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Using a functional approach to test trending volatility in the price of Mexican and international agricultural products. (2017). Guerrero, Santiago ; Torres, Miriam Jureza ; dela Valle, Gerardo Hernndeza.
In: Agricultural Economics.
RePEc:bla:agecon:v:48:y:2017:i:1:p:3-13.

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    In: Journal of Commodity Markets.
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  2. BREXIT referendum’s impact on the financial markets in the UK. (2021). Stoupos, Nikolaos ; Kiohos, Apostolos.
    In: Review of World Economics (Weltwirtschaftliches Archiv).
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  3. Efficiency and Forecast Performance of Commodity Futures Markets. (2019). Kalkuhl, Matthias ; Algieri, Bernardina.
    In: American Journal of Economics and Business Administration.
    RePEc:abk:jajeba:ajebasp.2019.19.34.

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  4. A Hybrid Metaheuristic for the Efficient Solution of GARCH with Trend Models. (2018). Schutze, Oliver ; Hernandez-Del, Gerardo ; Perea, Benjamin ; Uribe, Lourdes.
    In: Computational Economics.
    RePEc:kap:compec:v:52:y:2018:i:1:d:10.1007_s10614-017-9666-8.

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  5. Analysis of risk premium in UK natural gas futures. (2018). Torro, Hipolit ; Martinez, Beatriz.
    In: International Review of Economics & Finance.
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  6. Expected Spot Prices and the Dynamics of Commodity Risk Premia. (2017). Bianchi, Daniele ; Piana, Jacopo.
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  7. Commodity Price Co-movement: Heterogeneity and the Time Varying Impact of Fundamentals. (2017). Xu, Bing ; Sakemoto, Ryuta ; Byrne, Joseph.
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  8. Using a functional approach to test trending volatility in the price of Mexican and international agricultural products. (2017). Guerrero, Santiago ; Torres, Miriam Jureza ; dela Valle, Gerardo Hernndeza.
    In: Agricultural Economics.
    RePEc:bla:agecon:v:48:y:2017:i:1:p:3-13.

    Full description at Econpapers || Download paper

  9. Monetary policy shocks and the dynamics of agricultural commodity prices: evidence from structural and factor†augmented VAR analyses. (2017). Rafayet, MD ; Gilbert, Scott.
    In: Agricultural Economics.
    RePEc:bla:agecon:v:48:y:2017:i:1:p:15-27.

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  10. Co-movement of major energy, agricultural, and food commodity price returns: A time-series assessment. (2016). Hernandez, Manuel ; De Pace, Pierangelo ; DePace, Pierangelo ; de Nicola, Francesca.
    In: Energy Economics.
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  11. Volatility and Commodity Price Dynamics in Nigeria. (2016). Manasseh, Charles O ; Obinna, Obiorah K ; Ogbuabor, Jonathan E.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2016-04-41.

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  12. A Functional Approach to Test Trending Volatility. (2016). Juarez, Miriam ; del Valle, Hernandez ; Santiago, Guerrero ; Miriam, Juarez-Torres .
    In: Working Papers.
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  13. Maize price volatility : does market remoteness matter ?. (2015). Tristan, Le Cotty ; Moctar, Ndiaye ; Elodie, Maitre dHotel .
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  14. Maize price volatility: does market remoteness matter?. (2015). le Cotty, Tristan ; D'Hotel, Elodie Maitre ; NDIAYE, Moctar .
    In: Working Papers.
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  15. Back to the futures: An assessment of market performance on the early Winnipeg Grain Exchange. (2014). Santos, Joseph M.
    In: Canadian Journal of Economics/Revue canadienne d'économique.
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  16. Co-movement of major commodity price returns : time-series assessment. (2014). Hernandez, Manuel ; de Nicola, Francesca ; De Pace, Pierangelo ; DePace, Pierangelo.
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  17. Co-movement of major commodity price returns: A time-series assessment:. (2014). Hernandez, Manuel ; de Nicola, Francesca ; De Pace, Pierangelo ; DePace, Pierangelo.
    In: IFPRI discussion papers.
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  18. Back to the Futures: An Assessment of Commodity Market Efficiency and Forecast Error Drivers. (2014). Kalkuhl, Matthias ; Algieri, Bernardina.
    In: Discussion Papers.
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  19. Measuring Maize Price Volatility in Swaziland using ARCH/GARCH approach. (2013). Sukati, Mphumuzi.
    In: MPRA Paper.
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  20. A staggered pricing approach to modeling speculative storage: implications for commodity price dynamics. (2013). Gospodinov, Nikolay ; Dabbous, Amal ; Assa, Hirbod.
    In: FRB Atlanta Working Paper.
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  21. Primary commodity prices: Co-movements, common factors and fundamentals. (2013). Fiess, Norbert ; Fazio, Giorgio ; Byrne, Joseph.
    In: Journal of Development Economics.
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  22. Estimation, Testing, and Finite Sample Properties of Quasi-Maximum Likelihood Estimators in GARCH-M Models. (2012). Phillips, Garry ; Iglesias, Emma ; Garry D. A. Phillips, ; Garry D. A. Phillips, .
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  23. Primary commodity prices : co-movements, common factors and fundamentals. (2011). Fiess, Norbert ; Fazio, Giorgio ; Byrne, Joseph.
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  24. Primary commodity prices: co-movements, common factors and fundamentals. (2010). Fiess, Norbert ; Fazio, Giorgio ; Byrne, Joseph.
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  25. Optimism and commitment: An elementary theory of bargaining and war. (2010). Byrne, Joseph P ; Fiess, Norbert ; Fazio, Giorgio .
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  26. Time-varying risk premium: further evidence in agricultural futures markets. (2009). Garcia, Philip ; Frank, Julieta.
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  27. Volatility spill-overs in commodity spot prices: New empirical results. (2009). Iglesias, Emma ; Dahl, Christian.
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  28. Exchange rate dynamics in a target zone--A heterogeneous expectations approach. (2009). Reitz, Stefan ; De Grauwe, Paul ; Bauer, Christian ; DeGrauwe, Paul.
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  29. Establishing the Presence of a Risk Premium in the Cocoa Futures Market: An Econometric Analysis. (2008). Armah, Stephen.
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  30. EFFICIENCY OF FOREST COMMODITY FUTURES MARKETS. (2004). Holt, Matthew ; He, Dequan.
    In: 2004 Annual meeting, August 1-4, Denver, CO.
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  31. Market efficiency in agricultural futures markets. (2002). Holt, Matthew ; McKenzie, Andrew M..
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  32. Autoregressive conditional heteroscedasticity in commodity spot prices. (2001). Beck, Stacie.
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  33. Endogenous risk in rational-expectations commodity models: A multivariate generalized ARCH-M approach. (1998). Holt, Matthew ; Aradhyula, Satheesh.
    In: Journal of Empirical Finance.
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  34. MARKET EFFICIENCY IN AGRICULTURAL FUTURES MARKETS. (1998). Holt, Matthew ; McKenzie, Andrew M..
    In: 1998 Annual meeting, August 2-5, Salt Lake City, UT.
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