for price transmission between five major rice exporting markets representing Asia and the Americas over the past decade … exacerbated by a low level of substitution between major rice export markets. In other words, this perceived lack of price … response functions to interpret the model’s results. The findings suggest that price transmission exists across these major …

multivariate GARCH model to account for potential volatility transmission. Results indicate strong price and volatility … agricultural commodities and crude oil. Price and volatility transmission effects between EU and World butter prices, as well as … industry. Given this reorientation, the volatility of EU dairy commodity prices has sharply increased, creating the need to …

changes and price volatility applied accordingly. The findings reveal that, although higher output prices serve as an … incentive to improve global crop supply as expected, output price volatility acts as a disincentive. Depending on the crop, the … results show that own-price supply elasticities range from about 0.05 to 0.40. Output price volatility, however, has negative …

In this paper, we investigate the "static and dynamic" return and volatility spillovers’ transmission across developed …-directional return and volatility spillovers between developed and developing countries. However, unidirectional volatility spillovers …-directional volatility spillovers within the European region (Eurozone and non-Eurozone currencies) with the British pound sterling (GBP) and …