PLoS ONE
(Jan 2024)
Extreme risk spillovers between US and Chinese agricultural futures markets in crises: A dependence-switching copula-CoVaR model
- Xin Hu,
- Bo Zhu,
- Bokai Zhang,
- Lidan Zeng
Affiliations
- Xin Hu
- Bo Zhu
- Bokai Zhang
- Lidan Zeng
- Journal volume & issue
-
Vol. 19,
no. 3
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