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futures markets. The empirical evidence suggests that investor sentiment has a positive impact on price volatility and the bid … advantages on the futures market, which diminishes the futures markets' leading informational role and contributions to price …
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This article investigates price transmission mechanism and volatility impact between Chinese cornstarch futures market … the Chinese cornstarch futures price could guide cornstarch spot price uni-directionally and there are long … price and corn futures price. The launch of cornstarch futures market can slightly reduce volatility of domestic corn …
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This paper examines volatility transmission between the spot and futures bitcoin markets. We use daily series over a sampling period that spans from December 2017 to September 2022. We examine several events that spread severe risk in cryptomarkets, such as the COVID-19 pandemic in 2020,...
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