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 …

contracts of wheat, corn, cocoa, soybean, coffee and orange juice. Hedge funds use managed futures in terms of commodities such … as wheat, corn, cocoa, soybean, coffee and orange juice. CTA, commodity trading advisers, or managed futures managers …