Yang, Zhengliang; Du, Xiaoxue; Lu, Liang; Tejeda, Hernan - In: Journal of Risk and Financial Management 15 (2022) 2, pp. 1-14
In this paper, we revisit price and volatility transmission among natural gas, fertilizer, and corn markets; an … market prices. Our results are consistent with previous research showing that natural gas price returns in the short-term are … fertilizer markets. However, we did not find a significant relationship among fertilizer, corn, and natural gas markets from May …