) prices that are related to natural gas stock prices. The volatility spillover effect is the delayed effect of a returns shock … in one physical, biological or financial asset on the subsequent volatility or co-volatility of another physical …, biological or financial asset. Investigating volatility spillovers within and across energy and financial markets is a crucial …

to November 2021. Moreover, the lagged conditional volatility of corn prices will affect the conditional volatility in …In this paper, we revisit price and volatility transmission among natural gas, fertilizer, and corn markets; an … volatility in the commodities, fertilizer, and energy markets. We followed the same methodology as previous work and used the …