. Bitcoin contributes only 2.55% to the connectedness, while the wheat volatility index accounts for 12.51% of the total … transmitter to the wheat volatility, while being the spillover receiver from the oil and corn volatilities. The findings suggest …

This paper evaluates how different types of speculation affect the volatility of commodities' futures prices. We adopt … short term speculation. We consider four energy commodities (light sweet crude oil, heating oil, gasoline and natural gas …) and seven non-energy commodities (cocoa, coffee, corn, oats, soybean oil, soybeans and wheat) over the period 1986 …