Dynamic connectedness and volatility spillover in the Brazilian agricultural market after the Covid-19 pandemic

Agricultural commodities price volatilities experienced an increase in the period of 2006 2008 and since then, the shocks from the global crises have been affecting these markets, as the Covid-19 pandemic period. Many studies have evaluated volatility spillovers around agricultural markets by focus...

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Bibliographic Details
Main Authors: Daniel Henrique Dario Capitani, Luiz Eduardo Gaio
Format: Article
Language:English
Published: Universidade de São Paulo (USP) 2024-12-01
Series:Estudos Econômicos
Subjects:
Online Access:https://www.revistas.usp.br/ee/article/view/220925
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