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
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $42.00 .
File name: AJAE.pdf
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Bubbles, price explosiveness, futures market, grain, index investment, price impact
This page was processed by aws-apollo1 in 0.282 seconds