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Asymmetric price adjustment and price discovery in spot and futures markets of agricultural commodities

Published Online: 2021-11-27

Published Print: 2023-02

Authors

Chen, Zhuo

Yan, Bo https://orcid.org/0000-0002-5764-7732
Kang, Hanwen

Liu, Liyu
Funding

Funding for this research was provided by:

National Natural Science Foundation of China (71871098)

Humanities and Social Sciences Research Planning Fund Project of the Ministry of Education (18YJA630127)

Soft Science Research Project of Guangdong Province (2019A101002119)
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Text and Data Mining valid from 2021-11-27

Version of Record valid from 2021-11-27
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Article History

Received: 28 December 2020

Accepted: 13 November 2021

First Online: 27 November 2021

Document is current