... Licensed re-use rights only Symmetry Linearity Monotonicity Agricultural futures Price volatility C13 Q11 Q13 It is speculated that the ongoing crisis between Russia and Ukraine will cause a shortage of staple items, lead to an increase in the prices of many agricultural products...

... only Prices Co-movement Livestock futures Quantiles regression Trading volume Q14 G12 C13 Futures contracts are the oldest way of investing in commodities. In the USA, since 1864, wheat, corn, cattle and pigs were widely traded on the Chicago Board of Trade (CBOT), the world’s...

... Solvency Financial crisis DEA SFA C01 C13 C54 C58 The remainder of this paper is structured as follows. Section 2 discusses a brief literature review of the efficiency measures. Section 3 presents the theoretical SFA and DEA models. Section 4 presents the empirical data...

... is the copula density function. This two-step estimation method is computationally more efficient than the alternative methods in which the parameters of both marginal distributions and copulas are estimated simultaneously. Copula Dependence structure Extreme correlation Sector diversification C13 C22...