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When speculation matters:

Citations

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. La crise 2007-2008 : le marché du riz
    by geoffreylorre@gmail.com (Geoffrey Lorre) in BS Initiative on 2014-04-22 05:00:00

Citations

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

  1. Apperson, George P., 2017. "Agricultural Commodity Futures Price Volatility: A Market Regulatory Policy Study," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258210, Agricultural and Applied Economics Association.
  2. Féménia, Fabienne & Gohin, Alexandre, 2010. "Faut-il une intervention publique pour stabiliser les marchés agricoles ? Revue des questions non résolues," Review of Agricultural and Environmental Studies - Revue d'Etudes en Agriculture et Environnement (RAEStud), Institut National de la Recherche Agronomique (INRA), vol. 91(4).
  3. Lucia, Julio J. & Mansanet-Bataller, Maria & Pardo, Ángel, 2015. "Speculative and hedging activities in the European carbon market," Energy Policy, Elsevier, vol. 82(C), pages 342-351.
  4. Huang, Wen & Huang, Zhuo & Matei, Marius & Wang, Tianyi, 2012. "Price Volatility Forecast for Agricultural Commodity Futures： The Role of High Frequency Data," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 83-103, December.
  5. Cornelis Gardebroek & Manuel A. Hernandez & Miguel Robles, 2016. "Market interdependence and volatility transmission among major crops," Agricultural Economics, International Association of Agricultural Economists, vol. 47(2), pages 141-155, March.
  6. Pop Larisa Nicoleta, 2015. "Examining The Price Volatility On Agricultural Markets – Challenges And Implications Of The Current Economic Outline," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 3, pages 15-20, June.
  7. Martin T. Bohl & Martin Stefan, 2020. "Return dynamics during periods of high speculation in a thinly traded commodity market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(1), pages 145-159, January.
  8. Mr. Shaun K. Roache, 2010. "What Explains the Rise in Food Price Volatility?," IMF Working Papers 2010/129, International Monetary Fund.
  9. Maes, Kenneth C. & Hadley, Craig & Tesfaye, Fikru & Shifferaw, Selamawit, 2010. "Food insecurity and mental health: Surprising trends among community health volunteers in Addis Ababa, Ethiopia during the 2008 food crisis," Social Science & Medicine, Elsevier, vol. 70(9), pages 1450-1457, May.
  10. Kuhanathan Ano Sujithan & Sanvi Avouyi-Dovi & Lyes Koliai, 2014. "On the determinants of food price volatility," Post-Print hal-01511900, HAL.
  11. Brian D. Wright, 2012. "International Grain Reserves And Other Instruments to Address Volatility in Grain Markets," The World Bank Research Observer, World Bank, vol. 27(2), pages 222-260, August.
  12. Irwin, Scott H., 2012. "Does the Masters Hypothesis Explain Recent Food Price Spikes?," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil 126877, International Association of Agricultural Economists.
  13. López Cabrera, Brenda & Schulz, Franziska, 2016. "Volatility linkages between energy and agricultural commodity prices," Energy Economics, Elsevier, vol. 54(C), pages 190-203.
  14. Minot, Nicholas, 2014. "Food price volatility in sub-Saharan Africa: Has it really increased?," Food Policy, Elsevier, vol. 45(C), pages 45-56.
  15. Varadi, Vijay Kumar, 2012. "An evidence of speculation in Indian commodity markets," MPRA Paper 38337, University Library of Munich, Germany.
  16. Will Martin & Kym Anderson, 2012. "Export Restrictions and Price Insulation During Commodity Price Booms," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 94(2), pages 422-427.
  17. Mayer, Herbert & Rathgeber, Andreas & Wanner, Markus, 2017. "Financialization of metal markets: Does futures trading influence spot prices and volatility?," Resources Policy, Elsevier, vol. 53(C), pages 300-316.
  18. Bischoff, Johanna, 2010. "Spekulation mit Nahrungsmittelprodukten als Ursache für Welternährungskrisen: Untersuchung am Beispiel des Reismarktes [Speculation with food products as a reason for global food crises: Analysis u," MPRA Paper 38023, University Library of Munich, Germany.
  19. Algieri, Bernardina, 2018. "A Journey Through the History of Commodity Derivatives Markets and the Political Economy of (De)Regulation," Discussion Papers 281139, University of Bonn, Center for Development Research (ZEF).
  20. Luo, Jiawen & Demirer, Riza & Gupta, Rangan & Ji, Qiang, 2022. "Forecasting oil and gold volatilities with sentiment indicators under structural breaks," Energy Economics, Elsevier, vol. 105(C).
