Is there a co-movement between the China and US agricultural futures markets?

Dlhodobá rovnováha trhov skúmaná na futures (futurity) sójových bôbov a obilia. Spillover efekt v smere USA - Čína na trhu futures so sójou. Nedostatočná regulácia poľnohospodárskych produktov čínskou vládou. BEKK GARCH metóda, VAR a VECM modely a Grangerova kauzalita. Stacionárny test koreňa jednot...

Full description

Saved in:
Main Author: Zhang, Bing
Format: Book Chapter
Language:English
Subjects:
spillover
sója
pšenica
futurity
burzy komoditné
Tags: Add Tag
No Tags, Be the first to tag this record!

Similar Items: Is there a co-movement between the China and US agricultural futures markets?

Similar Items