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Citations for "On The Behavior Of Commodity Prices"

by Deaton, A. & Laroque, G.

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  1. Acharya, Viral V & Lochstoer, Lars & Ramadorai, Tarun, 2009. "Limits to Arbitrage and Hedging: Evidence from Commodity Markets," CEPR Discussion Papers 7327, C.E.P.R. Discussion Papers.
  2. Angus Deaton & Guy Laroque, 2002. "A Model of Commodity Prices after Sir Arthur Lewis," Working Papers 2002-19, Centre de Recherche en Economie et Statistique.
  3. John T. Cuddington & Rodney Ludema & Shamila A Jayasuriya, 2002. "Prebisch-Singer Redux," Working Papers Central Bank of Chile 140, Central Bank of Chile.
    • Cuddington, John T. & Ludema, Rodney & Jayasuriya, Shamila A, 2002. "Prebisch-Singer Redux," Working Papers 15857, United States International Trade Commission, Office of Economics.
  4. Gilbert, Christopher L., 1995. "International commodity control : retrospect and prospect," Policy Research Working Paper Series 1545, The World Bank.
  5. Michael Haliassos & Alexandros Michaelides, 1999. "Portfolio Choice and Liquidity Constraints," University of Cyprus Working Papers in Economics 9918, University of Cyprus Department of Economics.
  6. Agenor, Pierre-Richard & Aizenman, Joshua, 2000. "Savings and the terms of trade under borrowing constraints," Policy Research Working Paper Series 2381, The World Bank.
  7. Antonio Cioffi & Fabio Gaetano Santeramo & Cosimo Damiano Vitale, 2011. "The price stabilization effects of the EU entry price scheme for fruit and vegetables," Agricultural Economics, International Association of Agricultural Economists, vol. 42(3), pages 405-418, 05.
  8. Boum-Jong Choe, 1992. "The precautionary demand for commodity stocks," Policy Research Working Paper Series 935, The World Bank.
  9. Semih Tumen & Deren Unalmis & Ibrahim Unalmis & D. Filiz Unsal, 2015. "Taxing Fossil Fuels under Speculative Storage," Working Papers 1502, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  10. Gary B. Gorton & Fumio Hayashi & K. Geert Rouwenhorst, 2013. "The Fundamentals of Commodity Futures Returns," Review of Finance, European Finance Association, vol. 17(1), pages 35-105.
  11. Dominique Yves Dupont & V. Hugo Juan-Ramon, 1996. "Real Exchange Rates and Commodity Prices," IMF Working Papers 96/27, International Monetary Fund.
  12. Cashin, Paul & McDermott, C. John & Pattillo, Catherine, 2004. "Terms of trade shocks in Africa: are they short-lived or long-lived?," Journal of Development Economics, Elsevier, vol. 73(2), pages 727-744, April.
  13. World Bank, . "South Asia Economic Focus, June 2011 : Food Inflation," World Bank Other Operational Studies 12662, The World Bank.
  14. Alexander Michaelides & Serena Ng, 2000. "Estimating the rational expectations model of speculative storage : a Monte Carlo comparison of three simulation estimators," LSE Research Online Documents on Economics 198, London School of Economics and Political Science, LSE Library.
  15. Luis Eduardo Arango & Fernando Arias & Luz Adriana Flórez, . "Trends, Fluctuations, and Determinants of Commodity Prices," Borradores de Economia 521, Banco de la Republica de Colombia.
  16. John T. Cuddington & Hong Liang, 1998. "Commodity Price Volatility Across Exchange Rate Regimes," International Finance 9802003, EconWPA, revised 11 May 1998.
  17. Jose Luengo-Prado, Maria, 2006. "Durables, nondurables, down payments and consumption excesses," Journal of Monetary Economics, Elsevier, vol. 53(7), pages 1509-1539, October.
  18. Chan, Wing Hong & Young, Denise, 2009. "A New Look at Copper Markets: A Regime-Switching Jump Model," Working Papers 2009-13, University of Alberta, Department of Economics.
  19. Monica Giulietti, Luigi Grossi, and Michael Waterson, 2012. "A Rough Analysis: Valuing Gas Storage," The Energy Journal, International Association for Energy Economics, vol. 0(Number 4).
