Study on spillover effect between international soybean market and China's domestic soybean market
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DOI: 10.1016/j.espe.2017.11.003
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Cited by:
- Hasan Murat Ertuğrul & Ünal Seven, 2023. "Dynamic spillover analysis of international and Turkish food prices," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 1918-1928, April.
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More about this item
Keywords
Soybean price volatility; Multivariate GARCH model; Clustering effect; Spillover effect;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- F16 - International Economics - - Trade - - - Trade and Labor Market Interactions
- Q13 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture - - - Agricultural Markets and Marketing; Cooperatives; Agribusiness
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