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The effect of market shocks on the volatility of corn price
Bridges, Deborah; Tenkorang, Frank; Nies, Greg - In: The review of economic and business studies : REBS 16 (2023) 1, pp. 9-18
Persistent link: https://www.econbiz.de/10014529403
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The impact of production shocks on maize markets in Ethiopia: implications for regional trade and food security
Yami, Mesay; Meyer, Ferdinand; Hassan, Rashid M. - In: Agricultural and Food Economics : AFE 8 (2020) 8, pp. 1-25
reduce the maize price by 81%. This implies a decrease in the maize price level of 70% (110 USD/t) below the export parity … price. This makes maize exports profitable and shifts the trade regime from autarky to an export parity regime. On the other … price, the domestic maize price is wandering between the border prices and it is unprofitable to export maize. Therefore …
Persistent link: https://www.econbiz.de/10012259743
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Weather shocks, maize yields and adaptation in rural China
Ma, Jiliang; Maystadt, Jean-François - 2016
Persistent link: https://www.econbiz.de/10012176649
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Transformation of external shocks and capital market integration
MacDonald, Ronald - In: The new capital markets in Central and Eastern Europe : …, (pp. 268-283). 2001
Persistent link: https://www.econbiz.de/10001586641
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Climate change, weather shocks, and price convergence in pre-industrial Germany
Albers, Hakon; Pfister, Ulrich - In: European review of economic history : EREH 25 (2021) 3, pp. 467-489
Persistent link: https://www.econbiz.de/10012618899
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Spatial market integration of food markets during a shock : evidence from food markets in Nigeria
Reda, Mulubrhan Amare; Abay, Kibrom A.; Hatzenbuehler, … - 2023
Persistent link: https://www.econbiz.de/10014495115
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Weather shocks and spatial market efficiency : evidence from Mozambique
Salazar, César; Ayalew, Hailemariam; Fisker, Peter Simonsen - In: The journal of development studies 55 (2019) 9, pp. 1967-1982
Persistent link: https://www.econbiz.de/10012159735
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Impact of macro shocks on sovereign default probabilities
Matsumura, Marco Shinobu - 2015
We use macro finance models to study the interaction between macro variables and the Brazilian sovereign yield curve using daily data. We calculate the model implied default probabilities and a measure of the impact of macro shocks on the probabilities. An extension of the Dai-Singleton...
Persistent link: https://www.econbiz.de/10012039415
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Macroeconomic risk and higher-moment risk premia
Khrashchevskyi, Ian - 2020
In this paper I investigate the relation between macroeconomic risk and higher-moment risk premia. I use existing methodology on higher-moment swaps and estimate the excess returns for variance and skewness swaps. I also introduce new methodology for kurtosis swaps. The expected excess returns...
Persistent link: https://www.econbiz.de/10012847444