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Supply Response and Risk in Chinese Agriculture

Ghatak, S.; Seale, J. - In: Journal of Development Studies 37 (2001) 5, pp. 141-150

not only the standard arguments like expected prices but also risk. We extend Lin's work [1991, 1992] by modelling supply … national Chinese agricultural supply is price and price risk responsive. Further, we fit our model to data for North, Northeast … national level, Chinese agriculture is found to be price and price risk responsive. The regional analyses suggest that …

Persistent link: https://www.econbiz.de/10005475946

Uncertainty and information acquisition : evidence from firms and households

Mikosch, Heiner; Roth, Christopher; Sarferaz, Samad; … - 2021

Persistent link: https://www.econbiz.de/10012990453

Does the volatility of commodity prices reflect macroeconomic uncertainty?

Joëts, Marc; Mignon, Valérie; Razafindrabe, Tovonony - 2015

Persistent link: https://www.econbiz.de/10011300954

Macroeconomic uncertainty : does it matter for commodity prices?

Yin, Libo; Han, Liyan - In: Applied economics letters 21 (2014) 10/12, pp. 711-716

Persistent link: https://www.econbiz.de/10010416340

Commodity derivative valuation under a factor model with time-varying market prices of risk

García Mirantes, Andrés; Población, Javier; Serna, … - In: Review of derivatives research 18 (2015) 1, pp. 75-93

Persistent link: https://www.econbiz.de/10011414114

The dynamic spillover effects of macroeconomic and financial uncertainty on commodity markets uncertainties

Ben Haddad, Hedi; Mezghani, Imed; Gouider, Abdessalem - In: Economies : open access journal 9 (2021) 2, pp. 1-22

The present paper has two main objectives: first, to accurately estimate commodity price uncertainty; and second to analyze the uncertainty connectedness among commodity markets and the macroeconomic uncertainty, using the time-varying vector-autoregressive (TVP-VAR) model. We use eight main...

Persistent link: https://www.econbiz.de/10012548331