  20. Rossen, Anja, 2015. "What are metal prices like? Co-movement, price cycles and long-run trends," Resources Policy, Elsevier, vol. 45(C), pages 255-276.
  21. Ivanic, Maros & Martin, Will & Zaman, Hassan, 2012. "Estimating the Short-Run Poverty Impacts of the 2010–11 Surge in Food Prices," World Development, Elsevier, vol. 40(11), pages 2302-2317.
  22. Jarvis, Lovell S., 2005. "The rise and decline of rent-seeking activity in the Brazilian coffee sector: Lessons from the imposition and removal of coffee export quotas," World Development, Elsevier, vol. 33(11), pages 1881-1903, November.
  23. Chiu, Mei Choi & Wong, Hoi Ying & Zhao, Jing, 2015. "Commodity derivatives pricing with cointegration and stochastic covariances," European Journal of Operational Research, Elsevier, vol. 246(2), pages 476-486.
  24. Tornell, Aaron & Lane, Philip R., 1998. "Are windfalls a curse?: A non-representative agent model of the current account," Journal of International Economics, Elsevier, vol. 44(1), pages 83-112, February.
  25. Mario Crucini & Prasad Bidarkota, 1997. "Commodity Prices and the Terms of Trade," Working Papers 98-01, Ohio State University, Department of Economics.
  26. Matthias Kalkuhl & Lukas Kornher & Marta Kozicka & Pierre Boulanger & Maximo Torero, 2013. "Conceptual framework on price volatility and its impact on food and nutrition security in the short term," FOODSECURE Working papers 15, LEI Wageningen UR.
  27. Ivanic, Maros & Martin, Will, 2014. "Implications of domestic price insulation for global food price behavior," Journal of International Money and Finance, Elsevier, vol. 42(C), pages 272-288.
  28. repec:fgv:epgewp:736 is not listed on IDEAS
  29. Carter, Colin A. & Revoredo-Giha, Cesar, 2000. "The Interaction of Working and Speculative Commodity Stocks," 2000 Annual meeting, July 30-August 2, Tampa, FL 21820, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  30. José David Gallardo Ku & Arturo Leonardo Vásquez Cordano & Luis Alfonso Bendezú Medina, 2005. "La Problemática de los Precios de los Combustibles," Working Papers 11, OSINERGMIN, Oficina de Estudios Economicos.
  31. Deren Unalmis & Ibrahim Unalmis & Derya Filiz Unsal, 2012. "On the Sources and Consequences of Oil Price Shocks : The Role of Storage," Working Papers 1230, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  32. Evans, Lewis & Guthrie, Graeme, 2007. "Commodity Price Behavior With Storage Frictions," Working Paper Series 3966, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation.
  33. Xue-Zhong He & Frank H. Westerhoff, 2004. "Commodity Markets, Price Limiters and Speculative Price Dynamics," Research Paper Series 136, Quantitative Finance Research Centre, University of Technology, Sydney.
  34. Sanogo, Issa & Maliki Amadou, Mahamane, 2010. "Rice market integration and food security in Nepal: The role of cross-border trade with India," Food Policy, Elsevier, vol. 35(4), pages 312-322, August.
  35. Laure Bamière & Vincent Martinet & Christophe Gouel, 2013. "Stochastic viability of second generation biofuel chains: Micro-economic spatial modeling in France," Working Papers 2013/02, INRA, Economie Publique.
  36. Gabriela Simonet & Julie Subervie & Driss Ezzine-De-Blas & Marina Cromberg & Amy Duchelle, 2015. "Paying smallholders not to cut down the amazon forest: impact evaluation of a REDD+ pilot project," Working Papers 1514, Chaire Economie du Climat.
  37. Frode Brevik & Axel Kind, 2004. "What is going on in the oil market?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 18(4), pages 442-457, December.
  38. Christophe Gouel & Sébastien Jean, 2015. "Optimal food price stabilization in a small open developing country," Post-Print hal-01173054, HAL.
  39. Angus Deaton, 1999. "Commodity Prices and Growth in Africa," Journal of Economic Perspectives, American Economic Association, vol. 13(3), pages 23-40, Summer.
  40. Nongnuch Tantisantiwong, 2004. "Theoretical moment restrictions of commodity prices," Money Macro and Finance (MMF) Research Group Conference 2004 19, Money Macro and Finance Research Group.
