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The influence of behavior factors in setting the agricultural futures market prices
Serrao, Amilcar - Agricultural and Applied Economics Association - AAEA - 2014
affect the coffee futures market prices. This research work uses auto-regressive conditional heteroskedasticity (ARCH) models … to analyze results that cause deviations in the coffee futures market prices. The negative asymmetry coefficient of … shocks have a greater impact in the volatility of returns in coffee than positive shocks. The presence of the leverage effect …
Persistent link: https://www.econbiz.de/10011068678
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Firm and establishment volatility : the role of sunk costs, profit uncertainty and technological change
Ghosal, Vivek - 2003
The degree of endemic volatility in the number of firms and establishments varies considerably across industries. Examining the within-industry range of variation (max.-min.) of the number of firms over our sample period, the low and high values across U.S. manufacturing industries are 4 and...
Persistent link: https://www.econbiz.de/10011508062
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Firm and establishment volatility : the role of sunk costs, profit uncertainty and technological change
Ghosal, Vivek - 2003
The degree of endemic volatility in the number of firms and establishments varies considerably across industries. Examining the within-industry range of variation (max.-min.) of the number of firms over our sample period, the low and high values across U.S. manufacturing industries are 4 and...
Persistent link: https://www.econbiz.de/10001784015
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Endemic volatility of firms and establishments : are real options effects important?
Ghosal, Vivek - 2003
Persistent link: https://www.econbiz.de/10001861477
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Firm and Establishment Volatility : The Role of Sunk Costs, Profit Uncertainty and Technological Change
Ghosal, Vivek - 2021
The degree of endemic volatility in the number of firms and establishments varies considerably across industries. Examining the within-industry range of variation (max.-min.) of the number of firms over our sample period, the low and high values across U.S. manufacturing industries are 4 and...
Persistent link: https://www.econbiz.de/10013319863
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The impact of climate risk aversion on agribusiness share price volatility
Liu, Peng; Chen, Yaru; Mu, Yan - In: Finance research letters 61 (2024), pp. 1-7
Persistent link: https://www.econbiz.de/10014491031
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Institutions and market integration : the case of coffee in the Ethiopian commodity exchange
Hernandez, Manuel A.; Rashid, Shahidur; Lemma, Solomon; … - 2015
Persistent link: https://www.econbiz.de/10011489263
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Market institutions and price relationships : the case of coffee in the Ethiopian Commodity Exchange
Hernandez, Manuel A.; Rashid, Shahidur; Lemma, Solomon; … - In: American journal of agricultural economics 99 (2017) 3, pp. 683-704
Persistent link: https://www.econbiz.de/10011942904
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The reaction of coffee futures price volatility to crop reports
Silveira, Rodrigo Lanna Franco da; Mattos, Fabio; Saes, … - In: Emerging markets finance & trade : a journal of the … 53 (2017) 10/11/12, pp. 2361-2376
Persistent link: https://www.econbiz.de/10011825353
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Industrial organization, order Internalization, and invariance
Bondarenko, Oleg; Obižaeva, Anna; Wang, Yajun - 2020
Persistent link: https://www.econbiz.de/10012494238