. 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 …

a shock, I calculated the volatility impulse response function based on a VAR(1) BEKK(1,1)-in-mean model. The result …This paper provides an empirical analysis of volatility time structures in agricultural markets (sugar, wheat, soybeans … interesting for both researches and policy makers. In order to investigate the behaviour of agricultural market’s volatility after …

price discovery and reduce price variability through hedging activities. After having outlined the present status of U ….S. agricultural commodities market, a comprehensive study on the volatility spillover between the spot and futures markets of 12 … agricultural commodities is carried out to understand the dynamics of volatility factors which hinder the efficiency of those …