  41. Stacie Beck, 2001. "Autoregressive conditional heteroscedasticity in commodity spot prices," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(2), pages 115-132.
  42. John Stachurski, 2005. "Computing the Distributions of Economic Models Via Simulation," Department of Economics - Working Papers Series 949, The University of Melbourne.
  43. Christophe Gouel & Nicolas Legrand, 2015. "Estimating the Competitive Storage Model with Trending Commodity Prices," FOODSECURE Technical papers 6, LEI Wageningen UR.
  44. Frank Ackerman & Kevin Gallagher, 2001. "Mixed Signals: Market Incentives, Recycling, and the Price Spike of 1995," Game Theory and Information 0106001, EconWPA.
  45. Joseph M. Milner & Panos Kouvelis, 2007. "Inventory, Speculation, and Sourcing Strategies in the Presence of Online Exchanges," Manufacturing & Service Operations Management, INFORMS, vol. 9(3), pages 312-331, July.
  46. George J. Hall & John Rust, 1999. "An Empirical Model of Inventory Investment by Durable Commodity Intermediaries," Cowles Foundation Discussion Papers 1228, Cowles Foundation for Research in Economics, Yale University.
  47. Alexander Steinmetz, 2010. "Price and Inventory Dynamics in an Oligopoly Industry: A Framework for Commodity Markets," Working Papers 092, Bavarian Graduate Program in Economics (BGPE).
  48. Daniel M. Bernhofen & Markus Eberhardt & Jianan Li & Stephen Morgan, 2015. "Assessing Market (Dis)Integration in Early Modern China and Europe," CESifo Working Paper Series 5580, CESifo Group Munich.
  49. Boyan Jovanovic, 2013. "Bubbles In Prices Of Exhaustible Resources," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 54(1), pages 1-34, 02.
  50. repec:ilo:ilowps:296649 is not listed on IDEAS
  51. Tony Addison & Atanu Ghoshray & Michalis P. Stamatogiannis, 2016. "Agricultural Commodity Price Shocks and Their Effect on Growth in Sub-Saharan Africa," Journal of Agricultural Economics, Wiley Blackwell, vol. 67(1), pages 47-61, 02.
  52. Matthew kofi Ocran & Nicholas Biekpe, 2007. "The Role Of Commodity Prices In Macroeconomic Policy In South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 75(2), pages 213-220, 06.
  53. A. Nam Tran & David Lobell & Michael J. Roberts & Wolfram Schlenker & Jarrod R. Welch, 2015. "Commodity Prices and Volatility in Response to Anticipated Climate Change," Working Papers 201512, University of Hawaii at Manoa, Department of Economics.
  54. Ntantamis, Christos & Zhou, Jun, 2015. "Bull and bear markets in commodity prices and commodity stocks: Is there a relation?," Resources Policy, Elsevier, vol. 43(C), pages 61-81.
  55. Jones, Eugene, 2014. "An Empirical Assessment of Consumers’ Preferences for Coffee," Journal of Food Distribution Research, Food Distribution Research Society, vol. 45(2), July.
  56. Lorenzo Bretscher & Christian Julliard & Carlo Rosa, 2016. "Human capital and international portfolio diversification: a reappraisal," LSE Research Online Documents on Economics 64835, London School of Economics and Political Science, LSE Library.
  57. C. John McDermott & Paul Cashin & Alasdair Scott, 1999. "Booms and Slumps in World Commodity Prices," IMF Working Papers 99/155, International Monetary Fund.
  58. Gospodinov, Nikolay & Jamali, Ibrahim, 2013. "Monetary policy surprises, positions of traders, and changes in commodity futures prices," FRB Atlanta Working Paper 2013-12, Federal Reserve Bank of Atlanta.
  59. Gouel, Christophe & Legrand, Nicolas, 2016. "Bayesian Estimation of the Storage Model using Information on Quantities," 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts 235599, Agricultural and Applied Economics Association.
  60. Cioffi, Antonio & Santeramo, Fabio Gaetano & Vitale, Cosimo, 2009. "The Price Stabilisation Effects of the EU import regime of fruit and vegetables: the case of tomatoes," MPRA Paper 25718, University Library of Munich, Germany.
