搜索结果: 1-15 共查到“应用经济学 commodity”相关记录18条 . 查询时间(0.09 秒)
The interactions between agricultural commodity and oil prices: an empirical analysis
causality co-integration commodity prices world energy prices
2015/10/9
Th e purpose of the study is to analyse the short and long-term relationships between the world oil prices (Europe
Brent Spot Price and West Texas Intermediate Spot Price) and the agricultural commo...
Price volatility spillovers among agricultural commodity and crude oil markets: Evidence from the range-based estimator
agricultural commodity market financial crisis of 2008–2009 futures markets historical price volatility intra-day data
2015/6/8
The paper examines the price volatility spillovers among the crude oil, soybeans, corn, wheat, and sugar futures markets over the period 1/1/2006–11/29/2013. We separately investigate the periods of t...
Commodity price risk management using option strategies
commodity market hedging strategies vanilla options
2015/5/4
In the world of increasing price volatility, it is more important than ever to understand how to manage the price risk. The paper deals with the price risk management issues associated with commoditie...
This paper develops a model to analyze information aggregation in commodity markets. Through centralized trading, commodity prices aggregate dispersed
information about the strength of the global eco...
FARM EFFICIENCY AND VOLATILE COMMODITY MARKETS IN KANSAS
FARM EFFICIENCY VOLATILE COMMODITY MARKETS KANSAS
2014/6/3
Domestic factors, such as biofuel demand and weather, have increased the demand for crops, resulting in an increase in corn prices, as well as price volatility.
A model of commodity prices after Sir Arthur Lewis
Sir Arthur Lewis World income Cointegration
2014/3/24
We develop an idea from Arthur Lewis’ paper on unlimited supplies of labor to model the longrun behavior of the prices of primary commodity produced by poor countries. Commodity supply is
assumed inf...
Commodity Prices and Growth in Africa。
Estimating the Commodity Price Model。
How effective is Fair Trade as a tool for the stabilization of agricultural commodity markets? Case of coffee in the Czech Republic
organic efficiency fairtrade premium commodity
2014/2/24
Fair Trade is one of the leading systems of the Corporate Social Responsibility and a price stabilization mechanism for producers in developing countries. It is being practiced by more and more Czech ...
The effect of real exchange rates and their volatilities on the selected agricultural commodity exports: A case study on Turkey, 1971–2010
agricultural trade exchange rate volatility gravity, panel
2014/2/24
This study investigates the effect of the exchange rate volatility and the real exchange rate on the bilateral agricultural exports flows of Turkey to 46 countries. A panel data set, which contains 46...
Time-Changed Ornstein-Uhlenbeck Processes And Their Applications In Commodity Derivative Models
Time-Changed Ornstein-Uhlenbeck Processes Commodity Derivative Models Pricing of Securities
2012/4/28
This paper studies subordinate Ornstein-Uhlenbeck (OU) processes, i.e., OU diffusions time changed by L\'{e}vy subordinators. We construct their sample path decomposition, show that they possess mean-...
Economic efficiency of Slovak agriculture and its commodity sectors
economic efficiency income production structure subsidies commodity sectors
2014/2/24
The article brings out the findings about economic efficiency of agriculture and its commodity sectors after the accession of Slovakia into the EU. The adoption of the CAP had a positive impact on the...
Modeling and forecasting volatility in global food commodity prices
volatility forecast fat-tail distribution food commodities
2014/2/27
To capture the volatility in the global food commodity prices, we employed two competing models, the thin tailed the normal distribution, and the fat-tailed Student t-distribution models. Results base...
Economic performance differentiation of the processing stage within the commodity chain
economic differentiation commodity chain Spider Analysis processing stage
2014/4/2
The article is focused on the evaluation of economic differentiation of subjects on particular processing stages within the wheat commodity chain in the Czech Republic with regard to agro-food market ...
Forecasting Model for Crude Oil Price Using Artificial Neural Networks and Commodity Futures Prices
Crude Oil Future Price ANN Prediction Models
2010/11/1
This paper presents a model based on multilayer feedforward neural network to forecast crude oil spot price direction in the short-term, up to three days ahead. A great deal
of attention was paid on ...