Abstract
ABSTRACT Soybeans play a critical role in China’s food system and hold significant importance in ensuring national food security. This study explores the correlation between soybean futures prices and international soybean import prices. It employs a time-series model to analyse the volatility of the soybean futures market. The results demonstrate a significant correlation between soybean futures prices and their historical returns, as well as international soybean import prices. Fluctuations in international soybean prices notably impact domestic soybean futures prices, and market information exhibits asymmetrical effects on futures prices. The study’s conclusions hold important implications for understanding the volatility of the soybean futures market and its response to changes in international soybean prices.
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