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Applied Economics Letters Volume 30, 2023 - Issue 18
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Research Article

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

Jialin Guoa School of Economics and Management, University of Chinese Academy of Science, Beijing, ChinasCorrespondence[email protected]
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,
Desheng Wua School of Economics and Management, University of Chinese Academy of Science, Beijing, ChinasView further author information
,
Kaiming Zhangb School of International Trade and Economics, University of International Business and Economics, Beijing, ChinaView further author information
&
Cuicui Luoc International College, University of Chinese Academy of Sciences, Beijing, ChinaView further author information
Pages 2647-2651 | Published online: 18 Jul 2022

References

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  • Gerrits, R.-J., and A. Yuce. 1999. “Short- and Long-term Links among European and US Stock Market.” Financial Economics 9 (1): 1–9.
  • Hernandez, M. A., R. Ibarra, and D. R. Trupkin. 2014. “How Far Do Shocks Move across Borders? Examining Volatility Transmission in Major Agricultural Futures Markets.” European Review of Agricultural Economics 41 (2): 301–325. doi:10.1093/erae/jbt020.
  • Imai, K., R. Gaiha, and G. Thapa. 2008. “Transmission of World Commodity Prices to Domestic Commodity Prices in India and China.” Brooks World Poverty Institute Working Paper. 45.
  • Zhu, Q., Y. Ruan, S. Liu, and L. Wang. 2021. “Novel Information Fusion Model for Simulating the Effect of Global Public Events on the Sino-US Soybean Futures Market.” Data Science and Management 1 (1): 48–59. doi:10.1016/j.dsm.2021.02.005.

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