... of agricultural commodity prices, with a focus on both futures and spot markets, and to examine the differential responses of these markets to geopolitical and supply chain shocks. Design/methodology/approach Using a dynamic multivariate analysis with data spanning from April 1998 to February 2024, which...

... for 1980-2009. Analysing the interactions of globally aggregated measures capturing cross-border financial transactions, monetary liquidity, output, consumer and commodity prices, the authors focus on the dissection of short-run and long-run dynamics. Findings – The authors find that increasing...