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On the macroeconomic management of food price shocks in low-income countries
Adam, Christopher S. - In: Journal of African economies 20 (2011), pp. 63-99
Persistent link: https://www.econbiz.de/10009308230
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Will foreign capital build food systems in developing countries?
Barkema, Alan D. - In: American journal of agricultural economics 79 (1997) 2, pp. 613-620
Persistent link: https://www.econbiz.de/10001230067
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Linkages between equity and global food markets : new evidence from including structural changes
Alshogeathri, Mofleh; Jouini, Jamel - In: Finance a úvěr 67 (2017) 3, pp. 166-198
Persistent link: https://www.econbiz.de/10011720709
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Narrative global food commodity market shocks
De Winne, Jasmien; Peersman, Gert - 2016
Persistent link: https://www.econbiz.de/10012004717
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Russia's invasion of Ukraine increased the synchronisation of global commodity prices
Ihle, Rico; Bar-Nahum, Ziv; Nivievskyi, Oleg; Rubin, Ofir D. - In: The Australian journal of agricultural and resource … 66 (2022) 4, pp. 775-796
Persistent link: https://www.econbiz.de/10013472907
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International risk sharing for food staples
Bradford, Scott C.; Negi, Digvijay S.; Ramaswami, Bharat - In: Journal of development economics 158 (2022), pp. 1-24
Persistent link: https://www.econbiz.de/10013478691
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Formirovanie struktury prodovolʹstvennych rynkov v Rossii v processe ee integracii v mirovoe chozjajstvo
Ovčinnikova, Ju. V. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003633027
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What drives food price volatility? : evidence based on a generalized VAR approach applied to the food, financial and energy markets
Śmiech, Sławomir; Papież, Monika; Fijorek, Kamil; … - 2019
The aim of this study is to investigate sources of food prices volatility. The analysis uses daily series for volatility of corn, soybean, wheat, rice, US dollar, crude oil, and SP500 futures spanning the period January 4, 2000 to April 1, 2017. The authors employ the generalized vector...
Persistent link: https://www.econbiz.de/10011976511
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What drives food price volatility? : evidence based on a generalized VAR approach applied to the food, financial and energy markets
Śmiech, Sławomir; Papież, Monika; Da̜browski, Marek A. - 2018
The aim of this study is to investigate sources of food prices volatility. The analysis uses daily series for volatility of corn, soybean, wheat, rice, US dollar, crude oil, and SP500 futures spanning the period January 4, 2000 to April 1, 2017. The authors employ the generalized vector...
Persistent link: https://www.econbiz.de/10011872918
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Hedging Effectiveness between the Commodities Futures Market and the Food Market
Sosoo, Victor Edem - 2022
This paper examines the time-varying relationship and the hedging effectiveness between the food commodities futures and the food markets from August 1986 to December 2019. We employed Engle (2002)’s Dynamic Conditional correlation (DCC) model to calculate the dynamic correlations. We used the...
Persistent link: https://www.econbiz.de/10014236794