Geopolitical Risk and the Volatility of the International Grain Futures Market
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DOI: 10.1002/fut.70013
Abstract: The current international landscape is turbulent and unstable, with geopolitical risk having emerged as a significant threat. Focusing on the grain futures market, this paper builds different geopolitical risk measures by random matrix theory and… read more here.
Keywords: grain futures; geopolitical risk; market; volatility ... See more keywords
Modeling Grain Futures Prices Through Uncertainty Indices and Mixed‐Frequency Fusion: An Interpretable Deep Learning Framework
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DOI: 10.1002/fut.70060
Abstract: This study innovatively develops an interpretable mixed‐frequency feature interaction deep learning network (IMF‐FIDNet) to improve high‐frequency grain futures price prediction via effective multi‐frequency data integration, with a focus on ensuring robustness amid market uncertainty. By… read more here.
Keywords: deep learning; mixed frequency; grain futures; uncertainty ... See more keywords
Economic policy uncertainty and grain futures price volatility: evidence from China
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DOI: 10.1108/caer-11-2018-0224
Abstract: Purpose The purpose of this paper is to investigate the influence of economic policy uncertainty (EPU) on China’s grain futures prices. Related literature has discussed several factors contributing to the dramatic boom and bust in… read more here.
Keywords: china grain; grain futures; uncertainty; grain ... See more keywords