Goswami, Alankrita; Karali, Berna - In: Journal of agricultural and applied economics : JAEE 54 (2022) 4, pp. 723-768
implied volatility (IV) series of selected commodity pairs of corn-soybean and winter wheat-spring wheat. Our work confirms … impact both their own and each other's IV, while options hedging pressure has some impact only on wheat IVs. …