transmission of price volatility between commodity futures markets is analysed. The background question is whether and to what … price changes of 2008. In this analysis the volatility of the maize futures price at three different commodity futures … bio-fuel policy. -- Commodity Futures ; Corn ; Time Series ; price volatility transmission ; multi-variate GARCH …

In this paper, we revisit price and volatility transmission among natural gas, fertilizer, and corn markets; an … important issue was explored in previous work. An update of the results is urgently needed due to the recent enormous price … volatility in the commodities, fertilizer, and energy markets. We followed the same methodology as previous work and used the …