Dynamic correlations and portfolio implications across stock and commodity markets before and during the COVID-19 era: A key role of gold. [PDF]
Resour Policy, 2022 Liu X, Shehzad K, Kocak E, Zaman U.
europepmc +1 more source
Vertical Market Structure, Commodity Exports and Trade Reform [PDF]
In the analysis of commodity markets, comparatively little attention is paid to the fact that commodity exports are intermediates that form inputs into the food processing and retail sectors in developed countries.
McCorriston, Steve +2 more
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American Journal of Agricultural Economics, EarlyView.Abstract This study examines the impact of soil erosion on agricultural land values in the United States (US) Midwest. Based on a novel county‐level panel data set with information on soil erosion levels and agricultural land values covering five census years (1997, 2002, 2007, 2012, and 2017), we separately investigate the direct effect of two types ...
Le Chen +3 more
wiley +1 more source
Evaluating the factors affecting dairy commodity returns: the case of European dairy markets
Business, Management and Economics EngineeringPurpose – motivated by the price spikes and booms in major commodities markets around the world, this study looks into the factors that affect the variance in returns from dairy futures contracts.
Algirdas Justinas Staugaitis +1 more
doaj +1 more source
The unprecedented reaction of equity and commodity markets to COVID-19. [PDF]
Financ Res Lett, 2021 Amar AB +4 more
europepmc +1 more source
Looking for Rational Bubbles in Agricultural Commodity Markets [PDF]
In this paper, we use a bootstrap methodology to helps us to compute the finite sample probability distribution of the asymptotic tests recently proposed in Phillips et al. (2009b) and Phillips and Yu (2009c).
Gutierrez, Luciano
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Accounting for animal health in efficiency analysis: An application to Swedish dairy farms
American Journal of Agricultural Economics, EarlyView.Abstract Poor animal health is a central concern in modern livestock production. Despite the necessity to incorporate animal health in efficiency analysis, the theoretical and empirical developments are limited on this subject. This article appropriately characterizes the axiomatic properties of animal health within a production framework.
Frederic Ang +3 more
wiley +1 more source
A critique of financial neoliberalism: a perspective combining multidisciplinary methods and commodity markets. [PDF]
SN Bus Econ, 2021 Vellucci P.
europepmc +1 more source
Speculation and Volatility Spillover in the Crude Oil and Agricultural Commodity Markets: A Bayesian Analysis [PDF]
This paper assesses the roles of various factors influencing the volatility of crude oil prices and the possible linkage between this volatility and agricultural commodity markets.
Du, Xiaodong +2 more
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