Nonlinear price transmission and asynchronous price bubbles: empirical evidence from China’s agricultural futures and spot markets
Previous studies on commodity price bubbles mainly focused on futures markets and ignored the performance of spot markets. Using the price data for corn and soybeans in China, this study identifies the exact bubble dates for the futures and spot markets, and finds asynchronous price bubbles between...
| المؤلفون الرئيسيون: | , , |
|---|---|
| التنسيق: | مقال |
| اللغة: | English |
| منشور في: |
Taylor & Francis Group
2024-12-01
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| سلاسل: | Journal of Applied Economics |
| الموضوعات: | |
| الوصول للمادة أونلاين: | https://www.tandfonline.com/doi/10.1080/15140326.2024.2369441 |