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- W4319663086 abstract "Based on the multifractal method, this paper studies the dynamic characteristics of the cross-correlation between Sino-US corn futures markets after 2020 in the context of a series of exogenous shocks, and the impact of international crude oil prices on this relationship. We find that the cross-correlation significantly strengthened after 2020 at multi-time scales, but its uncertainty and complexity reduced. Besides, shocks of the crude oil market increase the cross-correlation at multi-time scales, which notably weakened after 2020. This suggests the Chinese government's interventions and regulations on the domestic grain market were effective." @default.
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- W4319663086 date "2023-05-01" @default.
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- W4319663086 title "Multiscale correlation analysis of Sino-US corn futures markets and the impact of international crude oil price: A new perspective from the multifractal method" @default.
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- W4319663086 doi "https://doi.org/10.1016/j.frl.2023.103691" @default.
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