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Keywords: Implied conditional cross-correlation
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Journal Articles
The linkage between international dairy commodity prices and volatility: a panel-GARCH analysis
Available to Purchase
Journal of Agribusiness in Developing and Emerging Economies (2023) 13 (5): 685–705.
Published: 19 April 2022
...-use rights only Conditional volatility Implied conditional cross-correlation Panel-GARCH Global food crisis C33 C51 F14 L11 Increased volatility in international agricultural commodity prices, particularly in the dairy industry, has become a major concern for farmers...
