Dynamic dependence of futures basis between the Chinese and international grains markets
Year of publication: |
2024
|
---|---|
Authors: | Wang, Hao ; Dong, Yizhe ; Sun, Mingli ; Shi, Baofeng ; Ji, Hao |
Published in: |
Economic modelling. - Amsterdam : Elsevier [u.a.], ISSN 0264-9993, ZDB-ID 2013002-8. - Vol. 130.2024, Art.-No. 106584, p. 1-14
|
Subject: | DCC-GARCH model | Dynamic linkage | Futures basis | Grain market | Multidimensional dependence | Wavelet-vine copula | Getreidemarkt | China | Multivariate Verteilung | Multivariate distribution | ARCH-Modell | ARCH model | Getreide | Grain | Rohstoffderivat | Commodity derivative |
-
Dynamic spillovers among major energy and cereal commodity prices
Mensi, Walid, (2014)
-
US grain commodity futures price volatility : does trade policy uncertainty matter?
Mei, Dexiang, (2022)
-
Hussain, Saiful Izzuan, (2022)
- More ...
-
Zhang, Shaobin, (2023)
-
Credit rating and microfinance lending decisions based on loss given default (LGD)
Shi, Baofeng, (2019)
-
Spatial Dependence in Credit Scoring of Group Lending : Evidence from China
Yang, Lian, (2023)
- More ...