Commodity price volatility in the biofuel era: an examination of the linkage between energy and agricultural markets
Agricultural and energy commodity prices have traditionally exhibited relatively low
correlation. However, recent increases in biofuel production have altered the agriculture …
correlation. However, recent increases in biofuel production have altered the agriculture …
[图书][B] Safeguarding food security in volatile global markets
A Prakash… - 2011 - fao.org
This chapter deals with international policy issues relevant to world price volatility in basic
foodstuffs, particularly the extent to which multilateral trade rules are conducive to an …
foodstuffs, particularly the extent to which multilateral trade rules are conducive to an …
News, volatility and jumps: the case of natural gas futures
S Borovkova, D Mahakena - Quantitative Finance, 2015 - Taylor & Francis
We investigate the impact of news sentiment on the price dynamics of natural gas futures.
We propose a Local News Sentiment Level model, based on the Local Level model of …
We propose a Local News Sentiment Level model, based on the Local Level model of …
Main challenges of price volatility in agricultural commodity markets
M Tothova - Methods to analyse agricultural commodity price …, 2011 - Springer
Prices of agricultural commodities undergoing rapid adjustments were in the spotlight
following the “food crises” in late 2007 and early 2008, and again more recently in summer …
following the “food crises” in late 2007 and early 2008, and again more recently in summer …
Modeling and Forecasting Volatility in the Global Food Commodity Prices (Modelování a Prognózování Volatility Globálních cen Potravinářských Komodit)
To capture the volatility in the global food commodity prices, we employed two competing
models, the thin tailed the normal distribution, and the fat-tailed Student t-distribution …
models, the thin tailed the normal distribution, and the fat-tailed Student t-distribution …
Correlação e causalidade entre os preços de commoditiese energia
DA Bini, MD Canever, AA Denardim - Nova Economia, 2015 - SciELO Brasil
Objetiva-se testar a cointegração ea causalidade entre os preços de energia e commodities
agrícolas nas condições comercias do Brasil. Utilizando-se dados de preço mensais de …
agrícolas nas condições comercias do Brasil. Utilizando-se dados de preço mensais de …
[PDF][PDF] Emerging linkages between price volatilities in energy and agricultural markets
Background Both during and after the high price episode in 2006-08, the level of agricultural
product prices and their increasing volatility raised concerns among policy-makers and …
product prices and their increasing volatility raised concerns among policy-makers and …
[PDF][PDF] The interdependence between stock markets of BRIC and developed countries and the impact of oil prices on this interdependence
R Grigoryev - 2010 - core.ac.uk
In recent years there has been a surge in interest in two branches of research. The first is the
analysis of cross-market linkages, arising from portfolio diversification analysis, in order to …
analysis of cross-market linkages, arising from portfolio diversification analysis, in order to …
Recurrent Financial Crises and the US Federal Reserve: Bubbles and Blisters.
MHI Dore - Nonlinear Dynamics, Psychology & Life …, 2024 - search.ebscohost.com
Abstract The US Federal Reserve now controls a part of the money supply, but other
financial institutions, called the" shadow" banks, issue a growing amount of the money …
financial institutions, called the" shadow" banks, issue a growing amount of the money …
Investigating rapeseed price volatilities in the course of the food crisis
This paper investigates the development of volatilities in agricultural commodity prices
during and after the food crisis with a focus on rapeseed future prices at the MATIF. We …
during and after the food crisis with a focus on rapeseed future prices at the MATIF. We …