[HTML][HTML] Technology and automation in financial trading: A bibliometric review
In this bibliometric study, the significant transformations in the financial sector brought about
by automation and technological advancements from 1984 to 2022 are explored. A total of …
by automation and technological advancements from 1984 to 2022 are explored. A total of …
War in Ukraine: The rational “wait‐and‐see” mode of global food markets
N Legrand - Applied Economic Perspectives and Policy, 2023 - Wiley Online Library
Russia's invasion of Ukraine is a major shock at the heart of the breadbasket of Europe at a
time when global stocks are running short. With inelastic supply and demand for such basic …
time when global stocks are running short. With inelastic supply and demand for such basic …
Contemporaneous interactions among fuel, biofuel and agricultural commodities
This study examines the contemporaneous interactions among energy (oil and ethanol) and
agricultural commodities (corn, soybean, and wheat) in the United States during the period 1 …
agricultural commodities (corn, soybean, and wheat) in the United States during the period 1 …
USDA announcement effects in real‐time
MK Adjemian, SH Irwin - American Journal of Agricultural …, 2018 - Wiley Online Library
Abstract In 2012, the Chicago Board of Trade eliminated a morning trading halt that
coincided with the normal publication time for important USDA commodity reports …
coincided with the normal publication time for important USDA commodity reports …
Estimating the location of world wheat price discovery
JP Janzen, MK Adjemian - 2017 - Wiley Online Library
Abstract The United States may be losing its leadership role in the world wheat market.
Rising trading volume in foreign futures markets and shifting shares of world trade are …
Rising trading volume in foreign futures markets and shifting shares of world trade are …
Is liquidity provision informative? Evidence from agricultural futures markets
Electronic commodity trading witnesses a massive volume of order messages every trading
day, but little is known about their informativeness. We examine limit order dynamics and …
day, but little is known about their informativeness. We examine limit order dynamics and …
Bibliometric analysis: a comparative overview of the literature on commodity market for the period 2006-2021
This literature-based work seeks to analyse the contribution of literature on the commodity
market and also portrays the research framework scenario for nascent researchers. For that …
market and also portrays the research framework scenario for nascent researchers. For that …
Are USDA reports still news to changing crop markets?
This study investigates whether major USDA reports still provide important news to changing
crop markets. The news component of each report, or market “surprise,” is measured as a …
crop markets. The news component of each report, or market “surprise,” is measured as a …
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 …
Supply fundamentals and grain futures price movements
A long‐standing puzzle in commodity markets is the low explanatory power of supply and
demand fundamentals for explaining the variability of prices in these markets. We apply an …
demand fundamentals for explaining the variability of prices in these markets. We apply an …