This paper examines the dynamics of volatility across major global exchanges for corn,
wheat and soybeans in the USA, Europe and Asia. We follow a multivariate GARCH …

This article investigates volatility spillovers in commodity markets by following the
methodology pioneered in Diebold and Yilmaz (2012). By using a broad data set during …

This paper analyzes the 5-year daily closing prices of copper futures contract data from the
London Metals Exchange (LME), Shanghai Futures Exchange (SHFE), and the New York …

In 2018, the world witnessed a full‐fledged trade war between United States and China with
both countries levying successive tariffs on each other. Though the impact of trade war could …

This study examines the relationship between volume and price changes for Tokyo
commodity futures contracts by focusing on the predictive power of volume. The findings …

The purpose of this study is to analyze the impact of the growth of the Brazilian winter corn
crop on the dynamics between domestic Brazilian prices and international prices as well as …

This paper investigates the cross market linkages of Indian commodity futures for nine
commodities with futures markets outside India. These commodities range from highly …

In this paper, we examine the role that the Dalian Commodity Exchange (DCE) plays in the
global price discovery of soybean futures. We employ Structural Vector Autoregressive and …

We examine the effects of speculation in the form of index trading on contemporaneous
returns and volatility on corn, soybeans and wheat futures markets on the Chicago Board of …

Abstract Research in the United States' agricultural futures markets have found maize (what
they refer to as corn) to be the commodity that most broadly received and transmitted …