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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

A roller coaster ride : an empirical investigation of the main drivers of the international wheat price

Algieri, Bernardina - In: Agricultural economics : the journal of the … 45 (2014) 4, pp. 459-475

Persistent link: https://www.econbiz.de/10010414372

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

Stock market volatility, speculation and unemployment : a Granger-causality analysis

Algieri, Bernardina; Brancaccio, Emiliano; Buonaguidi, … - In: PSL quarterly review 73 (2020) 293, pp. 137-160

This study investigates the possible Granger-causal relations between stock price volatility and dividend dynamics on the one hand, and speculation and unemployment on the other. The analysis is carried out for the US over the period 1982-2018. Stock price volatility is calculated in terms of...

Persistent link: https://www.econbiz.de/10012288289