Measuring the volatility spill-over effects between Chicago Board of Trade and the South African maize market /Gert J. van Wyk.

Measuring the volatility spill-over effects between Chicago Board of Trade and the South African maize market /Gert J. van Wyk.

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It is widely believed among South African agricultural market participants that the United States' corn price, as represented by the Chicago Board of Trade-listed corn contract, is causal to the price of white and yellow maize traded on the South African Futures Exchange. Although a strong corr...

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Bibliographic Details
Main Author: Van Wyk, Gert Johannes
Language:en
Published: North-West University 2014
Subjects:
SAFEX
WMAZ
YMAZ
CBOT corn contract
GARC
EGARCH agricultural commodities
trader
maize
volatility
volatility spill-over
options
CBOT mieliekontrak
landboukommoditeite
handelaar
mielies
volatiliteit
volatiliteitsoorspoel effek
opsies
Online Access:http://hdl.handle.net/10394/9864

Internet

http://hdl.handle.net/10394/9864

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