---
title: How Economic News Drives Implied Volatility in Agricultural Commodity Markets
url: https://www.ml-quant.com/papers/repec/ags-asea26-404810/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:ags:asea26:404810
source_url: https://econpapers.repec.org/RePEc:ags:asea26:404810
featured: 2026-09-25
citations: unknown
topic: Derivatives & 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.

- Source: https://econpapers.repec.org/RePEc:ags:asea26:404810
- Identifier: RePEc:ags:asea26:404810
- Released: 2026-09-23
- First featured: Quant Letter No. 132 (2026-09-25): https://www.ml-quant.com/issues/2026-09-25/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility
- Authors: Yan, Hongqiang, Manfredo, Mark, Mishra, Ashok

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