Multivariate correlation analysis of agricultural futures and spot markets based on multifractal statistical methods
Author:
Publisher
IOP Publishing
Subject
Statistics, Probability and Uncertainty,Statistics and Probability,Statistical and Nonlinear Physics
Link
https://iopscience.iop.org/article/10.1088/1742-5468/ab900f/pdf
Reference48 articles.
1. Stochastic Interest Rates and Price Discovery in Selected Commodity Markets
2. Price Movements and Price Discovery in Futures and Cash Markets
3. Price Discovery in Wheat Futures Markets
4. How far do shocks move across borders? Examining volatility transmission in major agricultural futures markets
5. News surprises and volatility spillover among agricultural commodities: The case of corn, wheat, soybean and soybean oil
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