The shocks and integrations of COVID-19 pandemic on Chinese agricultural markets: comparative empirical evidence from China and other countries

The shocks and integrations of COVID-19 pandemic on Chinese agricultural markets: comparative empirical evidence from China and other countries

ABSTRACT: We use the ARIMA-GARCH model to estimate the shocks of COVID-19 on Chinese agricultural markets and utilize the ARDL-ECM model to estimate the integration relationships between Chinese and international agricultural markets which are based on the effective market hypothesis theory and dail...

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Bibliographic Details
Main Authors: Xiaokang Hou, Guoqiang Cheng, Tianjun Liu, Qianqian Mao, Shah Fahad, Qiangqiang Zhang
Format: Article
Language:English
Published: Universidade Federal de Santa Maria 2023-12-01
Series:Ciência Rural
Subjects:
COVID-19
shocks and integrations
agricultural futures market
agricultural investment
risk hedging
Online Access:http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0103-84782024000600951&lng=en&tlng=en

Internet

http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0103-84782024000600951&lng=en&tlng=en

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