Over the last decade the link between agricultural and oil markets has reinforced after the introduction of biofuels as substitutes for gasoline and diesel. Although the literature on price transmission between these markets is prolific, research on second order moment dynamics is scant. This...

For quite some time long-only index funds have been suspected of being responsible for price increases in agricultural futures markets. This suspicion has prompted demands to drastically limit long-only index funds' scope of activity. Such demands and their underlying diagnoses, however,...

The study analyzes price transmission in international rice markets in the last 12 years, covering the period before and after the 2008 food crisis. To this end, it provides empirical evidence of price transmission between the international and domestic markets of rice using price series from...