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Market interdependence and volatility transmission among major crops. (2013). Robles, Luis ; Hernandez, Manuel ; Gardebroek, Cornelis.
In: 2013 Annual Meeting, August 4-6, 2013, Washington, D.C..
RePEc:ags:aaea13:150119.

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  1. Price Transmission in Cotton Futures Market: Evidence from Three Countries. (2021). Soni, Tarun Kumar ; Singh, Amrinder .
    In: JRFM.
    RePEc:gam:jjrfmx:v:14:y:2021:i:9:p:444-:d:635358.

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  2. Co-movement of major commodity price returns : time-series assessment. (2014). Hernandez, Manuel ; de Nicola, Francesca ; De Pace, Pierangelo ; DePace, Pierangelo.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:6845.

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  3. Co-movement of major commodity price returns: A time-series assessment:. (2014). Hernandez, Manuel ; de Nicola, Francesca ; De Pace, Pierangelo ; DePace, Pierangelo.
    In: IFPRI discussion papers.
    RePEc:fpr:ifprid:1354.

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  4. Conceptual framework on price volatility and its impact on food and nutrition security in the short term. (2013). Torero, Maximo ; Kalkuhl, Matthias ; Boulanger, Pierre ; Kornher, Author-Name Lukas ; Kozicka, Author-Name Marta .
    In: FOODSECURE Working papers.
    RePEc:fsc:fspubl:15.

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References

References cited by this document

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  9. Gardebroek, C., Hernandez, M.A., 2013. Do energy prices stimulate food price volatility? Examining volatility transmission between US oil, ethanol and corn market. Mimeo.

  10. Hernandez, M.A., Ibarra, R, Trupkin, D.R., 2013. How far do shocks move across borders? Examining volatility transmission in major agricultural futures markets. European Review of Agricultural Economics, forthcoming.

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    Paper not yet in RePEc: Add citation now
  14. Silvennoinen, A., Teräsvirta, T., 2009. Multivariate GARCH models. In: Andersen, T.G., Davis, R.A., Kreiß, J.-P., Mikosch, T. (Eds.), Handbook of Financial Time Series. Springer, Berlin, pp.201-229.
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  15. Zhao, J., Goodwin, B., 2011. Volatility spillovers in agricultural commodity markets: An application involving implied volatilities from options markets. Paper prepared for presentation at the Agricultural and Applied Economics Association’s 2011 Annual Meeting.

Cocites

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