indicate the following: (a) the U.S. cotton futures market continues to be the most dominant market, and it leads price changes … relationship flowing from India to China; (c) there is duality of direction of price transmission for U.S. and Chinese commodity …This study examines the price transmission between cotton prices in U.S., Indian, and Chinese futures markets. We focus …

Commodity price transmissions between China and the U.S. are examined. The results indicate that variations in Chinese … cotton and soybean prices are transmitted to U.S. cotton and soybean prices while variations in Chinese wheat and rice prices … do not get transmitted to U.S. wheat and rice prices. The effects of volatilities in oil prices and in the exchange rate …