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