Exploring the Dynamics of Commodity Prices and Weather Anomalies using a STAR model
Author
Abstract
Suggested Citation
DOI: 10.22004/ag.econ.343706
Download full text from publisher
References listed on IDEAS
- Temin, Peter, 2002. "Price Behavior in Ancient Babylon," Explorations in Economic History, Elsevier, vol. 39(1), pages 46-60, January.
- Wolfram Schlenker & Michael J. Roberts, 2006.
"Nonlinear Effects of Weather on Corn Yields,"
Review of Agricultural Economics, Agricultural and Applied Economics Association, vol. 28(3), pages 391-398.
- Wolfram Schlenker & Michael J. Roberts, 2006. "Nonlinear Effects of Weather on Corn Yields ," Review of Agricultural Economics, Agricultural and Applied Economics Association, vol. 28(3), pages 391-398.
- Ker, Alan P. & McGowan, Pat, 2000. "Weather-Based Adverse Selection And The U.S. Crop Insurance Program: The Private Insurance Company Perspective," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 25(2), pages 1-25, December.
- David Ubilava, 2018.
"The Role of El Niño Southern Oscillation in Commodity Price Movement and Predictability,"
American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 100(1), pages 239-263.
- Ubilava, David, 2016. "The Role of El Niño Southern Oscillation in Commodity Price Movement and Predictability," Working Papers 2016-10, University of Sydney, School of Economics.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- repec:ags:aaea22:343706 is not listed on IDEAS
- Ubilava, David & holt, Matt, 2013.
"El Ni~no southern oscillation and its effects on world vegetable oil prices: assessing asymmetries using smooth transition models,"
Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 57(2), pages 1-25.
- David Ubilava & Matt Holt, 2013. "El Niño southern oscillation and its effects on world vegetable oil prices: assessing asymmetries using smooth transition models," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 57(2), pages 273-297, April.
- Ubilava, David & Holt, Matthew T., 2009. "Nonlinearities in the World Vegetable Oil Price System: El Nino Effects," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49360, Agricultural and Applied Economics Association.
- Jesse B. Tack & David Ubilava, 2015.
"Climate and agricultural risk: measuring the effect of ENSO on U.S. crop insurance,"
Agricultural Economics, International Association of Agricultural Economists, vol. 46(2), pages 245-257, March.
- Tack, Jesse B. & Ubilava, David, 2013. "El Ni˜no Southern Oscillation Impacts on Crop Insurance," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 151429, Agricultural and Applied Economics Association.
- 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.
- Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2021. "El Nino, La Nina, and Forecastability of the Realized Variance of Agricultural Commodity Prices: Evidence from a Machine Learning Approach," Working Papers 202179, University of Pretoria, Department of Economics.
- Nicolas Legrand, 2023.
"War in Ukraine: The rational “wait‐and‐see” mode of global food markets,"
Applied Economic Perspectives and Policy, John Wiley & Sons, vol. 45(2), pages 626-644, June.
- Nicolas Legrand, 2022. "War in Ukraine: The Rationale “Wait-and-See” Mode of Global Food Markets [Guerre en Ukraine: La position d’attente rationnelle des marchés agricoles mondiaux]," Working Papers hal-03826719, HAL.
- Nicolas Legrand, 2023. "War in Ukraine: The rational “ wait‐and‐see ” mode of global food markets," Post-Print hal-03966878, HAL.
- Nicolas Legrand, 2022. "War in Ukraine: The Rationale “Wait-and-See” Mode of Global Food Markets," Working Papers SMART 22-07, INRAE UMR SMART.
- Nicolas Legrand, 2022. "War in Ukraine: The Rationale "Wait-and-See" Mode of Global Food Markets ," Working Papers hal-03809794, HAL.
- Legrand, Nicolas, 2022. "War in Ukraine: The Rationale “Wait-and-See” Mode of Global Food Markets," Working Papers 327330, Institut National de la recherche Agronomique (INRA), Departement Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2).
- Norton, Michael & Boucher, Stephen & Verteramo Chiu, Leslie, 2015. "Geostatistics, Basis Risk, and Index Insurance," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205755, Agricultural and Applied Economics Association.
- Aragón, Fernando M. & Restuccia, Diego & Rud, Juan Pablo, 2022.
