ArticleFoods (Basel, Switzerland)2024
Spatial Price Transmission and Dynamic Volatility Spillovers in the Global Grain Markets: A TVP-VAR-Connectedness Approach.
Article in Foods (Basel, Switzerland), 2024. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Cited by 2 papers.
What it found
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The abstract states no effect estimate the extractor could read, or names no intervention and outcome on the map, so this paper lights no cell and moves no belief. It is still indexed, cited and linked below.
The trial behind it
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Who cites it
2 citing papers in PubMed.
- How the Sino-U.S. Trade War Rewired Global Soybean Price Linkages: Time-Varying Spillovers and Frequency-Domain Evidence.Foods (Basel, Switzerland) · 2026Article
- Effect of fermented grape pomace on growth performance and intestinal health of weaned piglets.Animal microbiome · 2026Article
Corrections and comments
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Authors and funding
4 authors.
Funding
Abstract
The global food market's escalating volatility has led to a complex network of uncertainty and risk transmission across different grain markets. This study utilizes the Time-Varying Parameter Vector Autoregression (TVP-VAR)-Connectedness approach to analyze the price transmission and volatility dynamics of key grains, including wheat, maize, rice, barley, peanut, soybean, and soybean meal, and their dynamic spillover directions, intensity, and network. By integrating the TVP-VAR-Connectedness model, this research captures the time-varying variability and interconnected nature of global grain price movements. The main findings reveal significant spillover effects, particularly in corn prices, with prices of soybean dominating other grains while prices of peanut and corn experience higher external spillover effects from other grains. The conclusions drawn underscore the imperative for policymakers to consider a holistic perspective of all types of grains when addressing global food security, with this study providing valuable insights for risk management in the grain sector at both global level and country level.
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Registered trials
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