Study of Volatility Spillover from Crude Oil Futures to Grain Futures Across Multiple Cycles Based on the EEMD-BEKK-GARCH Model
Against the backdrop of increasing financialization of grain markets, the cross-cycle and cross-market contagion among commodities has been intensifying. To investigate the risk spillover among commodities across different cycles, this study selected UK WTI crude oil and soybean, corn, and wheat fut...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2024-12-01
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| Series: | Agriculture |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2077-0472/15/1/67 |
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