Market interdependence and volatility transmission among major crops
This article provides a comprehensive analysis of the dynamics of volatility across major agricultural commodities in the United States. Volatility interactions across markets may lower the effectiveness of diversification strategies to mitigate price risks and should be taken into account when anal...
| Main Authors: | , , |
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| Format: | Journal Article |
| Language: | Inglés |
| Published: |
Wiley
2016
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| Subjects: | |
| Online Access: | https://hdl.handle.net/10568/147996 |
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