The Analysis of Causality and Risk Spillover between Crude Oil and China’s Agricultural Futures

This paper aims to apply the time-varying Granger causality test (TVGC) and the DY Spillover Index (Diebold and Yilmaz, 2012) to measure the Granger causality and dynamic risk spillover effects of the international crude oil futures market on China’s agricultural commodity futures market from the pe...

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Detalles Bibliográficos
Autores principales: Jiang, Wei, Gao, Ruijie, Lu, Chao
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9518037/
https://www.ncbi.nlm.nih.gov/pubmed/36078308
http://dx.doi.org/10.3390/ijerph191710593

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9518037/
https://www.ncbi.nlm.nih.gov/pubmed/36078308
http://dx.doi.org/10.3390/ijerph191710593

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