The study explores the symmetric and asymmetric impact of economic policy uncertainty
(EPU) on food prices in China for the period from 1998M1 to 2020M5. The linear …

This study examines time-varying connectedness between agricultural commodities and
geopolitical risk in terms of volatility. In this context, we employ the time-and frequency …

The sharp upturn of energy and food prices have become serious challenges almost all over
the globe. Despite the voluminous literature on the relationship between energy prices and …

Purpose The purpose of this paper is to investigate the influence of economic policy
uncertainty (EPU) on China's grain futures prices. Related literature has discussed several …

Purpose The purpose of this paper is to detect the existence of price bubbles and examine
the possible contributing factors that associate with price bubble occurrences in China …

This article investigates the links between commodity price bubbles and macroeconomic
factors, with an application to the agricultural commodity markets in China from 2006 to …

Whether high price volatility could reflect market fundamentals is still open to debate,
although the literature has established the presence of price explosiveness in many …

This study examines the economic and welfare effects of a commodity price support policy. It
conceptually and empirically evaluates the effects of the domestic pricing policy on the …

Purpose This paper aims to present the first empirical liquidity measurement of China's
agricultural futures markets and study time-varying liquidity dependence across markets …

Fluctuations in economic policy often create ripple effects that can significantly impact
commodity prices, including those of essential food items, with potential consequences for …