Mapping China’s triple interlinkage: a quantile connectedness analysis of agricultural, energy, and policy shocks

This study investigates spillovers among agricultural commodity future price (AFP), crude oil price (COP), and economic policy uncertainty (EPU) from China perspective, using quantile connectedness method. The empirical findings indicate that AFP, COP, and EPU exhibit significantly elevated volatili...

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Bibliografische Detailangaben

Hauptverfasser:	Yun Song, Kai-Hua Wang, Hong-Wen Liu, Nicoleta-Claudia Moldovan
Format:	Artigo
Sprache:	Inglês
Veröffentlicht:	Frontiers Media S.A. 2025-10-01
Schriftenreihe:	Frontiers in Sustainable Food Systems
Schlagworte:	agricultural commodity price crude oil price economic policy uncertainty quantile connectedness quantile spillover
Online-Zugang:	https://www.frontiersin.org/articles/10.3389/fsufs.2025.1630441/full
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