VOLATILITY TRANSMISSION IN 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...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
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International Journal of Food and Agricultural Economics
2023-04-01
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| Series: | International Journal of Food and Agricultural Economics |
| Subjects: | |
| Online Access: | https://www.foodandagriculturejournal.com/vol11.no2.pp65.pdf |