In this paper, we seek to identify the price and volatility transmission mechanisms between DDGS, corn, and soybean …. Our results also suggest that neither DDGS prices nor volatility significantly impact the corn and soybean meal markets … from January 2000 to May 2016, we find important interplays between the three markets in both price and volatility dynamics …

This paper provides an empirical analysis of volatility time structures in agricultural markets (sugar, wheat, soybeans … interesting for both researches and policy makers. In order to investigate the behaviour of agricultural market’s volatility after … a shock, I calculated the volatility impulse response function based on a VAR(1) BEKK(1,1)-in-mean model. The result …

, measured via conditional volatility. Translating conditional volatility into a value-at-risk (VaR) framework allows us to …

dynamics of CDS volatility spillover effects surrounding the UK's EU membership referendum commonly known as "Brexit". Using a … the underlined CDS. In particular, we find that UK, Italy and Spain are the "net volatility transmitters", while France … and Germany seem the "net volatility receivers". Our findings may help in formulating appropriate regulatory policies and …

The return and volatility spillover effects on Asian Dragons were investigated in this study. Yahoo Finance provided … unidirectional relationships, but volatility spillover effects were shown in both unidirectional and bidirectional connections. The …, the STI was a significant net transmitter of stock market volatility to other markets, according to research. As a result …

This research examines the correlations between the return volatility of cryptocurrencies, global stock market indices …, and the spillover effects of the COVID-19 pandemic. For this purpose, we employed a two-stage multivariate volatility … and respond well to previous shocks. As a result, financial assets have low unconditional volatility and the lowest risk …

In the contemporary world bustling with global trade, a natural disaster or financial crisis in one country (or region …