What drives risk in China’s soybean futures market? Evidence from a flexible GARCH-MIDAS model
Author:
Affiliation:
1. School of Economics and Management, China University of Mining and Technology, Xuzhou, Jiangsu, China
2. School of Business and Management, Shanghai International Studies University, Shanghai, China
Funder
National Natural Science Foundation of China
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance
Link
https://www.tandfonline.com/doi/pdf/10.1080/15140326.2022.2046989
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5. Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test
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