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...

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Bibliographic Details
Main Authors: Jin Guo, Tetsuji Tanaka
Format: Article
Language:English
Published: MDPI AG 2020-04-01
Series:Journal of Risk and Financial Management
Subjects:
Online Access:https://www.mdpi.com/1911-8074/13/4/83