  61. Creti, Anna & Villeneuve, Bertrand, 2008. "Equilibrium Storage in a Markov Economy," MPRA Paper 11944, University Library of Munich, Germany.
  62. Abdur R. Chowdhury, 2003. "Private Savings In Transition Economies: Are There Terms Of Trade Shocks?," William Davidson Institute Working Papers Series 2003-572, William Davidson Institute at the University of Michigan.
  63. Boussard, Jean-Marc & Gerard, Francoise & Piketty, Marie Gabrielle & Ayouz, Mourad & Voituriez, Tancrede, 2006. "Endogenous risk and long run effects of liberalization in a global analysis framework," Economic Modelling, Elsevier, vol. 23(3), pages 457-475, May.
  64. Femenia, Fabienne, 2010. "Impacts of Stockholding Behaviour on Agricultural Market Volatility: A Dynamic Computable General Equilibrium Approach," Journal of International Agricultural Trade and Development, Journal of International Agricultural Trade and Development, vol. 59(3).
  65. Gustavo A. Marrero & Luis A. Puch & Francisco J. Ramos-Real, 2013. "Mean-variance portfolio methods for energy policy risk management," Documentos de Trabajo del ICAE 2013-41, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  66. Kornher, Lukas & Kalkuhl, Matthias, 2013. "Food price volatility in developing countries and its determinants," 53rd Annual Conference, Berlin, Germany, September 25-27, 2013 156132, German Association of Agricultural Economists (GEWISOLA).
  67. Yang, Fan, 2013. "Investment shocks and the commodity basis spread," Journal of Financial Economics, Elsevier, vol. 110(1), pages 164-184.
  68. Reinhart, Carmen & Wickham, Peter, 1994. "Non-oil commodity prices: Cyclical weakness or secular decline?," MPRA Paper 13871, University Library of Munich, Germany.
  69. Mitraille, Sébastien & Thille, Henry, 2009. "Monopoly behaviour with speculative storage," Journal of Economic Dynamics and Control, Elsevier, vol. 33(7), pages 1451-1468, July.
  70. Anderson, Kym & Nelgen, Signe, 2010. "Trade Barrier Volatility and Agricultural Price Stabilization," CEPR Discussion Papers 8102, C.E.P.R. Discussion Papers.
  71. John Baffes & Damir Cosic, 2014. "Global Economic Prospects : Commodity Markets Outlook, January 2014," World Bank Publications, The World Bank, number 18996.
  72. Peter Bardsley & Nilss Olekalns, 1996. "Wool Price Variability In The Long Run," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 40(1), pages 51-61, 04.
  73. Franco Mariuzzo & Patrick Paul Walsh & Ciara Whelan, 2009. "Coverage of Retail Stores and Discrete Choice Models of Demand: Estimating Price Elasticities and Welfare Effects," Working Papers 200922, Geary Institute, University College Dublin.
  74. Symeonidis, Lazaros & Prokopczuk, Marcel & Brooks, Chris & Lazar, Emese, 2012. "Futures basis, inventory and commodity price volatility: An empirical analysis," MPRA Paper 39903, University Library of Munich, Germany.
  75. Mei-Hsiu Chen, 2009. "UNDERSTANDING WORLD COMMODITY PRICES Returns, Volatility and Diversification," Economics Discussion / Working Papers 09-03, The University of Western Australia, Department of Economics.
  76. Tancrède Voituriez, 1998. "Dynamique non linéaire du marché mondial des huiles et des graisses," Économie rurale, Programme National Persée, vol. 243(1), pages 22-29.
  77. Ott, Herve, 2012. "Which factors drive which volatility in the grain sector?," 123rd Seminar, February 23-24, 2012, Dublin, Ireland 122486, European Association of Agricultural Economists.
  78. John Baffes & Cristina Savescu, 2014. "Monetary conditions and metal prices," Applied Economics Letters, Taylor & Francis Journals, vol. 21(7), pages 447-452, May.
  79. McGough, Bruce & Plantinga, Andrew J. & Provencher, William, 2002. "The Dynamic Behavior of Efficient Timber Prices," Staff Paper Series 454, University of Wisconsin, Agricultural and Applied Economics.
