matched to key corn development stages provide an enhanced and more stable fit than their calendar counterparts. More …

This paper investigates the dynamics of sequential decision-making in agricultural futures andoptions markets using a …

This paper investigates the dynamics of sequential decision-making in agricultural futures and options markets using a …

that the futures prices of bio-ethanol and the two agricultural commodities, corn and sugarcane, have stronger co …. The purpose of this paper is to examine the volatility spillovers for spot and futures returns on bio-ethanol and related … agricultural commodities, specifically corn and sugarcane, using the multivariate diagonal BEKK conditional volatility model. The …