The present paper attempts an empirical investigation on price volatility linkages between two important agricultural commodities: corn and wheat, by using a multivariate GARCH-BEKK model. Evidence of bidirectional linkages were found between corn and wheat in terms of returns and volatility....

The existence of weak form of efficiency in agricultural commodities is explored in the present paper. The data used in the research consists of daily closing prices for thirteen futures contracts covering the period January 1995 through May 2012. Majority of the agricultural commodities showed...

In this article, we analyze the application of options contract in special commodity supply chain such as fresh agricultural products. This problem is discussed in the point of the retailer. When spot market and future market are both available, we discuss how the retailer chooses the optimal...

Australia possesses the highest average solar radiation of any continent in the world, but solar energy in total contributes less than 1% to Australia’s primary energy consumption. This study intends to assess whether solar photovoltaic (PV) is really a sustainable option for Australia’s...