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Maispreisverhalten - Maispreistransmission während des Preisbooms an den Terminmärkten
Schmitz, Jochen; Ledebur, Oliver von - 2009
price changes of 2008. In this analysis the volatility of the maize futures price at three different commodity futures …
Persistent link: https://www.econbiz.de/10003858606
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Maispreisverhalten - Maispreistransmission während des Preisbooms an den Terminmärkten
Schmitz, Jochen; Ledebur, Oliver von - 2009
Seit dem Jahr 2000 haben vielfältige Faktoren die Agrarmärkte beeinflusst. Darunter sind wiederholte Angebotsknappheiten und die globale Nachfrageentwicklung zu nennen, welche den beobachteten Preisanstieg begünstigten. Angesichts der zunehmenden Interdependenz der Märkte stellt sich die...
Persistent link: https://www.econbiz.de/10003843423
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Booms and Busts in Commodity Markets : Bubbles or Fundamentals?
Brooks, Chris - 2019
This paper considers whether there were periodically collapsing rational speculative bubbles in commodity prices over a … affect commodity demand. We find reliable evidence for bubbles only among crude oil and feeder cattle, showing the popular …
Persistent link: https://www.econbiz.de/10012905029
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Corn price behavior : price transmission during the boom on futures markets
Ledebur, Oliver von; Schmitz, Jochen - 2009
Persistent link: https://www.econbiz.de/10003874709
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Asymmetric price volatility transmission between U.S. biofuel, corn, and oil markets
Saghaian, Sayed; Nemati, Mehdi; Walters, Cory; Chen, Bo - In: Journal of agricultural and resource economics : JARE ; … 43 (2018) 1, pp. 46-60
Persistent link: https://www.econbiz.de/10011833454
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How is volatility in commodity markets linked to oil price shocks?
Ahmadi, Maryam; Behmiri, Niaz Bashiri; Manera, Matteo - 2015
This study investigates the effects of oil price shocks on volatility of selected agricultural and metal commodities. To achieve this goal, we decompose an oil price shock to its underlying components, including macroeconomics and oil specific shocks. The applied methodology is the structural...
Persistent link: https://www.econbiz.de/10011438674
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Modelling Long Memory Volatility in Agricultural Commodity Futures Returns
Tansuchat, Roengchai; Chang, Chia-Lin; McAleer, Michael - 2009
futures markets, namely corn, oats, soybeans, soybean meal, soybean oil, wheat, live cattle, cattle feeder, pork, cocoa …
Persistent link: https://www.econbiz.de/10014202478
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Modelling the effects of oil prices on global fertilizer prices and volatility
Chen, Ping-Yu; Chang, Chia-Lin; Chen, Chi-chung; … - 2013
Persistent link: https://www.econbiz.de/10009724819
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Effects of crude oil prices on copper and maize prices
Kaulu, Byrne - In: Future Business Journal 7 (2021), pp. 1-15
This study explains the effects of crude oil prices on copper and maize prices. Vector autoregressive and vector error … correction models are used to study the relationship between oil prices and prices of copper and maize. The commodity price data … used consist of average monthly prices of each of the commodities: crude oil, copper and maize for the months January 1982 …
Persistent link: https://www.econbiz.de/10012668157
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Forecasting the Price of Crude Oil Via Convenience Yield Predictions
Knetsch, Thomas - 2016
The paper develops an oil price forecasting technique which is based on the present value model of rational commodity pricing. The approach suggests shifting the forecasting problem to the marginal convenience yield which can be derived from the cost-of-carry relationship. In a recursive...
Persistent link: https://www.econbiz.de/10012991189