Food price forecasts in the agricultural sector have always been a vital matter to a wide
variety of market participants. In this work, we approach this forecast problem for the weekly …

Accurately predicting the price of agricultural commodity is very important for evading market
risk, increasing agricultural income, and accomplishing government macroeconomic …

This study examines the volatility and seasonality influence on the price discovery of
agricultural commodities. The present study intends to review price volatility, that has been …

This paper constructs a minimum-variance portfolio of six agricultural futures. We make a full
sample analysis as well as a pre-COVID and COVID examination. Using Markowitz portfolio …

Whether the change trend of futures price can be accurately analyzed and predicted is the
key to the success or failure of futures trading. This paper constructs a new deep ensemble …

Purpose. This study highlights the specific and accurate methods for forecasting prices of
commonly consumed grains or legumes in Nigeria based on data from January 2017 to …

This paper investigates an idiosyncratic volatility spillover effect between the four agricultural
futures–corn, wheat, soybean, and rise. In order to avoid biased measurements of the …

In this paper, we evaluate the downside risk of six major agricultural commodities–corn,
wheat, soybeans, soybean meal, soybean oil and oats. For research purposes, we first use …

As per the literature survey, very few studies analyse the dynamics of conditional correlation
and spillover effects between agricultural commodity prices. This research aims at finding …

This study examines the performance of the GARCH model with two different error
distribution assumptions in forecasting the volatility of the global food price indices. For this …