Nothing Special   »   [go: up one dir, main page]
create a website
Financialization of Agricultural Commodity Markets: Do Financial Data Help to Forecast Agricultural Prices?. (2015). Etienne, Xiaoli.
In: 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California.
RePEc:ags:aaea15:205124.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 45

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Abbott, P. C., Hurt, C. and Tyner, W. E. 2008. What’s driving food prices?, Oak Brook, IL.

  2. Alquist, R. and Kilian, L. 2010. What do we learn from the price of crude oil futures? Journal of Applied Econometrics, 25, 539-73.

  3. American Journal of Agricultural Economics, 68, 344-48. Frankel, J. A. 2006. The effect of monetary policy on real commodity prices, National Bureau of Economic Research.

  4. Andreou, E., Ghysels, E. and Kourtellos, A. 2013. Should macroeconomic forecasters use daily financial data and how? Journal of Business & Economic Statistics, 31, 240-51.

  5. Areal, F. J., Balcombe, K. and Rapsomanikis, G. 2013. Testing for bubbles in agriculture commodity markets, MPRA Paper No. 48015, Munich Personal RePEc Archive.

  6. Baumeister, C. and Kilian, L. 2014. Do oil price increases cause higher food prices? Economic Policy, Forthcoming.

  7. Baumeister, C., Guérin, P. and Kilian, L. 2014. Do high-frequency financial data help forecast oil prices? The midas touch at work. International Journal of Forecasting.

  8. Bellemare, M. F. 2014. Rising food prices, food price volatility, and social unrest. American Journal of Agricultural Economics.
    Paper not yet in RePEc: Add citation now
  9. Breitung, J., Roling, C. and Elengikal, S. 2013. Forecasting ination rates using daily data: A nonparametric midas approach, Working paper, University of Bonn.
    Paper not yet in RePEc: Add citation now
  10. Carter, C. A., Rausser, G. and Smith, A. 2013. Commodity storage and the market effects of biofuel policies, Working Paper. Department of Agricultural and Resource Economics, UC Davis.
    Paper not yet in RePEc: Add citation now

  11. Clark, T. E. and West, K. D. 2007. Approximately normal tests for equal predictive accuracy in nested models. Journal of Econometrics, 138, 291-311.

  12. Domanski, D. and Heath, A. 2007. Financial investors and commodity markets. BIS Quarterly Review, 3, 53-67.

  13. Erb, C. B. and Harvey, C. R. 2006. The strategic and tactical value of commodity futures.
    Paper not yet in RePEc: Add citation now

  14. Etienne, X. L., Irwin, S. H. and Garcia, P. 2014a. Bubbles in food commodity markets: Four decades of evidence. Journal of International Money and Finance, 42, 129-55.

  15. Fama, E. F. 1970. Efficient capital markets: A review of theory and empirical work. Journal of Finance, 25, 383-417.

  16. Financial Analysts Journal, 62, 47-62. Gutierrez, L. 2013. Speculative bubbles in agricultural commodity markets. European Review of Agricultural Economics, 40, 217-38.

  17. Financial Analysts Journal, 62, 69-97. Etienne, X. L., Irwin, S. H. and Garcia, P. 2012. Price explosiveness and index trader behavior in the corn, soybean, and wheat futures markets Proceedings of NCCC-134 25 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management: St. Louis, Missouri.
    Paper not yet in RePEc: Add citation now

  18. Financial Analysts Journal, 68, 54-74. Trujillo-Barrera, A., Mallory, M. L. and Garcia, P. 2012. Volatility spillovers in us crude oil, ethanol, and corn futures markets. Journal of Agricultural and Resource Economics, 37, 1-16.

  19. Frankel, J. A. 1986. Expectations and commodity price dynamics: The overshooting model.

  20. Ghysels, E., Santa-Clara, P. and Valkanov, R. 2004. The midas touch: Mixed data sampling regression models. Finance.

  21. Ghysels, E., Santa-Clara, P. and Valkanov, R. 2006. Predicting volatility: Getting the most out of return data sampled at different frequencies. Journal of Econometrics, 131, 5995.

  22. Ghysels, E., Sinko, A. and Valkanov, R. 2007. Midas regressions: Further results and new directions. Econometric Reviews, 26, 53-90.

  23. Gilbert, C. L. 2010a. How to understand high food prices. Journal of Agricultural Economics, 61, 398-425.

  24. Gorton, G. and Rouwenhorst, K. G. 2006. Facts and fantasies about commodity futures.
    Paper not yet in RePEc: Add citation now

  25. Hamilton, J. D. 2008. Daily monetary policy shocks and new home sales. Journal of Monetary Economics, 55, 1171-90.

  26. Hamilton, J. D. and Wu, J. C. 2014. Effects of index-fund investing on commodity futures prices. International economic review, Forthcoming.

