Work

Spillover effects and volatility persistence in agricultural commodities: an empirical study of Lumber, Grain and Soft markets

Year: 2026

Type: article

Source: Applied Economics

DOI: 10.1080/00036846.2026.2726525

Authors: Umar Kayani, Farrukh Nawaz, Maaz Khan, David Roubaud

Institutions: Hamdan Bin Mohammed Smart University, Al Ain University, Arab Open University, Arab Open University, Arab Open University, Arab Open University, Arab Open University, COMSATS University Islamabad, Gulf University for Science & Technology, Munich Business School

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

SDG: Zero hunger

Open Access status: closed

OpenAlex ID: W7208814184

FWCI:

Cites: 54

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