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Volatility Effects of Index Trading and Spillovers on US Agricultural Futures Markets: A Multivariate GARCH Approach. (2017). Sanjuán López, Ana ; Dawson, Philip J ; Sanjuan-Lopez, Ana I.
In: Journal of Agricultural Economics.
RePEc:bla:jageco:v:68:y:2017:i:3:p:822-838.

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  1. The impact of deviations from soybean product crushing estimates on return and risk. (2024). Chitavi, Michael ; Abdoh, Hussein.
    In: Agricultural Economics.
    RePEc:bla:agecon:v:55:y:2024:i:2:p:181-199.

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  2. Chinese agricultural futures volatility: New insights from potential domestic and global predictors. (2023). Huang, Dengshi ; Su, Yuandong ; Lu, Xinjie.
    In: International Review of Financial Analysis.
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  5. Geographical Indications and Price Volatility Dynamics of Lamb Prices in Spain. (2020). Ferrer Pérez, Hugo ; Gil, Jose M ; Abdelradi, Fadi ; Ferrer-Perez, Hugo.
    In: Sustainability.
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  6. Steel product prices transmission activities in the midstream industrial chain and global markets. (2019). Sun, Qingru ; An, Haizhong ; Li, Huajiao ; Guo, Sui ; Liu, Yanxin ; Hao, Xiaoqing.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:60:y:2019:i:c:p:56-71.

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  7. Dynamics between trading volume, volatility and open interest in agricultural futures markets: A Bayesian time-varying coefficient approach. (2019). Czudaj, Robert.
    In: Econometrics and Statistics.
    RePEc:eee:ecosta:v:12:y:2019:i:c:p:78-145.

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  8. The Effects of Hedging and Speculation on Cash-Futures Basis: Results from U.S. Wheat Markets. (2019). Hoang, Nam ; Grieb, Terrance .
    In: Review of Economics & Finance.
    RePEc:bap:journl:190301.

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  9. Hedging Positions, Basis, and Futures Risk Premium: A Disaggregated Data Analysis on US Wheat Markets. (2018). Grieb, Terrance ; Hoang, Nam.
    In: 2018 Annual Meeting, August 5-7, Washington, D.C..
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  49. Grain price and volatility transmission from international to domestic markets in developing countries. (2015). Robles, Luis ; Minot, Nicholas ; Hernandez, Manuel ; Ceballos, Francisco.
    In: 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California.
    RePEc:ags:aaea15:206057.

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  50. Modeling volatility and correlations between emerging market stock prices and the prices of copper, oil and wheat. (2014). Sadorsky, Perry.
    In: Energy Economics.
    RePEc:eee:eneeco:v:43:y:2014:i:c:p:72-81.

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