Price Risk Measurement of China’s Soybean Futures Market Based on the VAR-GJR-GARCH Model

Price Risk Measurement of China’s Soybean Futures Market Based on the VAR-GJR-GARCH Model

As one of the main forces in the futures market, agricultural product futures occupy an important position in China’s market. As China’s futures market started late and its maturity was low, there are many risks. This study focuses on the Dalian soybean futures market. Dynamic risk measurement model...

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Bibliographic Details
Main Authors: Chuan-hui Wang, Li-ping Wang, Wei-feng Gong, Hai-xia Zhang, Xia Liu
Format: Article
Language:English
Published: Wiley 2021-01-01
Series:Complexity
Online Access:http://dx.doi.org/10.1155/2021/8912024
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