Price discovery in Chinese PVC futures and spot markets: Impacts of COVID-19 and benchmark analysis

Price discovery in Chinese PVC futures and spot markets: Impacts of COVID-19 and benchmark analysis

Despite being a minor futures category, Polyvinyl chloride (PVC) futures have emerging as a vital element in energy and chemical futures domain. Employing three benchmark models component share (CS), information share (IS), and information leadership share (ILS), this study explores the price discov...

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Bibliographic Details
Main Authors: Yunyan Wu, Jiaqi He, Linfei Xiong
Format: Article
Language:English
Published: Elsevier 2024-01-01
Series:Heliyon
Subjects:
Price discovery
PVC futures market
PVC spot market
Component share
Information share
Information leadership share
Online Access:http://www.sciencedirect.com/science/article/pii/S2405844024001695

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http://www.sciencedirect.com/science/article/pii/S2405844024001695

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