  80. Du, Wen, 2004. "International Market Integration Under Wto: Evidence In The Price Behaviors Of Chinese And Us Wheat Futures," 2004 Annual meeting, August 1-4, Denver, CO 20115, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  81. Severin Borenstein & Meghan Busse & Ryan Kellogg, 2007. "Principal-agent Incentives, Excess Caution, and Market Inefficiency: Evidence From Utility Regulation," NBER Working Papers 13679, National Bureau of Economic Research, Inc.
  82. Asger Lunde & Kasper V. Olesen, 2014. "Modeling and Forecasting the Distribution of Energy Forward Returns - Evidence from the Nordic Power Exchange," CREATES Research Papers 2013-19, Department of Economics and Business Economics, Aarhus University.
  83. Abbassi, Abdessalem & Tamini, Lota D. & Gervais, Jean-Philippe, 2011. "Do inventories have an impact on price transmission? Evidence from the Canadian chicken industry," MPRA Paper 30868, University Library of Munich, Germany.
  84. Moser, Christine M. & Barrett, Christopher B. & Minten, Bart, 2005. "Missed opportunities and missing markets: Spatio-temporal arbitrage of rice in Madagascar," 2005 Annual meeting, July 24-27, Providence, RI 19338, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  85. Boum-Jong Choe, 1990. "The metals price boom of 1987-89 : the role of supply disruptions and stock changes," Policy Research Working Paper Series 542, The World Bank.
  86. Ren\'e A\"id & Luciano Campi & Delphine Lautier, 2015. "A note on the spot-forward no-arbitrage relations in a trading-production model for commodities," Papers 1501.00273, arXiv.org, revised Apr 2015.
  87. Santeramo, Fabio Gaetano & Cioffi, Antonio & Vitale, Cosimo Damiano, 1. "A Threshold-Var Approach To Assess The Efficacy Of The Eu Import Regime," International Journal of Food and Agricultural Economics (IJFAEC), NiÄŸde University, Faculty of Economics and Administrative Sciences, vol. 2(1).
  88. Svetlana Boyarchenko & Sergei Levendorskii, 2005. "Practical guide to real options in discrete time II," Finance 0501014, EconWPA.
  89. C. W. Morgan & A. J. Rayner & C. Vaillant, 1999. "Agricultural futures markets in LDCs: a policy response to price volatility?," Journal of International Development, John Wiley & Sons, Ltd., vol. 11(6), pages 893-910.
  90. Constantino Hevia & Ivan Petrella & Martin Sola, 2016. "Risk Premia and Seasonality in Commodity Futures," Department of Economics Working Papers 2016_01, Universidad Torcuato Di Tella.
  91. Chowdhury, Abdur R., 2003. "Do asymmetric terms of trade shocks affect private savings in a transition economy?," BOFIT Discussion Papers 3/2003, Bank of Finland, Institute for Economies in Transition.
  92. Paolo E. Giordani & Nadia Rocha & Michele Ruta, 2012. "Food Prices and the Multiplier Effect of Export Policy," CESifo Working Paper Series 3783, CESifo Group Munich.
  93. Lautier, Delphine & Raynaud, Franck, 2011. "Statistical properties of derivatives: A journey in term structures," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(11), pages 2009-2019.
  94. Annastiina Silvennoinen & Susan Thorp, 2010. "Financialization, Crisis and Commodity Correlation Dynamics," Research Paper Series 267, Quantitative Finance Research Centre, University of Technology, Sydney.
  95. repec:dau:papers:123456789/11383 is not listed on IDEAS
  96. Luca Pieroni & Matteo Ricciarelli, 2005. "Modelling Dynamic Storage Function in Commodity Markets:Theory and Evidence," Quaderni del Dipartimento di Economia, Finanza e Statistica 11/2005, Università di Perugia, Dipartimento Economia.
  97. Diego Bastourre, 2008. "Inversores Financieros en los Mercados de Commodities: Un Modelo con Dinámica de Ajuste no Lineal al Equilibrio," Department of Economics, Working Papers 072, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata.
  98. Arora, Vipin & Tanner, Matthew, 2013. "Do oil prices respond to real interest rates?," Energy Economics, Elsevier, vol. 36(C), pages 546-555.
  99. Frederic Barraquand & Vincent Martinet, 2011. "Biological conservation in dynamic agricultural landscapes: effectiveness of public policies and trade-offs with agricultural production," Post-Print hal-01019762, HAL.
