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...

وصف كامل

التفاصيل البيبلوغرافية
الحاوية / القاعدة:	Cogent Food & Agriculture
المؤلفون الرئيسيون:	Qianqian Wang, Rongzhu Cheng, Wangfang Xu
التنسيق:	مقال
اللغة:	الإنجليزية
منشور في:	Taylor & Francis Group 2023-12-01
الموضوعات:	volatility spillover effect GDT milk powder China’s raw milk BEKK-GARCH model
الوصول للمادة أونلاين:	https://www.tandfonline.com/doi/10.1080/23311932.2023.2253715

مواد مشابهة

THE VOLATILITY SPILLOVER EFFECT OF COVID-19 ON INVESTOR SENTIMENT IN JOHANNESBURG STOCK EXCHANGE
حسب: Kago Matlhaku, وآخرون
منشور في: (2024-12-01)

Return, shock and volatility spillovers between the bond markets of Turkey and developed countries
حسب: Selçuk BAYRACI
منشور في: (2018-09-01)

Interconnected Markets: Unveiling Volatility Spillovers in Commodities and Energy Markets through BEKK-GARCH Modelling
حسب: Tetiana Paientko, وآخرون
منشور في: (2024-04-01)

Analysis of meat price volatility and volatility spillovers in Finland
حسب: Marwa Ben Abdallah, وآخرون
منشور في: (2020-02-01)

Return and volatility spillover between India and leading Asian and global equity markets: an empirical analysis
حسب: Aswini Kumar Mishra, وآخرون
منشور في: (2022-12-01)

The implication of cryptocurrency volatility on five largest African financial system stability
حسب: Tonuchi E. Joseph, وآخرون
منشور في: (2024-01-01)

Analyzing The Covid-19 Pandemic of Volatility Spillover Influence the Collaboration of Foreign and Indian Stock Markets
حسب: Runumi Das, وآخرون
منشور في: (2022-06-01)

Modelling the mean and volatility spillover between green bond market and renewable energy stock market
حسب: Samuel Asante Gyamerah, وآخرون
منشور في: (2022-08-01)

Bidirectional spillover effect between Russian stock index and the selected commodities
حسب: Dejan Živkov, وآخرون
منشور في: (2018-06-01)

Shocks and Volatility Spillover Between Stock Markets of Developed Countries and GCC Stock Markets
حسب: Ajab A. Alfreedi
منشور في: (2019-12-01)

Volatility Spillover pada Pasar Saham Indonesia, Cina, dan India
حسب: Martin Martin, وآخرون
منشور في: (2010-05-01)

Volatility spillover among the sectors of emerging and developed markets: a hedging perspective
حسب: Satyaban Sahoo, وآخرون
منشور في: (2024-12-01)

The Responses of Stock, Gold and Foreign Exchange Markets to Financial Shocks: VAR-MGARCH Approach
حسب: Vahid Dehbashi, وآخرون
منشور في: (2020-06-01)

The Role of Oil Market in Explaining the Volatility of Gold and Foreign Exchange (Dollars/Euro) Markets
حسب: Nasser Khiabani, وآخرون
منشور في: (2014-03-01)

Kripto Para Piyasasının Borsa İstanbul Endeksleri Üzerindeki Etkileri
حسب: Bekir Tamer Gökalp
منشور في: (2022-06-01)

Shock Dependence and Volatility Transmission Between Crude Oil and Stock Markets: Evidence from Pakistan
حسب: Sagheer Muhammad, وآخرون
منشور في: (2016-10-01)

VOLATILITIES AND TRENDS OF GARLIC PRICE BEFORE AND ENTERING THE COVID-19 PANDEMIC IN NTT
حسب: Nendissa D.R., وآخرون
منشور في: (2020-09-01)

Diagnostic of Innovations and Volatility Persistence in Emerging Markets Evidence from Sukuk and Stock Indices
حسب: Widad Metadjer, وآخرون
منشور في: (2020-12-01)

Market volatility and spillover across 24 sectors in Vietnam
حسب: Hung Quang Bui, وآخرون
منشور في: (2022-12-01)

Volatility Transmission of Barley World Price to the Domestic Market of Iran and the Role of Iran Mercantile Exchange; an Application of BEKK Model
حسب: Behzad Fakari Sardahaie, وآخرون
منشور في: (2019-09-01)

