Results 251 to 260 of about 362,336 (308)

The economic, agricultural, and food security repercussions of a wild pollinator collapse in Europe. [PDF]

Nat Commun
Feuerbacher A, Kempen M, Steidle JLM, Wieck C.   +3 more
europepmc   +1 more source

Liquid Biofuels for Transportation: Lessons of the Last Two Decades for the Next Two. [PDF]

Environ Sci Technol
Rajagopal D, Hochman G, Mishra SK, Mishra U, Spatari S.   +4 more
europepmc   +1 more source

Revisiting price linkages between London and Shanghai base metal futures markets: A time-frequency connectedness analysis. [PDF]

PLoS One
Pan C, Shen W.
europepmc   +1 more source

Forecasting global monthly cotton prices: the superiority of NNAR models over traditional models. [PDF]

Front Artif Intell
Limbu Sanwa R, Khadka R, Chi YN.
europepmc   +1 more source

Baltic dry index forecast using financial market data: Machine learning methods and SHAP explanations. [PDF]

PLoS One
Kim HS, Kim DH, Choi SY.
europepmc   +1 more source

A dynamic micro-macro-economic model to assess water charging policies.

J Clean Prod
Sapino F, Parrado R, Pérez-Blanco CD.
europepmc   +1 more source

Does geopolitical risks drive the extreme spillovers of bulk energy and chemical commodity. [PDF]

PLoS One
Tao Z, Li T, Chen Y, Huang X.
europepmc   +1 more source

Commodity House Prices [PDF]

Federal Reserve Bank of Dallas, Globalization and Monetary Policy Institute Working Papers, 2013
This paper studies how commodity price movements have affected the local house prices in commodity-dependent economies, Australia and New Zealand. We build a geographically hierarchical empirical model and find the commodity prices influence local house prices directly and also indirectly through macroeconomic variables.
Leung, Charles Ka Yui, Shi, Song, Tang, Edward   +2 more
openaire   +2 more sources

Pricing average options on commodities [PDF]

Journal of Futures Markets, 2010
This paper proposes a new approximation formula for average options on commodities under stochastic volatility environment. In particular, it derives a formula under two stochastic volatility models such as Heston and λ-SABR models including the SABR model as a special case by using an asymptotic expansion method.To our knowledge, this paper is the ...
Kenichiro Shiraya, Akihiko Takahashi
openaire   +2 more sources