Market interdependence and volatility transmission among major crops is popular PDF and ePub book, written by Gardebroek, Cornelis in 2024-09-29, it is a fantastic choice for those who relish reading online the Social Science genre. Let's immerse ourselves in this engaging Social Science book by exploring the summary and details provided below. Remember, Market interdependence and volatility transmission among major crops can be Read Online from any device for your convenience.
Market interdependence and volatility transmission among major crops Book PDF Summary
This paper provides a comprehensive analysis of the dynamics of volatility between the corn, wheat, and soybean markets in the United States. Volatility interactions across markets, if they exist, may lower the effectiveness of diversification strategies to mitigate price risks and should be taken into account when analyzing the pricing behavior of different agricultural commodities. We follow a Multivariate Generalized Autoregressive Conditional Heteroskedasticity (MGARCH) approach to evaluate the level of interdependence and volatility transmission across these major crops on a daily, weekly, and monthly basis.
Detail Book of Market interdependence and volatility transmission among major crops PDF
- Author : Gardebroek, Cornelis
- Release : 29 September 2024
- Publisher : Intl Food Policy Res Inst
- ISBN : 978186723xxxx
- Genre : Social Science
- Total Page : 44 pages
- Language : English
- PDF File Size : 19,5 Mb
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