  27. Irwin, S. H. and Sanders, D. R. 2011. Index funds, financialization, and commodity futures markets. Applied Economic Perspectives and Policy, 33, 1-31.

  28. Irwin, S. H. and Sanders, D. R. 2012. Testing the masters hypothesis in commodity futures markets. Energy Economics, 34, 256-69.

  29. Janzen, J. P., Smith, A. D. and Carter, C. A. 2013. Commodity price comovement: The case of cotton, Working Paper. Department of Agricultural and Resource Economics, UC Davis.
    Paper not yet in RePEc: Add citation now

  30. Kilian, L. 2009. Not all oil price shocks are alike: Disentangling demand and supply shocks in the crude oil market. American Economic Review, 99, 1053-69.

  31. Klovland, J. T. 2004. Business cycles, commodity prices and shipping freight rates: Some evidence from the pre-wwi period Workshop on Market Performance and the Welfare Gains of Market Integration in History. European University Institute: Florence, Italy.
    Paper not yet in RePEc: Add citation now
  32. Lehecka, G. V. 2013. Hedging and speculative pressures: An investigation of the relationships among trading positions and prices in commodity futures markets Proceedings of the NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO.
    Paper not yet in RePEc: Add citation now
  33. Lipsky, J. 2008. Commodity prices and global inflation, Council on Foreign Relations. May 8.
    Paper not yet in RePEc: Add citation now

  34. Mallory, M. L., Irwin, S. H. and Hayes, D. J. 2012. How market efficiency and the theory of storage link corn and ethanol markets. Energy Economics, 2157-66.

  35. Masters, M. W. 2008. Testimony before the committee on homeland security and governmental afairs, unites states senate, Available at www.hsgac.senate.gov/public/_files/052008Masters.pdf.
    Paper not yet in RePEc: Add citation now
  36. Masters, M. W. 2009. Testimony before the commodities futures trading commission, Available at http://www.cftc.gov/ucm/groups/public/@newsroom/documents/file/hearing080509_ masters.pdf.
    Paper not yet in RePEc: Add citation now

  37. McPhail, L. L., Du, X. and Muhammad, A. 2012. Disentangling corn price volatility: The role of global demand, speculation, and energy. Journal of Agricultural and Applied Economics, 44, 401-10.

  38. Mitchell, D. 2008. A note on rising food prices, World Bank Policy Research Working Paper 4682, World Bank.

  39. Pesaran, M. H. and Timmermann, A. 2009. Testing dependence among serially correlated multicategory variables. Journal of the American Statistical Association, 104, 325-37.

  40. Rosegrant, M. W., Zhu, T., Msangi, S. and Sulser, T. 2008. The impact of biofuel production on world cereal prices, International Food Policy Research Institute (IFPRI), Washington, D.C.
    Paper not yet in RePEc: Add citation now
  41. Sanders, D. R. and Irwin, S. H. 2011. The impact of index funds in commodity futures markets: A systems approach. Journal of Alternative Investments, 14, 40-49.
    Paper not yet in RePEc: Add citation now
  42. Stoll, H. R. and Whaley, R. E. 2010. Commodity index investing and commodity futures prices. Journal of Applied Finance, 20, 7-46.
    Paper not yet in RePEc: Add citation now
  43. Tang, K. and Xiong, W. 2012. Index investment and financialization of commodities.
    Paper not yet in RePEc: Add citation now
  44. USS/PSI. 2009. Excessive speculation in the wheat market, united states senate permanent subcommittee on investigations Available at http://www.hsgac.senate.gov//imo/media/doc/REPORTExcessiveSpecullationintheW heatMarketwoexhibitschartsJune2409.pdf?attempt=2: Washington, DC.
    Paper not yet in RePEc: Add citation now

  45. Wright, B. D. 2011. The economics of grain price volatility. Applied Economic Perspectives and Policy, 33, 32-58.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Spatial Price Transmission and Price Dynamics of Global Butter Export Market under Economic Shocks. (2021). Wang, Li Ming ; Li, Chenguang ; Xue, Huidan ; Su, Wen-Hao.
    In: Sustainability.
    RePEc:gam:jsusta:v:13:y:2021:i:16:p:9297-:d:617223.

    Full description at Econpapers || Download paper

  2. Connectedness between oil and agricultural commodity prices during tranquil and volatile period. Is crude oil a victim indeed?. (2021). Mirza, Nawazish ; Sun, Yanpeng ; Hsueh, Hsin-Pei ; Qadeer, Abdul .
    In: Resources Policy.
    RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001458.

