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Conditional price volatility, speculation, and excessive speculation in commodity markets : sheep or shepherd behaviour?

Algieri, Bernardina - In: International review of applied economics 30 (2016) 2, pp. 210-237

Persistent link: https://www.econbiz.de/10011472467

Price volatility, speculation and excessive speculation in commodity markets : sheep or shepherd behaviour?

Algieri, Bernardina - 2012

The present study aims to investigate the dynamics of primary commodity prices and the role of speculation over time. In particular the relationship between speculation and price volatility on the one side, and the linkage between excessive speculation and price volatility on the other side, is...

Persistent link: https://www.econbiz.de/10009540736

Drivers and triggers of international food price spikes and volatility

Algieri, Bernardina; Tadesse, Getaw; Kalkuhl, Matthias; … - In: Food policy : economics planning and politics of food … 47 (2014), pp. 117-128

Persistent link: https://www.econbiz.de/10010485154

Price Volatility, Speculation and Excessive Speculation in Commodity Markets : Sheep or Shepherd Behaviour?

Algieri, Bernardina - 2012

Persistent link: https://www.econbiz.de/10013105680

Extreme price moves : an INGARCH approach to model coexceedances in commodity markets

Algieri, Bernardina; Leccadito, Arturo - In: European review of agricultural economics 48 (2021) 4, pp. 878-914

Persistent link: https://www.econbiz.de/10012618810