Etienne, Xiaoli Liao; Trujillo-Barrera, Andrés; … - In: Agricultural Finance Review 76 (2016) 1, pp. 151-171
prices and those of fertilizer and corn during that period, while linkages in price level and volatility between the latter …Purpose – The purpose of this paper is to investigate the price and volatility transmission between natural gas …, fertilizer (ammonia), and corn markets, an issue that has been traditionally ignored in the literature despite its significant …