soybean futures. We employ Structural Vector Autoregressive (SVAR) and Vector Error Correction (VEC) models on the returns of … the DCE and the Chicago Board of Trade (CBOT) soybean futures during trading and non-trading hours, and the result … suggests that information transfers between DCE and CBOT in both directions, in particular, that the DCE soybean futures prices …

the EGARCH model and event study methods to study the impact of the major risk event of Sino-US trade friction on soybean … 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 …