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Is China the price taker in soybean futures?
Liu, Bruce Jianhe; Wang, Yubin; Wang, Jingjing; Wu, Xin; … - In: China agricultural economic review : publ. in … 7 (2015) 3, pp. 389-404
Persistent link: https://www.econbiz.de/10011405522
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What leads to the changes of volatility spillover effect between Chinese and American soybean futures markets?
Wang, Yubin; Wang, Xiaoyang; Liu, Bruce Jianhe; Xu, Mingyuan - In: Emerging markets, finance & trade : a journal of the … 59 (2023) 8, pp. 2533-2547
Persistent link: https://www.econbiz.de/10014321005
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Volatility spillover and time-varying conditional correlation between DDGS, corn, and soybean meal markets
Etienne, Xiaoli Liao; Trujillo-Barrera, Andrés; … - In: Agricultural and resource economics review : ARER 46 (2017) 3, pp. 529-554
Persistent link: https://www.econbiz.de/10012024782
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Volatility Spillover and Time-Varying Conditional Correlation Between DDGS, Corn, and Soybean Meal Markets
Etienne, Xiaoli - 2016
In this paper, we seek to identify the price and volatility transmission mechanisms between DDGS, corn, and soybean …. Our results also suggest that neither DDGS prices nor volatility significantly impact the corn and soybean meal markets … from January 2000 to May 2016, we find important interplays between the three markets in both price and volatility dynamics …
Persistent link: https://www.econbiz.de/10012986621
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Intraday liquidity in soybean complex futures markets
Boer, Thomas A. P. de; Gardebroek, Cornelis; Pennings, … - In: The journal of futures markets 42 (2022) 7, pp. 1189-1211
Persistent link: https://www.econbiz.de/10013287941
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News surprises and volatility spillover among agricultural commodities : the case of corn, wheat, soybean and soybean oil
Hamadi, Hassan; Bassil, Charbel; Nehme, Tamara - In: Research in international business and finance 41 (2017), pp. 148-157
Persistent link: https://www.econbiz.de/10011912988
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Information linkages between Chinese and world copper futures markets
Hou, Keqiang; Chan, M. W. Luke; Zeng, Xin - In: Frontiers of economics in China : selected publications … 10 (2015) 2, pp. 272-300
Persistent link: https://www.econbiz.de/10011304074
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Dynamics of volatility transmission between the U.S. and the Chinese agricultural futures markets
Jiang, Huayun; Todorova, Neda; Roca, Eduardo; Su, Jen-je - In: Applied economics 49 (2017) 34/36, pp. 3435-3452
Persistent link: https://www.econbiz.de/10011774968
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Volatility spillovers between oil and coal prices and its implications for energy portfolio management in China
Guo, Yanfeng; Zhao, Huanyu - In: International review of economics & finance : IREF 89 (2024) 2, pp. 446-457
Persistent link: https://www.econbiz.de/10014446777
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The impact of Brazil on global grain dynamics : a study on cross-market volatility spillovers
Avileis, Felipe G.; Mallory, Mindy L. - In: Agricultural economics : the journal of the … 53 (2022) 2, pp. 231-245
Persistent link: https://www.econbiz.de/10013165266