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Caporale, Guglielmo Maria; Spagnolo, Fabio; Spagnolo, Nicola - 2015

This paper adopts a VAR-GARCH approach to model the dynamic linkages between both the mean and the variance of macro news and commodity returns (Gold, Corn, Wheat, Soybeans, Silver, Platinum, Palladium, Copper, Aluminium and Crude Oil) over the period 01/01/2001-26/09/2014. The chosen...

Persistent link: https://www.econbiz.de/10011346863

Consumer and market responses to mad cow disease

Schlenker, Wolfram; Villas-Boas, Sofia - In: American journal of agricultural economics 91 (2009) 4, pp. 1140-1152

Persistent link: https://www.econbiz.de/10003887524

Style and performance of agricultural market advisory services

Cabrini, Silvina M.; Irwin, Scott H.; Good, Darrel L. - In: American journal of agricultural economics 89 (2007) 3, pp. 607-623

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The long-term structure of commodity futures

Na Jin; Lence, Sergio H.; Hart, Chad E.; Hayes, Dermot James - In: American journal of agricultural economics 94 (2012) 3, pp. 718-735

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Estimating the structure of market reaction to news : information events and lumber futures prices

Rucker, Randal R.; Thurman, Walter N.; Yoder, Jonathan K. - In: American journal of agricultural economics 87 (2005) 2, pp. 482-500

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The dynamics of convenience and the Brazilian soybean boom

Frechette, Darren L. - In: American journal of agricultural economics 79 (1997) 4, pp. 1108-1118

Persistent link: https://www.econbiz.de/10001238857

An application of Bayesian option pricing to the soybean market

Foster, F. Douglas; Whiteman, Charles H. - In: American journal of agricultural economics 81 (1999) 3, pp. 722-727

Persistent link: https://www.econbiz.de/10001400366

Futures market failure?

García, Philip; Irwin, Scott H.; Smith, Aaron D. - In: American journal of agricultural economics 97 (2015) 1, pp. 40-64

Persistent link: https://www.econbiz.de/10011292807

A model of asynchronous bi-hemispheric production in global agricultural commodity markets

Miranda, Mario J.; Glauber, Joseph W. - In: American journal of agricultural economics 104 (2022) 2, pp. 812-830

Persistent link: https://www.econbiz.de/10013167652

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