  21. M. Bruna Zolin & Bernadette Andreosso O�Callaghan, 2010. "Rice price volatility: a dilemma for public policies in Asia and Europe?," Working Papers 2010_21, Department of Economics, University of Venice "Ca' Foscari".
  22. Sunanda Sen, 2010. "Managing Finance in Emerging Economies: The Case of India," Economics Working Paper Archive wp_630, Levy Economics Institute.
  23. Xiaojie Xu & Yun Zhang, 2023. "Steel price index forecasting through neural networks: the composite index, long products, flat products, and rolled products," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 36(4), pages 563-582, December.
  24. Nicole M. Aulerich & Scott H. Irwin & Philip Garcia, 2014. "Bubbles, Food Prices, and Speculation: Evidence from the CFTC's Daily Large Trader Data Files," NBER Chapters, in: The Economics of Food Price Volatility, pages 211-253, National Bureau of Economic Research, Inc.
  25. Dwight R. Sanders & Scott H. Irwin, 2010. "A speculative bubble in commodity futures prices? Cross‐sectional evidence," Agricultural Economics, International Association of Agricultural Economists, vol. 41(1), pages 25-32, January.
  26. M. Bruna Zolin & Bernadette Andreosso O�Callaghan, 2010. "Long-term cereal price changes: how important is the speculative element," Working Papers 2010_23, Department of Economics, University of Venice "Ca' Foscari".
  27. Algieri, Bernardina, 2012. "Price Volatility, Speculation and Excessive Speculation in Commodity Markets: sheep or shepherd behaviour?," Discussion Papers 124390, University of Bonn, Center for Development Research (ZEF).
  28. Xiaoliang Liu & Guenther Filler & Martin Odening, 2013. "Testing for speculative bubbles in agricultural commodity prices: a regime switching approach," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 73(1), pages 179-200, May.
  29. Grosche, Stephanie & Heckelei, Thomas, 2014. "Price dynamics and financialization effects in corn futures markets with heterogeneous traders," Discussion Papers 172077, University of Bonn, Institute for Food and Resource Economics.
  30. Bhabani Sankar Rout & Nupur Moni Das & K. Chandrasekhara Rao, 2024. "Does Commodity Derivatives Function Effectively? A lengthy Discussion," IIM Kozhikode Society & Management Review, , vol. 13(2), pages 154-165, July.
  31. Manisha Pradhananga, 2016. "Financialization and the rise in co-movement of commodity prices," International Review of Applied Economics, Taylor & Francis Journals, vol. 30(5), pages 547-566, September.
  32. Sifat, Imtiaz & Ghafoor, Abdul & Ah Mand, Abdollah, 2021. "The COVID-19 pandemic and speculation in energy, precious metals, and agricultural futures," Journal of Behavioral and Experimental Finance, Elsevier, vol. 30(C).
  33. Matteo Manera & Marcella Nicolini & Ilaria Vignati, 2013. "Financial Speculation in Energy and Agriculture Futures Markets: A Multivariate GARCH Approach," The Energy Journal, , vol. 34(3), pages 55-82, July.
  34. repec:fpr:export:1344 is not listed on IDEAS
  35. Fatima, Hira & Ahmed, Mumtaz, 2019. "Testing for Exuberance Behavior in Agricultural Commodities of Pakistan," MPRA Paper 95304, University Library of Munich, Germany.
  36. Kui-Wai Li, 2017. "Is there an ‘interest rate – speculation’ relationship? Evidence from G7 in the pre- and post-2008 crisis," Applied Economics, Taylor & Francis Journals, vol. 49(21), pages 2041-2059, May.
  37. Guo, Jin & Tanaka, Tetsuji, 2022. "Do biofuel production and financial speculation in agricultural commodities influence African food prices? New evidence from a TVP-VAR extended joint connectedness approach," Energy Economics, Elsevier, vol. 116(C).
  38. 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.
  39. Algieri, Bernardina & Kalkuhl, Matthias & Koch, Nicolas, 2017. "A tale of two tails: Explaining extreme events in financialized agricultural markets," Food Policy, Elsevier, vol. 69(C), pages 256-269.
  40. Scott H. Irwin & Dwight R. Sanders, 2011. "Index Funds, Financialization, and Commodity Futures Markets," Applied Economic Perspectives and Policy, Agricultural and Applied Economics Association, vol. 33(1), pages 1-31.
  41. Algieri, Bernardina, 2013. "A Roller Coaster Ride: an empirical investigation of the main drivers of wheat price," Discussion Papers 145556, University of Bonn, Center for Development Research (ZEF).
  42. Raj M. Desai & Nita Rudra, 2016. "Trade, poverty, and social protection in developing countries," WIDER Working Paper Series wp-2016-139, World Institute for Development Economic Research (UNU-WIDER).
