Could Exist a Causality Between the Most Traded Commodities and Futures Commodity Prices in the Agricultural Market?

Nowadays, many financial and academic practitioners explore the area of high-frequency forecasting in new dimensions. Research on agricultural commodities is an important issue for food policy security. This paper focused causality between spot prices futures main traded commodities. Thus, Granger was used to identify relationship Our results show cash wheat cocoa. However, there also opposite direction case wheat. Causality could be related, among other things, a specific market position commodity, policy, historical aspects, sensitivity market, speculation activity, tax particular interconnection with energy market. In price process prices, inventories storage play role.