Return and volatility transmission between China's and international crude oil futures markets: A first look
We examine return and volatility transmission between the newly established crude oil
futures in China and international major crude oil futures markets using intraday data. For …
futures in China and international major crude oil futures markets using intraday data. For …
Russia's invasion of Ukraine–implications for grain markets and food security
S von Cramon-Taubadel - German journal of agricultural …, 2022 - ageconsearch.umn.edu
Abstract The Russian invasion of Ukraine in late February 2022 marks the beginning of a
new phase in history. For the first time since September 1939, a dictator has invaded a …
new phase in history. For the first time since September 1939, a dictator has invaded a …
Global wheat market dynamics: What is the role of the EU and the Black Sea wheat exporters?
M Svanidze, I Đurić - Agriculture, 2021 - mdpi.com
Over the last two decades, three countries in the Black Sea Region—Russia, Ukraine, and
Kazakhstan—became global leaders in grain production and trade, and replaced the USA …
Kazakhstan—became global leaders in grain production and trade, and replaced the USA …
[HTML][HTML] The dynamics of price discovery between the US and Chinese soybean market: A wavelet approach to understanding the effects of Sino-US trade conflict and …
During geopolitical crises, the price stability of agricultural commodities is critical for national
security. Understanding the dynamics of pricing power between the US and China and how …
security. Understanding the dynamics of pricing power between the US and China and how …
Market uncertainty and sentiment around USDA announcements
We investigate forward‐looking commodity price volatility expectations (proxied by option‐
implied volatilities or IVols) around scheduled US Department of Agriculture (USDA) reports …
implied volatilities or IVols) around scheduled US Department of Agriculture (USDA) reports …
The analysis of market integration and price transmission-results and implications in an African context
S von Cramon-Taubadel - Agrekon, 2017 - journals.co.za
A vast literature on market integration and price transmission has accumulated over the last
half century. This literature has received major impetus, first from the introduction of …
half century. This literature has received major impetus, first from the introduction of …
The expansion of the Brazilian winter corn crop and its impact on price transmission
FL Mattos, RL Franco da Silveira - International Journal of Financial …, 2018 - mdpi.com
The purpose of this study is to analyze the impact of the growth of the Brazilian winter corn
crop on the dynamics between domestic Brazilian prices and international prices as well as …
crop on the dynamics between domestic Brazilian prices and international prices as well as …
Price formation within Egypt's wheat tender market: Implications for Black Sea exporters
M Heigermoser, L Götz, M Svanidze - Agricultural Economics, 2021 - Wiley Online Library
Black Sea wheat exporters, led by Russia, dominate Egypt's wheat imports via a tender
system. The tenders are managed by the GASC and their outcomes are communicated …
system. The tenders are managed by the GASC and their outcomes are communicated …
Four Commitments of Traders Reports puzzles, revisited: Answers from grains and oilseeds futures markets
MA Robe, JS Roberts - Journal of Commodity Markets, 2024 - Elsevier
The CFTC's Commitments of Traders reports (DCOT and SCOT) are a key source of
information about the open interest in commodity derivatives markets. While informative …
information about the open interest in commodity derivatives markets. While informative …
Price discovery in agricultural futures markets: Should we look beyond the best bid‐ask spread?
M Arzandeh, J Frank - American Journal of Agricultural …, 2019 - Wiley Online Library
Price discovery is the incorporation of information to prices through the actions of traders.
Previous studies in financial markets have found evidence that informed traders may submit …
Previous studies in financial markets have found evidence that informed traders may submit …