IDEAS home Printed from https://ideas.repec.org/r/wly/jfutmk/v41y2021i4p536-555.html

Price discovery in chinese agricultural futures markets: A comprehensive look

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Dai, Yun-Shi & Huynh, Ngoc Quang Anh & Zheng, Qing-Huan & Zhou, Wei-Xing, 2022. "Correlation structure analysis of the global agricultural futures market," Research in International Business and Finance, Elsevier, vol. 61(C).
  2. Bingzi Jin & Xiaojie Xu, 2025. "Predicting open interest in thermal coal futures using machine learning," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 38(4), pages 795-809, December.
  3. Alessio Abeltino & Andrea Pannone & Andrea Bernardini, 2026. "Speculation and retail price transmission in the frozen concentrated orange juice market: a causal machine learning analysis," Future Business Journal, Springer, vol. 12(1), pages 1-15, December.
  4. Mathias Schneid Tessmann & Carlos Enrique Carrasco-Gutierrez & Alexandre Vasconcelos Lima, 2023. "Determinants of Corn and Soybean Futures Prices Traded on the Brazilian Stock Exchange: An ARDL Approach," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 15(1), pages 1-65, January.
  5. Ziliang Yu & Jian Yang & Robert I. Webb, 2023. "Price discovery in China's crude oil futures markets: An emerging Asian benchmark?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(3), pages 297-324, March.
  6. Zunxin Zheng & Gaiyan Zhang & Yingzhao Ni, 2024. "Financial regulatory arbitrage and the financialization of commodities," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(5), pages 826-853, May.
  7. Chen, Bin-xia & Sun, Yan-lin, 2022. "The impact of VIX on China’s financial market: A new perspective based on high-dimensional and time-varying methods," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
  8. Qianqian Mao & Jens-Peter Loy & Thomas Glauben & Yanjun Ren, . "Are futures markets functioning well for agricultural perishables? Evidence from China's apple futures market," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 0.
  9. Bingzi Jin & Xiaojie Xu, 2026. "Machine learning wholesale white wheat price index forecasts," Quality & Quantity: International Journal of Methodology, Springer, vol. 60(1), pages 277-305, February.
  10. Qianqian Mao & Jens-Peter Loy & Thomas Glauben & Yanjun Ren, 2023. "Are futures markets functioning well for agricultural perishables? Evidence from China's apple futures market," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 69(12), pages 471-484.
  11. Smith-Meyer, Erik & Haugom, Erik & Ewald, Christian Oliver, 2025. "Market efficiency across intra-daily sampling frequencies for Brent crude oil futures," International Review of Financial Analysis, Elsevier, vol. 105(C).
  12. Ruwei Zhao & Xiong Xiong & Junjun Ma & Yuzhao Zhang & Yongjie Zhang, 2025. "Baidu News and the return volatility of Chinese commodity futures: evidence for the sequential information arrival hypothesis," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-24, December.
  13. Yi Chen, 2025. "A novel method for corn futures price prediction integrating decomposition, denoising, feature selection and hybrid networks," Annals of Operations Research, Springer, vol. 353(2), pages 449-484, October.
  14. Bingzi Jin & Xiaojie Xu, 2025. "Forecasts of coking coal futures price indices through Gaussian process regressions," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 38(1), pages 203-217, March.
  15. Han, Qian & Zhao, Chengzhi & Chen, Jing & Guo, Qian, 2025. "Does asynchronous market update matter? Re-examining the price discovery of stock index and futures in China," Emerging Markets Review, Elsevier, vol. 67(C).
  16. Yamamoto, Shuhei & Janzen, Joseph P. & Serra, Teresa, 2024. "Autopsy of a futures market failure: Japan’s Dojima rice futures in the early 21st century," Food Policy, Elsevier, vol. 128(C).
  17. Haochuan Wu & Chi Gong, 2025. "Modeling the Ningbo Container Freight Index Through Deep Learning: Toward Sustainable Shipping and Regional Economic Resilience," Sustainability, MDPI, vol. 17(10), pages 1-21, May.
  18. David K. Ding & Wui Boon Lim, 2024. "Lessons from the Demise of the Brent Crude Oil Futures Contract on the Singapore Exchange," JRFM, MDPI, vol. 17(6), pages 1-22, June.
  19. Fang, Ming & Lin, Yizhou & Chang, Chiu-Lan, 2023. "Positive and negative price bubbles of Chinese agricultural commodity futures," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 456-471.
  20. Xiaojie Xu & Yun Zhang, 2023. "Steel price index forecasting through neural networks: the composite index, long products, flat products, and rolled products," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 36(4), pages 563-582, December.
  21. Bingzi Jin & Xiaojie Xu, 2025. "Machine learning price index forecasts of flat steel products," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 38(1), pages 97-117, March.
  22. Su, Zhenqing & Li, Jiankun & Pang, Qiwei & Su, Miao, 2025. "China futures market and world container shipping economy: An exploratory analysis based on deep learning," Research in International Business and Finance, Elsevier, vol. 76(C).
  23. Xiaojie Xu & Yun Zhang, 2022. "Forecasting the total market value of a shares traded in the Shenzhen stock exchange via the neural network," Economics Bulletin, AccessEcon, vol. 42(3), pages 1266-1279.
  24. Bingzi Jin & Xiaojie Xu, 2025. "Steel price index forecasts through machine learning for northwest China," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 38(4), pages 811-833, December.
  25. Lu, Xinjie & Su, Yuandong & Huang, Dengshi, 2023. "Chinese agricultural futures volatility: New insights from potential domestic and global predictors," International Review of Financial Analysis, Elsevier, vol. 89(C).
  26. Xiaojie Xu & Yun Zhang, 2023. "Coking coal futures price index forecasting with the neural network," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 36(2), pages 349-359, June.
  27. Li, Miao & Xiong, Tao, 2021. "Dynamic price discovery in Chinese agricultural futures markets," Journal of Asian Economics, Elsevier, vol. 76(C).
  28. Xiaojie Xu & Yun Zhang, 2022. "Commodity price forecasting via neural networks for coffee, corn, cotton, oats, soybeans, soybean oil, sugar, and wheat," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 29(3), pages 169-181, July.
  29. Wei Xie & Yi An, 2025. "Information Flow Across the Futures Term Structure: Evidence From Chinese Corn Futures Market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 45(8), pages 896-916, August.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.