Nonlinear price transmission and asynchronous price bubbles: empirical evidence from China’s agricultural futures and spot markets-Reference-Cited by-同舟云学术

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Nonlinear price transmission and asynchronous price bubbles: empirical evidence from China’s agricultural futures and spot markets

Published:2024-06-19 Issue:1 Volume:27 Page:
ISSN:1514-0326
Container-title:Journal of Applied Economics
language:en
Short-container-title:Journal of Applied Economics

Author:

Mao Qianqian¹²,Ren Yanjun³,Loy Jens-Peter⁴

Affiliation:

1. School of Economics, Zhejiang University of Technology, Hangzhou, China

2. Institute for Industrial System Modernization, Zhejiang University of Technology, Zhejiang, China

3. College of Economics & Management, Northwest A&F University, Xianyang, China

4. Department of Agricultural Economics, University of Kiel, Kiel, Germany

Funder

Zhejiang University of Technology

Publisher

Informa UK Limited

Link

https://www.tandfonline.com/doi/pdf/10.1080/15140326.2024.2369441

Reference73 articles.

1. Speculative bubbles in agricultural prices

2. Price discovery dynamics in European agricultural markets

3. Do cointegrated commodities bubble together? the case of hog, corn, and soybean

4. Price and Volatility Transmission and Market Power in the German Fresh Pork Supply Chain

5. Asymmetry and Rigidity in Farm‐Retail Price Transmission

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The Asymmetric Tail Risk Spillover from the International Soybean Market to China’s Soybean Industry Chain;Agriculture;2024-07-21

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