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Conditional correlation and volatility between spot and futures markets for soybean and corn
by
Tonin, Julyerme M.
,
Vieira, Carlos M. R.
,
Sousa Fragoso, Rui M.
,
Martines Filho, João G.
Published in
Agribusiness (New York, N.Y.)
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Agribusiness
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Agricultural Economics & Policy
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Agricultural Markets
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Agriculture
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Agriculture: Aggregate Supply And Demand Analysis, Prices
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Autoregressive Models
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Bivariate Analysis
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Brazil
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Business & Economics
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Commodity Futures
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Conditional Correlation
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Contingent Pricing, Futures Pricing, Option Pricing
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Corn
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Corn Industry
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Correlation
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Economic Development: Agriculture, Natural Resources, Energy, Environment, Other Primary Products
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Farmers
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Financial Crisis
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