We study the difference in the volatility dynamics of CBOT corn, soybeans, and oats futures prices across different … delivery horizons. We also find that price volatility is higher before the harvest starts in most cases compared to the … volatility during the planting period. These results have implications for hedging, options pricing, and the setting of margin …

to make grain production and hence grain prices morevolatile. We analyze daily prices during the growing season for corn … not, however, find that grain prices have become more volatile since the 1970s, with an exception for a small but … statisticallysignificant upward trend in wheat price volatility. To the extent that climate change has caused more frequent weather extremes …

volatility passthroughs for three grain commodities. While the substitutive commodity consumption behaviour between maize and … volatility implying that rice is not a substitute for wheat or maize consumption; grain consumption proves a more effective …Existing literature has not yet identified the common determinants of price volatility transmission in agricultural …