Morgantown, WV 26506
West Virginia University - Division of Resource Management
price, volatility, natural gas, fertilizer, corn, shale production, transmission mechanism
distillers’ grains with solubles, corn, soybean meals, price, volatility, spillover, dynamic correlations
Agricultural Economics, Trade and Agriculture, Agricultural Trade, Commodity Risk Management
natural gas, time-varying, stochastic volatility, supply disruptions, demand shocks, inventory, price movements, structural vector autoregressions
: natural gas, market integration, United States, spillover index, price discovery, forecast error variance decomposition
corn, season-average price, forecast, futures prices, cash prices, marketing weights
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Bubbles, price explosiveness, futures market, grain, index investment, price impact
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