Open Access
| Issue |
SHS Web Conf.
Volume 218, 2025
2025 2nd International Conference on Development of Digital Economy (ICDDE 2025)
|
|
|---|---|---|
| Article Number | 04005 | |
| Number of page(s) | 8 | |
| Section | Digital Economy Policy: From Governance to Inclusion | |
| DOI | https://doi.org/10.1051/shsconf/202521804005 | |
| Published online | 03 July 2025 | |
- E.C., Chang, J. W., Cheng, & J. Michael., Pinegar, Does futures trading increase stock market volatility? The case of the Nikkei stock index futures markets. Journal of Banking & Finance. 23(5), 727–753 (1999) [CrossRef] [Google Scholar]
- A., Frino, & A., West, The impact of transaction costs on price discovery. Pacific-Basin Finance Journal. 11, 139–151 (2003) [CrossRef] [Google Scholar]
- J., Jia, & S. B., Kang, Do the basis and other predictors of futures return also predict spot return with the same signs and magnitudes? Evidence from the LME. Journal of Commodity Markets, 25, 100187 (2021) [Google Scholar]
- F. X., Diebold, & K., Yilmaz, Better to give than to receive: Predictive directional measurement of volatility spillovers. International Journal of Forecasting, 28, 57–66 (2012) [CrossRef] [Google Scholar]
- B., Arshanapalli, & J., Doukas, The linkages of S & P 500 stock index and S & P 500 stock index futures prices during October 1987. Journal of Economics and Business, 49, 253–266 (1997) [CrossRef] [Google Scholar]
- M. A., Ayadi, Walid Ben Omrane, & R., Khan, Intraday impact of macroeconomic and COVID-19 news on Latin American stock indexes. Global Finance Journal, 65, 101103–101103 (2025) [CrossRef] [Google Scholar]
- Y.-H., Go, & W.-Y., Lau, The impact of global financial crisis on informational efficiency: Evidence from price-volume relation in crude palm oil futures market. Journal of Commodity Markets, 17, (2018) [Google Scholar]
- F., Shi, Y., Deng, & Y., Guo, Comparison of the interdependence relationship between crude oil futures and spot in China and international crude oil markets − evidence from time-frequency and quantile perspectives. The North American Journal of Economics and Finance, 77, 102390 (2025) [CrossRef] [Google Scholar]
- W.-X., Zhou, Y.-S., Dai, K. T., Duong, & P.-F., Dai, The impact of the Russia-Ukraine conflict on the extreme risk spillovers between agricultural futures and spots. Journal of Economic Behavior & Organization, 217, 91–111 (2024) [CrossRef] [Google Scholar]
- X., Chen, & J., Tongurai, Informational linkage and price discovery between China’s futures and spot markets: Evidence from the US–China trade dispute. Global Finance Journal, 55, 100750 (2023) [CrossRef] [Google Scholar]
Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.
Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.
Initial download of the metrics may take a while.