Showing 1 - 10 of 14
Persistent link: https://www.econbiz.de/10001219543
We examine co-movements between biofuels and a wide range of commodities and assets in the US, Europe, and Brazil. We analyze a unique dataset of 33 commodities and relevant assets (between 2003 and 2016) which is unprecedented in the biofuels literature. We combine the minimum spanning trees...
Persistent link: https://www.econbiz.de/10012981628
We review the fuel-food price linkage models of the time series, structural, and general or partial equilibrium nature with the main attention devoted to the time series literature. Our assessment is nested in the discussion of general commodity prices co-movement on one side and in the...
Persistent link: https://www.econbiz.de/10012892599
We study the effect of the banking supervision in institutional settings of foreign-bank dominated financial systems of Central, Eastern and South-Eastern Europe in post-crisis period 2012-2018. For a dataset of 450 banks from 20 economies of the region, we use a mediation-moderation analysis...
Persistent link: https://www.econbiz.de/10013238895
This paper investigates investment performance of the most commercially developed microfinance investment funds and it also includes a discussion of major economic characteristics of microfinance investments. When we analyze the relation between microfinance funds' returns and the performance of...
Persistent link: https://www.econbiz.de/10013098019
Persistent link: https://www.econbiz.de/10010372770
Persistent link: https://www.econbiz.de/10009546950
We examine co-movements between biofuels (ethanol and biodiesel) and a wide range of commodities and assets in the USA, Europe, and Brazil. The main contributions are twofold. First, we analyze a unique dataset of 32 commodities and relevant assets (between 2003 and 2015) which is unprecedented...
Persistent link: https://www.econbiz.de/10011515759
We assess the fuel-food price linkage models of the structural and of the time series nature with the main attention devoted to the time series literature. We document shifting focus from a straightforward vector autoregressive and error-correction analysis of fuel-food commodity price level...
Persistent link: https://www.econbiz.de/10011921431
Persistent link: https://www.econbiz.de/10011749368