Research on the Risk Spillover Effect of Iron Ore Futures Market

DOI

10.2991/snce-17.2017.117How to use a DOI?

Keywords

Iron ore futures; Effect of risk spillover; Pricing power

Abstract

Iron ore is very important to China's steel industry and the whole national economy. Studying the risk of overflow relationship and the transfer of pricing power between international and domestic iron ore futures has great influence on China's economy. Spillover effects of financial market risk research methods and the futures market risk spillover effect results are analyzed and reviewed in this paper, it is concluded that the present situation of research literature summary appearing in some risk spillover results at home and abroad mainly focused on the stock market, bond market and bank financial markets, and research on commodity futures market risk spillover is relative shortage. In the future, the research on the risk spillover and pricing transfer of financial markets can focus on commodity futures market, especially in the direction of iron ore futures.

Copyright

© 2017, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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TY  - CONF
AU  - Wang Yong
PY  - 2017/07
DA  - 2017/07
TI  - Research on the Risk Spillover Effect of Iron Ore Futures Market
BT  - Proceedings of the 2017 7th International Conference on Social Network, Communication and Education (SNCE 2017)
PB  - Atlantis Press
SP  - 575
EP  - 578
SN  - 2352-538X
UR  - https://doi.org/10.2991/snce-17.2017.117
DO  - 10.2991/snce-17.2017.117
ID  - Yong2017/07
ER  -