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The macroeconomics shocks and the Brazilian agricultural price evolution : a VAR analysis approach

Spolador, Humberto Francisco Silva; Barros, Geraldo … - 2011

The findings presented in this paper come from our study of the effects of Brazilian macroeconomic policy on the Brazilian Farm [product] Price Index using an adapted version of Frankel's (1986 & 2006) theoretical model. The study examined the connection between Brazilian farm prices and...

Persistent link: https://www.econbiz.de/10011548191

World shocks, world prices, and business cycles : an empirical investigation

Fernández, Andrés; Schmitt-Grohé, Stephanie; Uribe, … - In: Journal of international economics 108 (2017), pp. 2-14

Persistent link: https://www.econbiz.de/10011915826

Study on extreme risk measurement of Chinese soybean futures market : VaR based on GARCH model

Li, Ganqiong; Xu, Shiwei; Wang, Shengwei; Yu, Haipeng - In: Proceedings of 2013 world agricultural outlook conference, (pp. 161-171). 2014

Persistent link: https://www.econbiz.de/10010416299

Volatility transmission in agricultural futures markets

Beckmann, Joscha; Czudaj, Robert - In: Economic modelling 36 (2014), pp. 541-546

Persistent link: https://www.econbiz.de/10010416370

Petroleum market volatility tracker in China

Bian, Huabin; Hua, Renhai; Liu, Qingfu; Zhang, Ping - In: The journal of futures markets 42 (2022) 11, pp. 2022-2040

Persistent link: https://www.econbiz.de/10013465839

The impact of COVID-19 on the interdependence between US and Chinese oil futures markets

Zhang, Yongmin; Ding, Shusheng; Shi, Haili - In: The journal of futures markets 42 (2022) 11, pp. 2041-2052

Persistent link: https://www.econbiz.de/10013465862