-
1
-
-
0000761197
-
Does the law of one price really hold for commodity prices?
-
Ardeni, P. G. (1989). Does the law of one price really hold for commodity prices? American Journal of Agricultural Economics 71: 661-669.
-
(1989)
American Journal of Agricultural Economics
, vol.71
, pp. 661-669
-
-
Ardeni, P.G.1
-
2
-
-
0004051206
-
-
Unpublished manuscript, Department of Economics. San Diego, CA: University of California, San Diego
-
Baba, Y., Engle, R. F., Kraft, D. F. and Kroner, K. F. (1991). Multivariate simultaneous generalized ARCH. Unpublished manuscript, Department of Economics. San Diego, CA: University of California, San Diego.
-
(1991)
Multivariate Simultaneous Generalized ARCH
-
-
Baba, Y.1
Engle, R.F.2
Kraft, D.F.3
Kroner, K.F.4
-
3
-
-
0345078318
-
Production decisions under price uncertainty for Irish wheat and barley producers
-
T. Heckelei, H. P. Witzke and W. Henrichsmeyer (eds). Kiel: Vauk
-
Boyle, G. E. and McQuinn, K. (2001). Production decisions under price uncertainty for Irish wheat and barley producers. In T. Heckelei, H. P. Witzke and W. Henrichsmeyer (eds) Agricultural Sector Modelling and Policy Information Systems. Kiel: Vauk, 135-143.
-
(2001)
Agricultural Sector Modelling and Policy Information Systems
, pp. 135-143
-
-
Boyle, G.E.1
McQuinn, K.2
-
5
-
-
0000040160
-
Risk aversion and price risk in duality models of production: A linear mean-variance approach
-
Coyle, B. (1992). Risk aversion and price risk in duality models of production: a linear mean-variance approach. American Journal of Agricultural Economics 74: 849-859.
-
(1992)
American Journal of Agricultural Economics
, vol.74
, pp. 849-859
-
-
Coyle, B.1
-
6
-
-
0001003035
-
Risk aversion and yield uncertainty in duality models of production: A mean-variance approach
-
Coyle, B. (1999). Risk aversion and yield uncertainty in duality models of production: a mean-variance approach. American Journal of Agricultural Economics 81: 553-567.
-
(1999)
American Journal of Agricultural Economics
, vol.81
, pp. 553-567
-
-
Coyle, B.1
-
7
-
-
0039336528
-
Volatility in wheat spot and futures markets 1950-1993: Government farm programs, seasonality, and causality
-
Crain, S. J. and Lee, J. H. (1996). Volatility in wheat spot and futures markets 1950-1993: government farm programs, seasonality, and causality. Journal of Finance 51: 325-343.
-
(1996)
Journal of Finance
, vol.51
, pp. 325-343
-
-
Crain, S.J.1
Lee, J.H.2
-
8
-
-
0344216066
-
Optimal hedging ratios for wheat and barley at the LIFFE: A GARCH approach
-
Dawson, P. J., Tiffin, A. L. and White, B. (2000). Optimal hedging ratios for wheat and barley at the LIFFE: a GARCH approach. Journal of Agricultural Economics 51: 147-161.
-
(2000)
Journal of Agricultural Economics
, vol.51
, pp. 147-161
-
-
Dawson, P.J.1
Tiffin, A.L.2
White, B.3
-
9
-
-
0000472488
-
Likelihood ratio statistics for autoregressive time series with a unit root
-
Dickey, D. and Fuller, W. (1981). Likelihood ratio statistics for autoregressive time series with a unit root. Econometrica 9: 1057-1172.
-
(1981)
Econometrica
, vol.9
, pp. 1057-1172
-
-
Dickey, D.1
Fuller, W.2
-
10
-
-
0030356207
-
Efficient tests for an autoregressive unit root
-
Elliott, G., Rothenberg, T. J. and Stock, J. H. (1996). Efficient tests for an autoregressive unit root. Econometrica 64: 813-836.
