Structural changes and statistical causal relationships in agricultural commodities markets : the impact of public news sentiment and institutional announcements
Ioannis Chalkiadakis, Gareth W. Peters, Guillaume Bagnarosa and Alexandre Gohin
| Year of publication: |
2025
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|---|---|
| Authors: | Chalkiadakis, Ioannis ; Peters, Gareth ; Bagnarosa, Guillaume ; Gohin, Alexandre |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 25.2025, 8, p. 1233-1259
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| Subject: | Agricultural commodities | Multiple-Output Gaussian process | Natural language processing | Statistical causality | text-as-data | Time-series | Ankündigungseffekt | Announcement effect | Zeitreihenanalyse | Time series analysis | Kausalanalyse | Causality analysis | Strukturwandel | Structural change | Agrarmarkt | Agricultural market | Agrarstatistik | Agricultural statistics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2025.2528689 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015534191