Dynamic spillover transmission in agricultural commodity markets: What has changed after the COVID-19 threat?
| cris.virtual.author-orcid | 0000-0001-7655-6046 | |
| cris.virtual.author-orcid | #PLACEHOLDER_PARENT_METADATA_VALUE# | |
| cris.virtualsource.author-orcid | a7f0f1aa-ae71-4fd2-9b4b-6277b57acdc3 | |
| cris.virtualsource.author-orcid | #PLACEHOLDER_PARENT_METADATA_VALUE# | |
| dc.abstract.en | This paper applies the dynamic Diebold–Yilmaz and Baruník–Křehlík spillover indices to document a closer integration between agricultural commodity markets in the period when markets rebounded after the COVID-19 threat to the Russia–Ukraine war. We also identified the record return spillover transmission among agricultural commodities during a time of conflict and the strongest transmitters are wheat, maize and barley. The findings emphasise an increasing uncertainty to the global food market. | |
| dc.affiliation | Wydział Ekonomiczny | |
| dc.affiliation.institute | Katedra Finansów i Rachunkowości | |
| dc.contributor.author | Just, Małgorzata | |
| dc.contributor.author | Echaust, Krzysztof | |
| dc.date.access | 2026-02-05 | |
| dc.date.accessioned | 2026-02-20T10:05:41Z | |
| dc.date.available | 2026-02-20T10:05:41Z | |
| dc.date.copyright | 2022-06-17 | |
| dc.date.issued | 2022 | |
| dc.description.accesstime | at_publication | |
| dc.description.bibliography | il., bibliogr. | |
| dc.description.finance | publication_nocost | |
| dc.description.financecost | 0,00 | |
| dc.description.if | 2,0 | |
| dc.description.number | August 2022 | |
| dc.description.points | 100 | |
| dc.description.version | final_published | |
| dc.description.volume | 217 | |
| dc.identifier.doi | 10.1016/j.econlet.2022.110671 | |
| dc.identifier.eissn | 1873-7374 | |
| dc.identifier.issn | 0165-1765 | |
| dc.identifier.uri | https://sciencerep.up.poznan.pl/handle/item/7408 | |
| dc.identifier.weblink | https://www.sciencedirect.com/science/article/pii/S0165176522002245 | |
| dc.language | en | |
| dc.relation.ispartof | Economics Letters | |
| dc.relation.pages | art. 110671 | |
| dc.rights | CC-BY | |
| dc.sciencecloud | nosend | |
| dc.share.type | OTHER | |
| dc.subject.en | COVID-19 | |
| dc.subject.en | Russia–Ukraine war | |
| dc.subject.en | agricultural commodity | |
| dc.subject.en | spillover index | |
| dc.title | Dynamic spillover transmission in agricultural commodity markets: What has changed after the COVID-19 threat? | |
| dc.type | JournalArticle | |
| dspace.entity.type | Publication | |
| oaire.citation.volume | 217 |