Jordaan, Henry; Grove, Bennie; Jooste, Andre; Alemu, A.G. - In: Agrekon 46 (2007) 3
The conditional volatility in the daily spot prices of the crops traded on the South African Futures Exchange (yellow maize, white maize, wheat, sunflower seed and soybeans) is determined. The volatility in the prices of white maize, yellow maize and sunflower seed have been found to vary over...
