Information Demand and Agriculture Commodity Prices
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References listed on IDEAS
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More about this item
Keywordscommodity prices; information; futures markets; Mixture Distribution Hypothesis; egarch; Agribusiness; Agricultural Finance; Demand and Price Analysis; Food Consumption/Nutrition/Food Safety; C32; G13; G14; Q11;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- Q11 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture - - - Aggregate Supply and Demand Analysis; Prices
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