The impact of trading activity on volatility transmission and interdependence among agricultural commodity markets
© 2014 by the Mathematical Association of Thailand. All rights reserved. This paper aims at studying the volatility and dependence structure among the main agricultural commodity markets. It also investigates the impact of the trading activity of agricultural commodities and the ethanol listing on t...
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| Main Authors: | , |
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| Format: | Journal |
| Published: |
2018
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| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84907230114&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/45503 |
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| Institution: | Chiang Mai University |