Table 2 Descriptive statistics for U.S. and Chinese futures returns.

Futures varieties	Variables	Obs	Mean	Std.Dev.	Min	Max	Skew	Kurt
Soybean	R^U_soy	1479	0.0002	0.0137	−0.1555	0.0614	−1.8065	23.9690
Soybean	R^C_soy	1479	0.0002	0.0111	−0.0568	0.1072	0.8744	12.2922
Corn	R^U_corn	1479	0.0002	0.0162	−0.1408	0.0740	−0.6877	10.4100
Corn	R^C_corn	1479	0.0002	0.0076	−0.0366	0.0402	0.1811	6.6438
Cotton	R^U_cotton	1479	−0.00002	0.0172	−0.1291	0.0580	−0.3772	5.9200
Cotton	R^C_cotton	1479	−0.00002	0.0133	−0.0793	0.0719	−0.1963	8.1868

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