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COVID-19 and commodity pricing premium: Evidence from the Chinese market
Our paper studies the impact of the COVID-19 epidemic on commodity pricing premiums in the Chinese commodity futures market. After summarizing the explanatory power of documented benchmark pricing factors, we apply the difference-in-difference regression for our event study. We document a substantia...
Autores principales: | Zhang, Lu, Hsieh, Pei-lin, Chen, Haiqiang |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Elsevier Inc.
2023
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10155417/ https://www.ncbi.nlm.nih.gov/pubmed/37360750 http://dx.doi.org/10.1016/j.frl.2023.103899 |
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