Yang, Zhengliang; Du, Xiaoxue; Lu, Liang; Tejeda, Hernan - In: Journal of risk and financial management : JRFM 15 (2022) 2, pp. 1-14
to November 2021. Moreover, the lagged conditional volatility of corn prices will affect the conditional volatility in …In this paper, we revisit price and volatility transmission among natural gas, fertilizer, and corn markets; an … volatility in the commodities, fertilizer, and energy markets. We followed the same methodology as previous work and used the …