Return and Volatility Spillovers Among Major Cotton Markets
Agribusiness, 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
Robust Covariance Estimation for Approximate Factor Models. [PDF]
J Econom, 2019 Fan J, Wang W, Zhong Y.
europepmc +1 more source
Consumer Preferences for Craft Beer: The Interplay of Localness and Advertising Language
Agribusiness, EarlyView.ABSTRACT This study explores the influence of the language of the label, origin of production, and origin of brewing ingredients on Croatian consumers' preferences and willingness to pay for organic craft beer. Employing an online survey and a choice experiment among 223 Croatian alcohol consumers, we find that while there's a willingness to pay a ...
Marija Cerjak +2 more
wiley +1 more source
"On Properties of Separating Information Maximum Likelihood Estimation of Realized Volatility and Covariance with Micro-Market Noise" [PDF]
For estimating the realized volatility and covariance by using high frequency data, we have introduced the Separating Information Maximum Likelihood (SIML) method when there are possibly micro-market noises by Kunitomo and Sato (2008a, 2008b, 2010a ...
Naoto Kunitomo, Seisho Sato
core +2 more sources
LARGE COVARIANCE ESTIMATION THROUGH ELLIPTICAL FACTOR MODELS. [PDF]
Ann Stat, 2018 Fan J, Liu H, Wang W.
europepmc +1 more source
BANDWIDTH SELECTION FOR SPATIAL HAC AND OTHER ROBUST COVARIANCE ESTIMATORS [PDF]
This research note documents estimation procedures and results for an empirical investigation of the performance of the recently developed spatial, heteroskedasticity and autocorrelation consistent (HAC) covariance estimator calibrated with different ...
Raymond J.G.M. Florax +2 more
core
The Geography of Success: A Spatial Analysis of Export Intensity in the Italian Wine Industry
Agribusiness, EarlyView.ABSTRACT This paper investigates the paradox of how Italy's fragmented, SME‐dominated wine industry achieves global export success. Moving beyond purely firm‐centric explanations, we test whether export intensity is spatially dependent, clustering geographically in regional ecosystems.
Nicolas Depetris Chauvin, Jonas Di Vita
wiley +1 more source
Sparse Multi-task Inverse Covariance Estimation for Connectivity Analysis in EEG Source Space. [PDF]
Int IEEE EMBS Conf Neural Eng, 2019 Liu F, Stephen EP, Prerau MJ, Purdon PL.
europepmc +1 more source
Agribusiness, EarlyView.ABSTRACT Past growth in the global organic market has been concentrated in high‐income countries, while in middle‐income countries such as Serbia the organic market remains nascent and characterized by a sparse assortment of organic products, high retail premia and limited evidence on consumer preferences and their drivers.
Milan Tatic +3 more
wiley +1 more source
Fast covariance estimation for sparse functional data. [PDF]
Stat Comput, 2018 Xiao L, Li C, Checkley W, Crainiceanu C.
europepmc +1 more source