the EGARCH model and event study methods to study the impact of the major risk event of Sino-US trade friction on soybean … effect between the soybean futures markets in China and the US, and significantly increased market volatilities. As the scale … of additional tariffs increased, the volatility of the Chinese soybean futures market declined; however, the volatility …

average, quite close to zero, but there is increasing risk entailed in attempting to do so, as the hedge-tracking errors for …

mitigate the potential risk of data-snooping bias-the probability that any favorable results may inadvertently arise from …

managers, investors, and traders should pay attention to crude oil and soybean futures to mitigate risk and diversify their …This paper investigates the impact of soybean and crude oil futures on palm oil indexes by utilising monthly data from … oil futures and crude palm oil, and a short-run relationship with soybean futures, crude oil futures, and crude palm oil …

The combination of stochastic derivative pricing models and downside risk measures often leads to the paradox (risk … expected returns and very negative downside risk (henceforth "golden strategy") has only been studied if all the involved … multi-asset golden strategies for both the expected shortfall and the expectile risk measure, and shows that the use of …

soybean futures market, we not only find its excellent out-of-sample market risk forecasting performance but also offer …Modeling futures market risk simultaneously influenced by macro low-frequency information and daily risk factors is a …-frequency factors directly influence the high-frequency futures market risk. Through an exhaustive empirical analysis of the Chinese …