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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 … volatility in the commodities, fertilizer, and energy markets. We followed the same methodology as previous work and used the …
Persistent link: https://www.econbiz.de/10012888238
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 …
Persistent link: https://www.econbiz.de/10012628574
price while the volatility of global fertilizer prices and crude oil price from March to December 2008 are higher than in …The main purpose of this paper is to evaluate the effect of crude oil price on global fertilizer prices in both the … mean and volatility. The endogenous structural breakpoint unit root test, ARDL model, and alternative volatility models …
Persistent link: https://www.econbiz.de/10011555888
leading indicator of the global wheat price in volatility transmissions. … play a leading role in U.S. local markets in return transmissions and that U.S. wheat price can be considered to be a …
Persistent link: https://www.econbiz.de/10012302731
Energy futures have become important as alternative investment assets to minimize the volatility of portfolio return …
Persistent link: https://www.econbiz.de/10011961529
This study examines whether the dynamic relationship between the Chinese and international fossil markets changed during the 2008 financial crisis and is changing during the COVID-19 pandemic. The impact of the crises are analyzed by including the periods affected by the crises as dummy...
Persistent link: https://www.econbiz.de/10012534536
complementarity, price level, and discount level. An online survey developed by means of questionnaires were collected from the …
Persistent link: https://www.econbiz.de/10012533773
and changes in interest rates have positive effects on the fertility rate. The study uses U.S. data between 1975-2020, a … house prices and interest rates have a significant positive effect on changes in the fertility rate. The causality test … finds that unidirectional causality exists between house prices and interest rates and fertility. The results indicate that …
Persistent link: https://www.econbiz.de/10013399779
forecast of the future becomes entangled with market risk preferences during derivative price formation. A result derived by …
Persistent link: https://www.econbiz.de/10011552860
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 …
Persistent link: https://www.econbiz.de/10012628542