-357
Persistent link: https://www.econbiz.de/10012204211
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Can futures price be a powerful predictor? : frequency domain analysis on Chinese commodity market
Yang, Linghubo; Zhang, Dongxiang - In: Economic modelling 35 (2013), pp. 264-271
Persistent link: https://www.econbiz.de/10010259451
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Volatility and the hedging effectiveness of China fuel oil futures
Chen, Wei; Ford, James L. - 2010
Persistent link: https://www.econbiz.de/10009374212
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The impact of the Chinese cornstarch futures on spot market and corn futures market
Agyekum, Crentsil Kofi; Haifeng, Huang; 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 … price and corn futures price. The launch of cornstarch futures market can slightly reduce volatility of domestic corn …
Persistent link: https://www.econbiz.de/10011887432
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Hedging industrial metals with stochastic volatility models
Liu, Qingfu; Chng, Michael T.; Xu, Dongxia - In: The journal of futures markets 34 (2014) 8, pp. 704-730
Persistent link: https://www.econbiz.de/10010507939
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The "necessary evil" in Chinese commodity markets
Fan, John Hua; Mo, Di; Zhang, Tingxi - In: Journal of commodity markets 25 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013204452
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Global oil shocks and China's commodity markets : the role of OVX
Jin, Xuejun; Zhu, Fangfei - In: Emerging markets, finance & trade : a journal of the … 57 (2021) 3, pp. 914-929
Persistent link: https://www.econbiz.de/10012483269
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Price volatility, the maturity effect, and global oil prices : evidence from Chinese commodity futures markets
Ao, Jing; Chen, Jihui - In: Journal of economics and finance : JEF 44 (2020) 4, pp. 627-654
Persistent link: https://www.econbiz.de/10012297012
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The impact of Chinese financial markets on commodity currency exchange rates
Ma, Xiuying; Yang, Zhihua; Xu, Xiangyun; Wang, Chengqi - In: Global finance journal 37 (2018), pp. 186-198
Persistent link: https://www.econbiz.de/10012125344
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Analysis of comovement between China's commodity futures and world crude oil prices
Zhang, Tianding; Zeng, Song; Li, Jie - In: Prague economic papers : a bimonthly journal of … 32 (2023) 6, pp. 659-698
Commodity Futures Are More Vulnerable to Rising Crude Oil Prices. From a Dynamic Perspective, We Observe Continued Volatility in …
Persistent link: https://www.econbiz.de/10014516263