The extreme risk spillovers between the US and China's agricultural commodity futures markets
© 2019 IOP Publishing Ltd. All rights reserved. In this study, we investigate the downside and upside risk spillover effects between the same kind of agricultural futures in the Chinese and US markets, taking the value-at-risk (VaR) and conditional value-at-risk (CVaR) as a risk measure, characteriz...
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| Main Authors: | , |
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| Format: | Conference Proceeding |
| Published: |
2020
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| Subjects: | |
| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85074928270&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/68088 |
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| Institution: | Chiang Mai University |