Factors influencing price volatility on soybeans futures prices
@inproceedings{Hernndez2012FactorsIP,
title={Factors influencing price volatility on soybeans futures prices},
author={Gavil{\'a}nez Hern{\'a}ndez and Ju{\'a}n Diego},
year={2012}
}................................................................................................................................. xii CHAPTER
Figures and Tables from this paper
table 1 
figure 1 
figure 2 
table 3 
figure 3 
table 4 
figure 4 
table 5 
figure 5 
figure 6 
table 7 
figure 7 
table 8 
figure 8 
table 9 
figure 9 
table 10 
figure 10 
table 11 
figure 11 
table 12 
figure 12 
table 13 
figure 13 
table 14 
figure 14 
table 15 
figure 15 
table 16 
figure 16 
table 17 
figure 17 
table 18 
figure 18 
table 19 
figure 19 
table 20 
figure 20 
table 21 
figure 21 
table 22 
table 23 
figure 23 
table 24 
figure 24 
table 25 
figure 25 
table 26 
figure 26 
table 27 
figure 27 
figure 28 
figure 29 
table 29 
figure 30 
table 30 
figure 31 
table 31 
figure 32 
table 32 
figure 33 
table 33 
figure 34 
table 34 
figure 35 
table 35 
figure 36 
table 36 
figure 37 
table 37 
table 38 
table 39 
table 40 
table 41 
table 42 
table 43 
table 44 
table 45 
table 46 
table 47 
table 48 
table 49 
table 50 
table 51 
table 52
4 Citations
Quantifying the impact of Ramadan on global raw sugar prices
- Economics
- 2017
Each year during the month of Ramadan (Muslim fasting month) consumption of sugar increased dramatically across the globe as Muslims traditionally break their fast with some sweet drinks or products.…
Impact of Ramadan on Global Raw Sugar Prices
- Economics
- 2015
This thesis submitted in partial fulfillment of the requirements for the degree of Masters of Social Science in Economics of East West University, Dhaka, Bangladesh
References
SHOWING 1-10 OF 80 REFERENCES
The nature and determinants of volatility in agricultural prices: an empirical study from 1962-2008.
- Economics
- 2009
The volatility of 19 agricultural commodity prices are examined at monthly and annual frequencies. All of the price series are found to exhibit persistent volatility (periods of relatively high and…
The Impact of Index and Swap Funds on Commodity Futures Markets: Preliminary Results
- Economics
- 2010
This preliminary study examines the impact of index and swap fund participation in agricultural and energy commodity futures markets. Based on new data and empirical analysis the study finds that…
Volatility in Wheat Spot and Futures Markets, 1950-1993: Government Farm Programs, Seasonality, and Causality
- Economics
- 1996
The authors explore how wheat spot and futures market volatility has been impacted by government farm programs during the 1950-93 period. They find that changing volatility in both markets is highly…
Speculation and volatility spillover in the crude oil and agricultural commodity markets: A Bayesian analysis
- Economics
- 2009
Commodity Price Volatility: The Impact of Commodity Index Traders
- Economics
- 2010
Over the years, critics have argued that futures market prices have been either too low or too high. Speculators have often been the target for the wrath of those feeling the futures price does not…
Measuring Commodity Price Volatility And The Welfare Consequences Of Eliminating Volatility
- Economics
- 2004
Commodity price volatility in international markets has been used to justify numerous policy interventions, including the need for buffer stocks and counter-cyclical payments. The common measure of…
What Explains High Commodity Price Volatility? Estimating a Unified Model of Common and Commodity-Specific, High- and Low-Frequency Factors
- Economics
- 2009
We estimate a model of common and commodity-specific, high- and low-frequency factors, built on the spline-GARCH model of Engle and Rangel (2008) to explain the period of exceptionally high price…
High Agricultural Commodity Prices: What Are the Issues?
- Economics
- 2008
This report identifies the predominant factors behind the 2007/2008-crop-year market conditions for major agricultural commodities, with a focus on U.S. farm program crops. In addition, it briefly…
The Relationship between Oil, Exchange Rates, and Commodity Prices
- EconomicsJournal of Agricultural and Applied Economics
- 2009
Exchange rates have long been thought to have an important impact on the export and import of goods and services, and, thus, exchange rates are expected to influence the price of those products that…