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A measure of risk appetite for the macroeconomy
Pflueger, Carolin E.; Siriwardane, Emil N.; Sunderam, Adi - 2018
Persistent link: https://www.econbiz.de/10011873657
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Economic policy uncertainty, geopolitical risk, market sentiment, and regional stocks : asymmetric analyses of the EU sectors
Bossman, Ahmed; Gubareva, Mariya; Teplova, Tamara V. - In: Eurasian economic review : a journal in applied … 13 (2023) 3/4, pp. 321-372
Persistent link: https://www.econbiz.de/10014451975
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Returns and volatility of water investments
Reza, Rajibur; Tularam, Gurudeo Anand; Li, Bin - In: Cogent economics & finance 6 (2018) 1, pp. 1-33
This study analyzes the stock returns and volatility of the global water industry in different (full, pre-GFC, GFC and … post-GFC) periods. The study estimates ARMA (1, 1)-GARCH (1, 1) and EGARCH (1, 1) models on the World Water index (WOWAX …), S-Network Global Water Index (S-Net), S&P Global Water Index (S&P), and MSCI ACWI Water Utilities Index (MSCI ACWI), the …
Persistent link: https://www.econbiz.de/10011898922
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Latent volatility granger causality and spillovers in renewable energy and crude oil ETFs
Chang, Chia-Lin; McAleer, Michael; Wang, Yu-Ann - 2018
Funds (ETFs) and crude oil ETF (USO), namely solar (TAN), wind (FAN), water (PIO), and nuclear (NLR). Data on the renewable …
Persistent link: https://www.econbiz.de/10011869279
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Management of Volatility in the Grain Market
Guenther-Luebbers, Welf; Henke, Soren; Theuvsen, Ludwig - European Association of Agricultural Economists - EAAE - 2012
Food prices have steadily risen since the 1990s, and price were especially volatile in the years 2008 and 2010. This trend has also been reflected in the European grain market, which presents all European companies along the food value chain with new challenges. This paper focuses on the impacts...
Persistent link: https://www.econbiz.de/10010879317
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Macroeconomic Aspects of Ghana's Export Performance
Pujula, Aude Liliana; Zapata, Hector O. - Southern Agricultural Economics Association - SAEA - 2013
This study examines the role of price competitiveness and foreign activity in Ghana’s export performance. Using an augmented VAR model in conjunction with modified Wald tests, causal relationships are tested between real effective exchange rates, foreign GDP and both total and agricultural...
Persistent link: https://www.econbiz.de/10010880637
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Direct payments, crop insurance and the volatility of farm income. Some evidence in France and in Italy
Enjolras, Geoffroy; Capitanio, Fabian; Aubert, Magali; … - European Association of Agricultural Economists - EAAE - 2012
Volatility of farm income represents a major challenge for farm management and the design of public policies. This paper measures the extent to which risk management tools, especially direct payments and crop insurance, can significantly reduce crop income volatility in France and in Italy. We...
Persistent link: https://www.econbiz.de/10010910901
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The relationship between trade and price volatility in the Mexican and US maize markets
Araujo-Enciso, Sergio Rene - European Association of Agricultural Economists - EAAE - 2012
The supply of maize in the Mexican market depends to a large extent from the US imports which represent a large share of the domestic consumption. Furthermore imports exhibit a seasonal pattern, and peaks are often found close to low levels of domestic production and stocks. The present research...
Persistent link: https://www.econbiz.de/10010910907
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An Examination of the Volatile Nature of Grass Production in Ireland
O'Connor, Declan; Hennessy, Deirdre; Shalloo, Laurence; … - European Association of Agricultural Economists - EAAE - 2012
Grass production provides Irish dairy farmers with a competitive advantage over many of their mainland European counterparts by providing a cheap feed source. The temperate climate in Ireland favours the production of grass, however production is highly seasonal with little growth over the...
Persistent link: https://www.econbiz.de/10010910917
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Volatility in Agriculture Commodity Prices in India: Impact and Macroeconomic and Sector-Specific Policy Responses
Bathla, Seema - European Association of Agricultural Economists - EAAE - 2012
Globalization and trade liberalization have exposed agricultural sector of many developing countries to sudden disturbances, caused not just by demand-supply conditions within their economies but also by volatility in global commodity prices, exchange rate and surge in imports. This paper...
Persistent link: https://www.econbiz.de/10010910922