Uncovering the Sino-US dynamic risk spillovers effects: Evidence from agricultural futures markets
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Cited by:
- Yan-Hong Yang & Ying-Hui Shao & Wei-Xing Zhou, 2024. "Quantile connectedness across BRICS and international grain futures markets: Insights from the Russia-Ukraine conflict," Papers 2409.19307, arXiv.org.
- Ying-Hui Shao & Yan-Hong Yang & Wei-Xing Zhou, 2024. "Risk spillovers between the BRICS and the U.S. staple grain futures markets," Papers 2412.15738, arXiv.org, revised Dec 2024.
- Yun-Shi Dai & Peng-Fei Dai & St'ephane Goutte & Duc Khuong Nguyen & Wei-Xing Zhou, 2025. "Multiscale risk spillovers and external driving factors: Evidence from the global futures and spot markets of staple foods," Papers 2501.15173, arXiv.org.
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This paper has been announced in the following NEP Reports:- NEP-AGR-2024-04-01 (Agricultural Economics)
- NEP-CNA-2024-04-01 (China)
- NEP-RMG-2024-04-01 (Risk Management)
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