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Risk contributions of trading and non-trading hours : evidence from Chinese commodity futures markets

Liu, Qingfu; An, Yunbi - In: Pacific-Basin finance journal 30 (2014), pp. 17-29

Persistent link: https://www.econbiz.de/10010495690

Asymmetric information and volatility forecasting in commodity futures markets

Liu, Qingfu; Wong, Ieokhou; An, Yunbi; Zhang, Jinqing - In: Pacific-Basin finance journal 26 (2014), pp. 79-97

Persistent link: https://www.econbiz.de/10010498758

Information transmission in informationally linked markets : evidence from US and Chinese commodity futures markets

Liu, Qingfu; An, Yunbi - In: Journal of international money and finance 30 (2011) 5, pp. 778-795

Persistent link: https://www.econbiz.de/10009268772

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

The effectiveness of incorporating higher moments in portfolio strategies : evidence from the Chinese commodity futures markets

Liu, Qingfu; Jiang, Pan; An, Yunbi; Cheung, Keith C. K. - In: Quantitative finance 20 (2020) 4, pp. 653-668

Persistent link: https://www.econbiz.de/10012194912

Determinants and information content of intraday bid-ask spreads : evidence from Chinese commodity futures markets

Liu, Qingfu; Hua, Renhai; An, Yunbi - In: Pacific-Basin finance journal 38 (2016), pp. 135-148

Persistent link: https://www.econbiz.de/10011669080