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Short- and long-run determinants of commodity price volatility
Karali, Berna; Power, Gabriel J. - In: American journal of agricultural economics 95 (2013) 3, pp. 724-738
Persistent link: https://www.econbiz.de/10009758629
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On jumps and ARCH effects in natural resource prices : an application to Pacific Northwest stumpage prices
Saphores, Jean-Daniel M.; Khalaf, Lynda; Pelletier, Denis - In: American journal of agricultural economics 84 (2002) 2, pp. 387-400
Persistent link: https://www.econbiz.de/10001683998
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Effects of forward sales on spot markets : pre-commitment sales and prices for fresh strawberries
Mohapatra, Sandeep; Goodhue, Rachael E.; Carter, Colin Andre - In: American journal of agricultural economics 92 (2010) 1, pp. 152-163
Persistent link: https://www.econbiz.de/10008904370
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How reliable are hog futures as forecasts?
Carter, Colin Andre; Mohapatra, Sandeep - In: American journal of agricultural economics 90 (2008) 2, pp. 367-378
Persistent link: https://www.econbiz.de/10003700571
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A bivariate Markov regime switching GARCH approach to estimate time varying minimum variance hedge ratios
Lee, Hsiang-tai; Yoder, Jonathan K. - In: Applied economics 39 (2007) 10/12, pp. 1253-1265
Persistent link: https://www.econbiz.de/10003511726
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Testing for weak-form efficiency of crude palm oil spot and future markets : new evidence from a GARCH unit root test with multiple structural breaks
Hooi Hooi Lean; Smyth, Russell - In: Applied economics 47 (2015) 16/18, pp. 1710-1721
Persistent link: https://www.econbiz.de/10010511983
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Market volatility and the dynamic hedging of multi-commodity price risk
Power, Gabriel J.; Vedenov, Dmitry V.; Anderson, David P.; … - In: Applied economics 45 (2013) 25/27, pp. 3891-3903
Persistent link: https://www.econbiz.de/10010345840
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Testing the efficiency of the futures market for crude oil in the presence of a structural break
Stevens, Jason; Lamirande, P. de - In: Applied economics 46 (2014) 31/33, pp. 4053-4059
Persistent link: https://www.econbiz.de/10010421854
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Implications of commodity price behavior for marketing strategies
Tomek, William G.; Peterson, Hikaru Hanawa - In: American journal of agricultural economics 87 (2005) 5, pp. 1258-1264
Persistent link: https://www.econbiz.de/10003270589
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Marketing performance of Oklahoma farmers
Anderson, Kim B.; Brorsen, B. Wade - In: American journal of agricultural economics 87 (2005) 5, pp. 1265-1270
Persistent link: https://www.econbiz.de/10003270591