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Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies

Hammoudeh, S.M.; Yuan, Y.; McAleer, M.J. - Erasmus University Rotterdam, Econometric Institute - 2010

exchange rate increases the significant direct and indirect past shock and volatility effects on future volatility between the …

Persistent link: https://www.econbiz.de/10008584806

Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies

Hammoudeh, Shawkat M.; Yuan, Yuan; McAleer, Michael - Institute of Economic Research, Kyoto University - 2010

This paper examines volatility, volatility spillovers, optimal portfolio weights and hedging for systems that include … the significant direct and indirect past shock and volatility effects on future volatility between the commodities in all …

Persistent link: https://www.econbiz.de/10008763555

Modelling the asymmetric volatility of electronics patents in the USA

Chan, Felix; Marinova, Dora; McAleer, Michael - In: Mathematics and Computers in Simulation (MATCOM) 64 (2004) 1, pp. 169-184

electronics patents reaching close to 170,000 in 1997. For the empirical analysis, the time-varying nature of volatility in the … activity, and hence on volatility, both symmetric and asymmetric models of volatility are estimated. The estimated models are …

Persistent link: https://www.econbiz.de/10011050523

How Strong Do Global Commodity Prices Influence Domestic Food Prices? A Global Price Transmission Analysis

Kalkuhl, Matthias - Agricultural and Applied Economics Association - AAEA - 2014

This paper analyzes the transmission from global commodity to domestic food prices for a large set of countries. First, a theoretical model is developed to explain price transmission for different trade regimes. Drawing from the competitive storage model under rational expectations, it is shown...

Persistent link: https://www.econbiz.de/10011068580

Volatility transmission and volatility impulse response functions in crude oil markets

Jin, Xiaoye; Xiaowen Lin, Sharon; Tamvakis, Michael - In: Energy Economics 34 (2012) 6, pp. 2125-2134

connections through the analysis of Volatility Impulse Response Functions (VIRF) for two historical shocks, namely the 2008 … Financial Crisis and the BP Deepwater Horizon oil spill. We observe that Brent and Dubai crude are highly responsive to market … shocks, whereas WTI crude shows the least responsiveness of the three benchmarks, which creates questions about its …

Persistent link: https://www.econbiz.de/10011039618

The power of WASH: Why sanitation matters for nutrition

Spears, Dean; Haddad, Lawrence James - In: 2014–2015 Global Food Policy Report

Water, sanitation, and hygiene can have a profound effect on health and nutrition. A growing base of evidence on the link between sanitation, child height, and well-being has come at an opportune time, when the issue of sanitation and nutrition in developing countries has moved to the top of the...

Persistent link: https://www.econbiz.de/10011204450

Food safety: Reducing and managing food scares

Grace, Delia; McDermott, John - In: 2014–2015 Global Food Policy Report

A series of high-profile food-related scares around the globe has drawn attention to the issue of food safety and other health risks associated with agriculture. Because the scope of the problem is different at different levels of economic development, we need nuanced policy options to promote...

Persistent link: https://www.econbiz.de/10011204451

Reaching the missing middle: Overcoming hunger and malnutrition in middle income countries

Fan, Shenggen; Cousin, Ertharin - In: 2014–2015 Global Food Policy Report

Eliminating hunger and malnutrition around the globe cannot be achieved without a new approach to dealing with the problem in middle income countries. Here’s why this is so, how the middle income countries should respond, and what the international community can do to help.

Persistent link: https://www.econbiz.de/10011204452

The business imperative: Helping small family farmers to move up or move out

Fan, Shenggen; Brzeska, Joanna; Olofinbiyi, Tolulope - In: 2014–2015 Global Food Policy Report

How can family farmers best contribute to their country’s agriculture needs as well as broader development goals? First, we should determine which farmers can be profitable and assist them in doing so. Second, for those who aren’t profitable, we need to help them shift to other economic...

Persistent link: https://www.econbiz.de/10011204453

Regional developments: Africa, Middle East and North Africa, Central Asia, South Asia, East Asia, Latin America and the Caribbean

Badiane, Ousmane; Collins, Julia; Makombe, Tsitsi; … - In: 2014–2015 Global Food Policy Report

tempered by weather and other shocks …

Persistent link: https://www.econbiz.de/10011204454