Liberalization vis-à-vis non-liberalization trade policy: Exploring the impact of price volatility on producer share price and cocoa supply response in Nigeria and Ghana [PDF]
Cocoa producers respond differently to volatile price shocks, but the nature of these responses remains unknown, especially in the liberalized and non-liberalized markets in Nigeria and Ghana, respectively.
Emmanuel Adebayo Adegunsoye +2 more
doaj +2 more sources
Can household energy efficiency dampen crude oil price volatility in the United States? [PDF]
Even though the effect of oil price shocks on macroeconomics has been extensively investigated, the literature on how efficiency in household energy use affect crude oil price volatility is yet explored.
Ojonugwa Usman +4 more
doaj +2 more sources
On the price volatility of steel futures and its influencing factors in China [PDF]
Steel futures have the function of price discovery and hedging. Steel related enterprises can judge the hedging strategy through the direction of steel futures price volatility, and reasonably avoid the risk brought by price volatility.
Chen, Tzuchia, Li, Wenjing, Yu, Shuyan
doaj +1 more source
Will Oil Price Volatility Cause Market Panic?
It is generally known that violent oil price volatility will cause market panic; however, the extent to which is worthy of empirical test. Firstly, this paper employs the TVP-VAR model to analyze the time-varying impacts of oil price volatility on the ...
Min Hong, Xiaolei Wang, Zhenghui Li
doaj +1 more source
The high food prices experienced over recent years have led to the widespread view that food price volatility has increased. However, volatility has generally been lower over the two most recent decades than previously. Variability over the most recent period has been high but, with the important exception of rice, not out of line with historical ...
C. L. Gilbert, C. W. Morgan
openaire +4 more sources
The oil price volatility index (OPVI) is a direct and more accurate measure of oil price uncertainty. The significance of the crude oil prices volatility index is used in this paper to examine the effects of crude oil uncertainty on the aggregate and ...
Nenavath Sreenu
doaj +1 more source
Introducing an Early Warning System for High Volatility in The Crude Oil OPEC Market: Markov Switching GARCH Approach [PDF]
Because of high reliance of Iranian economy to oil revenues, it is affected by the price volatility of the oil market. Therefore, the forecast of the oil price movement is very important at least in two aspects including determining the correct oil price
Mahmood Mohammadi Alamuti +2 more
doaj +1 more source
Modeling the Price Volatility of Cassava Chips in Thailand: Evidence from Bayesian GARCH-X Estimates
Thailand is a significant global exporter of cassava, of which cassava chips are the main export products. Moreover, China was the most important export market for Thailand from 2000 to 2020.
Jittima Singvejsakul +2 more
doaj +1 more source
Modeling Asymmetric Volatility: A News Impact Curve Approach
Seasonal production, weather abnormalities, and high perishability introduce a high degree of volatility to potato prices. Price volatility is said to be asymmetric when positive and negative shocks of the same magnitude affect it in a dissimilar way ...
Debopam Rakshit +5 more
doaj +1 more source
Determinants of stock price volatility: Evidence from cement industry [PDF]
This paper presents a survey on the effect of corporate dividend payout policy on stock price volatility. The primary objective of this study is to examine the impact of dividend payout ratio on the stock price volatility in Pakistan Stock Exchange.
Arshad Mehmood +2 more
doaj +1 more source

