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This study aims to investigate how US-China trade tensions influence the volatility of agricultural commodity prices, focusing on both futures and spot markets.

January 18, 2026Journal of Economic Studies

The US-China tension, global supply disruptions and the agricultural commodity markets: a dynamic multivariate panel data analysis

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This study aims to investigate how US-China trade tensions influence the volatility of agricultural commodity prices, focusing on both futures and spot markets.
Conducted dynamic multivariate panel analysis from April 1998 to February 2024.
Examined trade cycles, including the US-China trade war and post-pandemic recovery.
Utilized new indices: US-China Tension Index and Global Supply Chain Pressure Index to assess global risks.
Futures markets show stronger volatility responses to trade tensions compared to spot markets.
The volatility response is more significant for commodities directly impacted by US-China trade.
Globally traded soft commodities exhibit lower sensitivity to these geopolitical shocks.

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Implication

Dynamic multivariate analysis reveals how US-China trade tensions affect agricultural commodity market volatility, indicating significant implications for global trade dynamics.

Cite This Study

Salisu et al. (2026) studied this question.

synapsesocial.com/papers/696c7817eb60fb80d1396434 https://doi.org/10.1108/jes-10-2025-0832

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Implication

Dynamic multivariate analysis reveals how US-China trade tensions affect agricultural commodity market volatility, indicating significant implications for global trade dynamics.

The US-China tension, global supply disruptions and the agricultural commodity markets: a dynamic multivariate panel data analysis

Key Points

Discussion

Implication

Cite This Study

The US-China tension, global supply disruptions and the agricultural commodity markets: a dynamic multivariate panel data analysis

Key Points

Discussion

Implication

Cite This Study

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