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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

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

High and volatile commodity prices : what do they mean for food prices and consumers ; discussion

Tegene, Abebayehu - In: American journal of agricultural economics 91 (2009) 5, pp. 1468-1469

Persistent link: https://www.econbiz.de/10003919518

Expectations and commodity price dynamics : the overshooting model

Frankel, Jeffrey A. - In: American journal of agricultural economics 68 (1986) 2, pp. 344-348

Persistent link: https://www.econbiz.de/10003552149

Bayesian state-space estimation of stochastic volatility for storable commodities

Karali, Berna; Power, Gabriel J.; Ishdorj, Ariun - In: American journal of agricultural economics 93 (2011) 2, pp. 434-440

Persistent link: https://www.econbiz.de/10009374045

What drives commodity prices?

Chen, Shu-Ling; Jackson, John D.; Kim, Hyeongwoo; … - In: American journal of agricultural economics 96 (2014) 5, pp. 1455-1468

Persistent link: https://www.econbiz.de/10011279858

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

The welfare impacts of commodity price volatility : evidence from rural Ethiopia

Bellemare, Marc F.; Barrett, Christoher B.; Just, David - In: American journal of agricultural economics 95 (2013) 4, pp. 900-916

Persistent link: https://www.econbiz.de/10010203446

The relative volatility of commodity prices : a reapraisal

Arezki, Rabah; Lederman, Daniel; Zhao, Hongyan - In: American journal of agricultural economics 96 (2014) 3, pp. 939-951

Persistent link: https://www.econbiz.de/10010413100