The addition of commodities to financial portfolios and resulting weight adjustments may create volatility linkages between commodity and financial markets, especially during financial crises. Also, biofuel mandates are suspected to integrate agricultural and energy markets. We calculate...

The primary objective of this paper is to estimate behavioural parameters of the quadratic regional supply models in the modelling system CAPRI, using the time series data in the CAPRI database. A secondary objective is to replace the constant yields of the original model by functions that...