Results 121 to 130 of about 35,628 (301)
EntropyGranger causality can uncover the cause-and-effect relationships in financial networks. However, such networks can be convoluted and difficult to interpret, but the Helmholtz–Hodge–Kodaira decomposition can split them into rotational and gradient ...
Tobias Wand +2 more
doaj +1 more source
Do stock prices contain predictive power for the future economic activity? A Granger causality analysis in the frequency domain. [PDF]
This paper investigates the predictive power for future domestic economic activity included in domestic stock prices, using a Granger causality analysis in the frequency domain.
Croux, Christophe, Reusens, Peter
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When the River Runs Low: Heterogeneous Impacts of Transportation Disruptions on Local Grain Basis
Agribusiness, EarlyView.ABSTRACT A substantial share of U.S. soybean and corn exports from the Midwest moves by barge along the Mississippi River system to export terminals in the Louisiana Gulf. Transportation costs between Midwestern grain elevators and export terminals create a wedge between prices at these locations, and shocks to these costs are partially passed on to ...
Yuan Zhang +3 more
wiley +1 more source
Agribusiness, EarlyView.ABSTRACT Drought is among the most severe and persistent threats to food supply chains, and relocating production to less drought‐prone regions offers a strategy to reduce this risk. This is particularly relevant for fresh vegetables, which are highly water‐intensive, yet drought‐driven reconfiguration strategies remain understudied.
Bingyan Dai +2 more
wiley +1 more source
Transformers with Sparse Attention for Granger Causality
Discover DataAbstract Temporal causal analysis means understanding the underlying causes behind observed variables over time. Deep learning based methods such as transformers are increasingly used to capture temporal dynamics and causal relationships beyond mere correlations.
Riya Mahesh +2 more
openaire +2 more sources
A nonparametric copula based test for conditional independence with applications to granger causality [PDF]
, 2009 This paper proposes a new nonparametric test for conditional independence, which is based on the comparison of Bernstein copula densities using the Hellinger distance.
Taamouti, Abderrahim +7 more
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Protection Motivation Theory and Farmers' Participation in Futures Markets: Evidence From Germany
Agribusiness, EarlyView.ABSTRACT This study examines why German farmers show limited adoption of commodity futures contracts despite substantial price volatility, applying Protection Motivation Theory (PMT) to understand the cognitive processes driving participation decisions in futures markets. Survey data from 303 German farmers collected in 2024 were analyzed using Partial
Hendrik Wever +2 more
wiley +1 more source
Multivariate out-of-sample tests for Granger causality. [PDF]
A time series is said to Granger cause another series if it has incremental predictive power when forecasting it. While Granger causality tests have been studied extensively in the univariate setting, much less is known for the multivariate case. In this
Croux, Christophe, Gelper, Sarah
core +2 more sources
A Bivariate Linear and Nonlinear Causality between Stock Prices and Exchange Rates [PDF]
The present study examines dynamic relation between stock index and exchange rate by using the daily data for India. The study uses the unit root and cointegration tests to test for the long run relationship between the two variables. The study also uses
Manish Kumar
core
Agribusiness, EarlyView.ABSTRACT In the agricultural landscape of most developing countries, the last decade has witnessed the expansion of outsourced agricultural extension services. Private firms and nongovernmental organizations focused on delivering agricultural extension and advisory services to farmers have emerged.
Boris D. Soh Wenda +3 more
wiley +1 more source