Table 12 Variance decomposition results for the entire COVID-19 period.

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

Decomposition for Ru

Decomposition for Rc

Step

Ru

Rc

Ru

Rc

1

1

0

0.00057

0.99943

2

0.999449

0.000551

0.020683

0.979317

3

0.999449

0.000551

0.020684

0.979316

4

0.999449

0.000551

0.020684

0.979316

5

0.999449

0.000551

0.020684

0.979316

6

0.999449

0.000551

0.020684

0.979316

7

0.999449

0.000551

0.020684

0.979316

8

0.999449

0.000551

0.020684

0.979316

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