Results 121 to 130 of about 525,958 (299)
A Range-Based GARCH Model for Forecasting Volatility [PDF]
A new variant of the ARCH class of models for forecasting the conditional variance, to be called the Generalized AutoRegressive Conditional Heteroskedasticity Parkinson Range (GARCH-PARK-R) Model, is proposed.
Mapa, Dennis S.
core
The role of venture‐financed startups in innovation for US agriculture
American Journal of Agricultural Economics, EarlyView.Abstract To evaluate the role played by startup companies in the innovation ecosystem of US agriculture, we compile a unique dataset of 6024 new entrants founded 1987–2019 that details their financing lifecycles, annual economic performance, and patenting activities.
Gregory D. Graff +2 more
wiley +1 more source
Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets [PDF]
Crude oil price volatility has been analyzed extensively for organized spot, forward and futures markets for well over a decade, and is crucial for forecasting volatility and Value-at-Risk (VaR).
Chang, C., McAleer, M.J., Tansuchat, R.
core
Firm turnover under asymmetric information: Tanzania's agro‐dealer sector
American Journal of Agricultural Economics, EarlyView.Abstract We study firm turnover (i.e., entry and exit) and its consumer implications in a market characterized by asymmetric information. Using a three‐round census of agro‐dealers in Tanzania's Morogoro Region, we document annual firm entry and exit rates of 33% and 17%, respectively.
Alix Naugler +3 more
wiley +1 more source
Global and Regional Sources of Risk in Equity Markets: Evidence from Factor Models with Time-Varying Conditional Skewness [PDF]
This study examines the influence of global and regional factors on the conditional distribution of stock returns from six Asian markets, using factor models in which unexpected returns comprise global, regional and local shocks.
Aamir R. Hashmi, Anthony S. Tay
core
American Journal of Agricultural Economics, EarlyView.Abstract Protecting endangered aquatic species while sustaining farming communities can require water buyback programs that are both cost‐effective and responsive to the variability and unpredictability of drought conditions. Working in close partnership with The Nature Conservancy and the Georgia Water Planning and Policy Center, we co‐design parallel
Lusi Xie +5 more
wiley +1 more source
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns [PDF]
This paper investigates the conditional correlations and volatility spillovers between crude oil returns and stock index returns. Daily returns from 2 January 1998 to 4 November 2009 of the crude oil spot, forward and futures prices from the WTI and ...
Tansuchat, R. +2 more
core +4 more sources
Policy uncertainty shocks and farm investments in Europe: Evidence from a newspaper‐based index
American Journal of Agricultural Economics, EarlyView.Abstract In order to quantify the impact of agricultural policy uncertainty on European farmers' investment behavior, we construct a newspaper‐based monthly index of European agricultural policy uncertainty from 2013 to 2023. We use 327,224 newspaper articles to assess and compare the trends in policy uncertainty across five top agricultural producers ...
Viviana Garcia +2 more
wiley +1 more source
American Journal of Agricultural Economics, EarlyView.Abstract This study assesses the effects of the 2009 Black Saturday Bushfires (BSB), which primarily occurred in rural regions of Victoria and represent the deadliest bushfire event in Australia's history, on household energy poverty. Using a linear panel event‐study, an entropy‐balanced event‐study, and a staggered difference‐in‐differences (DiD ...
Yitian Wang, Russell Smyth
wiley +1 more source
The psychosocial toll of Dublin III on asylum seekers in the Netherlands
American Journal of Community Psychology, EarlyView.Abstract The Dublin III Regulation determines which EU Member State is responsible for examining asylum claims, but its implementation carries significant consequences for those subjected to it. This study examines how Dublin III, as implemented in the Netherlands, affects asylum seekers' psychosocial wellbeing using Silove′s Adaptation and Development
Imen El Amouri
wiley +1 more source