Extreme risk spillovers between US and Chinese agricultural futures markets in crises: A dependence-switching copula-CoVaR model. Hu X, Zhu B, Zhang B, Zeng L, et al. PLoS One 2024;19:e0299237.

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Amedeo Smart

Independent Medical Education

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Hu X, Zhu B, Zhang B, Zeng L, et al. Extreme risk spillovers between US and Chinese agricultural futures markets in crises: A dependence-switching copula-CoVaR model. PLoS One 2024;19:e0299237.
PMID: 38446813