Śmiech, Sławomir; Papież, Monika; Fijorek, Kamil; … - 2019
The aim of this study is to investigate sources of food prices volatility. The analysis uses daily series for …; most of the volatility spillovers are observed within the two groups of markets: food markets and “non-food” markets; corn … volatility of corn, soybean, wheat, rice, US dollar, crude oil, and SP500 futures spanning the period January 4, 2000 to April 1 …