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Bayesian state-space estimation of stochastic volatility for storable commodities
Karali, Berna; Power, Gabriel J.; Ishdorj, Ariun - In: American journal of agricultural economics 93 (2011) 2, pp. 434-440
Persistent link: https://www.econbiz.de/10009374045
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Dynamics of bioful stock prices : a Bayesian approach
Du, Xiaodong; Hayes, Dermot James; Yu, Cindy L. - In: American journal of agricultural economics 93 (2011) 2, pp. 418-425
Persistent link: https://www.econbiz.de/10009374050
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The transmission of trends in retail food and farm prices
Reed, Albert J.; Clark, J. Stephen - In: American journal of agricultural economics 80 (1998) 5, pp. 1139-1143
Persistent link: https://www.econbiz.de/10001371990
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The role transportation costs in the economics of commodity markets
Roehner, Bertrand M. - In: American journal of agricultural economics 78 (1996) 2, pp. 339-353
Persistent link: https://www.econbiz.de/10001203311
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The effects of decision making on futures price volatility
Hennessy, David A. - In: American journal of agricultural economics 78 (1996) 3, pp. 591-603
Persistent link: https://www.econbiz.de/10001210751
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Jump processes in commodity futures prices and options pricing
Hilliard, Jimmy E.; Reis, Jorge - In: American journal of agricultural economics 81 (1999) 2, pp. 273-286
Persistent link: https://www.econbiz.de/10001387252
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Portfolio speculation and commodity price volatility in a stochastic storage model
Vercammen, James Alfred; Doroudian, Ali - In: American journal of agricultural economics 96 (2014) 2, pp. 517-532
Persistent link: https://www.econbiz.de/10010411908
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A multivariate evaluation of ex ante risks associated with fed cattle production
Belasco, Eric J.; Ghosh, Sujit K.; Goodwin, Barry K. - In: American journal of agricultural economics 91 (2009) 2, pp. 431-443
Persistent link: https://www.econbiz.de/10003831438
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A multivariate sample-selection model : estimating cigarette and alcohol demands with zero observations
Yen, Steven T. - In: American journal of agricultural economics 87 (2005) 2, pp. 453-466
Persistent link: https://www.econbiz.de/10002877229
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Endogeneity corrected stochastic production frontier and technical efficiency
Shee, Apurba; Stefanou, Spiro E. - In: American journal of agricultural economics 97 (2015) 3, pp. 939-952
Persistent link: https://www.econbiz.de/10011296125