About
Contact & Profiles
A5039025532
Research Areas
- Market Dynamics and Volatility
- Agricultural risk and resilience
- Energy, Environment, Economic Growth
- COVID-19 Pandemic Impacts
- Financial Risk and Volatility Modeling
- Energy, Environment, and Transportation Policies
- Food Waste Reduction and Sustainability
Southwestern University of Finance and Economics
2023-2024
10.1016/j.frl.2023.103962
article
EN
Finance research letters
2023-05-03
The linkages between the US and China, world’s two major agricultural powers, have brought great uncertainty to global food markets. Inspired by these, this paper examines extreme risk spillovers Chinese futures markets during significant crises. We use a copula-conditional value at (CoVaR) model with Markov-switching regimes capture tail dependence in their pair study covers period from January 2006 December 2022 identifies distinct (stable crisis periods). Moreover, we find asymmetric...
10.1371/journal.pone.0299237
article
EN
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PLoS ONE
2024-03-06
10.1016/j.econmod.2024.106747
article
EN
Economic Modelling
2024-04-30
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