"Are small farms really more productive than large farms?,"
Food Policy, Elsevier, vol. 106(C).
- Fernando M. Aragon Sanchez & Diego Restuccia & Juan Pablo Rud, 2019. "Are Small Farms Really more Productive than Large Farms?," NBER Working Papers 26331, National Bureau of Economic Research, Inc.
- Fernando M. Aragón & Diego Restuccia & Juan Pablo Rud, 2021. "Are small farms really more productive than large farms?," IFS Working Papers W21/35, Institute for Fiscal Studies.
- Fernando Aragon & Diego Restuccia & Juan Pablo Rud, 2019. "Are Small Farms Really more Productive than Large Farms?," Working Papers tecipa-647, University of Toronto, Department of Economics.
- Fernando Aragon Sanchez & Diego Restuccia & Juan Pablo Rud, 2019. "Are Small Farms Really more Productive than Large Farms?," 2019 Meeting Papers 1230, Society for Economic Dynamics.
- Fernando Aragon, Diego Restuccia, Juan Pablo Rud & Diego Restuccia & Juan Pablo Rud, 2019. "Are small farms really more productive than large farms?," Discussion Papers dp19-05, Department of Economics, Simon Fraser University.
- Fernando Aragon & Diego Restuccia & Juan Pablo Rud, 2021. "Are small farms really more productive than large farms?," Working Papers tecipa-708, University of Toronto, Department of Economics.
- Fernando Aragon & Diego Restuccia & Juan Pablo Rud, 2020. "Are small farms really more productive than large farms?," Working Papers tecipa-675, University of Toronto, Department of Economics.
- Fernando Aragon & Diego Restuccia & Juan Pablo Rud, 2021. "Are small farms really more productive than large farms?," Discussion Papers dp21-11, Department of Economics, Simon Fraser University.
- Fernando Aragón & Diego Restuccia & Juan Pablo Rud, 2021. "Are small farms really more productive than large farms?," Working Papers 44, Red Nacional de Investigadores en Economía (RedNIE).
- Durai Sundaramoorthi & Lingxiu Dong, 2024. "Machine learning and optimization based decision-support tool for seed variety selection," Annals of Operations Research, Springer, vol. 341(1), pages 5-39, October.
- Bilal Ahmad & Yan Yunxian & Zia Ur Rahman & Humaira Gultaj & Badar Naseem Siddiqui & Muhammad Ali & Jamal Nasar, 2022. "Enhancement of sugarcane production by counteracting the adverse effects of climate change in Sindh Province, Pakistan," Growth and Change, Wiley Blackwell, vol. 53(1), pages 76-90, March.
- Kalemli-Özcan, Sebnem & Nikolsko–Rzhevskyy, Alex & Kwak, Jun Hee, 2020.
"Does trade cause capital to flow? Evidence from historical rainfall,"
Journal of Development Economics, Elsevier, vol. 147(C).
- Ṣebnem Kalemli-Özcan & Alex Nikolsko-Rzhevskyy & Jun Hee Kwak, 2010. "Does Trade Cause Capital to Flow? Evidence from Historical Rainfall," NBER Working Papers 16034, National Bureau of Economic Research, Inc.
- Kalemli-Özcan, Sebnem & Nikolsko-Rzhevskyy, Alex, 2011. "Does Trade Cause Capital to Flow? Evidence from Historical Rainfalls," CEPR Discussion Papers 8550, C.E.P.R. Discussion Papers.
- Janet Currie & Joshua Graff Zivin & Katherine Meckel & Matthew Neidell & Wolfram Schlenker, 2013.
"Something in the water: contaminated drinking water and infant health,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 46(3), pages 791-810, August.
- Janet Currie & Joshua Graff Zivin & Katherine Meckel & Matthew Neidell & Wolfram Schlenker, 2013. "Something in the water: contaminated drinking water and infant health," Canadian Journal of Economics, Canadian Economics Association, vol. 46(3), pages 791-810, August.
- Currie, Janet & Zivin, Joshua Graff & Meckel, Katherine & Neidell, Matthew & Schlenker, Wolfram, 2013. "Something in the water: contaminated drinking water and infant health," University of California at San Diego, Economics Working Paper Series qt5f71642s, Department of Economics, UC San Diego.
