complementarity, price level, and discount level. An online survey developed by means of questionnaires were collected from the …

forecast of the future becomes entangled with market risk preferences during derivative price formation. A result derived by … restrictions on risk preferences. In addition to being of great interest to the theorist, the potential practical value of the …

The main purpose of this paper is to evaluate the effect of crude oil price on global fertilizer prices in both the …, including GARCH, EGARCH, and GJR models, are used to investigate the relationship between crude oil price and six global … price while the volatility of global fertilizer prices and crude oil price from March to December 2008 are higher than in …

This study examines the price transmission between cotton prices in U.S., Indian, and Chinese futures markets. We focus … on studying the long-run price movements using cointegration and alternate causality tests. The empirical results … indicate the following: (a) the U.S. cotton futures market continues to be the most dominant market, and it leads price changes …

price transmission in commodity markets so that market participants and policy makers can understand the global impact of … data between 2014 and 2019 and find that canola trade disruptions between Canada and China impacted global price …

information on the highest bid after each round for every band along with information on the bidder. We evaluate the price …

phenomenon for better performance. The selection of inadequacies in price time series is analysed. The state-of-the-art proposed …, and the researchers implement normality to price modelling in its econometric mock-up phase. Overall, the proposed model …

In this paper, we revisit price and volatility transmission among natural gas, fertilizer, and corn markets; an … important issue was explored in previous work. An update of the results is urgently needed due to the recent enormous price … market prices. Our results are consistent with previous research showing that natural gas price returns in the short-term are …

play a leading role in U.S. local markets in return transmissions and that U.S. wheat price can be considered to be a … leading indicator of the global wheat price in volatility transmissions. …

(bagging, stochastic gradient boosting, random forests) to predict the price direction of gold and silver exchange traded funds …. Decision tree bagging, stochastic gradient boosting, and random forests predictions of gold and silver price direction are much … the random forests price direction forecasts outperformed a buy and hold portfolio. …