Evaluating the Impact of Location Differentials on Soybean Futures in South Africa: Price Dynamics and Silo Re-Deliveries

Evaluating the Impact of Location Differentials on Soybean Futures in South Africa: Price Dynamics and Silo Re-Deliveries

This study examined the impact of location differentials (LDs) on soybean futures trading in South Africa. This study uses a systematic approach, employing the Autoregressive Moving Average (ARMA) and Generalized Autoregressive Conditional Heteroskedasticity (GARCH) models to analyze relationships b...

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Bibliographic Details
Main Authors: Daniel Mokatsanyane, Mariette Geyser, Anmar Pretorius
Format: Article
Language:English
Published: MDPI AG 2025-03-01
Series:Agriculture
Subjects:
location differentials
South African futures exchange
soybean futures
grain price risk
comparative analysis
agricultural policy
Online Access:https://www.mdpi.com/2077-0472/15/6/587
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