Conditional correlation and volatility between spot and futures markets for soybean and corn-Reference-Cited by-同舟云学术

Conditional correlation and volatility between spot and futures markets for soybean and corn

Published:2020-08-29 Issue:4 Volume:36 Page:707-724
ISSN:0742-4477
Container-title:Agribusiness
language:en
Short-container-title:Agribusiness

Author:

Tonin Julyerme M.¹^ORCID,Vieira Carlos M. R.²^ORCID,Sousa Fragoso Rui M.³^ORCID,Martines Filho João G.⁴^ORCID

Affiliation:

1. Department of Economics State University of Maringá (UEM) Maringá Brazil

2. Department of Economics University of Évora Évora Portugal

3. Department of Management University of Évora Évora Portugal

4. Department of Economics Luiz de Queiroz College of Agriculture, University of São Paulo (ESALQ/USP) São Paulo Brazil

Publisher

Wiley

Subject

Economics and Econometrics,Agronomy and Crop Science,Animal Science and Zoology,Geography, Planning and Development,Food Science

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/agr.21664

Reference50 articles.

1. Acworth W.(2019). FIA releases annual trading statistics showing record ETD volume in 2018.Futures Industry Association January 2019. Retrieved fromhttps://fia.org/articles/fia-releases-annual-trading-statistics-showing-record-etd-volume-2018

2. Allen E. &Valdes C.(2016). Brazil's corn industry and the effect on the seasonal pattern of US corn exports.AES‐93 Economic research Service/USDA. Retrieved fromhttps://www.ers.usda.gov/webdocs/publications/35806/59643_aes93.pdf?v=42536

3. The Time Pattern of Hedging and the Volatility of Futures Prices

4. Stock markets’ bubbles burst and volatility spillovers in agricultural commodity markets

5. BACEN—Banco Central do Brasil. (2015)Histórico das taxas de câmbio. Retrieved fromhttp://www.bcb.gov.br

Cited by 5 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Grain Price Fluctuation: A Network Evolution Approach Based on a Distributed Lag Model;Computational Economics;2024-07-30

2. Hedging Extreme Risk of Wheat in Semiparametric CVaR Portfolios with Commodities;FINANC UVER;2024

3. Sensitivity of the United States crop basis and distribution network to precipitation;Agribusiness;2023-10-04

4. Speculative ratios and returns volatility in the South African white maize futures market;Cogent Economics & Finance;2022-12-23

5. Making a Markowitz portfolio with agricultural commodity futures;Agricultural Economics (Zemědělská ekonomika);2022-01-15