Yang, Zhengliang; Du, Xiaoxue; Lu, Liang; Tejeda, Hernan - In: Journal of risk and financial management : JRFM 15 (2022) 2, pp. 1-14
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 … market prices. Our results are consistent with previous research showing that natural gas price returns in the short-term are …