Title:

Conditional Correlation and Volatility between Spot and Futures Markets for Soybean and Corn

Authors:

Julyerme M. Tonin (State U of Maringa)
Carlos Vieira (U Évora)
Rui Fragoso (U Évora)
Joao G. Martines Filho (U Sao Paulo)

Journal:

Agribusiness

Year:

2020

Volume:

36

Number:

4

Pages:

707-724

JEL codes:

O16 - Economic Development: Financial Markets; Saving and Capital Investment; Corporate Finance and Governance
Q12 - Micro Analysis of Farm Firms, Farm Households, and Farm Input Markets