How Economic News Drives Implied Volatility in Agricultural Commodity Markets
Financial and macroeconomic news topics systematically predict implied volatility in corn and soybean markets, with program trading and 2008 crisis topics most robust at short horizons.
Featured in No. 132 on 25 Sep 2026 · 2 days after release
- Released
- 23 Sep 2026
- First featured
- No. 132 · 25 Sep 2026
- Published in
- Not yet, as far as Semantic Scholar knows
- Fanfare
- 2 of 5
- Identifier
- RePEc:ags:asea26:404810
- Authors
- Hongqiang Yan et al.
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