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Chinese agricultural futures volatility: New insights from potential domestic and global predictors

  • Published:2023-10 Issue: Volume:89 Page:102786
  • ISSN:1057-5219
  • Container-title:International Review of Financial Analysis
  • language:en
  • Short-container-title:International Review of Financial Analysis

Author:

Lu Xinjie,Su Yuandong,Huang Dengshi

Funder

National Natural Science Foundation of China

Natural Science Foundation of Sichuan Province

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference56 articles.

1. Speculative bubbles in agricultural prices;Adämmer;The Quarterly Review of Economics and Finance,2015

2. How is volatility in commodity markets linked to oil price shocks?;Ahmadi;Energy Economics,2016

3. Volatility transmission in agricultural futures markets;Beckmann;Economic Modelling,2014

4. Time-varying hedge ratios in linked agricultural markets;Bekkerman;Agricultural Finance Review,2011

5. Realized correlations, betas and volatility spillover in the agricultural commodity market: What has changed?;Bonato;Journal of International Financial Markets Institutions and Money,2019

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