Wen, Tian; Li, Ping; Chen, Lei; An, Yunbi - In: Journal of management science and engineering 8 (2023) 3, pp. 325-341
futures markets in China and the United States. Results indicate that the Sino-US trade friction weakened the return spillover … effect between the soybean futures markets in China and the US, and significantly increased market volatilities. As the scale … of additional tariffs increased, the volatility of the Chinese soybean futures market declined; however, the volatility …