Assessing volatility spillover effect between international milk powder and China’s raw milk markets in the context of import growth

AbstractWith the increased opening of China’s dairy industry to the outside world and the cost advantages of imported dairy products, China’s dairy product import trade has grown rapidly in recent years. The rapidly changing global trading system highlights the importance of understanding the dynami...

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Bibliographic Details

Published in:	Cogent Food & Agriculture
Main Authors:	Qianqian Wang, Rongzhu Cheng, Wangfang Xu
Format:	Article
Language:	English
Published:	Taylor & Francis Group 2023-12-01
Subjects:	volatility spillover effect GDT milk powder China’s raw milk BEKK-GARCH model
Online Access:	https://www.tandfonline.com/doi/10.1080/23311932.2023.2253715