Results 111 to 120 of about 23,255 (297)

Exploring the Dynamics of CPO Spot and Futures Prices in Relation to Global Crude Oil Price: Evidence from India using ARDL Model Approach and Granger Causality Tests

Qubahan Academic Journal
This study examines the connection between Crude Palm Oil (CPO) spot and futures prices, and global crude oil prices using ARDL model and Granger causality tests to analyze data collected between January 2011 and April 2022, including CPO spot and ...
Supriya R, Rajesh Mamilla
doaj   +1 more source

The Dynamics of Global Crude Oil Production [PDF]

We analyze the dynamic effect of prices and price volatility on current oil production, both on the level of country groups and the major individual producer countries.
Anne Neumann, Georg Zachmann, Aleksandar Zaklan   +2 more
core  

Volatility analysis and forecasting of vegetable prices using an ARMA‐GARCH model: An application of the CF filter and seasonal adjustment method to Korean green onions

Agribusiness, EarlyView.
Abstract The vegetable market experiences significant price fluctuations due to the complex interplay of trend, cyclical, seasonal, and irregular factors. This study takes Korean green onions as an example and employs the Christiano–Fitzgerald filter and the CensusX‐13 seasonal adjustment methods to decompose its price into four components: trend ...
Yiyang Qiao, Byeong‐il Ahn
wiley   +1 more source

Probabilistic Forecasting of Crude Oil Prices Using Conditional Generative Adversarial Network Model with Lévy Process

Mathematics
Accurate crude oil price forecasting is essential, considering oil’s critical role in the global economy. However, the crude oil market is significantly influenced by external, transient events, posing challenges in capturing price fluctuations’ complex ...
Mohammed Alruqimi, Luca Di Persio
doaj   +1 more source

Crude Oil Volatility: Hedgers or Investors [PDF]

We evaluate differential effects of the trading activity of two classes of traders: hedgers and general investors, on the volatility of the NYMEX crude oil futures returns.
George Milunovich, Ronald Ripple
core  

Topological Properties of International Commodity Market: How Uncertainty Affects the Linkages?

Agribusiness, EarlyView.
ABSTRACT The study aims to explore the network topology of the international commodity market by examining the interconnections among 21 commodity futures across various categories, including energy, precious and industrial metals, and agriculture. We analyze the market structure of these commodity futures under both low and high uncertainty conditions
Ibrahim Yagli, Bayram Deviren
wiley   +1 more source

The dynamics of crude oil price differentials

, 2008
We model crude oil price differentials as a two-regime threshold autoregressive (TAR) process using Caner and Hansen’s (2001) method. While standard unit root tests, such as the Augmented Dickey–Fuller (ADF), are inconclusive in some instances on whether
Fattouh, Bassam
core   +1 more source

Crude Oil Price Fluctuation Analysis Under Considering Emergency and Network Search Data. [PDF]

Glob Chall, 2020
Dai WQ, Pan W, Shi Y, Hu C, Pan W, Huang G.   +5 more
europepmc   +1 more source

ARE US GASOLINE PRICE ADJUSTMENTS ASYMMETRIC? [PDF]

We use the LSE-Hendry general to specific approach to analyse if US gasoline price adjustments are asymmetric with respect to changes in crude oil prices.
B Bhaskara Rao, Gyaneshwar Rao
core  

Pricing Dynamics in the US Hemp Market: A Vertical Price Transmission Analysis of the Hemp Value Chain

Agribusiness, EarlyView.
ABSTRACT The US hemp market is a new and nascent industry that has been devoid of research for about half a century. This study examined the effects of exogenous shock on price at each phase of the value chain—Farm (hemp biomass), and its impact on prices at other phases of the value chain—Intermediary Processor (crude cannabidiol hemp) and Final ...
Solomon Odiase, Tyler Mark, Patalee Buddhika Appuhamilage   +2 more
wiley   +1 more source