Volatility Transmissionin Agricultural Markets: Evidence from the Russia-Ukraine Conflict

This study investigates the impacts of the Russia-Ukraine conflict on agricultural commodities price volatilities. The analysis is conducted considering the movements in crude oil prices and their consequences in the global and Brazilian agricultural commodities markets. We employ a bivariate DCC-GA...

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Veröffentlicht in:	International journal of food and agricultural economics 2023-04, Vol.11 (2), p.65-82
Hauptverfasser:	Capitani, Daniel Henrique Dario, Gaio, Luiz Eduardo
Format:	Artikel
Sprache:	eng
Schlagworte:	Agricultural and Food Policy Agricultural Finance Agricultural prices Brazil Commodity markets Financial Economics Marketing Political Economy Risk and Uncertainty Russia-Ukraine conflict volatility transmission
Online-Zugang:	Volltext
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