Results 151 to 160 of about 234,460 (307)
Agribusiness, EarlyView.ABSTRACT Market‐based solutions are increasingly tested to address aflatoxin issues in peanuts in developing countries. Although previous studies have found that Haitian grocery store shoppers are willing to pay a 21% premium for peanut butter with levels of aflatoxin that meet international standards, no information is available for the much larger ...
Phendy Jacques +2 more
wiley +1 more source
A multivariate innovations state space Beveridge Nelson decomposition [PDF]
The Beveridge Nelson vector innovation structural time series framework is new formu- lation that decomposes a set of variables into their permanent and temporary components. The framework models inter-series relationships and common features in a simple
de Silva, Ashton
core +1 more source
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
Nonparametric time series forecasting with dynamic updating [PDF]
We present a nonparametric method to forecast a seasonal univariate time series, and propose four dynamic updating methods to improve point forecast accuracy. Our methods consider a seasonal univariate time series as a functional time series.
Han Lin Shang, Rob J Hyndman
core
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
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
Goodness-of-fit in multivariate time series
, 2014 Upprättat; 2014; 20160603 (andbra)
openaire +3 more sources
Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison [PDF]
In this paper we show that fully likelihood-based estimation and comparison of multivariate stochastic volatility (SV) models can be easily performed via a freely available Bayesian software called WinBUGS.
Jun Yu, Renate Meyer
core
Cost Pass‐Through in Crisis: Evidence From the German Malt‐Beer Supply Chain
Agribusiness, EarlyView.Abstract Global agri‐food supply chains are increasingly exposed to geopolitical shocks, climate volatility, and market consolidation, factors that disrupt traditional price relationships and reshape market power dynamics. Nowhere is this more visible than in the brewing sector, where agricultural raw materials meet complex industrial processing and ...
Nikolas Bublik, Lukáš Čechura
wiley +1 more source
Fitting dynamic factor models to non-stationary time series [PDF]
Factor modelling of a large time series panel has widely proven useful to reduce its cross-sectional dimensionality. This is done by explaining common co-movements in the panel through the existence of a small number of common components, up to some ...
Eichler Michael +2 more
core +1 more source