Survey on the presence of powdered milk and neutralizers in raw and pasteurized milk in Birjand, Iran: Short Communication
حسب: Fatemeh Nozadi, وآخرون
منشور في: (2021-03-01)

Effect of Citrus By-product on Physicochemical Parameters, Sensory Analysis and Volatile Composition of Different Kinds of Cheese from Raw Goat Milk
حسب: José Luis Guzmán, وآخرون
منشور في: (2020-10-01)

Research on the Spillover Effect of China’s Carbon Market from the Perspective of Regional Cooperation
حسب: Jing Liu, وآخرون
منشور في: (2023-01-01)

Volatility Modeling and Spillover: The Turkish and Russian Stock Markets
حسب: Ahmet Galip Gençyürek
منشور في: (2024-04-01)

Volatility spillovers under difference in the degree of market integration: Evidence from the selected Asian and Eastern European stock markets
حسب: Harjum Muharam, وآخرون
منشور في: (2019-03-01)

Oil Price Volatility and MENA Stock Markets: A Comparative Analysis of Oil Exporters and Importers
حسب: Khalil Mhadhbi, وآخرون
منشور في: (2024-09-01)

产业链视角下油料产品价格溢出效应的对比分析 ——基于三元VAR-BEKK-GARCH(1,1)模型Comparative analysis of price spillover effect of oilseed products from the perspective of industry chain：Based on trivariate VAR-BEKK-GARCH(1,1) model
حسب: 张璐1，刘成2，冯中朝1,3 ZHANG Lu1, LIU Cheng2, FENG Zhongchao1,3
منشور في: (2024-05-01)

Volatility Spillover of Brent Oil Price Return on Return of Iran and USA Financial Markets and Related Industries: A MGARCH Approach
حسب: Hossein Tavakolian, وآخرون
منشور في: (2016-12-01)

Establishment of Fatty Acid Profile and Comparative Analysis of Volatile Substances in Regular and DHA-Biofortified Raw Milk
حسب: Shaohong Jin, وآخرون
منشور في: (2025-02-01)

Modeling and Testing Volatility Spillovers in Oil and Financial Markets for the USA, the UK, and China
حسب: Chia-Lin Chang, وآخرون
منشور في: (2019-04-01)

BİST 100 ve Seçilmiş Ülke Endeksleri Arasındaki Volatilite Yayılım Etkisi: Diyagonal VECH GARCH Modeli / The Effect of Volatility Spillover Between BIST 100 and Selected Country Indices: Diagonal VECH GARCH Model
حسب: Esra Demirel
منشور في: (2023-04-01)

Cholesterol reduction of raw and homogenized milk using betacyclodextrin
حسب: Abdolmajid Maskooki, وآخرون
منشور في: (2013-12-01)

Volatılıty Spıllovers from The Internatıonal Capıtal Inflows to Economıc Growth in Turkey
حسب: Arif Orçun Söylemez
منشور في: (2017-01-01)

Volatility and Spillover Effects between Central–Eastern European Stock Markets and Energy Markets: An Emphasis on Crisis Periods
حسب: Octavian Jude, وآخرون
منشور في: (2023-08-01)

Seasonal Variation in Raw Milk VOC Profile within Intensive Feeding Systems
حسب: Carmela Zacometti, وآخرون
منشور في: (2023-04-01)

THE INFLUENCE OF SOMATIC CELLS NUMBER INCREASE IN RAW MILK ON ITS TECHNOLOGICAL PROPERTIES AND QUALITY OF FERMENTED DRINKS
حسب: Ishevskiy A.L., وآخرون
منشور في: (2017-12-01)

Volatility Transmission between Stock and Foreign Exchange Markets: Evidence from Nigeria
حسب: Emenike Kalu O.
منشور في: (2014-05-01)

PRICE VOLATILITY AND SPILLOVER OF BIG CAYENNE (Capsicum annuum L.) IN MALANG DISTRICTS
حسب: Nurul Khabibah, وآخرون
منشور في: (2019-08-01)

Comprehensive Profiling of the Native and Modified Peptidomes of Raw Bovine Milk and Processed Milk Products
حسب: Michele Wölk, وآخرون
منشور في: (2020-12-01)

Asymptotic and Finite Sample Properties for Multivariate Rotated GARCH Models
حسب: Manabu Asai, وآخرون
منشور في: (2021-05-01)