Abstract:Frequent occurrences of the EI-Nino phenomenon have made the influence of ENSO on the commodity market a hot research topic. To further investigate the connection between climate change and commodities markets and to offer a benchmark for future economic growth This study focuses on the impact of El Nio on the futures price yield of U.S. soybeans to give a new research direction for academics and investors. This research employs the GARCH-Mean model to estimate returns, then applies the event study approach an… Show more
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