The impact of US macroeconomic news announcements on Chinese commodity futures

DOI10.1080/14697688.2020.1814006zbMath1471.91563OpenAlexW3027222034MaRDI QIDQ4957252

Shamim Ahmed, Ying Jiang, Xiaoquan Liu, Haidong Cai

Publication date: 3 September 2021

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2020.1814006

zbMATH Keywords

trading activitymarket qualitycross-border information transmission

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Cites Work

• Macroeconomic impacts on commodity prices: China vs. the United States

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