VOLATILITY TRANSMISSION IN AGRICULTURAL MARKETS: EVIDENCE FROM THE RUSSIA-UKRAINE CONFLICT

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...

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Bibliographic Details
Main Authors:	Daniel Henrique Dario Capitani, Luiz Eduardo Gaio
Format:	Article
Language:	English
Published:	International Journal of Food and Agricultural Economics 2023-04-01
Series:	International Journal of Food and Agricultural Economics
Subjects:	agricultural prices commodity markets volatility transmission russia-ukraine conflict brazil
Online Access:	https://www.foodandagriculturejournal.com/vol11.no2.pp65.pdf

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