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Price volatility spillovers among agricultural commodity and crude oil markets: Evidence from the range-based estimator
agricultural commodity market financial crisis of 2008–2009 futures markets historical price volatility intra-day data
2015/6/8
The paper examines the price volatility spillovers among the crude oil, soybeans, corn, wheat, and sugar futures markets over the period 1/1/2006–11/29/2013. We separately investigate the periods of t...
Commodity Price Volatility: The Impact of Commodity Index Traders
Commodity Price Volatility Commodity Index Traders
2014/4/11
The dramatic rise in crop prices that occurred in the fall of 2006 was the
beginning of an unprecedented level of volatility in agricultural markets. For example,
corn prices for most of this de...
COMMODITY PRICE VOLATILITY: THE IMPACT OF COMMODITY INDEX TRADERS
COMMODITY PRICE VOLATILITY: THE IMPACT OF COMMODITY INDEX TRADERS
2014/4/11
The dramatic rise in crop prices that occurred in the fall of 2006 was the beginning of an unprecedented level of volatility in agricultural markets. Corn prices for most of this decade have fluctuate...