Results 161 to 170 of about 186,810 (309)

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

Can short-term foreign exchange volatility be predicted by the Global Hazard Index? [PDF]

This paper examines the predictive properties of risk indicators for the foreign exchange markets. In particular it considers the predictive properties of historical volatilities and implied volatilities for movements in various bilateral exchange rates ...
Brousseau, Vincent, Scacciavillani, Fabio   +1 more
core  

Import Wheat Tenders and the Effects of the Russian Invasion

Agribusiness, EarlyView.
ABSTRACT Risk and volatility for many commodities escalated sharply following the Russian invasion of Ukraine, creating numerous uncertainties for trading firms and importers. The purpose of this study is to analyze the bidding behavior in Egyptian wheat import tenders in the pre‐ and post‐invasion periods.
William W. Wilson, Sumadhur Shakya, Isaac Dubovoy   +2 more
wiley   +1 more source

Modeling Saudi stock index returns and volatility: a dual approach using GARCH and neural networks. [PDF]

Front Artif Intell
Al-Besher S, Al-Najjar D.
europepmc   +1 more source

Forecasting volatility and volume in the Tokyo stock market: The advantage of long memory models [PDF]

We investigate the predictability of both volatility and volume for a large sample of Japanese stocks. The particular emphasis of this paper is on assessing the performance of long memory time series models in comparison to their short-memory ...
Kaizoji, Taisei, Lux, Thomas
core  

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, Berna Karali, Yangxuan Liu, Munisamy Gopinath   +3 more
wiley   +1 more source

The rhythm of aging: Stability and drift in the individual rate of senescence. [PDF]

Proc Natl Acad Sci U S A
Patricio SC.
europepmc   +1 more source

Forecasting volatility in commodity markets [PDF]

Commodity prices have historically been among the most volatile of international prices. Measured volatility (the standard deviation of price changes) has not been below 15 percent and at times has been more than 50 percent.
Claessens, Stijn, DEC, Kneafsey, Devin P., Kroner, Kenneth F.   +3 more
core  

Heterogeneity in Food Price Inflation Convergence Across the EU: Evidence From Club Dynamics and Structural Breaks

Agribusiness, EarlyView.
ABSTRACT This study examines food price inflation rate convergence among EU27 Member States from 2005 to 2024, focusing on structural breaks, external shocks, and regional disparities. Using panel unit root tests and club convergence analysis, the findings reveal no overall convergence but identify multiple convergence clubs.
Tibor Bareith, Imre Fertő
wiley   +1 more source

Graph attention-based heterogeneous multi-agent deep reinforcement learning for adaptive portfolio optimization. [PDF]

Sci Rep
Zhang B.
europepmc   +1 more source