    Full description at Econpapers || Download paper

  3. Crude Oil Volatility Transmission Across Food Commodity Markets: A Multivariate BEKK-GARCH Approach. (2020). Maurya, Shipra ; Thenmozhi, M.
    In: Journal of Emerging Market Finance.
    RePEc:sae:emffin:v:20:y:2020:i:2:p:131-164.

    Full description at Econpapers || Download paper

  4. Is a strong dollar bad for US agriculture?. (2019). French, Jordan.
    In: Agribusiness.
    RePEc:wly:agribz:v:35:y:2019:i:2:p:219-233.

    Full description at Econpapers || Download paper

  5. Intended and unintended consequences of US renewable energy policies. (2019). Tyner, W E ; Herath, N.
    In: Renewable and Sustainable Energy Reviews.
    RePEc:eee:rensus:v:115:y:2019:i:c:s1364032119305933.

    Full description at Econpapers || Download paper

  6. Modelling the symmetric and asymmetric relationships between oil prices and those of corn, barley, and rapeseed oil. (2019). al Refai, Hisham ; Eissa, Mohamad Abdelaziz.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:64:y:2019:i:c:s030142071930460x.

    Full description at Econpapers || Download paper

  7. An empirical analysis of the correlation between large daily changes in grain and oil futures prices. (2019). Fretheim, Torun .
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:14:y:2019:i:c:p:66-75.

    Full description at Econpapers || Download paper

  8. Modelling the return and volatility spillovers of crude oil and food prices in Nigeria. (2019). fasanya, Ismail ; Akinbowale, Seun.
    In: Energy.
    RePEc:eee:energy:v:169:y:2019:i:c:p:186-205.

    Full description at Econpapers || Download paper

  9. Energy and Food Security: Linkages through Price Volatility. (2019). Yoshino, Naoyuki ; Rasoulinezhad, Ehsan ; Taghizadeh-Hesary, Farhad.
    In: Energy Policy.
    RePEc:eee:enepol:v:128:y:2019:i:c:p:796-806.

    Full description at Econpapers || Download paper

  10. Dynamics between trading volume, volatility and open interest in agricultural futures markets: A Bayesian time-varying coefficient approach. (2019). Czudaj, Robert.
    In: Econometrics and Statistics.
    RePEc:eee:ecosta:v:12:y:2019:i:c:p:78-145.

    Full description at Econpapers || Download paper

  11. Does Agricultural Commodity Price Co-move with Oil Price in the Time-Frequency Space? Evidence from the Republic of Korea. (2018). Meng, Xiangcai .
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2018-04-16.

    Full description at Econpapers || Download paper

  12. Can Global Climate Change affect Prices in the World Banana Market?. (2018). Staver, Charles ; Loeillet, Denis ; Dawson, Carolina ; Blake, Daniella.
    In: German Journal of Agricultural Economics.
    RePEc:ags:gjagec:309949.

    Full description at Econpapers || Download paper

  13. .

    Full description at Econpapers || Download paper

  14. Investigation of Relationship Between World Food Prices and Energy Price: A Panel SUR Approach. (2017). Saghaian, Sayed ; Radmehr, Reza ; Seraji, Mohammad Tirgari ; Hezareh, Reza ; Shahnoushi, Naser ; Sayed, Saghaian .
    In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama.
    RePEc:ags:saea17:252782.

    Full description at Econpapers || Download paper

  15. Do oil prices drive agricultural commodity prices? Evidence from South Africa. (2016). Fowowe, Babajide .
    In: Energy.
    RePEc:eee:energy:v:104:y:2016:i:c:p:149-157.

    Full description at Econpapers || Download paper

  16. Biofuel-related price transmission using Renewable Identification Number prices to signal mandate regime. (2016). Ripplinger, David ; Thompson, Wyatt ; Whistance, Jarrett.
    In: Energy Economics.
    RePEc:eee:eneeco:v:55:y:2016:i:c:p:19-29.

    Full description at Econpapers || Download paper

  17. Food for the Stomach or Fuel for the Tank: What do Prices Tell Us?. (2015). Kafle, Kashi ; Pullabhotla, Hemant .
    In: 2015 Conference, August 9-14, 2015, Milan, Italy.
    RePEc:ags:iaae15:211822.

    Full description at Econpapers || Download paper

  18. Financialization of Agricultural Commodity Markets: Do Financial Data Help to Forecast Agricultural Prices. (2015). Etienne, Xiaoli.
    In: 2015 Conference, August 9-14, 2015, Milan, Italy.
    RePEc:ags:iaae15:211626.

