The 11th Asian Society of Agricultural Economists （ASAE） International Conference

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Time Series Analysis of Commodity or Food Prices

Sun. Mar 19, 2023 9:00 AM - 11:00 AM Room7 (17609)

9:22 AM - 9:44 AM

[ASAE_Parallel_2-4-02] The Financialization of Agriculture in the Chinese domestic market - Time-varying Correlations between Chinese Agricultural Commodity and Financial Market Dynamics

*Peiran Su1, Teruaki Nanseki1, Yoshihiro Uenishi1 (1. Kyushu University)

Keywords:Agricultural commodity, ARMA-DCC GARCH model, Commodity market, Futures prices, Stock market

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