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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

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

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

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

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

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

Forecast encompassing as the necessary condition to reject futures market efficiency : fluid milk futures

Sanders, Dwight R.; Manfredo, Mark R. - In: American journal of agricultural economics 87 (2005) 3, pp. 610-620

Persistent link: https://www.econbiz.de/10003079906

Hedging multiple price uncertainty in international grain trade

Haigh, Michael S.; Holt, Matthew T. - In: American journal of agricultural economics 82 (2000) 4, pp. 881-896

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Connectedness between the crude oil futures and equity markets during the pre- and post-financialisation eras

Wadud, Sania; Durand, Robert B.; Gronwald, Marc - 2021

This paper examines the effect of financialisation of futures markets has on the relationship between crude oil futures and equities by using the VAR-DCC-GARCH model. Specifically, by accounting for the systematic patterns of commodity price volatility, namely, seasonality and maturity effects...

Persistent link: https://www.econbiz.de/10012599014

Event study of the crude oil futures market : a mixed event response model

Karali, Berna; Ye, Shiyu; Ramírez, Octavio A. - In: American journal of agricultural economics 101 (2019) 3, pp. 960-985

Persistent link: https://www.econbiz.de/10012114862