    Full description at Econpapers || Download paper

  19. Financialization of Agricultural Commodity Markets: Do Financial Data Help to Forecast Agricultural Prices?. (2015). Etienne, Xiaoli.
    In: 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California.
    RePEc:ags:aaea15:205124.

    Full description at Econpapers || Download paper

  20. The Evolving Relationships between Agricultural and Energy Commodity Prices: A Shifting-Mean Vector Autoregressive Analysis. (2014). Holt, Matthew T. ; Enders, Walter.
    In: NBER Chapters.
    RePEc:nbr:nberch:12810.

    Full description at Econpapers || Download paper

  21. Dynamic spillovers among major energy and cereal commodity prices. (2014). Yoon, Seong-Min ; Nguyen, Duc Khuong ; Mensi, walid ; Hammoudeh, Shawkat.
    In: Energy Economics.
    RePEc:eee:eneeco:v:43:y:2014:i:c:p:225-243.

    Full description at Econpapers || Download paper

  22. On the upsurge of U.S. food prices revisited. (2014). Baek, Jungho ; Koo, Won W..
    In: Economic Modelling.
    RePEc:eee:ecmode:v:42:y:2014:i:c:p:272-276.

    Full description at Econpapers || Download paper

  23. A global VAR model for the analysis of wheat export prices. (2014). Piras, Francesco ; Gutierrez, Luciano .
    In: 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia.
    RePEc:ags:eaae14:182723.

    Full description at Econpapers || Download paper

  24. Possible impact of 2020 bioenergy targets on European Union land use. A scenario-based assessment from national renewable energy action plans proposals. (2013). Dallemand, Jean-Francois ; Scarlat, Nicolae ; Banja, Manjola .
    In: Renewable and Sustainable Energy Reviews.
    RePEc:eee:rensus:v:18:y:2013:i:c:p:595-606.

    Full description at Econpapers || Download paper

  25. Volatility spillover between oil and agricultural commodity markets. (2013). Soytas, Ugur ; Nazlioglu, Saban ; Erdem, Cumhur .
    In: Energy Economics.
    RePEc:eee:eneeco:v:36:y:2013:i:c:p:658-665.

    Full description at Econpapers || Download paper

  26. A Global Wheat Market Model (GLOWMM) for the Analysis of Wheat Export Prices. (2013). Piras, F. ; Gutierrez, L..
    In: 2013 Second Congress, June 6-7, 2013, Parma, Italy.
    RePEc:ags:aiea13:149760.

    Full description at Econpapers || Download paper

  27. Development of Corn Stover Biofuel: Impacts on Corn and Soybean Markets and Land Rotation. (2013). Tyner, Wallace ; Fiegel, Julie ; Taheripour, Farzad.
    In: 2013 Annual Meeting, August 4-6, 2013, Washington, D.C..
    RePEc:ags:aaea13:148851.

    Full description at Econpapers || Download paper

  28. Commodity prices, trade, and poverty in Uruguay. (2012). Terra, María ; Estrades, Carmen.
    In: Food Policy.
    RePEc:eee:jfpoli:v:37:y:2012:i:1:p:58-66.

    Full description at Econpapers || Download paper

  29. Commodity volatility breaks. (2012). Wohar, Mark ; Vivian, Andrew.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:22:y:2012:i:2:p:395-422.

    Full description at Econpapers || Download paper

  30. Do food and oil prices co-move?. (2012). Reboredo, Juan.
    In: Energy Policy.
    RePEc:eee:enepol:v:49:y:2012:i:c:p:456-467.

    Full description at Econpapers || Download paper

  31. Oil price, agricultural commodity prices, and the dollar: A panel cointegration and causality analysis. (2012). Soytas, Ugur ; Nazlioglu, Saban.
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:4:p:1098-1104.

    Full description at Econpapers || Download paper

  32. Energy and Speculation: New Dynamics in Agricultural Commodity Price Volatility. (2012). Xiarchos, Irene ; Burnett, James ; Kucher, Oleg .
    In: 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington.
    RePEc:ags:aaea12:124788.

    Full description at Econpapers || Download paper

  33. Impacts of Biofuels Policies in the EU. (2012). Tyner, Wallace ; Finco, Adele .
    In: Economics of Energy & Environmental Policy.
    RePEc:aen:eeepjl:1_3_a06.

    Full description at Econpapers || Download paper

  34. Sit down at the ball game: how trade barriers make the world less food secure. (2011). Rutten, Martine ; Meijerink, Gerdien ; Chant, Lindsay J..
    In: MPRA Paper.
    RePEc:pra:mprapa:30354.

