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Portfolio speculation and commodity price volatility in a stochastic storage model

Vercammen, James Alfred; Doroudian, Ali - In: American journal of agricultural economics 96 (2014) 2, pp. 517-532

Persistent link: https://www.econbiz.de/10010411908

What causes commodity price backwardation?

Frechette, Darren L.; Fackler, Paul L. - In: American journal of agricultural economics 81 (1999) 4, pp. 761-771

Persistent link: https://www.econbiz.de/10001423503

Oil and non-energy commodity markets : an empirical analysis of volatility spillovers and hedging effectiveness

Dutta, Anupam; Noor, Md Hasib - In: Cogent economics & finance 5 (2017) 1, pp. 1-15

Although a large number of empirical papers have examined the price spillover in global oil and non-energy commodity markets, very little is known about the volatility transmission between these two markets. The present study aims to conceal this gap by investigating the volatility cross effects...

Persistent link: https://www.econbiz.de/10011881040

Commodity price comovement and financial speculation : the case of cotton

Janzen, Joseph P.; Smith, Aaron D.; Carter, Colin Andre - In: American journal of agricultural economics 100 (2018) 1, pp. 264-285

Persistent link: https://www.econbiz.de/10011959365

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

The impact of North American BSE events on live cattle futures prices

Jin, Yanhong; Power, Gabriel J.; Elbakidze, Levan - In: American journal of agricultural economics 90 (2008) 5, pp. 1279-1286

Persistent link: https://www.econbiz.de/10003783418

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

Are intraday volume and volatility u-shaped after accounting for public information?

Eaves, James; Williams, Jeffrey - In: American journal of agricultural economics 92 (2010) 1, pp. 212-227

Persistent link: https://www.econbiz.de/10008904341

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