Extreme downside risk co-movement in commodity markets during distress periods: A multidimensional scaling approach

G Fernández-Avilés, JM Montero… - The European Journal …, 2020 - Taylor & Francis
We analyze the co-movement of a number of commodity markets in extreme financial
episodes worldwide. More specifically, we provide extreme downside risk co-movement …

Analysis of agricultural commodities prices with new Bayesian model combination schemes

K Drachal - Sustainability, 2019 - mdpi.com
In the described research three agricultural commodities (ie, wheat, corn and soybean) spot
prices were analyzed. In particular, one-month ahead forecasts were built with techniques …

Forecasting Selected Commodities' Prices with the Bayesian Symbolic Regression

K Drachal, M Pawłowski - International Journal of Financial Studies, 2024 - mdpi.com
This study firstly applied a Bayesian symbolic regression (BSR) to the forecasting of
numerous commodities' prices (spot-based ones). Moreover, some features and an initial …

Impact of oil exports on imports of food and agricultural products

SI Humbatova, MM Malik, JK Valiyev… - … Journal of Energy …, 2022 - econjournals.com.tr
This research reveals the impact of oil export on some food and agricultural products from
January 2013 to August 2021. For this purpose, we used ARDL model to evaluate short …

Enerji fiyatları ve tarım ürünleri fiyatları arasındaki bağımlılık ilişkisinin kapula yöntemi ile araştırılması

YY Bölen - 2022 - search.proquest.com
Ham petrol dünyada halen birincil enerji kaynağıdır ve başta finans piyasaları olmak üzere
tarım ve gıda piyasaları üzerinde çok geniş kapsamlı etkilere sahiptir. Türkiye petrol …