Results 281 to 290 of about 1,381,965 (391)
Abstract Futures markets are critical to price discovery and often dominate spot markets. We analyze the linkages between daily corn futures and spot prices in the United States using dynamic time warping. This nonparametric pattern recognition technique has several advantages over traditional time series methods.
Dragan Miljkovic+2 more
wiley +1 more source
Explainable post hoc portfolio management financial policy of a Deep Reinforcement Learning agent. [PDF]
de-la-Rica-Escudero A+2 more
europepmc +1 more source
Abstract The Russian invasion of Ukraine in February 2022 had profound consequences for the global economy. As both countries are major commodity exporters, the food value chain was also affected. This study investigates the impact of the invasion on stock prices, profitability and sentiments of agribusinesses along the food supply chain by using an ...
Julia Höhler+2 more
wiley +1 more source
Retraction Note: Economic policy uncertainty and commodity market volatility: implications for economic recovery. [PDF]
Xiao D, Su J, Ayub B.
europepmc +1 more source
Time series clustering based on latent volatility mixture modeling with applications in finance
F. Setoudehtazangi+3 more
openalex +1 more source
Abstract Nucleus outgrower schemes are contractual arrangements where well‐resourced large‐scale farmers (nucleus farmers) are empowered by development support agencies to take charge of smallholder farmers, by providing them with market access and the necessary training on agronomic practices and farm inputs for production.
Dominic Tasila Konja, Awudu Abdulai
wiley +1 more source
Prediction of stock market using sentiment analysis and ensemble learning. [PDF]
Chaudhari DAY, Mahajan DS.
europepmc +1 more source
The Relationship Between Interest Rates and Agricultural Commodity Price Dynamics
ABSTRACT The U.S. Federal Reserve has undertaken several interest rate interventions in the past decade. This study explores the relationship between U.S. corn and soybean prices and Federal Reserve monetary policy interventions, in the short and long run.
Zhining Sun, Ani L. Katchova
wiley +1 more source
DeepVol: volatility forecasting from high-frequency data with dilated causal convolutions. [PDF]
Moreno-Pino F, Zohren S.
europepmc +1 more source