Gardebroek, Cornelis; Hernandez, Manuel A.; Robles, Miguel - International Food Policy Research Institute (IFPRI) - 2014
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 … evaluate the level of interdependence and volatility transmission across these major crops on a daily, weekly, and monthly …