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Returns in commodities futures markets and financial speculation : a multivariate GARCH approach
Manera, Matteo; Nicolini, Marcella; Vignati, Ilaria - 2012
CCC and DCC multivariate GARCH models, we find that financial speculation is poorly significant in modelling returns in … ; Futures Markets ; Financial Speculation ; Multivariate GARCH …
Persistent link: https://www.econbiz.de/10009535531
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Futures price volatility in commodities markets : the role of short term vs long term speculation
Manera, Matteo; Nicolini, Marcella; Vignati, Ilaria - 2013
This paper evaluates how different types of speculation affect the volatility of commodities' futures prices. We adopt … four indexes of speculation: Working's T, the market share of non-commercial traders, the percentage of net long … speculators over total open interest in future markets, which proxy for long term speculation, and scalping, which proxies for …
Persistent link: https://www.econbiz.de/10009756298
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Supporting Indian farmers : price support or direct income/investment support?
Gulati, Ashok; Chatterjee, Tirtha; Hussain, Siraj - 2018
With increasing farm distress in the wake of falling farm prices in 2017, the State Government of Madhya Pradesh (GoMP) came out with an innovative scheme called Bhavantar Bhugtan Yojana (BBY), a price deficiency payment (PDP) scheme, to support farmers. It covered eight Kharif crops in 2017-18...
Persistent link: https://www.econbiz.de/10011817130
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Agricultural commodity futures : searching for potential winners
Gulati, Ashok; Chatterjee, Tirtha; Hussain, Siraj - 2017
Agricultural futures markets can provide useful information to farmers for taking more informed planting decisions for their crops, which are forward looking, and thus reduce their market risk. But in India, agri-futures have gone through a roller-coaster ride since their mega opening in 2003,...
Persistent link: https://www.econbiz.de/10011759473
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Impact of transaction taxes on commodity derivatives trading in India
Ray, Saon; Malik, Neha - 2014
Commodity derivatives were introduced in India with a dual purpose of promoting price discovery and enhancing risk management in the commodities market. A transaction tax (of 0.01 per cent) on commodity futures trading was introduced in the Union Budget 2013-14. This study examines the rationale...
Persistent link: https://www.econbiz.de/10010354169
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The effects of margin changes on commodity futures markets
Daskalaki, Charoula; Skiadopoulos, George - 2014 - This draft: 24 October 2014
In light of the recently passed 2010 Dodd-Frank Act, we assess the effect of margin changes on prices, the risk-sharing between speculators and hedgers, and the price stability of 20 commodity futures markets. We find that margin increases decrease the rate at which prices change, yet they...
Persistent link: https://www.econbiz.de/10010472794
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Cross-country ethical dilemmas in business : a descriptive framework
Ferro, Nicoletta - 2004
As businesses span the globe, multinational and translational companies conduct their business operations in foreign settings, especially in developing countries and in countries in transition from Communist regimes. This poses new challenges to expatriate managers and to home-based staff in...
Persistent link: https://www.econbiz.de/10011600002
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Short and long-term impacts of famines : the case of the siege of Paris 1870-1871
Cogneau, Denis; Kesztenbaum, Lionel - 2016
Persistent link: https://www.econbiz.de/10011686154
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Agriculture for nutrition : getting policies right
Pingali, Prabhu L.; Ricketts, Katie; Sahn, David E. - 2014
The past fifty years have been a period of extraordinary food crop productivity growth, despite rising populations and increasing land scarcity, largely due to the Green Revolution. Despite these massive gains in productivity, malnutrition has persisted for close to a billion people in the...
Persistent link: https://www.econbiz.de/10011493363
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The application of poverty indexes and stochastic dominance tests to nutrition data
Sahn, David E.; Stifel, David - 2000
Persistent link: https://www.econbiz.de/10001536587