In this paper, China's non-ferrous metal futures market is selected as the research object, and Shanghai Futures Exchange's Industrial Metal Commodity Index (�...

The above conclusions verify the impact of USDX on China's non-ferrous metal futures market and provide a theoretical basis and direction for risk monitoring.

Dive into the research topics of 'A Risk Measurement Model of China's Non-Ferrous Metal Futures Market'. Together they form a unique fingerprint. Sort by�...

沈虹,SH,扬州大学教师个人主页服务平台, A Risk Measurement Model of China's Non-Ferrous Metal Futures Market沈虹,

This paper analyses the dynamic comovement and extreme risk spillovers between international crude oil and China's non-ferrous metals futures

This paper uses the cointegration correlation theory and the Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model method to conduct an�...

Feb 2, 2022 � It analyzes the risk spillover effect from international crude oil to China's non-ferrous metal futures under extreme conditions by risk measure�...

The influence of positive trading volume shock on price volatility is bigger than that of negative trading volume shock, which is the same with open interest.

This study investigates the nonlinear correlation between the spot and futures prices in China's copper market using nonlinear Granger causality and�...

Oct 12, 2024 � It is found that the futures prices of six non-ferrous metals in China have a strong price discovery function. Domestic non-ferrous metal�...