Open Access
Issue
SHS Web Conf.
Volume 218, 2025
2025 2nd International Conference on Development of Digital Economy (ICDDE 2025)
Article Number 04009
Number of page(s) 7
Section Digital Economy Policy: From Governance to Inclusion
DOI https://doi.org/10.1051/shsconf/202521804009
Published online 03 July 2025
  1. Chen R, Xiao L. Futures Prices, Inflation expectations and Economic policy regulation: An Empirical analysis based on China’s commodity futures market. China’s securities and futures, 2018, (4): 21-29. [Google Scholar]
  2. Xiao S. Study on the impact of economic policy Uncertainty on the returns and volatility of commodity futures market. Hunan university, 2022. [Google Scholar]
  3. Chen X. Research on volatility and effectiveness of grain futures market under the background of regulatory policy reform. Nanjing university of finance and economics, 2020. [Google Scholar]
  4. Hua R, Chen B. Research on the correlation between futures prices in domestic and international futures markets. Economics (Quarterly), 2004, (02):727-742. [Google Scholar]
  5. Su R. Commodity financialization impact on the quality of China’s futures market. Tianjin university, 2021. [Google Scholar]
  6. Shi P, Song S, Lang Q, et al. Futures Price Forecasting Based on LSTM Model Using Public Opinion Sentiment Analysis. Technical Committee on Control Theory, Chinese Association of Automation, Chinese Association of Automation, Systems Engineering Society of China. Proceedings of the 42nd Chinese Control Conference(15).School of Control Science and Engineering, Dalian University of Technology; School of Computer Science and Information Technology, Northeast Normal University. 329-335(2023) DOI: 10.26914/c.cnkihy.2023.034839. [Google Scholar]
  7. W Bahloul, A Bouri. The impact of investor sentiment on returns and conditional volatility in U.S. futures markets. J Multinatl Finan Manag.36,89-102(2016) [CrossRef] [Google Scholar]
  8. Dai X,Imran Y,Wang J,Wan Q, Lau e C. The pass-through of macro variable to volatility co-movement among U.S. currency and commodity futures markets system. Journal of Commodity Markets. 38,100463(2025) [CrossRef] [Google Scholar]
  9. Zhang Z,Wang Y, Xiao J, Zhang Y. Not all geopolitical shocks are alike: Identifying price dynamics in the crude oil market under tensions. Res. Policy. 80,103238(2023) [CrossRef] [Google Scholar]
  10. Jie G,Fan C, xu L,Chen H,Chen H, Liang Z. Intelligent decision making and risk management in stock index futures markets under the influence of global geopolitical volatility. Omega. 133,103272(2025) [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.