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We study the difference in the volatility dynamics of CBOT corn, soybeans, and oats futures prices across different delivery horizons via the smoothed Bayesian estimator of Karali, Dorfman, and Thurman (2010). We show that the futures price volatilities in these markets are affected by the...
Persistent link: https://www.econbiz.de/10009368381
We study the difference in the volatility dynamics of CBOT corn, soybeans, and oatsfutures prices across different delivery horizons via the smoothed Bayesian estimatorof Karali, Dorfman, and Thurman (2010). We show that the futures price volatilitiesin these markets are affected by the...
Persistent link: https://www.econbiz.de/10009446386
Replaced with revised version of paper on 06/11/07.
Persistent link: https://www.econbiz.de/10005803191
Replaced with revised version of paper 07/15/08.
Persistent link: https://www.econbiz.de/10005804633
Persistent link: https://www.econbiz.de/10005513817
Pollination by honeybees plays an important role in modern agriculture. Some crops are greatly dependent on honeybees (almonds, apples, avocados, blueberries, and cherries are examples) while the yields and quality of other crops are significantly enhanced by honeybee pollination. The importance...
Persistent link: https://www.econbiz.de/10005070335
Pollination by honeybees plays an important role in modern agriculture. Some crops are greatly dependent on honeybees (almonds, apples, avocados, blueberries, and cherries are examples) while the yields and quality of other crops are significantly enhanced by honeybee pollination. The importance...
Persistent link: https://www.econbiz.de/10009443554