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Two Essays on Market Interdependencies, Price Volatility and Volatility Spillovers in the Western Canadian Feed Barley, U.S. Corn and Alberta Cattle Markets
DownloadSpring 2015
Over the last decade, Alberta cattle markets have experienced several extreme events, including the 2003 Canadian bovine spongiform encephalopathy (BSE) crisis and recent episodes of feed price surges. These events may have affected the price volatility of Alberta cattle and its interdependencies...
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