Results 181 to 190 of about 1,365,066 (347)

An investigation of the price discovery role of futures markets: A dynamic time warping analysis of the United States corn markets

open access: yesAgribusiness, EarlyView.
Abstract Futures markets are critical to price discovery and often dominate spot markets. We analyze the linkages between daily corn futures and spot prices in the United States using dynamic time warping. This nonparametric pattern recognition technique has several advantages over traditional time series methods.
Dragan Miljkovic   +2 more
wiley   +1 more source

Are agrochemical‐free and biodiversity‐friendly attributes substitutes or complements? Evidence from a coffee choice experiment

open access: yesAgribusiness, EarlyView.
Abstract Eco‐labels inform consumers about the sustainable attributes of a product, but consumer face challenges to differentiate and select for specific attributes. Certification programs are similarly challenged to incentivize adoption of sustainable practices in product supply chains when consumer ability to differentiate sustainable attributes is ...
Nicolas Gatti   +5 more
wiley   +1 more source

Wavelet: a new tool for business cycle analysis [PDF]

open access: yes
One basic problem in business-cycle studies is how to deal with nonstationary time series. The market economy is an evolutionary system. Economic time series therefore contain stochastic components that are necessarily time dependent. Traditional methods
Bing Zeng, Sharif Md. Raihan, Yi Wen
core  

Volatility analysis and forecasting of vegetable prices using an ARMA‐GARCH model: An application of the CF filter and seasonal adjustment method to Korean green onions

open access: yesAgribusiness, EarlyView.
Abstract The vegetable market experiences significant price fluctuations due to the complex interplay of trend, cyclical, seasonal, and irregular factors. This study takes Korean green onions as an example and employs the Christiano–Fitzgerald filter and the CensusX‐13 seasonal adjustment methods to decompose its price into four components: trend ...
Yiyang Qiao, Byeong‐il Ahn
wiley   +1 more source

When did the 2001 recession really start? [PDF]

open access: yes
The paper develops a non-parametric, non-stationary framework for business-cycle dating based on an innovative statistical methodology known as Adaptive Weights Smoothing (AWS).
C. Starica, J. Polzehl, V. Spokoiny
core   +3 more sources

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