Urak, Faruk; Bilgic, Abdulbaki; Florkowski, Wojciech J.; … - In: Borsa Istanbul Review 24 (2024) 3, pp. 506-519
-MGARCH model estimation uses data from January 2010 to May 2023. Results show that over time, short-term deviations move towards … mutual influence. The volatility pass-through between wheat, sunflower oil, and corn shows asymmetric transmission. Long … volatility can be reduced through domestic production expansion through comprehensive policies enhancing rural area development …