Search Results - subject_exact:"Agrarpreis"

Volatility spillovers and interdependencies : the nexus of biofuel, food, and crude oil prices during the COVID-19 pandemic-A VECM-CCC-GARCH

Özdurak, Caner - 2026

This paper investigates the dynamic linkages and volatility transmission among global food prices, biofuel commodity prices, and crude oil prices, with a focus on the profound disruptions caused by the COVID-19 pandemic. While interdependencies between energy and agricultural markets are...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015653734

Rainfall shocks, market infrastructure, and agricultural price stability : evidence from tomato, onion, and potato markets in India

Goyal, Ashima; Khan, Anas - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015669658

Price relationships between differentiated agricultural products : do energy and climate shocks matter?

Salazar, César; Acuña-Duarte, Andrés A.; Gil, José … - 2025

Establishing a clear link between prices of conventional and niche product versions can help address challenges associated with anticipating these prices and attenuate concerns related to thin market conditions. In that regard, we analyze the price dynamics, differentiating between agri-product...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015375970

Connections between gold, main agricultural commodities, and Turkish stock markets

Kazak, Hasan; Mensi, Walid; Gunduz, Mehmet Akif; … - 2025

This study investigates the relationship between gold prices, agricultural commodity prices (rice, flour, bean, chickpea, lentil, and sugar), and Turkish stock markets. Using the Fourier Toda-Yamamoto causality test and wavelet coherency approach, we find that gold prices significantly influence...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015337348

Shockwaves from Ukraine : trends and gaps in agricultural commodity prices

Bondarenko, Olga - 2025

I propose partial-equilibrium models that describe the dynamics of global wheat and corn markets. These models extend the classic competitive storage framework by incorporating nonstationary variables. They are calibrated using data from Ukraine and key importing and exporting countries. The...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015198515

Show one more version 1

Shockwaves from Ukraine : trends and gaps in agricultural commodity prices

Bondarenko, Olga - 2025

Book / Working Paper

An investigation on the effects of oil price, industrial production and agricultural production on inflation in Kazakhstan using the toda-yamamoto model with structural breaks

Talimova, Lyazat; Sembekov, Amir Kateyevich; Kuchukova, … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015416973

Influence of agricultural commodity prices on food prices wanes

Sinabell, Franz - 2025

Key aggregate figures on Austria's agriculture and forestry sectors show little change for 2024 compared to the previous year, although there were significant fluctuations in individual commodity markets, such as sugar beet. In foreign trade in agricultural goods and foodstuffs, imports expanded...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015468079

Vertical and horizontal price transmission in the rice value chain : the case of Sri Lanka

Generale, Giovanni - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015470267

From weather to wallet : evidence on seasonal temperature shocks and global food prices

Falck, Elisabeth; Schulte, Patrick - 2025

In this paper, we provide evidence on the impact of global seasonal temperature shocks on global food commodity prices. Utilizing monthly data from 1961 to 2023, we find an economically and statistically highly significant, longer-lasting positive impact of summer temperature shocks on global...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015472631

Exploring dynamic extreme dependence of oil and agricultural markets

Kisswani, Khalid M.; Lahiani, Amine; Fikru, Mahelet G. - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015454547

Early warning of bubbles in the agricultural commodity market : evidence from LPPLS confidence indicators

Xu, Hai-Chuan; Tan, Yu-Zhen; Fan, Han-Xiao; Zhou, Wei-Xing - 2025

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...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015437814

Effects of growing-season weather on the dynamic price relationships between biofuel feedstocks

Goswami, Alankrita; Karali, Berna - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015597146

Hybrid forecasting of agricultural commodity prices : integrating machine learning, time series, and stochastic simulation models

Celik, Busra Agan; Celik, Serdar - 2025

This study examines a hybrid forecasting framework to evaluate the predictive performance of time series models (ARIMA, VAR), deep learning (LSTM), and stochastic simulations (GBM, FBM, BB) in forecasting agricultural commodity prices during global crises. Using daily data from 1985 to 2024, the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015551433

Spatial and temporal heterogeneity of ENSO impacts on rice production and price dynamics in Japan under climate change

Zhu, Haoran; Wu, Xiaoqi; Fu, Zetian; Zhang, Haiyu - 2025

Amid escalating global climate change, the El Niño-Southern Oscillation (ENSO) has emerged as a critical driver of variability in agri-food systems. Using high-frequency panel data from 46 prefectures in Japan spanning 2000-2025, this study establishes a multi-scale analytical framework to...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015583544

