Corn Price Behavior – Volatility transmission during the boom on futures Markets
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- repec:nax:conyad:v:62:y:2017:i:3:p:941-957 is not listed on IDEAS
- Beckmann, Joscha & Czudaj, Robert, 2014. "Volatility transmission in agricultural futures markets," Economic Modelling, Elsevier, vol. 36(C), pages 541-546.
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KeywordsCommodity Futures; Corn; Time Series; Price volatility transmission; multivariate GARCH; Agricultural and Food Policy;
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