Table 5 Average connectedness between U.S. and Chinese corn volatilities.
US corn | Chinese corn | FROM | |
|---|---|---|---|
US corn | 98.1 | 1.9 | 1.9 |
Chinese corn | 4.6 | 95.4 | 4.6 |
Contribution TO others | 4.6 | 1.9 | 6.5 |
NET directional connectedness | 2.7 | −2.7 | TCI |
NPDC transmitter | 0.0 | 1.0 | 3.3 |
