COVID-19, the Russia–Ukraine war and the connectedness between the U.S. and Chinese agricultural futures markets
Abstract This study focuses on how recent global crises such as the COVID-19 pandemic and the Russia–Ukraine war have affected the relationship between the U.S. and Chinese agricultural futures markets. By applying wavelet coherence analysis (WCA) and time-varying parameter vector autoregression (TV...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Springer Nature
2024-04-01
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| Series: | Humanities & Social Sciences Communications |
| Online Access: | https://doi.org/10.1057/s41599-024-02852-6 |