Yang, Jian; Zhang, Jin; Leatham, David J. - In: Annals of Economics and Finance 4 (2003) 1, pp. 37-50
This study examines futures price and volatility transmissions among three major wheat production and exporting regions, the United States (US), Canada and the European Union (EU) over the recent six-year study period of 1996 - 2002. The price transmission pattern shows that Canadian prices are...