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Pricing commodity options when the underlying futures price exhibits time-varying volatility

Myers, Robert J. - In: American journal of agricultural economics 75 (1993) 1, pp. 121-130

Persistent link: https://www.econbiz.de/10001141432

Trade and production of commodities with futures markets

Kaufman, Martin - 1994

Persistent link: https://www.econbiz.de/10000916062

Linkage relationship between China and US futures market during trade friction : the case of soybean, soybean oil and soybean meal

Guo, Jialin; Wu, Desheng Dash; Zhang, Kaiming; Luo, Cuicui - In: Applied economics letters 30 (2023) 18, pp. 2647-2651

Persistent link: https://www.econbiz.de/10014368358

Market reactions to trade friction between China and the United States : evidence from the soybean futures market

Wen, Tian; Li, Ping; Chen, Lei; An, Yunbi - In: Journal of management science and engineering 8 (2023) 3, pp. 325-341

In March 2018, the US used an immense trade deficit as an excuse to provoke trade friction with China. This study uses the EGARCH model and event study methods to study the impact of the major risk event of Sino-US trade friction on soybean futures markets in China and the United States. Results...

Persistent link: https://www.econbiz.de/10014383294