搜索结果: 1-15 共查到“经济学 commodity”相关记录32条 . 查询时间(0.15 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...
Commodity Price Volatility: The Impact of Commodity Index Traders
Commodity Price Volatility Commodity Index Traders
2014/4/11
The dramatic rise in crop prices that occurred in the fall of 2006 was the
beginning of an unprecedented level of volatility in agricultural markets. For example,
corn prices for most of this de...
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。
Optimally Uniform Commodity Taxes, Taste Differences and Lump-Sum Grants
Optimally Uniform Commodity Taxes Taste Differences Lump-Sum Grants
2014/3/24
Optimally Uniform Commodity Taxes, Taste Differences and Lump-Sum Grants。
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-...
Optimal portfolios in commodity futures markets
futures contract commodity markets portfolio optimization stochastic partial differential equations
2012/4/28
We consider portfolio optimization in futures markets. We model the entire futures price curve at once as a solution of a stochastic partial differential equation. The agents objective is to maximize ...
Development of agricultural trade and competitiveness of the commodity structures of individual countries of the Visegrad Group
competitiveness Visegrad Group agricultural trade commodity structure value
2014/2/24
The paper analyzes the development of the value, commodity and territorial structure and competitiveness of agricultural trade of the countries of the Visegrad Group in 1993–2008. Over the years, ther...