Corpus ID: 235458443

Effects of Covid-19 Pandemic on Chinese Commodity Futures Markets

  title={Effects of Covid-19 Pandemic on Chinese Commodity Futures Markets},
  author={A. Goncu},
In this study, empirical moments and the cointegration for all the liquid commodity futures traded in the Chinese futures markets are analyzed for the periods before and after Covid-19, which is important for trading strategies such as pairs trading. The results show that the positive change in the average returns of the products such as soybean, corn, corn starch, and iron ore futures are significantly stronger than other products in the post Covid-19 era, whereas the volatility increased most… Expand

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