Time-Frequency Spillover Effect of Domestic and Foreign Commodity Markets on China’s Price Levels-Reference-Cited by-同舟云学术

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Time-Frequency Spillover Effect of Domestic and Foreign Commodity Markets on China’s Price Levels

Published:2022-08-29 Issue:15 Volume:58 Page:4207-4217
ISSN:1540-496X
Container-title:Emerging Markets Finance and Trade
language:en
Short-container-title:Emerging Markets Finance and Trade

Author:

Guo Wenwei¹²,Tang Jing¹^ORCID,Zhu Hongjin¹,Ma Xiaowen¹

Affiliation:

1. School of Finance, Guangdong University of Finance & Economics, Guangzhou, China

2. Collaborative Innovation Development Center of Pearl River Delta Science and Technology Finance Industry, Guangdong University of Finance & Economics, Guangzhou, China

Funder

the National Social Science Fund of China

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/1540496X.2022.2106212

Reference23 articles.

1. Limits to arbitrage and hedging: Evidence from commodity markets

2. Commodity futures returns and policy uncertainty

3. Economic importance of correlations for energy and other commodities

4. Measuring the Frequency Dynamics of Financial and Macroeconomic Connectedness

Cited by 2 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. Systemic Risk Measurement and Its Economic Early Warning Ability: Based on Mixed-Frequency Dynamic Factor Model;Theoretical Economics Letters;2024

2. RESILIENCE OF CONSUMER PRICES LEVEL TO INTERNATIONAL TRADE SHOCKS IN EUROPEAN UNION;International Scientific Conference „Business and Management“;2023-05-11

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