Ruijie Gao
Biographic Data
| ID | 7944634 |
|---|---|
| NAME | Ruijie Gao |
| GIVEN NAMES | Ruijie |
| FAMILY NAME | Gao |
| SIGNATURE | GAO R |
| AFFILIATIONS | Hangzhou Normal University |
| ORCID | 0000-0002-1591-0563 |
| VERIFIED | Yes |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| AUTHOR COUNT | 1 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 2022 |
| LATEST PUBLICATION YEAR | 2022 |
| H-INDEX | 0 |
The Analysis of Causality and Risk Spillover between Crude Oil and China’s Agricultural Futures
This paper aims to apply the time-varying Granger causality test (TVGC) and the DY Spillover Index (Diebold and Yilmaz, 2012) to measure the Granger causality and dynamic risk spillover effects of the international crude oil futures market on China's agricultural commodity futures market from the perspectives of return and volatility spillovers. Empirical evidence relating to the TVGC test suggests the existence of unidirectional Granger causalit…
No prominent works on this page.
The Analysis of Causality and Risk Spillover between Crude Oil and China’s Agricultural Futures
This paper aims to apply the time-varying Granger causality test (TVGC) and the DY Spillover Index (Diebold and Yilmaz, 2012) to measure the Granger causality and dynamic risk spillover effects of the international crude oil futures market on China's agricultural commodity futures market from the perspectives of return and volatility spillovers. Empirical evidence relating to the TVGC test suggests the existence of unidirectional Granger causalit…
Crude oil (1 work) · Econometrics (1 work) · Economics (1 work) · Energy, Environment, Economic Growth (1 work) · Financial economics (1 work) · Forward market (1 work) · Futures contract (1 work) · Global Energy Security and Policy (1 work) · Granger causality (1 work) · Macroeconomics (1 work)