those markets. Role of wheat futures in price stabilisation/volatility reduction and its relevance to the small scale … (GARCH) model indicated a high degree of volatility in spot prices right from inception of trading and revival of trading …

justified by the high volatility in grain prices and the need to understand how shocks are diffused across markets. We use … structural upward shifts in their trend explain the observed persistence of shock in grain markets. Using Johansen cointegration … causality links among the grain prices and they volatility. Soybean and wheat as well as maize, individually and together, play …

Our paper looks at how price volatility in the Brazilian ethanol industry changes over time and across markets by using … methods is that it allows to jointly estimate the cointegration relationship between the price series investigated and the … volatility. Increased volatility in crude oil markets results in increased volatility in ethanol markets. Ethanol prices, on the …

A modified gravity-type model was employed to evaluate the effect of exchange rate volatility on wheat exports …-term measures of exchange rate volatility were constructed and compared. Both measures of exchange rate volatility have exhibited a … volatility is an important factor in explaining the trade pattern of wheat trade worldwide. Keywords: wheat, export, exchange …

This paper reconsiders the implications of efficient markets for transmission of price volatility across markets. Tests … of volatility transmission are based on conditional variances. Results are reported for key grain and beef markets …

commodities. However, the co-integration is weaker than theoretically predicted. The price effect of bioenergy might be mitigated …