The present paper attempts an empirical investigation on price volatility linkages between two important agricultural commodities: corn and wheat, by using a multivariate GARCH-BEKK model. Evidence of bidirectional linkages were found between corn and wheat in terms of returns and volatility....

The existence of weak form of efficiency in agricultural commodities is explored in the present paper. The data used in the research consists of daily closing prices for thirteen futures contracts covering the period January 1995 through May 2012. Majority of the agricultural commodities showed...

Purpose: The purpose of this paper is to investigate whether truthful information sharing can be achieved via informal cheap talk in a competitive setting, and how carbon emission constraint and information-sharing modes (no information sharing, partial information sharing and public...

My dissertation is about joint optimization of firms' operations and marketing decisions with explicit modelling of customer behavior. It includes three essays:The first essay, ``Advance Selling -- The Effect of Capacity andConsumer Valuation Interdependence,'' considers a seller who canoffer a...

Hybrid life cycle assessment (LCA) has been developed for almost 40 years, but its applications are still limited to certain products/industries. This study endeavors to expand the accessibility of hybrid LCA from specialists to practitioners by developing a streamlined and semi-automated hybrid...