Search

Display:

Collections:

Format:

Publication Type:

  • 9
  • 5
  • 2

Journals:

  • 2
  • 2
  • 1

Volume:

  • 1
  • 1
  • 1
  • 1
  • 1

Issue/ Number:

  • 1
  • 1
  • 1
  • 1
  • 1

Publication Type:

  • 9
  • 5
  • 2

Journals:

  • 2
  • 2
  • 1

Volume:

  • 1
  • 1
  • 1
  • 1
  • 1

Issue/ Number:

  • 1
  • 1
  • 1
  • 1
  • 1
AgEcon Search 16 records found 1 - 10next  jump to record: Search took 0.07 seconds. 
1.
This paper investigates the price dynamics between a selection of international staple food and cash crop futures prices. This price interaction is particularly relevant [...]
English | 2017 | Working or Discussion Paper |
2.
Sharp fluctuation of soybean prices in international and domestic markets has caused big risks for both domestic soybean producers and processing enterprises in recent ye [...]
English | 20 January 2018 | Journal Article |
3.
This paper analyzes comovements and connectedness of commodity futures in the past two decades. We apply dynamic conditional correlation model (DCC) to capture time-varyi [...]
2016 | Conference Paper/ Presentation |
4.
The addition of commodities to financial portfolios and resulting weight adjustments may create volatility linkages between commodity and financial markets, especially du [...]
17 April 2014 | Working or Discussion Paper |
5.
This paper examines hog price linkages between the U.S. and China during the period June 1996 to December 2013. Volatility and spillover effects are modeled through a MGA [...]
02 February 2015 | Conference Paper/ Presentation |
6.
Price volatility spillovers in the U.S. catfish supply chain are analyzed based on monthly price data from 1980 through 2000 for catfish feed, its ingredients, and farm- [...]
2003-04 | Journal Article |
7.
Policy changes and the evolution of green technology have induced new links among markets. In this research, we study a representative market system, the U.S. crude oil, [...]
2014-07 | Conference Paper/ Presentation |
8.
9.
Taking soybean products as an example and using the daily price data of 2007-2015, this paper established the error correction model and BEKK-GARCH model, and made an emp [...]
English | 2017 | Journal Article |
10.
This article examines the volatility spillovers from energy market to corn market. Using a volatility spillover model from the finance literature, we found significant sp [...]
2009-04 | Conference Paper/ Presentation |

Interested in being notified about new results for this query?
Set up a personal email alert or subscribe to the RSS feed.