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中国科学院科技战略咨询研究院机构知识库
Knowledge Management System of Institutes of Science and Development ,CAS
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系统分析与管理研究所 [1]
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Ji Qiang [2]
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2022 [1]
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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
Authors:
Luo, Jiawen
;
Marfatia, Hardik A.
;
Ji, Qiang
;
Klein, Tony
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View/Download：99/0
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Submit date：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
Authors:
Marfatia, Hardik A.
;
Ji, Qiang
;
Luo, Jiawen
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View/Download：94/0
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Submit date：2022/02/10