Biofuels and trade policies to mitigate food price shocks : Reinforcing global food markets

Rielaender, Jan . - 2025

Extreme weather events and large-scale conflicts lead to fluctuations in global food prices, intensifying food insecurity in developing countries. Between 2014 and 2021, the population affected by moderate or severe food insecurity increased by 10 percentage points. Following Russia's aggression...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015629982

Global macro-economic factors and key drivers impacting global food price volatility, domestic food prices, affordability, and accessibility of food : a paper produced for the G20 Taskforce on Food Security under the Presidency of South Africa

2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015508631

Analyzing the effects of oil price volatility on agricultural pricing and outsourcing dynamics : a vector autoregression approach

Agniyazov, Birzhan; Baimaganbetov, Sabit; Pazilov, Galimzhan - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015404004

Confluence of COVID-19 and the Russia-Ukraine conflict : effects on agricultural commodity prices and food security

Urak, Faruk; Bilgic, Abdulbaki; Florkowski, Wojciech J.; … - 2024

The study investigates the effects of the Russian-Ukrainian war, the COVID-19 pandemic, and exchange rate fluctuations on the average return, contagion dynamics, and persistence of risks associated with three staples in Türkiye: wheat, sunflower oil, and corn. The pandemic and the war disrupted...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014635339

Multi-task forecasting of the realized volatilities of agricultural commodity prices

Gupta, Rangan; Pierdzioch, Christian - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014553246

Does twitter economic uncertainty matter for wheat prices?

Alamah, Zein; ElGammal, Walid; Fakih, Ali - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015065950

Agricultural commodities' price transmission from international to local markets in developing countries

Emediegwu, Lotanna E.; Rogna, Marco - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015070083

Fertilizer prices and deforestation in Africa

Kassouri, Yacouba - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015070129

"El Niño" and "La Niña" : revisiting the impact on food commodity prices and euro area consumer prices

Borrallo, Fructuoso; Cuadro-Sáez, Lucía; Ghirelli, Corinna - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015073191

Mobile phones and Mozambique farmers : less asymmetric information and more trader competition?

Zant, Wouter - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015073331

Show one more version 1

Mobile phones and Mozambique farmers : less asymmetric information and more trader competition?

Zant, Wouter - 2018

Book / Working Paper

Global market report : tea prices and sustainability

Bermúdez, Steffany; Voora, Vivek; Larrea, Cristina; … - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014493763

Global market report : soybean prices and sustainability

Voora, Vivek; Bermudez, Steffany; Le, Han; Larrea, Cristina - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014493764

Does the financialization of agricultural commodities impact food security? : a empirical investigation

Manogna R. L.; Kulkarni, Nishil - 2024

The possible effect of the financialization of agricultural commodities on food security has become an evolving worry in recent years. This study seeks to empirically investigate this complicated problem and influence policy choices to ensure a more stable and secure food system by analyzing the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014494837

Time frequency and co-movements between global economic policy uncertainty, precious metals and agricultural prices : a wavelet coherence analysis and bootstrap rolling window granger causality

El Abed, Riadh; Hamouda, Abderrazek Ben - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014496867

Forecasting the realized volatility of agricultural commodity prices : does sentiment matter?

Bonato, Matteo; Cepni, Oguzhan; Gupta, Rangan; … - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015110366

Price spillovers and interdependences in China's agricultural commodity futures market : evidence from the US-China trade dispute

Chen, Xiangyu; Tongurai, Jittima - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015210801

The equilibrium impact of agricultural support prices and input subsidies

Chakraborty, Pubali; Chopra, Anand; Contractor, Lalit - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015332970

Food financialization : impact of derivatives and index funds on agri-food market volatility

Rosario Venegas, María del; Feregrino, Jorge; Lay, Nelson - 2024

This study explores the financialization of agricultural commodities, focusing on how financial derivatives and index funds impact the volatility of agro-food markets. Using a Dynamic Conditional Correlation (DCC) GARCH model, we analyze volatility spillovers among key agricultural commodities,...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015337765

Nonlinear price transmission and asynchronous price bubbles : empirical evidence from China's agricultural futures and spot markets

Mao, Qianqian; Ren, Yanjun; Loy, Jens-Peter - 2024

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...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015195789

The passthrough of agricultural commodity prices to food prices

Scott, Francisco; Lusompa, Amaze; Rodziewicz, David; … - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015199432

Distortion of agricultural incentives in East Africa : effects on agricultural value added