  100. Frank Ackerman & Kevin Gallagher, . "01-02 "Mixed Signals: Market Incentives, Recycling, and the Price Spike of 1995"," GDAE Working Papers 01-02, GDAE, Tufts University.
  101. Claudio Araujo & Catherine Araujo Bonjean & Stéphanie Brunelin, 2011. "Alert at Maradi: preventing food crisis using price signals," Working Papers halshs-00552240, HAL.
  102. Boschi, Melisso & Pieroni, Luca, 2009. "Aluminium market and the macroeconomy," Journal of Policy Modeling, Elsevier, vol. 31(2), pages 189-207.
  103. Giordani, Paolo E. & Rocha, Nadia & Ruta, Michele, 2016. "Food prices and the multiplier effect of trade policy," Journal of International Economics, Elsevier, vol. 101(C), pages 102-122.
  104. Casson, Catherine & Fry, J. M., 2011. "Revolutionary change and structural breaks: A time series analysis of wages and commodity prices in Britain 1264-1913," MPRA Paper 27866, University Library of Munich, Germany.
  105. Clare Kelly & Gauthier Lanot, 2002. "Consumption Patterns over Pay Periods," Microeconomics 0211013, EconWPA.
  106. Roberts, Michael J. & Tran, A. Nam, 2012. "Commodity Price Adjustment in a Competitive Storage Model with an Application to the US Biofuel Policies," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124869, Agricultural and Applied Economics Association.
  107. Gutierrez, L. & Piras, F., 2013. "A Global Wheat Market Model (GLOWMM) for the Analysis of Wheat Export Prices," 2013 Second Congress, June 6-7, 2013, Parma, Italy 149760, Italian Association of Agricultural and Applied Economics (AIEAA).
  108. 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.
  109. Schennach, Susanne M., 2000. "The Economics of Pollution Permit Banking in the Context of Title IV of the 1990 Clean Air Act Amendments," Journal of Environmental Economics and Management, Elsevier, vol. 40(3), pages 189-210, November.
  110. Jean-Marc Boussard, 2000. "Agriculture, équilibre général et OMC," Économie rurale, Programme National Persée, vol. 257(1), pages 3-16.
  111. Rodrigo Suescún M., . "Commodity Booms, Dutch Disease, and Real Business Cycles in a Small Economy: The Case of Coffe in Colombia," Borradores de Economia 073, Banco de la Republica de Colombia.
  112. 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.
  113. Haile, Mekbib G. & Kalkuhl, Matthias & von Braun, Joachim, 2013. "Short-term global crop acreage response to international food prices and implications of volatility," Discussion Papers 145308, University of Bonn, Center for Development Research (ZEF).
  114. Chatrath, Arjun & Miao, Hong & Ramchander, Sanjay & Wang, Tianyang, 2016. "An examination of the flow characteristics of crude oil: Evidence from risk-neutral moments," Energy Economics, Elsevier, vol. 54(C), pages 213-223.
  115. Tomek, William G. & Peterson, Hikaru Hanawa, 2000. "Risk Management in Agricultural Markets: A Survey," Staff Papers 121140, Cornell University, Department of Applied Economics and Management.
  116. Li, Huiyu & Stachurski, John, 2014. "Solving the income fluctuation problem with unbounded rewards," Journal of Economic Dynamics and Control, Elsevier, vol. 45(C), pages 353-365.
  117. Walter Labys, 2005. "Commodity Price Fluctuations: A Century of Analysis," Working Papers Working Paper 2005-01, Regional Research Institute, West Virginia University.
  118. Zant, Wouter, 2001. "Hedging Price Risks of Farmers by Commodity Boards: A Simulation Applied to the Indian Natural Rubber Market," World Development, Elsevier, vol. 29(4), pages 691-710, April.
  119. Jerome Adda & Jonathan Eaton, 1998. "Borrowing iwth Unobserved Liquidity Constraints: Structural Estimation with an Application to Sovereign Debt," Boston University - Institute for Economic Development 84, Boston University, Institute for Economic Development.
  120. Davis, Graham A, 1998. "The minerals sector, sectoral analysis, and economic development," Resources Policy, Elsevier, vol. 24(4), pages 217-228, December.
  121. Brian D. Wright, 2012. "International Grain Reserves And Other Instruments to Address Volatility in Grain Markets," World Bank Research Observer, World Bank Group, vol. 27(2), pages 222-260, August.
