Results 141 to 150 of about 375,970 (264)
A Hybrid Commodity and Interest Rate [PDF]
A joint model of commodity price and interest rate risk is constructed analogously to the multi-currency LIBOR Market Model (LMM). Going beyond a simple "re-interpretation" of the multi-currency LMM, issues arising in the application of the model to ...
Kay Pilz, Erik Schlogl
core
Lost in aggregation? On the importance of local food price data for food poverty estimates
American Journal of Agricultural Economics, EarlyView.Abstract This paper explores within‐country variations in food price dynamics and food poverty estimates by employing local market price data and national consumer price index (CPI) data. Our results show that national CPI data may be useful for approximating national trends but they fail to detect and identify spatial variations in local trends, which
Stephan Dietrich +4 more
wiley +1 more source
Testing futures returns predictability : implications for hedgers. [PDF]
The predictability of futures returns is investigated using a semiparametric approach where it is assumed that the expected returns depend non parametrically on a combination of predictors.
Sercu, Piet +2 more
core
American Journal of Agricultural Economics, EarlyView.Abstract Preferential trade agreements (PTAs) contain various non‐tariff provisions, yet identifying their trade effects remains challenging because these commitments are high‐dimensional and strongly correlated within agreements. We estimated a theory‐consistent structural gravity model with domestic flows for 26 agricultural subsectors over 1988–2017
Dongin Kim, Sandro Steinbach
wiley +1 more source
Pricing and Hedging of Long-term Futures and Forward Contracts by a Three-Factor Model ( Revised in December 2007; Subsequently published in "Quantitative Finance". ) [PDF]
This paper proposes a new three-factor model with stochastic mean reversions for commodity prices and derives the closed-form solution for the term structure of futures prices.
Kenichiro Shiraya, Akihiko Takahashi
core
The role of venture‐financed startups in innovation for US agriculture
American Journal of Agricultural Economics, EarlyView.Abstract To evaluate the role played by startup companies in the innovation ecosystem of US agriculture, we compile a unique dataset of 6024 new entrants founded 1987–2019 that details their financing lifecycles, annual economic performance, and patenting activities.
Gregory D. Graff +2 more
wiley +1 more source
, 2009 Shipping list no.: 2009-0243-P.Hearing to consider the nominations of Walter Lukken, of Indiana, to be chairman of the Commodity Futures Trading Commission and Bartholomew H. Chilton, of Delaware and Scott O'Malia, of Michigan, to be commissioners of the
United States. Congress. Senate. Committee on Agriculture, Nutrition, and Forestry.
core
Farm labor scarcity and its uneven impacts on crop producers in the United States
American Journal of Agricultural Economics, EarlyView.Abstract This study is the first to evaluate the impacts of farm labor scarcity on producers in the United States across different crop production systems. Between 2002 and 2017, we disentangle the effects of labor scarcity from the impacts of rising commodity demand, technological change, and supply of other inputs on labor market outcomes.
Srabashi Ray +4 more
wiley +1 more source
Multiscale Complexity and Irreversibility of Non-Stationary Time Series in Commodity Futures Markets. [PDF]
Entropy (Basel)Zhao X, Xie K.
europepmc +1 more source
Risk management externalities in agrifood supply chains
American Journal of Agricultural Economics, EarlyView.Abstract Firms may under‐ or over‐invest in risk management from the social planner's perspective, resulting in a negative externality on other economic agents in the supply chain. The externality of risk management is particularly relevant for agrifood supply chains, which frequently experience disruptions and play a primary role in preventing major ...
Jeffrey Hadachek, Meilin Ma
wiley +1 more source