Decomposition of real commodity prices suggests four super cycles during 1865–2010
ranging between 30 and 40years with amplitudes 20–40% higher or lower than the long-run …

Purpose Increasing overhang of serviced apartments poses a serious concern to the
national property market. This study aims to examine the impacts of macroeconomic …

We apply an encompassing framework to assess the viability of hedging spot biodiesel price
risk for four US markets with a conventionally used heating oil futures contract and a …

Previous research found that both soybean oil and heating oil futures should be used to
hedge biodiesel price risk. This was sensible because blending mandates caused biodiesel …

Abstract Economists at the Federal Trade Commission support the agency's competition and
consumer protection missions in numerous ways. In this article, we discuss the economic …

We analyze price relationships on international rice markets from 2000 to 2013 and provide
an overview of price transmission between fourteen international reference prices and 268 …

In this paper, we propose a wavelet-based cointegration test for fractionally integrated time
series. The proposed test is nonparametric and asymptotically invariant to different forms of …

In this paper, we employ an applied econometric study concerning forecasting the spot
freight rates based on Forward Freight Agreement (FFA) and Time Charter (TC) contracts …

According to studies on the impossible trinity, under conditions of high financial integration,
the domestic interest rate is closely linked to the foreign one if the possibility of maneuvering …

The Fisher effect posits that nominal interest rates move one for one with inflation. This
hypothesis has become an important concept in Financial Economics and has become the …