Results 41 to 50 of about 1,308,588 (262)

Rational Expectations and Market Timing: An Event Study of the China–United States Phase One Trade Deal

open access: yesApplied Economic Perspectives and Policy, EarlyView.
ABSTRACT Rational actors constantly incorporate information into their decision‐making behavior. Since there is often a time lag between the announcement of a policy and its implementation, an important question arises: when do rational actors incorporate new information into their market behavior, at the announcement or at the implementation of a ...
Tim Ölkers, Oliver Mußhoff
wiley   +1 more source

COVID-19, the Russia–Ukraine war and the connectedness between the U.S. and Chinese agricultural futures markets

open access: yesHumanities & Social Sciences Communications
This study focuses on how recent global crises such as the COVID-19 pandemic and the Russia–Ukraine war have affected the relationship between the U.S. and Chinese agricultural futures markets.
Yongmin Zhang   +4 more
doaj   +1 more source

The Need for Transparency in Commodity and Commodity Derivatives Markets. ECMI Research Report No. 3, 15 December 2008 [PDF]

open access: yes, 2008
This paper argues that transparency-boosting measures specifically tailored to commodity and commodity derivatives markets are much needed. In particular, encouraging the creation of a clearing infrastructure for OTC commodity and commodity derivatives ...
Cinquegrana, Piero.
core  

Behavioral Coping With Food Price Inflation: Patterns Among U.S. Households

open access: yesApplied 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

Return and Volatility Spillovers Among Major Cotton Markets

open access: yesAgribusiness, 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

Heterogeneity in Food Price Inflation Convergence Across the EU: Evidence From Club Dynamics and Structural Breaks

open access: yesAgribusiness, 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

Effects of commodity exchange-traded note introductions: Adjustment for seasonality

open access: yesBorsa Istanbul Review, 2020
This study investigates the impacts of the introductions of commodity exchange-traded notes on the corresponding underlying commodity futures markets around their issuance announcement and listing dates.
Jinyoung Yu, Doojin Ryu
doaj   +1 more source

Does a Specialized Niche Market Vegetable Processor Enjoy Bargaining Power?

open access: yesAgribusiness, EarlyView.
ABSTRACT Agribusiness companies may achieve competitive advantage through specialization within niche markets. One such niche is the fresh‐cut fruit and vegetable market, which has been steadily growing in Germany. This study examines whether the specialization of a German fresh‐cut producer grants it with market power within this niche market.
Nikolas Bublik   +3 more
wiley   +1 more source

Analytical Pricing of Commodity Futures with Correlated Jumps and Seasonal Effects: An Empirical Study of Thailand’s Natural Rubber Market

open access: yesMathematics
This paper presents a novel multivariate mean-reverting jump-diffusion model that incorporates correlated jumps and seasonal effects to capture the complex dynamics of commodity prices.
Athinan Sutchada   +2 more
doaj   +1 more source

Price Risk and Risk Management in Agriculture

open access: yesContemporary Economics, 2013
This note studies the risk-management decisions of a risk-averse farmer. The farmer faces multiple sources of price uncertainty. He sells commodities to two markets at two prices, but only one of these markets has a futures market.
Udo Broll, Peter Welzel, Kit Pong Wong
doaj   +1 more source

Home - About - Disclaimer - Privacy