Previous studies on commodity price bubbles mainly focused on futures markets and ignored the performance of spot markets. Using the price data for corn and soybeans in China, this study identifies the exact bubble dates for the futures and spot markets, and finds asynchronous price bubbles...

This study leverages the Log-Periodic Power Law Singularity (LPPLS) confidence indicator to effectively identify bubbles in agricultural commodity markets. We analyze five major grain price indices reported by the International Grains Council (IGC) from January 2000 to April 2023, successfully...

This article explores the ways in which socio-economic transformations are unfolding within small-scale farm-to-table supply chains in the alternative food networks of Hungary, driven by underutilised crops (UCs) in the post-COVID-19 pandemic context. Through an in-depth ethnographic study, I...