The shocks and integrations of COVID-19 pandemic on Chinese agricultural markets: comparative empirical evidence from China and other countries
Xiaokang Hou,
Guoqiang Cheng,
Tianjun Liu
et al.
Abstract:We use the ARIMA-GARCH model to estimate the shocks of COVID-19 on Chinese agricultural markets and utilize the ARDL-ECM model to estimate the integration relationships between Chinese and international agricultural markets which are based on the effective market hypothesis theory and daily trading data of US, UK, China and India. The main study findings showed that COVID-19 has a significant negative impact on agricultural product market, specifically, India suffered with the greatest negative impact, followe… Show more
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