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A systematic review on price volatility in agriculture
Mustafa, Zeeshan; Vitali, Giuliano; Huffaker, Ray; … - In: Journal of economic surveys 38 (2024) 1, pp. 268-294
Persistent link: https://www.econbiz.de/10014474361
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Modeling time-varying coffee price volatility in Ethiopia
Abebe, Teshome Hailemeskel - In: Journal of applied economics 23 (2020) 1, pp. 497-518
Recently, modeling and forecasting of high-frequency data (such as daily price) volatility using GARCH-MIDAS attract … the attention of many researchers. Thus, the objective of this study is to model the average daily coffee price volatility … at level. From the result of estimated model, all selected indicators are crucial in explaining price volatility …
Persistent link: https://www.econbiz.de/10012304625
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Macroeconomic determinants of volatility for the gold price in Ethiopia : the application of GARCH and EWMA volatility models
Ayele, Amare Wubishet; Gabreyohannes, Emmanuel; Tesfay, … - In: Global business review 18 (2017) 2, pp. 308-326
Persistent link: https://www.econbiz.de/10011740583
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Interest and exchange rate risk and stock returns : a multivariate Garch-M modelling approach
Beirne, John (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003641941
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Oil and food prices co-intergration nexus for Indonesia : a non-linear autoregressive distributed lag analysis
Abdlaziz, Rizgar Abdlkarim; Khalid Bin Abdul Rahim; … - In: International Journal of Energy Economics and Policy : IJEEP 6 (2016) 1, pp. 82-87
Persistent link: https://www.econbiz.de/10011448235
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Food commodity price volatility and its nexus with monetary factor : an empirical analysis of India
Mishra, Amritkant; Agarwal, Amba - In: International journal of management practice : IJMP 14 (2021) 1, pp. 88-106
Persistent link: https://www.econbiz.de/10012515029
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What explains the rise in food price volatility?
Roache, Shaun K. - 2010
Persistent link: https://www.econbiz.de/10003989386
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Asymmetric price volatility transmission between food and energy markets : the case of Spain
Abdelradi, Fadi; Serra, Teresa - In: Agricultural economics : the journal of the … 46 (2015) 4, pp. 503-513
Persistent link: https://www.econbiz.de/10011306033
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Spillovers between food and energy prices and structural breaks /Alanoud Al-Maadid, Guglielmo Maria Caporale, Fabio Spagnolo and Nicola Spagnolo
Al-Maadid, Alanoud; Caporale, Guglielmo Maria; … - 2015
Persistent link: https://www.econbiz.de/10010527213
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Correlations and volatility spillovers across commodity and stock markets : linking energies, food, and gold
Mensi, Walid; Beljid, Makram; Boubaker, Adel; Managi, … - In: Economic modelling 32 (2013), pp. 15-22
Persistent link: https://www.econbiz.de/10009760820