메뉴 건너뛰기




Volumn 8, Issue 1, 2013, Pages 45-52

Commodity price volatility during and after the economic crisis-implications for Romania

Author keywords

[No Author keywords available]

Indexed keywords


EID: 84906958748     PISSN: 1840118X     EISSN: None     Source Type: Journal    
DOI: 10.2478/jeb-2013-0003     Document Type: Article
Times cited : (4)

References (19)
  • 1
    • 7044254111 scopus 로고
    • GARCH time-series models: An application to retail livestock prices
    • Aradhyula, S.V. and Holt, M. T., 1988. GARCH time-series models: an application to retail livestock prices. Western Journal of Agricultural Economics, 13: 365-374.
    • (1988) Western Journal of Agricultural Economics , vol.13 , pp. 365-374
    • Aradhyula, S.V.1    Holt, M.T.2
  • 2
    • 42449156579 scopus 로고
    • Generalised autoregressive conditional heteroskedasticity
    • Bollerslev, T. 1986. Generalised autoregressive conditional heteroskedasticity. Journal of Econometrics, 51: 307-327. http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER-APP&SrcAuth=LinksAMR&KeyUT=000267109800009&DestLinkType=FullRecord&DestApp=ALL-WOS&UsrCustomerID=b7bc2757938ac7a7a821505f8243d9f3 10.1016/0304-4076(86)90063-1
    • (1986) Journal of Econometrics , vol.51 , pp. 307-327
    • Bollerslev, T.1
  • 3
    • 0038632719 scopus 로고    scopus 로고
    • The Long-Run Behavior of Commodity prices: Small Trends and Big Variability
    • Cashin, P. and McDermott, C. J. 2002. The Long-Run Behavior of Commodity prices: Small Trends and Big Variability, IMF Staff Papers, 49(2): 175-199.
    • (2002) IMF Staff Papers , vol.49 , Issue.2 , pp. 175-199
    • Cashin, P.1    McDermott, C.J.2
  • 4
    • 0039147699 scopus 로고    scopus 로고
    • GARCH 101: The use of ARCH/GARCH models in applied econometrics
    • Engle, R. 2001. GARCH 101: the use of ARCH/GARCH models in applied econometrics, Journal of Economic Perspectives, 15(4): 157-168.
    • (2001) Journal of Economic Perspectives , vol.15 , Issue.4 , pp. 157-168
    • Engle, R.1
  • 5
    • 79959589213 scopus 로고    scopus 로고
    • Measuring price risk in commodity markets
    • Figiel, S. and Hamulczuk, M. 2010. Measuring price risk in commodity markets, Olsztyn Economic Journal, 5(2): 380-394.
    • (2010) Olsztyn Economic Journal , vol.5 , Issue.2 , pp. 380-394
    • Figiel, S.1    Hamulczuk, M.2
  • 8
    • 77958524149 scopus 로고    scopus 로고
    • Measuring the price volatility of certain field crops in South Africa using the ARCH/GARCH approach
    • Jordaan, H., Grové, B., Jooste, A., and Alemu, Z.G. 2007. Measuring the price volatility of certain field crops in South Africa using the ARCH/GARCH approach, Agrekon, 46(3): 306-322. 10.1080/03031853.2007.9523774
    • (2007) Agrekon , vol.46 , Issue.3 , pp. 306-322
    • Jordaan, H.1
  • 9
    • 57549108025 scopus 로고    scopus 로고
    • Commodity prices and global inflation
    • New York (May 8)
    • Lipsky, J.P. 2008. Commodity prices and global inflation, Council on Foreign Relations, New York (May 8).
    • (2008) Council on Foreign Relations
    • Lipsky, J.P.1
  • 10
    • 0000641348 scopus 로고
    • Conditional heteroskedasticity in asset returns: A new approach
    • Nelson, D.B. 1991. Conditional Heteroskedasticity in Asset Returns: A New Approach, Econometrica, 59(2): 347-370. 10.2307/2938260
    • (1991) Econometrica , vol.59 , Issue.2 , pp. 347-370
    • Nelson, D.B.1
  • 11
    • 84906967175 scopus 로고    scopus 로고
    • Key factors influencing commodity prices: The impact of the recent global economic and financial crisis
    • Pop, L.N. 2011. Key Factors Influencing Commodity Prices: The Impact of the Recent Global Economic and Financial Crisis, Virgil Madgearu Review of Economic Studies and Research, 4(1): 97-110.
    • (2011) Virgil Madgearu Review of Economic Studies and Research , vol.4 , Issue.1 , pp. 97-110
    • Pop, L.N.1
  • 12
    • 79959612246 scopus 로고    scopus 로고
    • Comparative approach of measuring price risk on romanian and international wheat markets, world academy of science, engineering and technology
    • (May)
    • Pop, L.N. and Ban, I.M. 2011. Comparative Approach of Measuring Price Risk on Romanian and International Wheat Markets, World Academy of Science, Engineering and Technology, Special Journal 77 (May): 512-517.
    • (2011) Special Journal , Issue.77 , pp. 512-517
    • Pop, L.N.1    Ban, I.M.2
  • 13
    • 84906963009 scopus 로고    scopus 로고
    • Assessing the Price risk on the romanian agricultural market: Analyses and implications
    • Opatija: J.J. Strossmayer University Osijek, Hochschule Pforyheim University, Croatia.
    • Pop L.N., Rovinaru F., and Rovinaru M. 2013. Assessing the Price Risk on the Romanian Agricultural Market: Analyses and Implications, Interdisciplinary Management Research IX: 469-479, Opatija: J.J. Strossmayer University Osijek, Hochschule Pforyheim University, Croatia.
    • (2013) Interdisciplinary Management Research , vol.9 , pp. 469-479
    • Pop, L.N.1    Rovinaru, F.2    Rovinaru, M.3
  • 14
    • 85013730722 scopus 로고    scopus 로고
    • The challenges of the sugar market: An assessment from the price volatility perspective and its implications for Romania
    • Pop, L.N., Rovinaru, M., and Rovinaru, F. 2013. The Challenges of the Sugar Market: An Assessment from the Price Volatility Perspective and Its Implications for Romania, Elsevier Procedia Economics and Finance, 5: 605-614.
    • (2013) Elsevier Procedia Economics and Finance , vol.5 , pp. 605-614
    • Pop, L.N.1    Rovinaru, M.2    Rovinaru, F.3
  • 15
  • 16
    • 84891948007 scopus 로고    scopus 로고
    • Romanian National Institute of Statistics (RNIS)
    • Romanian National Institute of Statistics (RNIS), 2012, Tempo Online Database.
    • (2012) Tempo Online Database
  • 17
    • 84906968045 scopus 로고    scopus 로고
    • Comparative analysis of the international and Romanian market from the Price volatility and risk perspective
    • Opatija: J.J. Strossmayer University Osijek, Hochschule Pforyheim University, Croatia
    • Rovinaru, F., Rovinaru, M, Pop, L.N. 2012. Comparative Analysis of the International and Romanian Market from the Price Volatility and Risk Perspective, Interdisciplinary Management Research VIII: 487-497, Opatija: J.J. Strossmayer University Osijek, Hochschule Pforyheim University, Croatia.
    • (2012) Interdisciplinary Management Research , vol.8 , pp. 487-497
    • Rovinaru, F.1    Rovinaru, M.2    Pop, L.N.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.