Dynamic Transmissions and Volatility Spillovers between Global Price and U.S. Producer Price in Agricultural Markets
A considerable number of studies have examined the relationship between global prices and local prices in food-importing nations, but the linkages between international prices and the producer prices of large agricultural exporters have been largely ignored. This paper analyzes the connections betwe...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2020-04-01
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Series: | Journal of Risk and Financial Management |
Subjects: | |
Online Access: | https://www.mdpi.com/1911-8074/13/4/83 |