From Fields to Futures: Connectedness Among Edible Oil and Oilseeds—Where Soybean Leads, Others Follow
Published in 9th PAN IIM World Management Conference 2023, 2024
This research was presented at the 9th PAN IIM World Management Conference 2023 on 27th January 2024. The study focuses on the connectedness among edible oils, oilseeds, and the U.S. Economic Policy Uncertainty (EPU) Index using the TVP-VAR method.
Key contributions of the paper:
- Analysis of inter-commodity spillovers among six major edible oils.
- Insights into how economic and geopolitical crises amplify market connectedness.
- Establishing soybean as a dominant commodity in international markets.
The presentation emphasized the implications of these findings for commodity trading and risk management. For more details, refer to the published paper.
Recommended citation: Nilotpal Sarma, Priyanshu Tiwari, Prabina Rajib. (2024). "From Fields to Futures: Connectedness Among Edible Oil and Oilseeds—Where Soybean Leads, Others Follow." Presented at the 9th PAN IIM World Management Conference 2023.
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