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RePEcDerivatives & Volatility

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.

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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