Volatility Spillovers among the Major Commodities: A Review.

KD Melas, A Faitatzoglou, NA Michail… - Journal of Risk & …, 2024 - search.ebscohost.com
The integration of commodities into stock exchanges marked a pivotal moment in the
analysis of price dynamics. Commodities are essential for both daily sustenance and …

Connectedness and spillover between African equity, commodity, foreign exchange and cryptocurrency markets during the COVID-19 and Russia-Ukraine conflict

I Anyikwa, A Phiri - Future Business Journal, 2023 - Springer
Since the onset of the COVID-19 pandemic, financial and commodity markets have exhibited
significant volatility and displayed fat tail properties, deviating from the normal probability …

Geopolitical Risk and Extreme Risk Connectedness Among Energy and Other Strategic Commodities: Fresh Sight Using the High‐Dimensional CoVaR Model

Q Zheng, J Wu, B Lin - Journal of Futures Markets, 2024 - Wiley Online Library
Existing studies on commodity market risk spillovers recognize the pivotal role of geopolitical
risk (GPR), but scarcely address how it drives tail risk spillover networks. This study adopts …

[HTML][HTML] Spatial Price Transmission and Dynamic Volatility Spillovers in the Global Grain Markets: A TVP-VAR-Connectedness Approach

H Xue, Y Du, Y Gao, WH Su - Foods, 2024 - pmc.ncbi.nlm.nih.gov
The global food market's escalating volatility has led to a complex network of uncertainty and
risk transmission across different grain markets. This study utilizes the Time-Varying …

Use of Cracker Residue in the Diet of Dairy Heifers: Impacts on Animal Health, Ruminal Fatty Acids Profile, Digestibility, Weight Gain, and Economic Viability

MG Vitt, AL Nascimento, ALR Brunetto, AM Piaia… - Animals, 2024 - mdpi.com
Simple Summary Cracker residue is a co-product of the food industry which has already
been used in the diet of non-ruminants, but with little research for ruminants. Experiment I …

The time-varying dynamic impact of US renewable energy prices on agricultural prices in China: the case of fuel ethanol

L Fu, X Tu, D Yuan - Environmental Science and Pollution Research, 2024 - Springer
This paper intends to look into the time-varying dynamic impact of US fuel ethanol, one of
the renewable energy sources, on the prices of agricultural products (specifically corn …

Interconnected Markets: Unveiling Volatility Spillovers in Commodities and Energy Markets through BEKK-GARCH Modelling

T Paientko, S Amakude - Analytics, 2024 - mdpi.com
Food commodities and energy bills have experienced rapid undulating movements and
hikes globally in recent times. This spurred this study to examine the possibility that the …

Volatility Spillovers among the Major Commodities: A bibliometric review

KD Melas, A Faitatzoglou, NA Michail, A Artemiou - 2024 - preprints.org
The integration of commodities into stock exchanges marked a pivotal moment in the
analysis of price dynamics. Commodities, essential for both daily sustenance and industrial …

[PDF][PDF] Spatial Price Transmission and Dynamic Volatility Spillovers in the Global Grain Markets

H Xue, Y Du - 2024 - ageconsearch.umn.edu
The volatility inherent in international grain prices constitutes a focal point of scholarly
inquiry, garnering significant attention from academics, policymakers, investors, farmers, and …

[PDF][PDF] Estimating volatility spreads between melon, watermelon, and grape markets with the diagonal Bekk-Garch (1.1) equation model.

S Tiraşci, FN Özdemir, Ü Avcioğlu, HÇ Kaymak… - 2023 - managementjournal.usamv.ro
This investigation has been conducted to determine the fluctuations in the real prices of
melon, watermelon, and grapes cause volatility in their own and other markets in Turkey …