The Impact of El Niño-Southern Oscillation Events on Price Volatility: The Case of South African Maize
This study examines how ENSO episodes affect maize price volatility transmission between the United States and South Africa. Using daily price data, from 1997 to 2024, for U.S. corn and South African white and yellow maize futures, the study employs GARCH models augmented with ENSO phase indicators...
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| Auteurs principaux: | , |
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| Format: | Artigo |
| Langue: | Inglês |
| Publié: |
MDPI AG
2025-11-01
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| Collection: | Agriculture |
| Sujets: | |
| Accès en ligne: | https://www.mdpi.com/2077-0472/15/22/2361 |
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