IDEAS home Printed from https://ideas.repec.org/a/bla/agecon/v48y2017i6p683-691.html
   My bibliography  Save this article

Modeling regime-dependent agricultural commodity price volatilities

Author

Listed:
  • Na Li
  • Alan Ker
  • Abdoul G. Sam
  • Satheesh Aradhyula

Abstract

No abstract is available for this item.

Suggested Citation

  • Na Li & Alan Ker & Abdoul G. Sam & Satheesh Aradhyula, 2017. "Modeling regime-dependent agricultural commodity price volatilities," Agricultural Economics, International Association of Agricultural Economists, vol. 48(6), pages 683-691, November.
    • Handle: RePEc:bla:agecon:v:48:y:2017:i:6:p:683-691
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1111/agec.2017.48.issue-6
    Download Restriction: Access to full text is restricted to subscribers.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Matteo Bonato & Oğuzhan Çepni & Rangan Gupta & Christian Pierdzioch, 2023. "El Niño, La Niña, and forecastability of the realized variance of agricultural commodity prices: Evidence from a machine learning approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(4), pages 785-801, July.
    2. Wen, Jun & Khalid, Samia & Mahmood, Hamid & Zakaria, Muhammad, 2021. "Symmetric and asymmetric impact of economic policy uncertainty on food prices in China: A new evidence," Resources Policy, Elsevier, vol. 74(C).
    3. Degiannakis, Stavros & Filis, George & Klein, Tony & Walther, Thomas, 2022. "Forecasting realized volatility of agricultural commodities," International Journal of Forecasting, Elsevier, vol. 38(1), pages 74-96.
    4. Abdoul G. Sam & Babatunde O. Abidoye & Sihle Mashaba, 2021. "Climate change and household welfare in sub-Saharan Africa: empirical evidence from Swaziland," Food Security: The Science, Sociology and Economics of Food Production and Access to Food, Springer;The International Society for Plant Pathology, vol. 13(2), pages 439-455, April.
    5. Anthony N. Rezitis & Gregor Kastner, 2021. "On the joint volatility dynamics in dairy markets," Papers 2104.12707, arXiv.org.
    6. Chemeris, Anna & Liu, Yong & Ker, Alan P., 2022. "Insurance subsidies, climate change, and innovation: Implications for crop yield resiliency," Food Policy, Elsevier, vol. 108(C).
    7. Anthony N. Rezitis & Gregor Kastner, 2021. "On the joint volatility dynamics in international dairy commodity markets," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 65(3), pages 704-728, July.
    8. Krzysztof Drachal, 2019. "Analysis of Agricultural Commodities Prices with New Bayesian Model Combination Schemes," Sustainability, MDPI, vol. 11(19), pages 1-23, September.
    9. Sam, Abdoul G. & Abidoye, Babatunde & Mashaba, Sihle, 2021. "Climate change and household welfare in Sub-Saharan Africa: empirical evidence from Swaziland," LSE Research Online Documents on Economics 106700, London School of Economics and Political Science, LSE Library.
    10. Roberto Esposti, 2022. "Dating Common Commodity Price And Inflation Shocks With Alternative Approaches," Working Papers 469, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    11. Xiaotong Lian & Yingda Song, 2021. "Pricing and calibration of the futures options market: A unified approximation," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(7), pages 1074-1091, July.
    12. Zhang, Yongmin & Ding, Shusheng & Scheffel, Eric M., 2019. "A key determinant of commodity price Co-movement: The role of daily market liquidity," Economic Modelling, Elsevier, vol. 81(C), pages 170-180.
    13. Terrance Grieb & Nam Hoang, 2019. "The Effects of Hedging and Speculation on Cash-Futures Basis: Results from U.S. Wheat Markets," Review of Economics & Finance, Better Advances Press, Canada, vol. 17, pages 1-15, August.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:agecon:v:48:y:2017:i:6:p:683-691. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://edirc.repec.org/data/iaaeeea.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.