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On deregulating food prices
Flåm, Sjur D.; Gaasland, Ivar; Vårdal, Erling - In: Computational economics 34 (2009) 3, pp. 309-322
Persistent link: https://www.econbiz.de/10003894161
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The impact of food price shock on heterogenous credit constrained firms
Ciaian, Pavel; Kancs, D'Artis - 2008
This paper analyses how rising agricultural prices affect heterogenous farm production and access to inputs under credit market imperfections in the CEE transition countries. Using the FADN farm level panel data, which contains 37416 observations for 2004 and 2005, we estimate a farm credit...
Persistent link: https://www.econbiz.de/10011523447
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Income Versus Prices : How Does the Business Cycle Affect Food (In)-Security?
Bogmans, Christian; Pescatori, Andreas; Prifti, Ervin - 2022
macroeconomic determinants of food insecurity. Income shocks are the most relevant driver of food insecurity, displaying high … elasticities at the early stages of economic development. The role of food price shocks is more limited. Social protection has a … direct effect and mitigates the impact of income shocks. Effects are highly heterogeneous across a range of structural …
Persistent link: https://www.econbiz.de/10013306746
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Biofuels Impact on Crop and Food Prices : Using an Interactive Spreadsheet
Baier, Scott L.; Clements, Mark; Griffiths, Charles W.; … - 2015
This paper examines the effect that biofuels production has had on commodity and global food prices. The innovative contribution of this paper is the interactive spreadsheet that allows the reader to choose the assumptions behind the estimates. By allowing the reader to choose the country, time...
Persistent link: https://www.econbiz.de/10014209350
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Regional and International Market Integration of a Small Open Economy
Fossati, Sebastian; Lorenzo, Fernando; Rodriguez, Cesar M. - 2007
This paper studies the relationship between a set of commodity prices in a small open economy like Uruguay and the corresponding international and regional prices. The empirical methodology used is the multivariate cointegration procedure based on maximum likelihood methods introduced by...
Persistent link: https://www.econbiz.de/10014050059
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Market Integration and Arbitrage Efficiency in International Agricultural Markets : A New Regime-Switching Approach
Han, Shengfei; Cao, Guizhen; Zhai, Yumin; Wen, Zhibin - 2009
A market regime-switching model is developed that has rate of trade identified using a rent-weighted approach. The model also indirectly accounts for the impacts of other competitors through separate specifications of variation parameters across alternate seasons. Commodity futures prices are...
Persistent link: https://www.econbiz.de/10014046093
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Forecasting seasonally cointegrated systems : supply response in Austrian agriculture
Jumah, Adusei; Kunst, Robert M. - 1995
This paper examines the relevance of incorporating seasonality in agricultural supply models. Former studies have eliminated the problem of seasonality by using seasonally adjusted data. Recent developments in cointegration techniques allow the comprehensive modelling of error-correcting...
Persistent link: https://www.econbiz.de/10009693905
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Returns in commodities futures markets and financial speculation : a multivariate GARCH approach
Manera, Matteo; Nicolini, Marcella; Vignati, Ilaria - 2012
This paper analyses futures prices for four energy commodities (light sweet crude oil, heating oil, gasoline and natural gas) and five agricultural commodities (corn, oats, soybean oil, soybeans and wheat), over the period 1986-2010. Using CCC and DCC multivariate GARCH models, we find that...
Persistent link: https://www.econbiz.de/10009535531
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Returns in Commodities Futures Markets and Financial Speculation : A Multivariate GARCH Approach
Manera, Matteo - 2013
This paper analyses futures prices for four energy commodities (light sweet crude oil, heating oil, gasoline and natural gas) and five agricultural commodities (corn, oats, soybean oil, soybeans and wheat), over the period 1986-2010. Using CCC and DCC multivariate GARCH models, we find that...
Persistent link: https://www.econbiz.de/10013091156
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Testing Rockets and Feathers Patterns with a Multivariate Quantile Approach : An Application to the Soybean Complex
Yang, Yao; Karali, Berna - 2023
Output markets usually respond to input price changes asymmetrically, with prices rising faster than they fall, known as the rockets and feathers pattern. We expand the vector autoregressive quantile (VARQ) model by incorporating quantile cointegrating relationships to investigate such...
Persistent link: https://www.econbiz.de/10014259365