The impact of trade policy on soybean futures in China

Authors:
Publisher website
Google Scholar
Abstract
The impact of trade policy on foreign trade is becoming increasingly prominent. This paper chooses the Chinese soybean futures market to study the impact of Sino–US trade friction. The results show that the asymmetric effect and volatility of the Chinese soybean futures market become larger after the beginning of Sino–US trade friction. In addition, the relationship among Chinese soybean futures, Chinese soybean meal futures, and Chinese soybean oil futures is strengthened. However, the relationship between Chinese soybean meal futures and American soybean meal futures and between Chinese soybean oil futures and American soybean oil futures has weakened since Sino–US trade friction started.
Funding Information
  • Soft Science Research Project of Guangdong Province (2019A101002119)
  • National Natural Science Foundation of China (71871098)

This publication has 41 references indexed in Scilit: