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Massimo Peri

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Lucia BALDI & Massimo PERI & Daniela VANDONE, 2013. "Clean Energy Industries and Rare Earth Materials: Economic and Financial Issues," Departmental Working Papers 2013-07, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.

    Cited by:

    1. Riesgo García, María Victoria & Krzemień, Alicja & Manzanedo del Campo, Miguel Ángel & Menéndez Álvarez, Mario & Gent, Malcolm Richard, 2017. "Rare earth elements mining investment: It is not all about China," Resources Policy, Elsevier, vol. 53(C), pages 66-76.
    2. Pavel, Claudiu C. & Lacal-Arántegui, Roberto & Marmier, Alain & Schüler, Doris & Tzimas, Evangelos & Buchert, Matthias & Jenseit, Wolfgang & Blagoeva, Darina, 2017. "Substitution strategies for reducing the use of rare earths in wind turbines," Resources Policy, Elsevier, vol. 52(C), pages 349-357.
    3. Baldi, Lucia & Peri, Massimo & Vandone, Daniela, 2016. "Stock markets’ bubbles burst and volatility spillovers in agricultural commodity markets," Research in International Business and Finance, Elsevier, vol. 38(C), pages 277-285.
    4. Apergis, Emmanuel & Apergis, Nicholas, 2017. "The role of rare earth prices in renewable energy consumption: The actual driver for a renewable energy world," Energy Economics, Elsevier, vol. 62(C), pages 33-42.
    5. A. Mateus & C. Lopes & L. Martins & J. Carvalho, 2017. "Towards a multi-dimensional methodology supporting a safeguarding decision on the future access to mineral resources," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 30(3), pages 229-255, October.
    6. Lundgren, Amanda Ivarsson & Milicevic, Adriana & Uddin, Gazi Salah & Kang, Sang Hoon, 2018. "Connectedness network and dependence structure mechanism in green investments," Energy Economics, Elsevier, vol. 72(C), pages 145-153.

  2. Massimo PERI & Daniela VANDONE & Lucia BALDI, 2012. "Internet, noise trading and commodity prices," Departmental Working Papers 2012-07, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.

    Cited by:

    1. Baldi, Lucia & Peri, Massimo & Vandone, Daniela, 2016. "Stock markets’ bubbles burst and volatility spillovers in agricultural commodity markets," Research in International Business and Finance, Elsevier, vol. 38(C), pages 277-285.
    2. Li, Jinfang, 2014. "Multi-period sentiment asset pricing model with information," International Review of Economics & Finance, Elsevier, vol. 34(C), pages 118-130.
    3. Massimo Peri & Daniela Vandone & Lucia Baldi, 2017. "Volatility Spillover between Water, Energy and Food," Sustainability, MDPI, vol. 9(6), pages 1-16, June.

  3. Baldi, Lucia & Peri, Massimo & Vandone, Daniela, 2011. "Price Discovery in Agricultural Commodities: The Shifting Relationship Between Spot and Future Prices," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114237, European Association of Agricultural Economists.

    Cited by:

    1. Listorti, Giulia & Esposti, Roberto, . "Horizontal Price Transmission in Agricultural Markets: Fundamental Concepts and Open Empirical Issues," Bio-based and Applied Economics Journal, Italian Association of Agricultural and Applied Economics (AIEAA), vol. 1(01), pages 1-28.
    2. Stephanie-Carolin Grosche, 2014. "What Does Granger Causality Prove? A Critical Examination of the Interpretation of Granger Causality Results on Price Effects of Index Trading in Agricultural Commodity Markets," Journal of Agricultural Economics, Wiley Blackwell, vol. 65(2), pages 279-302, June.
    3. Hamulczuk, Mariusz & Łopaciuk, Wiesław, 2013. "Price linkage between milling and feed wheat prices in Poland and Germany," Problems of World Agriculture / Problemy Rolnictwa Światowego, Warsaw University of Life Sciences, vol. 13(28), pages 1-11, December.

  4. Baldi, Lucia & Peri, Massimo & Vandone, Daniela, 2011. "Spot and Futures Prices of Agricultural Commodities: Fundamentals and Speculation," 2011 International European Forum, February 14-18, 2011, Innsbruck-Igls, Austria 122002, International European Forum on System Dynamics and Innovation in Food Networks.

    Cited by:

    1. Yao, Wei & Alexiou, Constantinos, 2022. "Exploring the transmission mechanism of speculative and inventory arbitrage activity to commodity price volatility. Novel evidence for the US economy," International Review of Financial Analysis, Elsevier, vol. 80(C).
    2. Philipp Adämmer & Martin T. Bohl, 2015. "Price Discovery in European Agricultural Markets: When Do Futures Contracts Matter?," CQE Working Papers 4415, Center for Quantitative Economics (CQE), University of Muenster.
    3. Shernaz Bodhanwala & Harsh Purohit & Nidhi Choudhary, 2020. "The Causal Dynamics in Indian Agriculture Commodity Prices and Macro-Economic Variables in the Presence of a Structural Break," Global Business Review, International Management Institute, vol. 21(1), pages 241-261, February.
    4. Ahmed, Osama, 2021. "Do future markets protect the spot markets in developing countries? The case of the Egyptian wheat market," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 20(5), pages 65-83.
    5. Yao, Wei, 2025. "The US Quantitative Easing Monetary Policy and Commodities’ Prices," Other publications TiSEM 185d14d3-9dc2-4276-82ec-e, Tilburg University, School of Economics and Management.
    6. Alexandre Vasconcelos Lima & Rogério Boueri Miranda & Mathias Schneid Tessmann, 2022. "Evaluation of the Future Price of Brazilian Commodities as a Predictor of the Price of the Spot Market," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 14(4), pages 1-51, April.
    7. Samal, G.P., 2017. "Price Discovery Efficiency of Cotton Futures Market in India," Agricultural Economics Research Review, Agricultural Economics Research Association (India), vol. 30(2).
    8. Yao, Wei & Alexiou, Constantinos, 2024. "On the transmission mechanism between the inventory arbitrage activity, speculative activity and the commodity price under the US QE policy: Evidence from a TVP-VAR model," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 1054-1072.
    9. Fizaine, Florian, 2015. "Minor metals and organized markets: News highlights about the consequences of establishing a futures market in a thin market with a dual trading price system," Resources Policy, Elsevier, vol. 46(P2), pages 59-70.
    10. Ling‐Yun He & Wen‐Si Xie, 2012. "Who has the final say?," China Agricultural Economic Review, Emerald Group Publishing Limited, vol. 4(3), pages 379-390, August.

  5. Baldi, Lucia & Vandone, Daniela & Peri, Massimo, 2010. "Is Wine a Financial Parachute?," 2010 International European Forum, February 8-12, 2010, Innsbruck-Igls, Austria 100506, International European Forum on System Dynamics and Innovation in Food Networks.

    Cited by:

    1. Eric Le Fur & Jean-François Outreville, 2019. "Fine wine returns: a review of the literature," Journal of Asset Management, Palgrave Macmillan, vol. 20(3), pages 196-214, May.
    2. Fur, Eric Le, 2021. "Fine Wines in a Diversified Portfolio of Collectibles," 2021 Conference, August 17-31, 2021, Virtual 315852, International Association of Agricultural Economists.

  6. Peri, Massimo & Baldi, Lucia, 2008. "Biodiesel and vegetable oil market in European Union: some evidences from threshold cointegration analysis," 2008 International Congress, August 26-29, 2008, Ghent, Belgium 43971, European Association of Agricultural Economists.

    Cited by:

    1. Subhani, Muhammad Imtiaz & Hasan, Syed Akif & Osman, Ms. Amber, 2012. "Are the Prices of Light Diesel Oil, Gasoline, CNG and Kerosene Oil Co-Integrated?," MPRA Paper 45142, University Library of Munich, Germany.
    2. Busse, Stefan & Ihle, Rico, 2009. "German Rapeseed Oil and Biodiesel Pricing under Changing Market Conditions: A Markov-switching Vector Error Correction Model Approach," 2009 Conference, August 16-22, 2009, Beijing, China 51032, International Association of Agricultural Economists.
    3. Valeria Costantini & Graziana Dizonno, 2010. "Bioenergy, Agriculture and the Developing Countries," QA - Rivista dell'Associazione Rossi-Doria, Associazione Rossi Doria, issue 1, March.

Articles

  1. Maria Teresa Trentinaglia & Lucia Baldi & Massimo Peri, 2023. "Supporting agriculture in developing countries: new insights on the impact of official development assistance using a climate perspective," Agricultural and Food Economics, Springer;Italian Society of Agricultural Economics (SIDEA), vol. 11(1), pages 1-23, December.

    Cited by:

    1. Tasser, E. & Kuhlmann, K. & Mwanza, M.W. & Schermer, M. & Tappeiner, U. & Tembo, G. & Zoderer, B.M. & Schirpke, U., 2025. "A comparative analysis of ecosystem services perceptions across two regions in Eastern Africa and Central Europe," Ecosystem Services, Elsevier, vol. 74(C).
    2. von Braun, Joachim & Beyene Chichaibelu, Bezawit & Laborde, David & Torero Cullen, Maximo, 2024. "Cost of Ending Hunger – Consequences of Complacency, and Financial Needs for SDG2 Achievement," Discussion Papers 343159, University of Bonn, Center for Development Research (ZEF).
    3. Robert Becker Pickson & Elliot Boateng & Peng Gui & Joseph Kwadwo Tuffour, 2025. "Achieving Zero Hunger in Nepal: The Role of Foreign Aid in Agriculture," Sustainable Development, John Wiley & Sons, Ltd., vol. 33(4), pages 5487-5503, August.
    4. Yahya, Farzan & Lee, Chien-Chiang, 2025. "Unveiling the multifaceted role of climate readiness in stabilizing renewables integration: Evidence of energy transition dynamics from a multi-theoretical perspective," Renewable Energy, Elsevier, vol. 248(C).
    5. Robert Becker Pickson & Peng Gui & Lirong Jian & Elliot Boateng, 2025. "The role of private sector investment in agriculture: A catalyst for sustainable development in Asia," Sustainable Development, John Wiley & Sons, Ltd., vol. 33(1), pages 113-128, February.

  2. Lucia Baldi & Danilo Bertoni & Giuseppina Migliore & Massimo Peri, 2019. "How alternative food networks work in a metropolitan area? An analysis of Solidarity Purchase Groups in Northern Italy," Agricultural and Food Economics, Springer;Italian Society of Agricultural Economics (SIDEA), vol. 7(1), pages 1-21, December.

    Cited by:

    1. Maria Teresa Trentinaglia De Daverio & Teresina Mancuso & Massimo Peri & Lucia Baldi, 2020. "How Does Consumers’ Care for Origin Shape Their Behavioural Gap for Environmentally Friendly Products?," Sustainability, MDPI, vol. 13(1), pages 1-19, December.
    2. Nora Katharina Faltmann & Rike Stotten, 2025. "What are the ‘Values’ in alternative food systems? A systematic review," Agriculture and Human Values, Springer;The Agriculture, Food, & Human Values Society (AFHVS), vol. 42(3), pages 2317-2335, September.
    3. Rosalia Stella Evola & Giovanni Peira & Erica Varese & Alessandro Bonadonna & Enrica Vesce, 2022. "Short Food Supply Chains in Europe: Scientific Research Directions," Sustainability, MDPI, vol. 14(6), pages 1-20, March.
    4. Kotliarov, Ivan, 2022. "Heterogeneity of stakeholders as an obstacle to the development of agricultural cooperatives in Russia," Russian Peasant Studies, Russian Presidential Academy of National Economy and Public Administration, vol. 7, pages 20-32.
    5. Giannis T. Tsoulfas & Panagiotis Trivellas & Panagiotis Reklitis & Anna Anastasopoulou, 2023. "A Bibliometric Analysis of Short Supply Chains in the Agri-Food Sector," Sustainability, MDPI, vol. 15(2), pages 1-46, January.
    6. Ronaldo Tavares Souza, 2020. "Box-scheme as alternative food network—the economic integration between consumers and producers," Agricultural and Food Economics, Springer;Italian Society of Agricultural Economics (SIDEA), vol. 8(1), pages 1-25, December.
    7. Riccardo Testa & Francesco Vella & Giuseppina Rizzo & Giorgio Schifani & Giuseppina Migliore, 2025. "Meat attachment or health awareness? Understanding the factors influencing the consumption of local red meat in Italy," Agricultural and Food Economics, Springer;Italian Society of Agricultural Economics (SIDEA), vol. 13(1), pages 1-20, December.
    8. Janna Herzig & Katrin Zander, 2025. "Determinants of consumer behavior in short food supply chains: a systematic literature review," Agricultural and Food Economics, Springer;Italian Society of Agricultural Economics (SIDEA), vol. 13(1), pages 1-40, December.
    9. Enthoven, Laura & Van den Broeck, Goedele, 2021. "Local food systems: Reviewing two decades of research," Agricultural Systems, Elsevier, vol. 193(C).
    10. Baldi, Lucia & Trentinaglia, Maria Teresa & Mancuso, Teresina & Peri, Massimo, 2021. "Attitude Toward Environmental Protection and Toward Nature: How Do They Shape Consumer Behaviour for a Sustainable Tomato?," 2021 Conference, August 17-31, 2021, Virtual 315181, International Association of Agricultural Economists.

  3. Elena Claire Ricci & Massimo Peri & Lucia Baldi, 2019. "The Effects of Agricultural Price Instability on Vertical Price Transmission: A Study of the Wheat Chain in Italy," Agriculture, MDPI, vol. 9(2), pages 1-14, February.

    Cited by:

    1. Theofanous, Pamela & Tremma, Ourania, 2024. "Price linkages in major EU virgin olive oil markets," The Journal of Economic Asymmetries, Elsevier, vol. 30(C).
    2. Jure Brečko & Črtomir Rozman & Jaka Žgajnar, 2024. "Price volatility and GHG emissions analysis on smaller cattle herds typical for the pre-Alpine region, the example of Slovenia," PLOS ONE, Public Library of Science, vol. 19(11), pages 1-16, November.
    3. Ranjit Kumar Paul & Tanmoy Karak, 2022. "Asymmetric Price Transmission: A Case of Wheat in India," Agriculture, MDPI, vol. 12(3), pages 1-17, March.
    4. Viganò, Elena & Maccaroni, Martina & Righi, Selene, . "Finding the right price: supply chain contracts as a tool to guarantee sustainable economic viability of organic farms," International Food and Agribusiness Management Review, International Food and Agribusiness Management Association, vol. 25(3).
    5. Jiali Wang & Yujia Huo & Xiangyu Guo & Yang Xu, 2022. "The Pricing Strategy of the Agricultural Product Supply Chain with Farmer Cooperatives as the Core Enterprise," Agriculture, MDPI, vol. 12(5), pages 1-17, May.
    6. Qingru Sun & Jinfeng Miao & Yaojun Shan & Shukun Hu & Mingting Ding & Han Zhang, 2025. "Revisiting the price transmission from international commodity to Chinese agricultural products based on an industry chain perspective," Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 12(1), pages 1-13, December.
    7. Fabio Boncinelli & Andrea Dominici & Federico Bondioni & Enrico Marone, 2024. "Consumers bahavior towards the country of origin labeling policy: The case of the pasta market in Italy," Agribusiness, John Wiley & Sons, Ltd., vol. 40(1), pages 46-69, January.
    8. Marisa Faggini & Silvia Cosimato & Anna Parziale, 2023. "The way towards food sustainability: some insights for pasta supply chain," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 40(2), pages 679-702, July.

  4. Massimo Peri, 2017. "Climate variability and the volatility of global maize and soybean prices," Food Security: The Science, Sociology and Economics of Food Production and Access to Food, Springer;The International Society for Plant Pathology, vol. 9(4), pages 673-683, August.

    Cited by:

    1. Mariëtte Geyser & Anmar Pretorius, 2025. "Climate’s Currency: How ENSO Events Shape Maize Pricing Structures Between the United States and South Africa," JRFM, MDPI, vol. 18(4), pages 1-13, March.
    2. Henri Aurélien Ateba Boyomo & Ladifatou Gachili Ndi Gbambie & Fabien Clive Ntonga Efoua & Mathilde Marthe Enouga & Jean-Galbert Ongono Olinga, 2025. "Effects of the agricultural food price volatility on external debt in Sub-Saharan Africa: does climate change matter?," Climatic Change, Springer, vol. 178(6), pages 1-25, June.
    3. Jembere, Trevor & Mushunje, Abbysinnia & Chaminuka, Petronella, 2023. "Effects of climate change on maize prize volatility in South Africa: evidence from a Garch model," 2023 Seventh AAAE/60th AEASA Conference, September 18-21, 2023, Durban, South Africa 365934, African Association of Agricultural Economists (AAAE).
    4. Krisha Lim & Bruno Wichmann & Martin K. Luckert & Peter Läderach, 2020. "Impacts of smallholder agricultural adaptation on food security: evidence from Africa, Asia, and Central America," Food Security: The Science, Sociology and Economics of Food Production and Access to Food, Springer;The International Society for Plant Pathology, vol. 12(1), pages 21-35, February.
    5. Erin Coughlan de Perez & Maarten van Aalst & Richard Choularton & Bart van den Hurk & Simon Mason & Hannah Nissan & Saroja Schwager, 2019. "From rain to famine: assessing the utility of rainfall observations and seasonal forecasts to anticipate food insecurity in East Africa," Food Security: The Science, Sociology and Economics of Food Production and Access to Food, Springer;The International Society for Plant Pathology, vol. 11(1), pages 57-68, February.
    6. Wei, Yu & Zhang, Jiahao & Chen, Yongfei & Wang, Yizhi, 2022. "The impacts of El Niño-southern oscillation on renewable energy stock markets: Evidence from quantile perspective," Energy, Elsevier, vol. 260(C).
    7. Navid Kargar Dehbidi & Mansour Zibaei & Mohammad Hassan Tarazkar, 2022. "The effect of climate change and energy shocks on food security in Iran's provinces," Regional Science Policy & Practice, Wiley Blackwell, vol. 14(2), pages 417-437, April.
    8. Yang, Yu & Rong, Huilu & Cheng, Gaoxin & Gao, Hui, 2025. "Soybean futures responses to meteorological disaster risk —— Empirical evidence from the Chicago board of trade," Finance Research Letters, Elsevier, vol. 78(C).
    9. Goswami, Alankrita & Karali, Berna, 2025. "Effects of growing-season weather on the dynamic price relationships between biofuel feedstocks," Energy Economics, Elsevier, vol. 148(C).
    10. Lukman A. Lasisi & Franklin N. Ngwu & Mohammed K. Taliat & Abeeb O. Olaniran & Kelechi C. Nnamdi, 2025. "Modelling commodity market volatility with climate policy uncertainty: a GARCH-MIDAS approach," SN Business & Economics, Springer, vol. 5(3), pages 1-21, March.
    11. Zhang, Jiahao & Zhang, Yifeng & Wei, Yu & Wang, Zhuo, 2024. "Normal and extreme impact and connectedness between fossil energy futures markets and uncertainties: Does El Niño-Southern Oscillation matter?," International Review of Economics & Finance, Elsevier, vol. 89(PB), pages 188-215.

  5. Peri, Massimo & Baldi, Lucia, 2013. "The effect of biofuel policies on feedstock market: Empirical evidence for rapeseed oil prices in EU," Resource and Energy Economics, Elsevier, vol. 35(1), pages 18-37.

    Cited by:

    1. Patrice Bougette & Christophe Charlier, 2019. "Subsidies and Countervailing Measures in the EU Biofuel Industry: A Welfare Analysis," Post-Print halshs-02312658, HAL.
    2. Karel Janda & Ladislav Krištoufek, 2019. "The Relationship Between Fuel and Food Prices: Methods and Outcomes," Annual Review of Resource Economics, Annual Reviews, vol. 11(1), pages 195-216, October.
    3. Fabio Santeramo & Monica Delsignore & Enrica Imbert, 2023. "The Future of the EU Bioenergy Sector: Economic, Environmental, Social, and Legislative Challenges," RSCAS Working Papers 2023/21, European University Institute.
    4. Lukasz Chmielewski, 2024. "Volatility of Rapeseed and Oil Prices Amid War in Ukraine," European Research Studies Journal, European Research Studies Journal, vol. 0(2), pages 47-66.
    5. Karel Janda & Ladislav Kristoufek, 2019. "The Relationship Between Fuel and Food Prices: Methods, Outcomes, and Lessons for Commodity Price Risk Management," CAMA Working Papers 2019-20, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    6. Sergio Adriani David & Claudio M. C. Inácio & José A. Tenreiro Machado, 2019. "Ethanol Prices and Agricultural Commodities: An Investigation of Their Relationship," Mathematics, MDPI, vol. 7(9), pages 1-25, August.
    7. Zhuo Chen & Bo Yan & Hanwen Kang & Liyu Liu, 2023. "Asymmetric price adjustment and price discovery in spot and futures markets of agricultural commodities," Review of Economic Design, Springer;Society for Economic Design, vol. 27(1), pages 139-162, February.
    8. Santeramo, Fabio Gaetano & Di Gioia, Leonardo & Lamonaca, Emilia, 2020. "Price responsiveness of supply and acreage in the EU vegetable oil markets: policy implications," MPRA Paper 103199, University Library of Munich, Germany.
    9. Dirceu Pereira, 2018. "Financial Contagion in the BRICS Stock Markets: An empirical analysis of the Lehman Brothers Collapse and European Sovereign Debt Crisis," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 2(1), pages 1-44.
    10. Yanxin Liu & Huajiao Li & Jianhe Guan & Xueyong Liu & Yajie Qi, 2019. "The role of the world’s major steel markets in price spillover networks: an analysis based on complex network motifs," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 14(4), pages 697-720, December.
    11. Alexander Ludwig, 2014. "What results can we expect from rolling trace tests? A discussion based on the issue of stock market integration," Economics Bulletin, AccessEcon, vol. 34(1), pages 16-24.
    12. Franken, Jason R.V. & Irwin, Scott H. & Garcia, Philip, 2021. "Biodiesel hedging under binding renewable fuel standard mandates," Energy Economics, Elsevier, vol. 96(C).

  6. Lucia Baldi & Massimo Peri & Daniela Vandone, 2013. "Investing in the wine market: a country-level threshold cointegration approach," Quantitative Finance, Taylor & Francis Journals, vol. 13(4), pages 493-503, March.

    Cited by:

    1. Eric Le Fur & Jean-François Outreville, 2019. "Fine wine returns: a review of the literature," Journal of Asset Management, Palgrave Macmillan, vol. 20(3), pages 196-214, May.
    2. Ben Ameur, Hachmi & Le Fur, Eric, 2020. "Volatility transmission to the fine wine market," Economic Modelling, Elsevier, vol. 85(C), pages 307-316.
    3. Fromentin, Vincent & Pecchioli, Bruno & Moroz, David, 2024. "Time-varying causality among whisky, wine, and equity markets," Finance Research Letters, Elsevier, vol. 63(C).
    4. Benoît Faye & Eric Fur & Stéphanie Prat, 2024. "Exogeneous shocks, risk, and market convergence of real alternative and financial assets: evidence from nonlinear dynamics," Annals of Operations Research, Springer, vol. 334(1), pages 497-520, March.

  7. Massimo Peri & Lucia Baldi & Daniela Vandone, 2013. "Price discovery in commodity markets," Applied Economics Letters, Taylor & Francis Journals, vol. 20(4), pages 397-403, March.

    Cited by:

