Search Results for author: Han-Yu Zhu

Found 1 papers, 0 papers with code

Uncovering the Sino-US dynamic risk spillovers effects: Evidence from agricultural futures markets

no code implementations4 Mar 2024 Han-Yu Zhu, Peng-Fei Dai, Wei-Xing Zhou

Based on these results, decision-makers are advised to safeguard against the price risk of agricultural futures under sudden economic events, and investors can utilize the results to construct a superior investment portfolio by taking different agricultural product futures as risk-leading indicators according to various situations.

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