Rice holds a significant position as one of the world's most important food crops, and
international trade plays a crucial role in regulating rice supply and demand. Analyzing the …

This study aims to focus on identifying how unemployment and inflation and their related
aspects affect Palestinian economic growth. The study employed the Autoregressive …

In this work, the use of Markov-switching GARCH (MS-GARCH) models is tested in an active
trading algorithm for corn and soybean future markets. By assuming that a given investor …

This study aims to examine the time-varying efficiency of the Turkish stock market's major
stock index and eight sectoral indices, including the industrial, financial, service, information …

This study revisits the issue of long‐term price convergence of rice export prices for India,
Pakistan, Thailand, Uruguay, the United States, and Vietnam using a two‐stage pairwise …

In this paper, we test the use of Markov-switching (MS) GARCH (MSGARCH) models for
trading either oil or natural gas futures. Using weekly data from 7 January 1994 to 31 May …

In the present paper, we test the use of Markov-Switching (MS) models with time-fixed or
Generalized Autoregressive Conditional Heteroskedasticity (GARCH) variances. This, to …

Being the main food commodity, the dynamics of rice prices is one of the most important
issues for Indonesian economy. The prices at the retail level and at the farm level are …

The present paper tests the use of an agricultural futures minimum tracking error portfolio to
replicate the price of the Mexican Hass avocado (a non-commodity). The motivation is that …

In the present paper we tested the use of Markov-switching Generalized AutoRegressive
Conditional Heteroscedasticity (MS-GARCH) models and their not generalized (MS-ARCH) …