The effect of interaction between international commodity markets and the Chinese stock market

The effect of interaction between international commodity markets and the Chinese stock market

In light of COVID-19 and the extent of global economic interdependence, it is essential to understand risk spillover effects between China's stock market and international commodity market in order to optimize risk control and management and provide early warning. The aim of this research is to...

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Bibliographic Details
Main Authors: Yansong Song, Njoroge Parmenas K., Chernikova Valeria Dmitrievna, Trukhanov Stepan Vikentievich, Kasumova Dinara Marklenovna, Laamarti Yuliya Aleksandrovna
Format: Article
Language:English
Published: EDP Sciences 2023-01-01
Series:E3S Web of Conferences
Subjects:
international commodity market
stock market
spillover index
spillover effect
risk hedging
Online Access:https://www.e3s-conferences.org/articles/e3sconf/pdf/2023/40/e3sconf_escp2023_08013.pdf

Internet

https://www.e3s-conferences.org/articles/e3sconf/pdf/2023/40/e3sconf_escp2023_08013.pdf

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