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The Impact of North American BSE Events on Live Cattle Futures Prices
Jin, Yanhong H.; Power, Gabriel J.; Elbakidze, Levan - In: American Journal of Agricultural Economics 90 (2008) 5, pp. 1279-1286
Persistent link: https://www.econbiz.de/10005291223
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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/10009358851
Cover Image
The Impact of North American BSE Events on Live Cattle Futures Prices
Jin, Yanhong H.; Power, Gabriel J.; Elbakidze, Levan - In: American Journal of Agricultural Economics 90 (2008) 5, pp. 1279-1286
Persistent link: https://www.econbiz.de/10009394207
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Short- and Long-Run Determinants of Commodity Price Volatility
Karali, Berna; Power, Gabriel J. - In: American Journal of Agricultural Economics 95 (2013) 3, pp. 724-738
To explain price volatility in the U.S. agricultural, energy, and metal futures markets, we estimate a model of common and commodity-specific, high- and low-frequency factors by building on the spline-GARCH model of Engle and Rangel (2008). A better model fit results from allowing the...
Persistent link: https://www.econbiz.de/10010638222