-
(1996)
Econometrica
, vol.64
, pp. 813-836
-
-
Elliott, G.1
Rothenberg, T.J.2
Stock, J.H.3
-
11
-
-
25944473144
-
Macroeconomic influences on optimal asset allocation
-
Economics Department. Maynooth: National University of Ireland
-
Flavin, T. J. and Wickens, M. R. (2001). Macroeconomic influences on optimal asset allocation. Economics Department, Working Paper Series N108/03/01. Maynooth: National University of Ireland.
-
(2001)
Working Paper Series
, vol.N108-03-01
-
-
Flavin, T.J.1
Wickens, M.R.2
-
13
-
-
0002516917
-
Critical values for unit root tests in seasonal time series
-
Franses, P. H. and Hobijn, B. (1997). Critical values for unit root tests in seasonal time series. Journal of Applied Statistics 24: 25-47.
-
(1997)
Journal of Applied Statistics
, vol.24
, pp. 25-47
-
-
Franses, P.H.1
Hobijn, B.2
-
14
-
-
0344647626
-
EU wheat prices and its relation with other major wheat export prices
-
Nottingham: University of Nottingham
-
Ghoshray, A., Lloyd, T. A. and Rayner, A. J. (2000). EU wheat prices and its relation with other major wheat export prices. Discussion paper No. 00/8. Nottingham: University of Nottingham.
-
(2000)
Discussion Paper No. 00/8
, vol.8
-
-
Ghoshray, A.1
Lloyd, T.A.2
Rayner, A.J.3
-
15
-
-
0000439102
-
Cointegration tests and spatial price linkages in regional cattle markets
-
Goodwin, B. K. and Schroeder, T. C. (1991). Cointegration tests and spatial price linkages in regional cattle markets. American Journal of Agricultural Economics 72: 682-693.
-
(1991)
American Journal of Agricultural Economics
, vol.72
, pp. 682-693
-
-
Goodwin, B.K.1
Schroeder, T.C.2
-
16
-
-
0034974611
-
The effect of barge and ocean freight prices volatility in international grain markets
-
Haigh, M. S. and Bryant, H. L. (2001). The effect of barge and ocean freight prices volatility in international grain markets. Agricultural Economics 25: 41-58.
-
(2001)
Agricultural Economics
, vol.25
, pp. 41-58
-
-
Haigh, M.S.1
Bryant, H.L.2
-
17
-
-
84952494734
-
Testing for parameter instability in regressions with I(1) processes
-
Hansen, B. E. (1992a). Testing for parameter instability in regressions with I(1) processes. Journal of Business and Economic Statistics 10: 321-335.
-
(1992)
Journal of Business and Economic Statistics
, vol.10
, pp. 321-335
-
-
Hansen, B.E.1
-
18
-
-
0001462579
-
Testing for parameter instability
-
Hansen, B. E. (1992b). Testing for parameter instability. Journal of Policy Modelling 14: 517-533.
-
(1992)
Journal of Policy Modelling
, vol.14
, pp. 517-533
-
-
Hansen, B.E.1
-
19
-
-
0012754584
-
A forecast comparison of volatility models: Does anything beat a GARCH(1,1)?
-
Department of Economics. Providence, RI: Brown University
-
Hansen, P. R. and Lunde, A. (2001). A forecast comparison of volatility models: does anything beat a GARCH(1,1)? Department of Economics, Working Paper No. 01-04. Providence, RI: Brown University.
-
(2001)
Working Paper No. 01-04
, vol.1-4
-
-
Hansen, P.R.1
Lunde, A.2
-
21
-
-
0000250716
-
Specification tests in econometrics
-
Hausman, J. (1978). Specification tests in econometrics. Econometrica 46: 1251-1271.
-
(1978)
Econometrica
, vol.46
, pp. 1251-1271
-
-
Hausman, J.1
-
22
-
-
0000980114
-
Risk response in the beef marketing channel: A multivariate generalized ARCH-M approach
-
Holt, M. (1993). Risk response in the beef marketing channel: a multivariate generalized ARCH-M approach. American Journal of Agricultural Economics 75: 559-571.