    1. Svanidze, Miranda & Götz, Linde, 2019. "Determinants of spatial market efficiency of grain markets in Russia," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 89, pages 1-10.
    2. António Miguel Martins, 2024. "Short‐term market impact of Black Sea Grain Initiative on four grain markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(4), pages 619-630, April.
    3. Xu, Ke & Stewart, Kenneth G. & Cao, Zeyang, 2022. "Fractional cointegration and price discovery in Canadian commodities," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
    4. Sarveshwar Kumar Inani, 2018. "Price Discovery and Efficiency of Indian Agricultural Commodity Futures Market: An Empirical Investigation," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 16(1), pages 129-154, March.
    5. Svanidze, Miranda & Götz, Linde, 2019. "Spatial market efficiency of grain markets in Russia: Implications of high trade costs for export potential," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 21, pages 60-68.
    6. Baldi, Lucia & Peri, Massimo & Vandone, Daniela, 2016. "Stock markets’ bubbles burst and volatility spillovers in agricultural commodity markets," Research in International Business and Finance, Elsevier, vol. 38(C), pages 277-285.
    7. Lucia BALDI & Massimo PERI & Daniela VANDONE, 2011. "Spot and future prices of agricultural commodities: fundamentals and speculation," Departmental Working Papers 2011-03, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
    8. Ahmed, Osama, 2021. "Do future markets protect the spot markets in developing countries? The case of the Egyptian wheat market," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 20(5), pages 65-83.
    9. Fassas, Athanasios P. & Papadamou, Stephanos & Koulis, Alexandros, 2020. "Price discovery in bitcoin futures," Research in International Business and Finance, Elsevier, vol. 52(C).
    10. Muneer Shaik & Abhiram Kartik Lanka & Gurmeet Singh, 2021. "Analysis of lead-lag relationship and volatility spillover: evidence from Indian agriculture commodity markets," International Journal of Bonds and Derivatives, Inderscience Enterprises Ltd, vol. 4(3), pages 258-279.
    11. Ganneval, S., 2016. "Spatial price transmission on agricultural commodity markets under different volatility regimes," Economic Modelling, Elsevier, vol. 52(PA), pages 173-185.
    12. Peri, Massimo & Vandone, Daniela & Baldi, Lucia, 2014. "Internet, noise trading and commodity futures prices," International Review of Economics & Finance, Elsevier, vol. 33(C), pages 82-89.
    13. Gemayel, Roland & Franus, Tatiana & Bowden, James, 2023. "Price discovery between Bitcoin spot markets and exchange traded products," Economics Letters, Elsevier, vol. 228(C).
    14. Zhuo Chen & Bo Yan & Hanwen Kang & Liyu Liu, 2023. "Asymmetric price adjustment and price discovery in spot and futures markets of agricultural commodities," Review of Economic Design, Springer;Society for Economic Design, vol. 27(1), pages 139-162, February.
    15. Massimo Peri, 2017. "Climate variability and the volatility of global maize and soybean prices," Food Security: The Science, Sociology and Economics of Food Production and Access to Food, Springer;The International Society for Plant Pathology, vol. 9(4), pages 673-683, August.
    16. Dagim G. Belay & Hailemariam Ayalew, 2020. "Nudging farmers in crop choice using price information: Evidence from Ethiopian Commodity Exchange," Agricultural Economics, International Association of Agricultural Economists, vol. 51(5), pages 793-808, September.
    17. Karikallio, Hanna, 2015. "Cross-commodity Price Transmission and Integration of the EU Livestock Market of Pork and Beef: Panel Time-series Approach," 2015 Conference, August 9-14, 2015, Milan, Italy 211832, International Association of Agricultural Economists.
    18. Vollmer, Teresa & Von Cramon-Taubadel, Stephan, "undated". "Price discovery in the European wheat market," 2017 International Congress, August 28-September 1, 2017, Parma, Italy 261135, European Association of Agricultural Economists.
    19. Zhu, Bo & Lin, Renda & Deng, Yuanyue & Chen, Pingshe & Chevallier, Julien, 2021. "Intersectoral systemic risk spillovers between energy and agriculture under the financial and COVID-19 crises," Economic Modelling, Elsevier, vol. 105(C).
    20. Philipp Adämmer & Martin T. Bohl, 2018. "Price discovery dynamics in European agricultural markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(5), pages 549-562, May.
    21. Vollmer, T. & Von Cramon-Taubadel, S., 2018. "Dynamic price discovery in the European wheat market based on the concept of partial cointegration," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 276031, International Association of Agricultural Economists.
    22. Teresa Vollmer & Helmut Herwartz & Stephan von Cramon-Taubadel, 2020. "Measuring price discovery in the European wheat market using the partial cointegration approach," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 47(3), pages 1173-1200.
    23. Massimo Peri & Daniela Vandone & Lucia Baldi, 2017. "Volatility Spillover between Water, Energy and Food," Sustainability, MDPI, vol. 9(6), pages 1-16, June.

  8. Massimo Peri & Lucia Baldi, 2011. "Nonlinear price dynamics between CO2 futures and Brent," Applied Economics Letters, Taylor & Francis Journals, vol. 18(13), pages 1207-1211.

    Cited by:

    1. Ye, Dezhu & Liu, Shasha & Kong, Dongmin, 2013. "Do efforts on energy saving enhance firm values? Evidence from China's stock market," Energy Economics, Elsevier, vol. 40(C), pages 360-369.
    2. Gavard, Claire & Kirat, Djamel, 2018. "Flexibility in the market for international carbon credits and price dynamics difference with European allowances," Energy Economics, Elsevier, vol. 76(C), pages 504-518.
    3. Wang, Xiong & Li, Jingyao & Ren, Xiaohang & Bu, Ruijun & Jawadi, Fredj, 2023. "Economic policy uncertainty and dynamic correlations in energy markets: Assessment and solutions," Energy Economics, Elsevier, vol. 117(C).
    4. Yoo, Do-il & Kim, Hyeon-woong & Kwon, Ji-soo & Kim, So-Jin, "undated". "Multivariate Analysis of Carbon Price with Energy Market, Climate Change, and Political Issues," 2018 Annual Meeting, August 5-7, Washington, D.C. 274298, Agricultural and Applied Economics Association.
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