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Volatility in Oilseeds and Vegetable Oils Markets: Drivers and Spillovers

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  • Bernhard Brümmer
  • Olaf Korn
  • Kristina Schlüßler
  • Tinoush Jamali Jaghdani

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  • Bernhard Brümmer & Olaf Korn & Kristina Schlüßler & Tinoush Jamali Jaghdani, 2016. "Volatility in Oilseeds and Vegetable Oils Markets: Drivers and Spillovers," Journal of Agricultural Economics, Wiley Blackwell, vol. 67(3), pages 685-705, September.
    • Handle: RePEc:bla:jageco:v:67:y:2016:i:3:p:685-705
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    File URL: http://hdl.handle.net/10.1111/1477-9552.12141
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    Cited by:

    1. Szczygielski, Jan Jakub & Charteris, Ailie & Obojska, Lidia, 2023. "Do commodity markets catch a cold from stock markets? Modelling uncertainty spillovers using Google search trends and wavelet coherence," International Review of Financial Analysis, Elsevier, vol. 87(C).
    2. Berger, Jurij & Dalheimer, Bernhard & Brümmer, Bernhard, 2021. "Effects of variable EU import levies on corn price volatility," Food Policy, Elsevier, vol. 102(C).
    3. Santeramo, Fabio Gaetano, 2017. "Market Fundamentals And International Grain Price Volatility," 2017 International Congress, August 28-September 1, 2017, Parma, Italy 260908, European Association of Agricultural Economists.
    4. Fabio Gaetano Santeramo & Emilia Lamonaca, 2019. "On the drivers of global grain price volatility: an empirical investigation," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 65(1), pages 31-42.
    5. repec:zbw:iamodp:310089 is not listed on IDEAS
    6. Vasylieva, Natalia, 2020. "Application of Markowitz Portfolio Theory to Producing the World Major Field Crops," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 10(3), December.
    7. Just, Małgorzata & Echaust, Krzysztof, 2022. "Dynamic spillover transmission in agricultural commodity markets: What has changed after the COVID-19 threat?," Economics Letters, Elsevier, vol. 217(C).
    8. Brümmer, Bernhard, 2021. "Preisvolatilität auf Agrarmärkten," IAMO Discussion Papers 196, Leibniz Institute of Agricultural Development in Transition Economies (IAMO).
    9. Hosein Sheibani & Hosein Alizadeh & Mojtaba Shourian, 2019. "Optimum Design and Operation of a Reservoir and Irrigation Network Considering Uncertainty of Hydrologic, Agronomic and Economic Factors," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 33(2), pages 863-879, January.
    10. Ogunmola, Omotoso Oluseye & Verter, Nahanga & Obayelu, Abiodun Elijah, 2023. "Factors Influencing the Prices of Rice, Maize and Wheat Prices in Nigeria," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 15(1), January.

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