  43. Boako, Gideon & Alagidede, Imhotep Paul & Sjo, Bo & Uddin, Gazi Salah, 2020. "Commodities price cycles and their interdependence with equity markets," Energy Economics, Elsevier, vol. 91(C).
  44. Carter, Colin A. & Steinbach, Sandro, 2024. "Did grain futures prices overreact to the Russia–Ukraine war due to herding?," Journal of Commodity Markets, Elsevier, vol. 35(C).
  45. Hernandez, Manuel A. & Torero, Máximo, 2010. "Examining the dynamic relationship between spot and future prices of agricultural commodities," IFPRI discussion papers 988, International Food Policy Research Institute (IFPRI).
  46. Ojogho, Osaihiomwan & Egware, Robert Awotu, 2015. "Price Generating Process And Volatility In Nigerian Agricultural Commodities Market," International Journal of Food and Agricultural Economics (IJFAEC), Alanya Alaaddin Keykubat University, Department of Economics and Finance, vol. 3(4), pages 1-10, October.
  47. C. Peter Timmer, 2014. "The political economy of food security: a behavioral perspective," Chapters, in: Raghbendra Jha & Raghav Gaiha & Anil B. Deolalikar (ed.), Handbook on Food, chapter 2, pages 22-40, Edward Elgar Publishing.
  48. von Braun, Joachim, 2013. "International Co-Operation for Agricultural Development and Food and Nutrition Security: New Institutional Arrangements for Related Public Goods," WIDER Working Paper Series 061, World Institute for Development Economic Research (UNU-WIDER).
  49. C. Pederzoli & C. Torricelli, 2013. "Efficiency and unbiasedness of corn futures markets: new evidence across the financial crisis," Applied Financial Economics, Taylor & Francis Journals, vol. 23(24), pages 1853-1863, December.
  50. Vasilii Erokhin & Tianming Gao, 2020. "Impacts of COVID-19 on Trade and Economic Aspects of Food Security: Evidence from 45 Developing Countries," IJERPH, MDPI, vol. 17(16), pages 1-28, August.
  51. Boyd, Naomi E. & Harris, Jeffrey H. & Li, Bingxin, 2018. "An update on speculation and financialization in commodity markets," Journal of Commodity Markets, Elsevier, vol. 10(C), pages 91-104.
  52. Dipak Dasgupta & R N Dubey & R Satish, 2011. "Domestic Wheat Price Formation and Food Inflation in India: International Prices, Domestic Drivers (Stocks, Weather, Public Policy), and the Efficacy of Public Policy Interventions in Wheat Markets," Working Papers id:4291, eSocialSciences.
  53. Josef Zuckerstätter & Maria Maltschnig, 2013. "Finanzmärkte und Rohstoffpreise," Working Paper Reihe der AK Wien - Materialien zu Wirtschaft und Gesellschaft 121, Kammer für Arbeiter und Angestellte für Wien, Abteilung Wirtschaftswissenschaft und Statistik.
  54. Dasgupta, Dipak & Dubey, R.N. & Sathish, R, 2011. "Domestic Wheat Price Formation and Food Inflation in India," MPRA Paper 31564, University Library of Munich, Germany.
  55. Anthony N. Rezitis, 2015. "Empirical Analysis of Agricultural Commodity Prices, Crude Oil Prices and US Dollar Exchange Rates using Panel Data Econometric Methods," International Journal of Energy Economics and Policy, Econjournals, vol. 5(3), pages 851-868.
  56. Bernadette Andreosso-O’Callaghan & M. Zolin, 2010. "Long-term Cereal Price Changes: How Important is the Speculative Element?," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), vol. 17(4), pages 624-637, December.
  57. Apperson, George P., 2014. "Agricultural Commodity Futures Market Volatility: A Case for Punctuated Equilibrium," 2015 Annual Meeting, January 31-February 3, 2015, Atlanta, Georgia 196760, Southern Agricultural Economics Association.
  58. Benoît Guilleminot & Jean-Jacques Ohana & Steve Ohana, 2014. "The interaction of speculators and index investors in agricultural derivatives markets," Agricultural Economics, International Association of Agricultural Economists, vol. 45(6), pages 767-792, November.
  59. John Hua Fan & Tingxi Zhang, 2020. "The untold story of commodity futures in China," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(4), pages 671-706, April.
  60. Yankou Diasso, 2014. "Dynamique du prix international du coton : aléas, aversion au risque et chaos," Recherches économiques de Louvain, De Boeck Université, vol. 80(4), pages 53-86.
  61. Brendan Bayley, 2024. "‘Because it matters’," Journal of Agricultural Economics, Wiley Blackwell, vol. 75(1), pages 17-43, February.
