This paper provides insights into agricultural commodity markets in terms of return and volatility spillover effects. To replicate a broad agricultural market, grain products, softs and oilseeds are taken into account, including daily spot prices for sugar, wheat, soybeans and coffee over the...

The Middle East and North Africa region is one of the most politically volatile and food insecure areas on earth. The sum of political upheavals and endemic food-security constraints has reduced many MENA nations to the equivalent of small, import-dependent countries. Such countries are...