Is there co-movement between the China and US agricultural futures markets?
The paper examines the co-movements between the agricultural markets of China and the US. First, the empirical findings indicate that long-term equilibrium exists between the China and US soybean futures markets but not in the wheat futures markets. Second, there exists a significant spillover effec...
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| Format: | Article |
| Language: | English |
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Czech Academy of Agricultural Sciences
2015-05-01
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| Series: | Agricultural Economics (AGRICECON) |
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| Online Access: | https://agricecon.agriculturejournals.cz/artkey/age-201505-0002_is-there-co-movement-between-the-china-and-us-agricultural-futures-markets.php |