Agricultural liberalization policy and commodity price volatility: a GARCH application
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- Yang, Jian & Leatham, David J. & Haigh, Michael S., 1999. "Agricultural Liberalization Policy and Commodity Price Volatility: A GARCH Application," Proceedings: 1999 Regional Committee NC-221, 1999, Mississauga, Ontario, Canada 132337, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition.
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- Maitre d'Hotel, Elodie & le Cotty, Tristan & Jayne, Thomas S., 2012.
"Is A Public Regulation Of Food Price Volatility Feasible In Africa? An Arch Approach In Kenya,"
123rd Seminar, February 23-24, 2012, Dublin, Ireland
122551, European Association of Agricultural Economists.
- Elodie Maître d'Hôtel & Tristan Le Cotty & Thomas Jayne, 2012. "Is a public regulation of food price volatility feasible in Africa? An arch approach in Kenya," Post-Print hal-00801361, HAL.
- Chan, Kam C. & Fung, Hung-Gay & Leung, Wai K., 2004. "Daily volatility behavior in Chinese futures markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 14(5), pages 491-505, December.
- Antonios Antypas & Phoebe Koundouri & Nikolaos Kourogenis, "undated". "Volatility Trends and Optimal Portfolios: the Case of Agricultural Commodities," DEOS Working Papers 1113, Athens University of Economics and Business.
- Ramaprasad Bhar & Shigeyuki Hamori, 2006. "Component structures of agricultural commodity futures traded on the Tokyo Grain Exchange," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 13(1), pages 1-9, March.
- Cong, Ren & Lo, Alex Y., 2017. "Emission trading and carbon market performance in Shenzhen, China," Applied Energy, Elsevier, vol. 193(C), pages 414-425.
- Kilima, Fredy & Chung, Chanjin & Kenkel, Philip L. & Mbiha, Emanuel, 2004. "The Impact Of Market Reforms On Spatial Volatility Of Maize Price In Tanzania," 2004 Annual meeting, August 1-4, Denver, CO 20332, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Anthony N. Rezitis & Konstantinos S. Stavropoulos, 2010. "Supply response and price volatility in the Greek broiler market," Agribusiness, John Wiley & Sons, Ltd., vol. 26(1), pages 25-48.
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