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학술저널

Price Dynamic in the Soybean Complex

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A three-variable vector autoregression(VAR) is utilized to investigate dynamic relationships existing in soybean complex. The results show that shocks in soybean price significantly affect soybean meal and soybean oil prices immediately and last some periods. The patterns and strengths of responses in both prices are very similar. Nevertheless, soybean meal price exhibits a stronger relationship to soybean price than does soyoil price. In addition, soybean price appears to more highly influence its co-products than its co-products influence soybean price.

Abstract

Ⅰ. Introduction

Ⅱ. Data and Methodology

Ⅲ. Conclusions

References

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