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Based on the principle of financial market prices of infection and linkage, the Markov state transition autoregressive model is used to make a comparative study on the Dalian Commodity Exchange and the Chicago Board of Trade soybean futures price linkage relationship. Research model can be well portrayed between the two futures market’s price discovery contributions, and verify the linkage relationship of the two market’s futures prices.

Research on Futures Price Volatility Transmission Effect: Evidence from the CBOT and DCE Soybean Futures