- Janet Currie & Joshua S. Graff Zivin & Katherine Meckel & Matthew J. Neidell & Wolfram Schlenker, 2013. "Something in the Water: Contaminated Drinking Water and Infant Health," NBER Working Papers 18876, National Bureau of Economic Research, Inc.
- Andrea Bastianin & Alessandro Lanza & Matteo Manera, 2018.
"Economic impacts of El Niño southern oscillation: evidence from the Colombian coffee market,"
Agricultural Economics, International Association of Agricultural Economists, vol. 49(5), pages 623-633, September.
- Bastianin, Andrea & Lanza, Alessandro & Manera, Matteo, "undated". "Economic Impacts of El Niño Southern Oscillation: Evidence from the Colombian Coffee Market," EIA: Climate Change: Economic Impacts and Adaptation 250258, Fondazione Eni Enrico Mattei (FEEM).
- Bastianin, Andrea & Lanza, Alessandro & Manera, Matteo, 2018. "Economic impacts of El Niño Southern Oscillation: evidence from the Colombian coffee market," MPRA Paper 89984, University Library of Munich, Germany.
- Andrea Bastianin & Alessandro Lanza & Matteo Manera, 2016. "Economic Impacts of El Niño Southern Oscillation: Evidence from the Colombian Coffee Market," Working Papers 2016.73, Fondazione Eni Enrico Mattei.
- Andrea BASTIANIN & Alessandro LANZA & Matteo MANERA, 2016. "Economic Impacts of El Niño Southern Oscillation: Evidence from the Colombian Coffee Market," Departmental Working Papers 2016-14, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
- Meng, Ting & Carew, Richard C. & Florkowski, Wojciech J. & Klepacka, Anna M., 2016. "Modeling Temperature and Precipitation Influences on Yield Distributions of Canola and Spring Wheat in Saskatchewan," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235251, Agricultural and Applied Economics Association.
- Paolo Nota & Daniele Curzi & Oliver Ken Haase & Alessandro Olper, 2024. "The impact of heat waves on food industry productivity: Firm‐level evidence from Italy," Journal of Agricultural Economics, Wiley Blackwell, vol. 75(3), pages 914-930, September.
- Meyer, Kevin & Keiser, David A., 2016. "Adapting to Climate Change Through Tile Drainage: A Structural Ricardian Analysis," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235932, Agricultural and Applied Economics Association.
- Yong Liu & A. Ford Ramsey, 2023. "Incorporating historical weather information in crop insurance rating," American Journal of Agricultural Economics, John Wiley & Sons, vol. 105(2), pages 546-575, March.
- Selim Elekdag & Maxwell Tuuli, 2023. "Weather shocks and exchange rate flexibility," Review of International Economics, Wiley Blackwell, vol. 31(5), pages 1793-1832, November.
- Jianhong Mu & Bruce McCarl & Anne Wein, 2013. "Adaptation to climate change: changes in farmland use and stocking rate in the U.S," Mitigation and Adaptation Strategies for Global Change, Springer, vol. 18(6), pages 713-730, August.
- Traboulsi, Mohamad Rafic, 2013. "Effect of Climate Change on Supply Response of Florida Citrus Crops 1980-2010," 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida 143063, Southern Agricultural Economics Association.
- Meraj Sarwary & Senthilnathan Samiappan & Ghulam Dastgir Khan & Masaood Moahid, 2023. "Climate Change and Cereal Crops Productivity in Afghanistan: Evidence Based on Panel Regression Model," Sustainability, MDPI, vol. 15(14), pages 1-13, July.
- Yuying Yang & Duanyang Gao & Rui Li, 2024. "Can Multiple Shocks Affect Household Income? Evidence from Poor Rural Areas in China," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 171(2), pages 439-466, January.
More about this item
Keywords
; ; ;NEP fields
This paper has been announced in the following NEP Reports:- NEP-ENV-2025-12-15 (Environmental Economics)
Statistics
Access and download statisticsCorrections
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:ags:aaea24:343706. 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.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with 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: AgEcon Search (email available below). General contact details of provider: https://edirc.repec.org/data/aaeaaea.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.
Printed from https://ideas.repec.org/p/ags/aaea24/343706.html