Price Volatility Transmission in China’s Hardwood Lumber Imports

Price Volatility Transmission in China’s Hardwood Lumber Imports

Hardwood lumber is the principal part of the global hardwood timber trade. China has become the largest importer of hardwood lumber in the world. However, China’s hardwood lumber imports are affected by price volatility. Thus, we investigated the price volatility transmission of China’s hardwood lum...

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Bibliographic Details
Main Authors: Xiudong Wang, Zhonghua Yin, Ruohan Wang
Format: Article
Language:English
Published: MDPI AG 2021-08-01
Series:Forests
Subjects:
hardwood lumber
China
volatility transmission
BEKK GARCH model
dynamic conditional correlation model
Online Access:https://www.mdpi.com/1999-4907/12/9/1147

Internet

https://www.mdpi.com/1999-4907/12/9/1147

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