Table 13 Variance decomposition results during the war.

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

0.000244

0.999756

2

0.999643

0.000357

0.044118

0.955882

3

0.996786

0.003214

0.044216

0.955784

4

0.996812

0.003188

0.045459

0.954541

5

0.995322

0.004678

0.04558

0.95442

6

0.995251

0.004749

0.045955

0.954045

7

0.995212

0.004788

0.045978

0.954022

8

0.995165

0.004835

0.04597

0.95403

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