Results 51 to 60 of about 1,135,713 (311)
U.S. Agriculture, Biofuel Markets, and Trade: Challenges and Opportunities
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT Using an enhanced Computable General Equilibrium (CGE) model (GTAP‐BIO), this study assesses how the expansion in demand for Electric Vehicles (EVs) and the reduction in exports of agricultural products induced by trade disputes negatively affect US agriculture.
Rayan Wolf, Farzad Taheripour
wiley +1 more source
Integrating Perennial Groundcover in Corn and Soybean Acres: Impacts on U.S. Agriculture
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT Sustainable agricultural practices such as cover cropping can improve soil health, water quality, and carbon sequestration, yet U.S. adoption remains limited due to economic and operational barriers. We evaluate market and economic impacts of integrating perennial groundcover into U.S.
Sagar Dahal, Amani Elobeid, John Crespi
wiley +1 more source
Optimal Portfolios in Commodity Futures Markets [PDF]
SSRN Electronic Journal, 2012 We consider portfolio optimization in futures markets. We model the entire futures price curve at once as a solution of a stochastic partial differential equation. The agents objective is to maximize her utility from the final wealth when investing in futures contracts.
Fred Espen Benth, Jukka Lempa
openaire +5 more sources
Expanded Farm Safety Net Payments Under the One Big Beautiful Bill Act
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT The One Big Beautiful Bill Act (OBBBA) strengthens the agricultural risk coverage (ARC) and price loss coverage (PLC) programs by aligning program parameters more closely with recent market dynamics and allows for an expansion in program acres. This study projects the increases in ARC‐County and PLC payments for corn, soybeans, and wheat under
Oranuch Wongpiyabovorn +5 more
wiley +1 more source
Comovement between the Stock Markets and Commodity Market
International Journal of Experiential Learning & Case StudiesThe study extends the literature by investigating the comovement between the stock markets and commodity market of developed and emerging countries.
Jahanzeb Marwat +2 more
doaj +1 more source
U.S. monetary policy and herding: Evidence from commodity markets [PDF]
, 2020 This paper investigates the presence of herding behavior across a spectrum of commodities (i.e., agricultural, energy, precious metals, and metals) futures prices obtained from Datastream.
Apergis, Nicholas +3 more
core +1 more source
Applied 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
BarekengThis study adopts a systematic literature review to analyze social media sentiment towards specific commodities to enhance the accuracy of price movement forecasts in commodity markets. Drawing from the field of applied mathematics, the research gathered
Mariono Mariono +3 more
doaj +1 more source
Co-Movement Between Commodity Market and Equity Market: Does Commodity Market Change? [PDF]
SSRN Electronic Journal, 2010 This paper, using Japanese market data, finds that although the correlation between equity markets and commodity market used to be negative or almost zero before around 2006, it has increased significantly after the global financial crisis in Autumn of 2008. In this sense, the commodity market lost its character as an alternative asset.
openaire +2 more sources
Asymmetric volatility in commodity markets
Journal of Commodity Markets, 2020 The paper studies the return-volatility relationship in a range of commodities. We develop a commodity price model and show that the volatility of price changes can be positively or negatively related to demand shocks. An “inverse leverage effect” – the volatility is higher following positive price shocks – is found in more than half of the daily spot ...
Yu-Fu Chen, Xiaoyi Mu
openaire +2 more sources