32 citations · 71 across the 6 of their papers we have counts for
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q-fin.ST2023★ 32 cited
The impact of the Russia-Ukraine conflict on the extreme risk spillovers between agricultural futures and spots
Wei-Xing Zhou, Yun-Shi Dai, Kiet Tuan Duong +1
The ongoing Russia-Ukraine conflict between two major agricultural powers has posed significant threats and challenges to the global food system and world food security. Focusing o…
q-fin.ST2023★ 12 cited
Correlation structure analysis of the global agricultural futures market
Yun-Shi Dai, Ngoc Quang Anh Huynh, Qing-Huan Zheng +1
This paper adopts the random matrix theory (RMT) to analyze the correlation structure of the global agricultural futures market from 2000 to 2020. It is found that the distribution…