  122. Dannemann, Tebbe & Prehn, Soren & Brümmer, Bernhard, 2014. "Optionshandel Und Maispreisvolatilitat: Does the Tail Wag the Dog?," 54th Annual Conference, Goettingen, Germany, September 17-19, 2014 187371, German Association of Agricultural Economists (GEWISOLA).
  123. Reinhart, Carmen & Borenzstein, Eduardo & Khan, Mohsin & Wickham, Peter, 1994. "The Behavior of Non-Oil Commodity Prices," MPRA Paper 8198, University Library of Munich, Germany.
  124. Kletzer, Kenneth M. & Newbery, David M. & Wright, Brian D., 1990. "Alternative instruments for smoothing the consumption of primary commodity exporters," Policy Research Working Paper Series 558, The World Bank.
  125. Shafiqur Rahman & M. Shahid Ebrahim, 2005. "The Futures Pricing Puzzle," Computing in Economics and Finance 2005 35, Society for Computational Economics.
  126. Zaremba, Adam, 2015. "Inflation, Business Cycles, and Commodity Investing in Financialized Markets," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 6(1), pages 1-18, January.
  127. Deaton, Angus & Laroque, Guy, 1996. "Competitive Storage and Commodity Price Dynamics," Journal of Political Economy, University of Chicago Press, vol. 104(5), pages 896-923, October.
  128. Serra, Teresa & Zilberman, David, 2013. "Biofuel-related price transmission literature: A review," Energy Economics, Elsevier, vol. 37(C), pages 141-151.
  129. Ivanic, Maros & Martin, Will, 2008. "Implications of higher global food prices for poverty in low-income countries," Policy Research Working Paper Series 4594, The World Bank.
  130. Panos Fousekis & Brian J. Revell, 2002. "Primary Demand for Red Meats in the United Kingdom," Post-Print hal-01201002, HAL.
  131. Kapsos, Michalis & Christofides, Nicos & Rustem, Berç, 2014. "Worst-case robust Omega ratio," European Journal of Operational Research, Elsevier, vol. 234(2), pages 499-507.
  132. Bretscher, Lorenzo & Julliard, Christian & Rosa, Carlo, 2016. "Human capital and international portfolio diversification: A reappraisal," Journal of International Economics, Elsevier, vol. 99(S1), pages S78-S96.
  133. Mirzabaev, Alisher & Tsegai, Daniel W., 2012. "Effects of weather shocks on agricultural commodity prices in Central Asia," Discussion Papers 140769, University of Bonn, Center for Development Research (ZEF).
  134. Eduardo Borensztein & Carmen Reinhart, 1994. "The Macroeconomic Determinants of Commodity Prices," IMF Working Papers 94/9, International Monetary Fund.
  135. Ulrik Beck & Saurabh Singhal & Finn Tarp, 2016. "Coffee price volatility and intra-household labour supply," Working Paper Series UNU-WIDER Working Paper w, World Institute for Development Economic Research (UNU-WIDER).
  136. Arango, Santiago & Larsen, Erik, 2011. "Cycles in deregulated electricity markets: Empirical evidence from two decades," Energy Policy, Elsevier, vol. 39(5), pages 2457-2466, May.
  137. Gauvin, Ludovic & Rebillard, Cyril, 2013. "Towards Recoupling? Assessing the Impact of a Chinese Hard Landing on Commodity Exporters: Results from Conditional Forecast in a GVAR Model," MPRA Paper 65457, University Library of Munich, Germany.
  138. Issler, João Victor & Rodrigues, Claudia & Burjack, Rafael, 2014. "Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons," Journal of International Money and Finance, Elsevier, vol. 42(C), pages 310-335.
  139. Karlygash Kuralbayeva & Samuel Malone, 2012. "The Determinants of Extreme Commodity Prices," OxCarre Working Papers 096, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
  140. Brennan, Donna, 2003. "Price dynamics in the Bangladesh rice market: implications for public intervention," Agricultural Economics, Blackwell, vol. 29(1), pages 15-25, July.
  141. Christophe Béné & Luc Doyen, 2000. "Storage and Viability of a Fishery with Resource and Market Dephased Seasonalities," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 15(1), pages 1-26, January.
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