Quantile-based left-tail risk contagion across international and China's grain futures markets

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Yongchang Hui, Jiali Dai, Yutong Jiang, Bei GAO

DOI: 10.2139/ssrn.6247473

Cited by: 0

References: 35

Fields of Study & Subjects

Financial Risk and Volatility Modeling Market Dynamics and Volatility Economics of Agriculture and Food Markets

References 35