Is corn still king? Unravelling time-varying interactions among soft commodities
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DOI: 10.1007/s40822-024-00296-6
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More about this item
Keywords
Soft commodities; Volatility spillover; Dynamic connectedness; Agricultural futures; Price volatility;All these keywords.
JEL classification:
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- Q13 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture - - - Agricultural Markets and Marketing; Cooperatives; Agribusiness
- Q18 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture - - - Agricultural Policy; Food Policy; Animal Welfare Policy
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