Agyekum, Crentsil Kofi; Huang, Haifeng; 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 and relevant markets through Johansen cointegration test, VEC model and GARCH model. The empirical results indicated that the Chinese cornstarch futures price could guide...