Food Financialization: Impact of Derivatives and Index Funds on Agri-Food Market Volatility
Date Issued
2024-12
Author(s) USM
Espinosa, Juan
DOI
10.3390/ijfs12040121
Abstract
This study explores the financialization of agricultural commodities, focusing on how financial derivatives and index funds impact the volatility of agro-food markets. Using a Dynamic Conditional Correlation (DCC) GARCH model, we analyze volatility spillo
Política de Privacidad 
