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Short-term price density forecasts in the lean hog futures market

Trujillo-Barrera, Andres; García, Philip; Mallory, Mindy L. - In: European review of agricultural economics : ERAE 45 (2018) 1, pp. 121-142

Persistent link: https://www.econbiz.de/10012002612

Dependency, centrality and dynamic networks for international commodity futures prices

Wu, Fei; Zhao, Wan-Li; Ji, Qiang; Zhang, Dayong - In: International review of economics & finance : IREF 67 (2020), pp. 118-132

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Commodity storage under backwardation : does the working curve still work?

Joseph, Kishore; Irwin, Scott H.; García, Philip - In: Applied economic perspectives and policy 38 (2016) 1, pp. 152-173

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Dependence risk analysis in energy, agricultural and precious metals commodities : a pair vine copula approach

Kumar, Satish; Tiwari, Aviral Kumar; Raheem, Ibrahim Dolapo - 2019

We apply pair vine copulas, specifically the C-vine and R-vine copulas, to examine the conditional multivariate dependence pattern/structure and R-vine copula-based value-at-risk (VaR) to assess financial portfolio risk. We examine the co-dependencies of 13 major commodity markets (which include...

Persistent link: https://www.econbiz.de/10012137783

High-frequency volatility connectedness between the US crude oil market and China's agricultural commodity markets

Luo, Jiawen; Ji, Qiang - In: Energy economics 76 (2018), pp. 424-438

Persistent link: https://www.econbiz.de/10011976696

Speculation and corn prices

Etienne, Xiaoli Liao; Irwin, Scott H.; García, Philip - In: Applied economics 50 (2018) 44, pp. 4724-4744

Persistent link: https://www.econbiz.de/10012061614

Gone in ten minutes : intraday evidence of announcement effects in the electronic corn futures market

Lehecka, Georg V.; Wang, Xiaoyang; García, Philip - In: Applied economic perspectives and policy 36 (2014) 3, pp. 504-526

Persistent link: https://www.econbiz.de/10011279818

Futures market failure?

García, Philip; Irwin, Scott H.; Smith, Aaron D. - In: American journal of agricultural economics 97 (2015) 1, pp. 40-64

Persistent link: https://www.econbiz.de/10011292807

Price explosiveness, speculation, and grain futures prices

Etienne, Xiaoli L.; Irwin, Scott H.; García, Philip - In: American journal of agricultural economics 97 (2015) 1, pp. 65-87

Persistent link: https://www.econbiz.de/10011294281

Dependence risk analysis in energy, agricultural and precious metals commodities : a pair vine copula approach

Kumar, Satish; Tiwari, Aviral Kumar; Raheem, I. D.; Ji, … - In: Applied economics 52 (2020) 28, pp. 3055-3072

Persistent link: https://www.econbiz.de/10012221480