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Modeling long range dependence in wheat food price returns
Musunuru, Naveen - In: International journal of economics and finance 11 (2019) 9, pp. 46-54
Persistent link: https://www.econbiz.de/10012107483
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Modeling price volatility linkages between corn and wheat : a multivariate GARCH estimation
Musunuru, Naveen - In: International advances in economic research : IAER ; an … 20 (2014) 3, pp. 269-280
Persistent link: https://www.econbiz.de/10010532203
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Volatility forecasting and time-varying variance risk premiums in grains commodity markets
Triantafyllou, Athanasios; Dotsis, George; Sarris, … - In: Journal of agricultural economics 66 (2015) 2, pp. 329-357
Persistent link: https://www.econbiz.de/10011299547
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$25 spring wheat was a bubble, right?
Etienne, Xiaoli Liao; Irwin, Scott H.; García, Philip - In: Agricultural finance review 75 (2015) 1, pp. 114-132
Persistent link: https://www.econbiz.de/10011305761
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Stocks, wheat and pharaons
O'Connor, William - 1961
Persistent link: https://www.econbiz.de/10002586049
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Do markets correct for smoothing in USDA crop production forecasts? : evidence from private analysts and futures prices
Isengildina-Massa, Olga; Karali, Berna; Irwin, Scott H. - In: Applied economic perspectives and policy 39 (2017) 4, pp. 559-583
Persistent link: https://www.econbiz.de/10012008777
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Estimating the location of world wheat price discovery
Janzen, Joseph P.; Adjemian, Michael K. - In: American journal of agricultural economics 99 (2017) 5, pp. 1188-1207
Persistent link: https://www.econbiz.de/10011946580
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Efficiency of wheat futures across APMC mandis
Singh, Rahul Kumar - In: Journal of quantitative economics 21 (2023) 3, pp. 681-701
Persistent link: https://www.econbiz.de/10014381386
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Does public information facilitate price consensus? : characterizing USDA announcement effects using realized volatility
Bunek, Gabiel D.; Janzen, Joseph P. - In: Journal of commodity markets : JCM 33 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10014526538
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Modelling the effects of oil prices on global fertilizer prices and volatility
Chen, Ping-yu; Chang, Chia-ling; Chen, Chi-chung; … - In: Journal of risk and financial management : JRFM 5 (2012) 1, pp. 78-114
The main purpose of this paper is to evaluate the effect of crude oil price on global fertilizer prices in both the mean and volatility. The endogenous structural breakpoint unit root test, ARDL model, and alternative volatility models, including GARCH, EGARCH, and GJR models, are used to...
Persistent link: https://www.econbiz.de/10011555888