The fast growth of China's economy has brought it not only to the center of the global
economy but also to a transition point in its growth model, a transition from scale to …

The integration of commodities into stock exchanges marked a pivotal moment in the
analysis of price dynamics. Commodities are essential for both daily sustenance and …

Using quarterly data from 1998: Q1 to 2009: Q4 and monthly data from July 2005 to
February 2010, this paper examines the impact of key monetary policy variables, including …

This study investigates price discovery performance for the 11 most traded agricultural
commodity futures in China, proposing an improved recursive cointegration analysis …

We examine return and volatility transmission between the newly established crude oil
futures in China and international major crude oil futures markets using intraday data. For …

We use a bivariate asymmetric GARCH model to examine patterns of across-market
information flows for gold, platinum, and silver futures contracts traded in both the US and …

With the increasing demand and limited production, China has to import a large amount of
soybeans. However, soybean has been chosen as one target of the recent trade war …

Using the framework of Diebold and Yilmaz (2012, 2014), we examine the spillovers of
informational shocks and the connectedness in China's base metals futures and spot …

This article investigates volatility spillovers in commodity markets by following the
methodology pioneered in Diebold and Yilmaz (2012). By using a broad data set during …

This paper explores the transmission of the international prices agricultural commodities to
the domestic Chinese market over a period of time when China was both opening up to …