Title:

Influence of Unconventional Monetary Policy on Agricultural Commodities Futures: Network Connectedness and Dynamic Spillovers of Returns and Volatility

Authors:

Zaghum Umar (U of Economics Ho Chi Minh City, Zayed U)
Ayesha Sayed (U Cape Town)
Mariya Gubareva (U Lisboa)
Xuan Vinh Vo (U of Economics Ho Chi Minh City)

Journal:

Applied Economics

Year:

2023

Volume:

55

Number:

22

Pages:

2521-2535

JEL codes:

E31 - Price Level; Inflation; Deflation
E44 - Financial Markets and the Macroeconomy
G13 - Contingent Pricing; Futures Pricing