Work

VIX and major agricultural future markets: dynamic linkage and time-frequency relations around the COVID-19 outbreak

Year: 2022

Type: article

Source: Studies in Economics and Finance

DOI: 10.1108/sef-02-2022-0121

Authors: Ran Lu, Hongjun Zeng

Institution: RMIT University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

SDG: Zero hunger

Open Access status: closed

OpenAlex ID: W4296130345

FWCI: 3.846

Cites: 69

Cited by: 27

Related to: 10