Results 61 to 70 of about 375,970 (264)
Behavioral Coping With Food Price Inflation: Patterns Among U.S. Households
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT Recent food price inflation has placed substantial pressure on household budgets, food security, and mental well‐being. Using Household Pulse Survey data, we combine k‐modes clustering and Double Machine Learning to identify distinct household coping groups and examine differences in how households respond to rising food prices across groups ...
Yuxiang Zhang, Yizao Liu
wiley +1 more source
Portfolio Diversification with Commodity Futures: Properties of Levered Futures [PDF]
This study extends previous work on the impact of commodity futures on portfolio performance by explicitly incorporating levered futures into the portfolio optimization problem. Using data on nine individual commodity futures and one aggregate index from
Pennings, Joost M.E. +3 more
core
Extension Economists: Valued in Mission, Penalized in Practice
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT As the public engagement arm of the land‐grant mission, we argue that Extension faculty in US agricultural economics departments face an identity crossroads as they struggle for institutional support. Specifically, we argue that Extension economists function as boundary‐spanning professionals within academic structures that often devalue ...
Trey Malone +5 more
wiley +1 more source
Sparse Trading, Information Transmission and Futures Prices Recovery (August 2018)
IEEE Access, 2018 This paper proposes a sparse trading model of futures prices. The model considers that nearby futures contract with liquidity plays an important role in the price recovery, and allows that far futures contract with sparse trading uses the price of nearby
Zheng Zunxin, Wang Qi, Zhu Fumin
doaj +1 more source
The Tactical and Strategic Value of Commodity Futures [PDF]
Historically, commodity futures have had excess returns similar to those of equities. But what should we expect in the future? The usual risk factors are unable to explain the time-series variation in excess returns.
Campbell R. Harvey, Claude B. Erb
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Return and Volatility Spillovers Among Major Cotton Markets
Agribusiness, EarlyView.ABSTRACT This study explores return and volatility transmission among major cotton markets. Several events have disrupted cotton supply and demand in recent years, leading to heightened price volatility and significant shifts in market interconnections.
Susmitha Kalli +3 more
wiley +1 more source
ENGLISH: THE APPLICABILITY OF SHARI’AH COMPLIANT COMMODITY FUTURES IN AGRICULTURE SECTOR
دی اسکالر, 2019 The presence of the commodity future contracts in the financial markets gave rise to the idea of introducing Shari’ah compliant commodity futures in order to channel the investments from the oil rich Muslim countries.
Abidullah Khan +2 more
doaj
EFFICIENCY OF FOREST COMMODITY FUTURES MARKETS [PDF]
Market efficiency and unbiasedness tests are performed for the first time for three forest commodity futures markets: softwood lumber, oriented strand board (OSB), and northern bleached softwood kraft pulp (NBSK).
Holt, Matthew T., He, Dequan
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Agribusiness, EarlyView.ABSTRACT This study examines food price inflation rate convergence among EU27 Member States from 2005 to 2024, focusing on structural breaks, external shocks, and regional disparities. Using panel unit root tests and club convergence analysis, the findings reveal no overall convergence but identify multiple convergence clubs.
Tibor Bareith, Imre Fertő
wiley +1 more source
Multivariate models of commodity futures markets: a dynamic copula approach. [PDF]
Empir Econ, 2023 Chen S, Li Q, Wang Q, Zhang YY.
europepmc +1 more source