Similar Search Results

TARCH model-based dynamic hedging strategy of ADR portfolios

Guo, Haochen; Zmeškal, Zdeněk - In: International journal of economics and accounting : IJEA 11 (2022) 2, pp. 199-211

Persistent link: https://www.econbiz.de/10013454273

Speculation and volatility spillover in the crude oil and agricultural commodity markets : a Bayesian analysis

Du, Xiaodong; Yu, Cindy L.; Hayes, Dermot J. - 2009

Persistent link: https://www.econbiz.de/10003896163

Dynamics of biofuel stock prices : a Bayesian approach

Du, Xiaodong; Hayes, Dermot J.; Yu, Cindy - 2009

Persistent link: https://www.econbiz.de/10003896222

Discussion of volatility in agribusiness-oriented asset markets : peeking through a Bayesian window

Tobias, Justin L. - In: American journal of agricultural economics 93 (2011) 2, pp. 441-443

Persistent link: https://www.econbiz.de/10009374044

Dynamics of bioful stock prices : a Bayesian approach

Du, Xiaodong; Hayes, Dermot J.; Yu, Cindy L. - In: American journal of agricultural economics 93 (2011) 2, pp. 418-425

Persistent link: https://www.econbiz.de/10009374050

Speculation and volatility spillover in the crude oil and agricultural commodity markets : a Bayesian analysis

Du, Xiaodong; Yu, Cindy L.; Hayes, Dermot J. - In: Energy economics 33 (2011) 3, pp. 497-503

Persistent link: https://www.econbiz.de/10009266859

Disentangling corn price volatility : the role of global demand, speculation, and energy

McPhail, Lihong Lu; Du, Xiaodong; Muhammad, Andrew - In: Journal of agricultural and applied economics 44 (2012) 3, pp. 401-410

Persistent link: https://www.econbiz.de/10009675941

Inside the black box : the price linkage and transmission between energy and agricultural markets

Du, Xiaodong; MacPhail, Lucy H. - In: The energy journal 33 (2012) 2, pp. 171-194

Persistent link: https://www.econbiz.de/10009568821

Responses to market information and the impact on price volatility and trading volume : the case of Class III milk futures

Du, Xiaodong; Dong, Fengxia - In: Empirical economics : a journal of the Institute for … 50 (2016) 2, pp. 661-678

Persistent link: https://www.econbiz.de/10011455309

Inside the Black Box : The Price Linkage and Transmission between Energy and Agricultural Markets

Du, Xiaodong - 2015

Motivated by strong comovement and increasing volatility of energy and agricultural prices, we examine dynamic evolutions of ethanol, gasoline, and corn prices over the period of March 2005-March 2011. A structural change is found around March 2008 in the pairwise dynamic correlations between...

Persistent link: https://www.econbiz.de/10013037043