  62. Holtfort, Thomas & Horsch, Andreas & Schwarz, Joachim, 2022. "Economic, technological and social drivers of cryptocurrency market evolution and its managerial impact," Freiberg Working Papers 2022/01, TU Bergakademie Freiberg, Faculty of Economics and Business Administration.
  63. Emiliano Magrini & Ayca Donmez, 2013. "Agricultural Commodity Price Volatility and Its Macroeconomic Determinants: A GARCH-MIDAS Approach," JRC Research Reports JRC84138, Joint Research Centre.
  64. Riza Emekter & Benjamas Jirasakuldech & Peter Went, 2012. "Rational speculative bubbles and commodities markets: application of duration dependence test," Applied Financial Economics, Taylor & Francis Journals, vol. 22(7), pages 581-596, April.
  65. Grosche, Stephanie, 2012. "Limitations of Granger Causality Analysis to assess the price effects from the financialization of agricultural commodity markets under bounded rationality," Discussion Papers 121868, University of Bonn, Institute for Food and Resource Economics.
  66. Cheng, Sheng & Cao, Yan, 2019. "On the relation between global food and crude oil prices: An empirical investigation in a nonlinear framework," Energy Economics, Elsevier, vol. 81(C), pages 422-432.
  67. Etienne, Xiaoli L. & Irwin, Scott H. & Garcia, Philip, 2013. "Dissecting Corn Price Movements with Directed Acyclic Graphs," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 151279, Agricultural and Applied Economics Association.
  68. Xi-Xi Zhang & Lu Liu & Chi-Wei Su & Ran Tao & Oana-Ramona Lobonţ & Nicoleta-Claudia Moldovan, 2019. "Bubbles in Agricultural Commodity Markets of China," Complexity, Hindawi, vol. 2019, pages 1-7, December.
  69. Rosa, Franco & Vasciaveo, Michela, 2012. "Volatility in US and Italian agricultural markets, interactions and policy evaluation," 123rd Seminar, February 23-24, 2012, Dublin, Ireland 122530, European Association of Agricultural Economists.
  70. Manera, Matteo & Nicolini, Marcella & Vignati, Ilaria, 2016. "Modelling futures price volatility in energy markets: Is there a role for financial speculation?," Energy Economics, Elsevier, vol. 53(C), pages 220-229.
  71. repec:dau:papers:123456789/12798 is not listed on IDEAS
  72. Raj M. Desai & Nita Rudra, 2016. "Trade, poverty, and social protection in developing countries," WIDER Working Paper Series 139, World Institute for Development Economic Research (UNU-WIDER).
  73. Soundararajan, Pushparaj & Suresh, Vidya, 2014. "Does a Speculative Trade in Food Commodities Influence Food Price Inflation in India?," MPRA Paper 62521, University Library of Munich, Germany.
  74. Fasanya, Ismail & Akinbowale, Seun, 2019. "Modelling the return and volatility spillovers of crude oil and food prices in Nigeria," Energy, Elsevier, vol. 169(C), pages 186-205.
  75. Hache, Emmanuel & Lantz, Frédéric, 2013. "Speculative trading and oil price dynamic: A study of the WTI market," Energy Economics, Elsevier, vol. 36(C), pages 334-340.
  76. Lafang Wang & Wenjing Duan & Dan Qu & Shaojun Wang, 2018. "What matters for global food price volatility?," Empirical Economics, Springer, vol. 54(4), pages 1549-1572, June.
  77. Joachim von Braun, 2013. "International Co-Operation for Agricultural Development and Food and Nutrition Security: New Institutional Arrangements for Related Public Goods," WIDER Working Paper Series wp-2013-061, World Institute for Development Economic Research (UNU-WIDER).
  78. von Braun, Joachim & Tadesse, Getaw, 2012. "Global Food Price Volatility and Spikes: An Overview of Costs, Causes, and Solutions," Discussion Papers 120021, University of Bonn, Center for Development Research (ZEF).
  79. Pies, Ingo, 2012. "Ethik der Spekulation: Wie (un-)moralisch sind Finanzmarktgeschäfte mit Agrarrohstoffen? Ein ausführliches Interview mit einem Ausblick auf die Rolle zivilgesellschaftlicher Organisationen," Discussion Papers 2012-12, Martin Luther University of Halle-Wittenberg, Chair of Economic Ethics.
  80. Fan, John Hua & Mo, Di & Zhang, Tingxi, 2022. "The “necessary evil” in Chinese commodity markets," Journal of Commodity Markets, Elsevier, vol. 25(C).
  81. repec:hum:wpaper:sfb649dp2013-042 is not listed on IDEAS
  82. Desai, Raj M. & Rudra, Nita, 2019. "Trade, poverty, and social protection in developing countries," European Journal of Political Economy, Elsevier, vol. 60(C).
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