    Full description at Econpapers || Download paper

  35. Rethinking the global food crisis: The role of trade shocks. (2011). Headey, Derek.
    In: Food Policy.
    RePEc:eee:jfpoli:v:36:y:2011:i:2:p:136-146.

    Full description at Econpapers || Download paper

  36. World oil and agricultural commodity prices: Evidence from nonlinear causality. (2011). Nazlioglu, Saban.
    In: Energy Policy.
    RePEc:eee:enepol:v:39:y:2011:i:5:p:2935-2943.

    Full description at Econpapers || Download paper

  37. World oil prices and agricultural commodity prices: Evidence from an emerging market. (2011). Soytas, Ugur ; Nazlioglu, Saban.
    In: Energy Economics.
    RePEc:eee:eneeco:v:33:y:2011:i:3:p:488-496.

    Full description at Econpapers || Download paper

  38. Distributive impacts of the food price crisis in the Andean region. (2010). Duryea, Suzanne ; Cuesta, Jose ; Jaramillo, Fidel ; Robles, Marcos.
    In: Journal of International Development.
    RePEc:wly:jintdv:v:22:y:2010:i:7:p:846-865.

    Full description at Econpapers || Download paper

  39. Food Price Increases in South Asia : National Responses and Regional Dimensions. (2010). Bank, World.
    In: World Bank Other Operational Studies.
    RePEc:wbk:wboper:2885.

    Full description at Econpapers || Download paper

  40. The long-run impact of energy prices on world agricultural markets: The role of macro-economic linkages. (2010). Gohin, A. ; Chantret, F..
    In: Energy Policy.
    RePEc:eee:enepol:v:38:y:2010:i:1:p:333-339.

    Full description at Econpapers || Download paper

  41. Willingness to pay for E85 from corn, switchgrass, and wood residues. (2010). English, Burton ; Clark, Christopher ; Marra, Adrienne C. ; Jensen, Kimberly L. ; Menard, Jamey R. ; Skahan, Denise K..
    In: Energy Economics.
    RePEc:eee:eneeco:v:32:y:2010:i:6:p:1253-1262.

    Full description at Econpapers || Download paper

  42. How to Understand High Food Prices. (2010). Gilbert, Christopher L..
    In: Journal of Agricultural Economics.
    RePEc:bla:jageco:v:61:y:2010:i:2:p:398-425.

    Full description at Econpapers || Download paper

  43. Analyzing Factors Affecting U.S. Food Price Inflation. (2010). Baek, Jungho ; Koo, Won W..
    In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie.
    RePEc:bla:canjag:v:58:y:2010:i:3:p:303-320.

    Full description at Econpapers || Download paper

  44. The integration of energy and agricultural markets. (2010). Tyner, Wallace.
    In: Agricultural Economics.
    RePEc:bla:agecon:v:41:y:2010:i:s1:p:193-201.

    Full description at Econpapers || Download paper

  45. Journal of International Agricultural Trade and Development, Volume 6, Issue 1. (2010). anonymous, .
    In: Journal of International Agricultural Trade and Development.
    RePEc:ags:joiatd:96778.

    Full description at Econpapers || Download paper

  46. Coping with Rising Food Prices: Policy Dilemmas in the Developing World. (2009). Lustig, Nora.
    In: Working Papers.
    RePEc:tul:wpaper:0907.

    Full description at Econpapers || Download paper

  47. Three bubbles and a panic: An explanatory review of recent food commodity price events. (2009). Thirtle, Colin ; Piesse, Jenifer.
    In: Food Policy.
    RePEc:eee:jfpoli:v:34:y:2009:i:2:p:119-129.

    Full description at Econpapers || Download paper

  48. Navigating the Perfect Storm: Reflections on the Food, Energy, and Financial Crises. (2009). Headey, Derek ; Fan, Shenggen ; Malaiyandi, Sangeetha .
    In: 2009 Conference, August 16-22, 2009, Beijing, China.
    RePEc:ags:iaae09:53212.

    Full description at Econpapers || Download paper

  49. Chinas Growth, World Food Prices, and Developing Countries Exports. (2009). Villoria, Nelson.
    In: 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin.
    RePEc:ags:aaea09:49398.

    Full description at Econpapers || Download paper

  50. Anatomy of a crisis: The causes and consequences of surging food prices. (2008). Headey, Derek ; Fan, Shenggen.
    In: IFPRI discussion papers.
    RePEc:fpr:ifprid:831.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-25 21:46:33 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.