This paper constructs a minimum-variance portfolio of six agricultural futures. We make a full
sample analysis as well as a pre-COVID and COVID examination. Using Markowitz portfolio …

This paper examines the relationship between trading activity and returns volatility in white
maize futures listed on the South African Futures Exchange (SAFEX) and investigates the …

Due to the continuous worldwide conflicts, the prices of corn and wheat have fluctuated
greatly in recent years, which has led countries to focus more on concerns related to food …

As per the literature survey, very few studies analyse the dynamics of conditional correlation
and spillover effects between agricultural commodity prices. This research aims at finding …

As decisões locais para contenção da pandemia podem promover mudanças nos mercados
em longas distâncias, ou seja, as consequências no mercado de commodities possuem …

We investigate the influence of precipitation patterns on the differences between Missouri
corn and soybean elevator prices and nearby Chicago Board of Trade futures prices, also …

This chapter tries to hedge extreme financial risk of entrepreneurs who work with wheat by
combining wheat with four stock indices of developed and emerging European markets in a …

This paper investigates how to minimize the downside risk of wheat by making three
fiveasset portfolios with different types of commodities–precious metals, industrial metals …

As decisões locais para contenção da pandemia podem promover mudanças nos mercados
em longas distâncias, ou seja, as consequências no mercado de commodities possuem …

As decisões locais para contenção da pandemia podem promover mudanças nos mercados
em longas distâncias, ou seja, as consequências no mercado de commodities possuem …