GARCH (1,1). The result showing us that there is one way volatility spillover between Indonesia and USA (USA effecting … that condition, volatility in domestic capital market could be affected by volatility from global stock markets. That … concern will be answered in this research, about volatility spillover in Indonesia, USA, and Japan capital market. This …

Empirical studies on price transmissions between North American and European agricultural futures neglect the period of … financialization in the US commodity market, the increase of futures trading in Europe and the recent price turmoils. We fill this gap … by analyzing the price dynamics of canola, wheat and corn futures between 2000 and 2013. Our empirical results show that …

world rice market and how they have worked to increase the volatility of prices and trade flows. Although trade cannot be …

markets may alternate with competition and price wars. The observed rice prices of major Asian exporters demonstrate similar … possibility of collusion. Estimation is carried out using the generalized method of moments. …

This paper investigates the Philippine government's price stabilization policy for rice. Seemingly unrelated …

adopted for several years mainly to support consumers, is being substituted by a single rate, with which the consumer price of … rice is expected to decline, and the producer price to increase towards the world price. In this study, the links between … change in rice price on the one hand, and poverty and food insecurity (measured by calorie intake) on the other, are …

costs, they justify the programs on the grounds that they insulate the domestic economy from unexpected price spikes in the … provide in circumstances of sudden severe import price spikes. To examine this question, we undertake a dynamic CGE simulation … in which the Philippines is subject to an external rice price shock. We find that the insulation benefit of the support …