Study on spillover effect between international soybean market and China's domestic soybean market
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More about this item
KeywordsSoybean price volatility; Multivariate GARCH model; Clustering effect; Spillover effect;
- 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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