Testing for bubbles in agriculture commodity markets
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DOI: 10.22004/ag.econ.241272
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Other versions of this item:
- Areal, Francisco J & Balcombe, Kelvin & Rapsomanikis, George, 2013. "Testing for bubbles in agriculture commodity markets," MPRA Paper 48015, University Library of Munich, Germany.
- Areal, Francisco J. & Balcombe, Kelvin G. & Rapsomanikis, George, 2014. "Testing for bubbles in agricultural commodity markets," ESA Working Papers 288981, Food and Agriculture Organization of the United Nations, Agricultural Development Economics Division (ESA).
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Citations
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Cited by:
- Etienne, Xiaoli L., 2015.
"Financialization of Agricultural Commodity Markets: Do Financial Data Help to Forecast Agricultural Prices?,"
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205124, Agricultural and Applied Economics Association.
- Etienne, Xiaoli, 2015. "Financialization of Agricultural Commodity Markets: Do Financial Data Help to Forecast Agricultural Prices," 2015 Conference, August 9-14, 2015, Milan, Italy 211626, International Association of Agricultural Economists.
- Jeanne Diesteldorf & Sarah Meyer & Jan Voelzke, 2016. "New evidence for explosive behavior of commodity prices," CQE Working Papers 5016, Center for Quantitative Economics (CQE), University of Muenster.
- Rosa, Franco & Vasciaveo, Michela & Weaver, Robert D., 2014. "Agricultural and oil commodities: price transmission and market integration between US and Italy," Bio-based and Applied Economics Journal, Italian Association of Agricultural and Applied Economics (AIEAA), vol. 3(2), pages 1-25, August.
- Fantazzini, Dean, 2016.
"The oil price crash in 2014/15: Was there a (negative) financial bubble?,"
Energy Policy, Elsevier, vol. 96(C), pages 383-396.
- Fantazzini, Dean, 2016. "The Oil Price Crash in 2014/15: Was There a (Negative) Financial Bubble?," MPRA Paper 72094, University Library of Munich, Germany.
- Fatima, Hira & Ahmed, Mumtaz, 2019. "Testing for Exuberance Behavior in Agricultural Commodities of Pakistan," MPRA Paper 95304, University Library of Munich, Germany.
- Itamar Caspi & Nico Katzke & Rangan Gupta, 2014.
"Date stamping historical oil price bubbles: 1876 - 2014,"
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- Itamar Caspi & Nico Katzke & Rangan Gupta, 2014. "Date Stamping Historical Oil Price Bubbles: 1876-2014," Working Papers 201445, University of Pretoria, Department of Economics.
- Caramugan, Karlo Martin & Bayacag, Purisima, 2016. "Price Bubble in Selected ASEAN Agricultural Exports: An Application of the Generalized Supremum Augmented Dickey Fuller," MPRA Paper 74807, University Library of Munich, Germany.
- Butt, Muhammad Danial & Ahmed, Mumtaz, 2019. "Testing for Multiple Bubbles in Inflation for Pakistan," MPRA Paper 96847, University Library of Munich, Germany.
- Kübra Akyol Özcan, 2023. "Food Price Bubbles: Food Price Indices of Turkey, the FAO, the OECD, and the IMF," Sustainability, MDPI, vol. 15(13), pages 1-21, June.
- Caspi, Itamar & Katzke, Nico & Gupta, Rangan, 2018. "Date stamping historical periods of oil price explosivity: 1876–2014," Energy Economics, Elsevier, vol. 70(C), pages 582-587.
- Laurie Binge & Willem H Boshoff, 2016. "Modelling South African Art Prices: An analysis of post-2000 price behaviour," Working Papers 18/2016, Stellenbosch University, Department of Economics.
- repec:ipg:wpaper:2014-586 is not listed on IDEAS
- El Montasser, Ghassen & Malek Belhoula, Mohamed & Charfeddine, Lanouar, 2023. "Co-explosivity versus leading effects: Evidence from crude oil and agricultural commodities," Resources Policy, Elsevier, vol. 81(C).
- Butt, Muhammad Danial & Ahmed, Mumtaz, 2019. "Testing for Multiple Bubbles in Inflation for Pakistan," MPRA Paper 96705, University Library of Munich, Germany.
- Kräussl, Roman & Lehnert, Thorsten & Martelin, Nicolas, 2016.
"Is there a bubble in the art market?,"
Journal of Empirical Finance, Elsevier, vol. 35(C), pages 99-109.
- Kräussl, Roman & Lehnert, Thorsten & Martelin, Nicolas, 2014. "Is there a bubble in the art market?," CFS Working Paper Series 493, Center for Financial Studies (CFS).
- Roman Kräussl & Thorsten Lehnert & Nicolas Martelin, 2014. "Is there a Bubble in the Art Market?," LSF Research Working Paper Series 14-07, Luxembourg School of Finance, University of Luxembourg.
- Binge, Laurie H. & Boshoff, Willem H., 2021. "Measuring alternative asset prices in an emerging market: The case of the South African art market," Emerging Markets Review, Elsevier, vol. 47(C).
- Koy, Ayben, 2018. "Testing Multi Bubbles for Commodity Derivative Markets: A Study on MCX," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 9(2), pages 291-299, April.
- Aktham Maghyereh & Hussein Abdoh, 2022. "Can news-based economic sentiment predict bubbles in precious metal markets?," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-29, December.
- Irwin, Scott H., 2020. "Trilogy for troubleshooting convergence: Manipulation, structural imbalance, and storage rates," Journal of Commodity Markets, Elsevier, vol. 17(C).
- Moreno-Pérez, Olga M. & Marcossi, Gisele P.C. & Ortiz-Miranda, Dionisio, 2017. "Taking stock of the evolution of the biodiesel industry in Brazil: Business concentration and structural traits," Energy Policy, Elsevier, vol. 110(C), pages 525-533.
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More about this item
Keywords
Demand and Price Analysis;JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- Q11 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture - - - Aggregate Supply and Demand Analysis; Prices
- Q13 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture - - - Agricultural Markets and Marketing; Cooperatives; Agribusiness
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