Any good research on seasonality of volatility of soybean futures ?

It's possible to be led astray by data here I think. I'd say just consider this little table and when might your investment/payoff be most uncertain if you were involved in the business.

from https://www.thebalance.com/soybean-planting-and-harvest-seasons-809258

United States (38 percent of world production)
Planting: Planting of soybean crops begins in late April and lasts through June.
Harvest: The harvest season begins in late September and finishes by the end of November.

Brazil (25 percent of world production)
Planting: Mid-August through mid-December.
Harvest: February through May.

Argentina (19 percent of world production)
Planting: October through December.
Harvest: April through early June.

China (7 percent of world production)
Planting: Late April through mid-June.
Harvest: September through early October.
 
Here is 20 years of Soybeans (S) up to 2015. Some people may put more weighting on the most recent years - you can check your charts to fill in from 2015 to present.

Soybeans.PNG

http://charts.equityclock.com/soybeans-futures-s-seasonal-chart
 
lx008 said:
Are there any good research on seasonality of volatility of soybean futures ?
More...

The best study is still Ralph Ainsworth's 1933 "Profitable Grain Trading".
You need to adjust some for South America production but world wide wheat production is not so far from his era when both summer and winter wheat
were grown. Main difference now is most grain trading is paper grain. I try
seeing if his systems would have worked before entering a grain trade
and it has prevented me from making mistakes.
 
On the Internet, there are a lot of research about the impact of various factors on the price of soybeans.
For example, the impact of temperature and humidity on yields. If you want, I can give several studies about it.
 
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