1Study of Volatility Spillover from Crude Oil Futures to Grain Futures Across Multiple Cycles Based on the EEMD-BEKK-GARCH Model

作者： Xizhao Wang; Mingzhe Pu; Shengxuan Sun; Yu Zhong; SCIE（2025版）

机构： Institute of Agricultural Economics and Development, Chinese Academy of Agricultural Sciences (CAAS), Beijing 100081, China; Institute of Agricultural Information, Chinese Academy of Agricultural Sciences (CAAS), Beijing 100081, China;

来源：Agriculture (Switzerland)

关键词： BEKK-GARCH model crude oil futures EEMD method grain futures

年份：2025