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Co-volatility and asymmetric transmission of risks between the global oil and China's futures markets 期刊论文
ENERGY ECONOMICS, 2022, 卷号: 117
作者:  Luo, Jiawen;  Marfatia, Hardik A.;  Ji, Qiang;  Klein, Tony
收藏  |  浏览/下载:46/0  |  提交时间:2023/05/30
Futures markets  MHAR-CSV model  Co-volatility  Time-varying volatility connectedness  Asymmetric volatility spillover  Commodity markets  
Forecasting the volatility of agricultural commodity futures: The role of co-volatility and oil volatility 期刊论文
JOURNAL OF FORECASTING, 2021
作者:  Marfatia, Hardik A.;  Ji, Qiang;  Luo, Jiawen
收藏  |  浏览/下载:81/0  |  提交时间:2022/02/10
Uncovering the global network of economic policy uncertainty 期刊论文
RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, 2020, 卷号: 53
作者:  Marfatia, Hardik;  Zhao, Wan-Li;  Ji, Qiang
收藏  |  浏览/下载:107/0  |  提交时间:2021/01/16