-
(1993)
American Journal of Agricultural Economics
, vol.75
, pp. 559-571
-
-
Holt, M.1
-
23
-
-
0039038710
-
Price risk in supply equations: An application of GARCH time-series models to the U.S. broiler market
-
Holt, M. and Aradhyula, S. (1990). Price risk in supply equations: an application of GARCH time-series models to the U.S. broiler market. Southern Economic Journal 57: 230-242.
-
(1990)
Southern Economic Journal
, vol.57
, pp. 230-242
-
-
Holt, M.1
Aradhyula, S.2
-
24
-
-
44949269829
-
Seasonal integration and cointegration
-
Hylleberg, S., Engle, R. F., Granger, C. W. J. and Yoo, B. S. (1990). Seasonal integration and cointegration. Journal of Econometrics 44: 215-238.
-
(1990)
Journal of Econometrics
, vol.44
, pp. 215-238
-
-
Hylleberg, S.1
Engle, R.F.2
Granger, C.W.J.3
Yoo, B.S.4
-
26
-
-
0035612989
-
The effects of dollar/sterling exchange rate volatility on futures markets for coffee and cocoa
-
Jumah, A. and Kunst, R. M. (2001). The effects of dollar/sterling exchange rate volatility on futures markets for coffee and cocoa. European Review of Agricultural Economics 28: 307-328.
-
(2001)
European Review of Agricultural Economics
, vol.28
, pp. 307-328
-
-
Jumah, A.1
Kunst, R.M.2
-
27
-
-
0032357912
-
Inflation and relative price volatilities in Russian food markets
-
Loy, J. P. and Weaver, R. (1998). Inflation and relative price volatilities in Russian food markets. European Review of Agricultural Economics 25: 373-394.
-
(1998)
European Review of Agricultural Economics
, vol.25
, pp. 373-394
-
-
Loy, J.P.1
Weaver, R.2
-
30
-
-
84985687582
-
Price asymmetry in the international wheat market
-
Mohanty, S., Wesley, E., Petersen, F. and Kruse, N. C. (1995). Price asymmetry in the international wheat market. Canadian Journal of Agricultural Economics 43: 355-366.
-
(1995)
Canadian Journal of Agricultural Economics
, vol.43
, pp. 355-366
-
-
Mohanty, S.1
Wesley, E.2
Petersen, F.3
Kruse, N.C.4
-
32
-
-
2442763189
-
Area allocation under price uncertainty on Dutch arable farms
-
Oude Lansink, A. (1999). Area allocation under price uncertainty on Dutch arable farms. Journal of Agricultural Economics 50: 93-105.
-
(1999)
Journal of Agricultural Economics
, vol.50
, pp. 93-105
-
-
Oude Lansink, A.1
-
34
-
-
0001561726
-
Further evidence on breaking trend functions in macroeconomic variables
-
Perron, P. (1997). Further evidence on breaking trend functions in macroeconomic variables. Journal of Econometrics 80: 355-385.
-
(1997)
Journal of Econometrics
, vol.80
, pp. 355-385
-
-
Perron, P.1
-
35
-
-
0031481472
-
Risk preference estimation in the nonlinear mean standard deviation approach
-
Saha, A. (1997). Risk preference estimation in the nonlinear mean standard deviation approach. Economic Inquiry 35: 61-71.
-
(1997)
Economic Inquiry
, vol.35
, pp. 61-71
-
-
Saha, A.1
-
38
-
-
28444488750
-
Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis
-
Zivot, E. and Andrews, D. W. K. (1992). Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis. Journal of Business and Economic Statistics 10: 251-270.
-
(1992)
Journal of Business and Economic Statistics
, vol.10
, pp. 251-270
-
-
Zivot, E.1
Andrews, D.W.K.2
|