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...

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Detalles Bibliográficos
Autores principales: Gardebroek, Cornelis, Hernandez, Manuel A., Robles, Miguel
Formato: Journal Article
Lenguaje:Inglés
Publicado: Wiley 2016
Materias:
Acceso en línea:https://hdl.handle.net/10568/147996
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