Dube, Biru Gelgo; Gobena, Adeba Gemechu; Beyene, Amsalu … - 2024

This study examines the effects of distortion of agricultural price incentives on agricultural value added in East Africa. The World Bank, IFPRI, FAO, and CSP are the sources of data. The dataset ranges from 1981 to 2018, and the error-corrected LSDV model is used to analyze the data. The...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015394019

The expanding role of renewable fuel policy as a demand driver in agriculture

Cowley, Cortney - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015394606

Cost of living in Ethiopia : the agricultural commodities market

Abeje, Tirngo Dinku; Chanie, Girma Negash - 2024

Although the Ethiopian government is engaged in a process of modernization and making major financial reforms, there remains lack of solid financial tool that could assist market participants in analyzing the agricultural commodity market positions. Similarly, agricultural policy lacks...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015449136

The impact of economic policy uncertainty on agricultural prices : evidence from China

Hao, Li; Ki-Seong, Lee - 2024

This study aims to analyze the fluctuations in agriculture and their effects on the economy. According to the traditional supply and demand theory, prices are determined by the relationship between supply and demand. When demand exceeds supply, agricultural product prices rise, increasing...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015453950

Financing and farm-gate pricing strategies for agricultural cooperatives with cash-constrained farmers

Xiaoyan Qian; Zhou, Quan Spring; Olsen, Tava Lennon - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015484516

Assessing the asymmetric volatility linkages of energy and agricultural commodity futures during low and high volatility regimes

Rezitis, Anthony N.; Andrikopoulos, Panagiotis; Daglis, … - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014475504

Agrifood value chains in low-income countries : accounting for market structure to inform policies

Bernard, Tanguy; Giraud-Héraud, Eric - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014582405

Does agricultural trade respond asymmetrically to oil price shocks? : evidence from New Zealand

Vatsa, Puneet; Baek, Jungho - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015398417

Unveiling dynamics in agricultural supply chain : a transformer-enhanced framework for commodity price modeling

Yi, Zelong; Liang, Zhuomin; Xie, Tongtong; Fu, Yelin; … - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015606038

Assessing the impact of climate risks on agricultural commodity prices in South Africa

Kutu, Kenny; Van Eyden, Reneé; Das, Sonali; Gupta, Rangan - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015627386

Jumping beans : implications of fat tails in international soybean and biofuels markets

Mason, Charles F.; Taschini, Luca; Wilmot, Neil A. - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015667052

Skill Formation, Child Labor, and the Schooling Consequences of the World War I Agricultural Boom

Jaworski, Taylor; Kitchens, Carl T.; Rodgers, Luke P. - 2026

We examine how the World War I agricultural commodity price boom affected human capital accumulation during the early decades of the high school movement in the United States. First, based on newly collected county-level enrollment data, we show that enrollment and average daily attendance fell...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015639354

Auswirkungen des Ukrainekrieges auf den globalen Agrar- und Ernährungssektor

Schünemann, Franziska - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014289991

Show one more version 1

Auswirkungen des Ukrainekrieges auf den globalen Agrar- und Ernährungssektor

Schünemann, Franziska - 2023

Article

Agricultural commodity prices, governance, and land supply in the Tropics

Miranda Arana, A. Javier; Börner, Jan - 2023

Sustainable use of land resources is at the core of the bioeconomy, and it is of central importance for development in the coming decades. The United Nations Sustainable Development Goals reflect this aspect of development both directly and indirectly. Important global trends, such as a growing...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014249996

Show one more version 1

Agricultural Commodity Prices, Governance, and Land Supply in the Tropics

Miranda Arana, A. Javier; Börner, Jan - 2023

Book / Working Paper

Exogenous Oil Supply Shocks and Global Agricultural Commodity Prices

Wei, Yanfeng; Guo, Xiaoying - 2023

The Russian invasion of Ukraine on February 24, 2022 dramatically disrupted the global supply of crude oil and agricultural commodities. As a consequence, the prices of oil and agricultural commodities increase substantially and many countries face the problem of high food inflation. Against...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014257733

Does Monetary Policy Have an Overshooting Influence on Agricultural Commodity Prices? Evidence from Three Covid-19 Time Points

Hua, Yufei; Lu, Jin; Chen, Haojia - 2023

COVID-19 has thrown a stark, harsh light on the world’s economy and has had a significant impact on monetary policies worldwide. In China, the economy is entering a new normal, and the effect of monetary policy on agricultural commodity prices has induced noticeable structural changes. The...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014347577