Table 11 The VAR model fit for the war period.

From: COVID-19, the Russia–Ukraine war and the connectedness between the U.S. and Chinese agricultural futures markets

 

RUsoy

RCsoy

Constant

−0.0005933 (0.416)

−0.0004078 (0.313)

L1.RUsoy

−0.0077338 (0.868)

0.118845 (0.000)

L1.RCsoy

0.0340689 (0.679)

0.009365 (0.838)

L2.RUsoy

−0.0493665 (0.295)

−0.0077744 (0.766)

L2.RCsoy

0.0965164 (0.238)

−0.0503956 (0.267)

L3.RUsoy

−0.1246642 (0.008)

−0.0096343 (0.712)

L3.RCsoy

0.0099451 (0.484)

−0.0627386 (0.167)

L4.RUsoy

−0.0693697 (0.142)

0.0008471 (0.974)

L4.RCsoy

−0.0555846 (0.484)

0.1392121 (0.002)

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