Work

Cross-correlations between agricultural commodity futures markets in the US and China

Year: 2012

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2012.02.029

Authors: Zhihui Li, Xinsheng Lu

Institutions: Northwest A&F University, Tongji University

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

SDG: Zero hunger

Open Access status: closed

Funder: National Natural Science Foundation of China

Award: G5661991322

OpenAlex ID: W1991952243

FWCI: 16.08

Cites: 34

Cited by: 77

Related to: 10