Short and long-term volatility transmission from oil to agricultural commodities – The robust quantile regression approach
Sign Up to like & getrecommendations! Published in 2020 at "Borsa Istanbul Review"
DOI: 10.1016/j.bir.2020.10.008
Abstract: Abstract This paper investigates permanent and transitory spillover effects from Brent oil futures to four agricultural futures – corn, wheat, soybean and canola. We construct permanent and transitory volatilities via component GARCH model, considering six… read more here.
Keywords: quantile regression; volatility; robust quantile; agricultural commodities ... See more keywords
Correlation dynamics of crude oil with agricultural commodities: A comparison between energy and food crops
Sign Up to like & getrecommendations! Published in 2019 at "Economic Modelling"
DOI: 10.1016/j.econmod.2019.05.017
Abstract: Abstract This study elucidates plausible correlation between crude oil and agricultural commodities. We assess whether the conditional correlation of crude oil with energy crops (e.g., corn and soybeans) is different from that of food crops… read more here.
Keywords: oil agricultural; oil; agricultural commodities; energy ... See more keywords
Financialization of agricultural commodities: Evidence from China
Sign Up to like & getrecommendations! Published in 2020 at "Economic Modelling"
DOI: 10.1016/j.econmod.2019.11.009
Abstract: Speculation in the commodity futures market distorts commodity prices, driving them away from rational levels. This phenomenon, which is known as the financialization of commodities, has raised significant concerns in recent years. Particularly, in the… read more here.
Keywords: financialization agricultural; commodities stock; market; agricultural commodities ... See more keywords
Structure dependence between oil and agricultural commodities returns: The role of geopolitical risks
Sign Up to like & getrecommendations! Published in 2020 at "Energy"
DOI: 10.1016/j.energy.2020.119584
Abstract: The link between energy and agricultural markets have been studied extensively in the last two decades. Nonetheless, the literature fails to consider the effects of geopolitical risks (GPRs), geopolitical risks due to acts and GPRs… read more here.
Keywords: geopolitical risks; dependence oil; oil; agricultural commodities ... See more keywords
Developing crop yield forecasting models for four major Ethiopian agricultural commodities
Sign Up to like & getrecommendations! Published in 2018 at "Remote Sensing Applications: Society and Environment"
DOI: 10.1016/j.rsase.2018.05.001
Abstract: Abstract Crop yield estimation in many developing countries (including Ethiopia) depends on conventional techniques of data collection and ground-based field reports. However, these methods are costly, time consuming, and prone to large errors because of… read more here.
Keywords: yield forecasting; crop yield; ground; yield ... See more keywords
Agricultural Commodities and FMCG Stock Prices in India: Evidence from the ARDL Bound Test and the Toda and Yamamoto Causality Analysis
Sign Up to like & getrecommendations! Published in 2019 at "Global Business Review"
DOI: 10.1177/0972150919830803
Abstract: This article is an attempt to study the cointegration and causality between agricultural commodities and Fast Moving Consumer Goods (FMCG) stock index in India for the period January 2007 to December 2017. Autoregressive distributive lag… read more here.
Keywords: seed; index; causality; test ... See more keywords
Improvements in the processing of agricultural commodities:: The case of cocoa liquor
Sign Up to like & getrecommendations! Published in 2017 at "Dyna"
DOI: 10.15446/dyna.v84n201.56672
Abstract: The solidification of the cocoa liquor is one of the most important steps for processing cocoa cultivars. This process is typically characterized as a continuous process, which may become a barrier for the randomization of… read more here.
Keywords: improvements processing; agricultural commodities; processing agricultural; cocoa ... See more keywords