Volatility transmission in agricultural futures markets

Economic Modelling

Volumn 36, Issue , 2014, Pages 541-546

  Beckmann, Joscha ^a   Czudaj, Robert ^a,b  

^a UNIVERSITY OF DUISBURG ESSEN   (Germany)

^b UNIVERSITY OF APPLIED SCIENCES   (Germany)

Author keywords

Agriculture; Commodities; Futures markets; GARCH in mean VAR; Volatility

Indexed keywords

EID: 84889089597     PISSN: 02649993     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econmod.2013.09.036     Document Type: Article

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