Urak, Faruk; Bilgic, Abdulbaki - In: Borsa Istanbul Review 23 (2023) 3, pp. 580-599
The objective of this study is to examine the long-term uncertainty transmission between cattle and lamb carcass markets and the feed wheat market in terms of exogenous variables (e.g., gasoline price, exchange rate, and import variables) and whether the volatility is symmetrical, using the...