Is China the price taker in soybean futures?
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DOI: 10.1108/CAER-10-2014-0104
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Cited by:
- Sisi Qin & Wee‐Yeap Lau, 2023. "Cross‐border and cross‐commodity volatility spillover effects of Chinese soybean futures," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(12), pages 1836-1852, December.
- Martin T. Bohl & Pierre L. Siklos & Claudia Wellenreuther, 2018.
"Speculative activity and returns volatility of Chinese major agricultural commodity futures,"
CAMA Working Papers
2018-06, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Martin T. Bohl, Pierre Siklos, Claudia Wellenreuther, 2018. "Speculative Activity and Returns to Volatility of Chinese Major Agricultural Commodity Futures," LCERPA Working Papers 0111, Laurier Centre for Economic Research and Policy Analysis, revised 30 Jan 2018.
- Bohl, Martin T. & Siklos, Pierre L. & Wellenreuther, Claudia, 2018. "Speculative activity and returns volatility of Chinese agricultural commodity futures," Journal of Asian Economics, Elsevier, vol. 54(C), pages 69-91.
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Keywords
Volatility spillover; CBOT; DCE; Price taker; Pricing power; Soybean futures;All these keywords.
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