The Microcosmic Mechanism and Empirical Test of Uncertainty on the Non-Linear Fluctuation of Chinese Grain Prices-Based on the Perspective of Global Economic Policy Uncertainty
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- Tovonony Razafindrabe & Valérie Mignon & Marc Joëts, 2016. "Does the volatility of commodity prices reflects macroeconomic uncertainty?," Post-Print hal-01667080, HAL.
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Cited by:
- Laura Onofri, 2024. "Application of Econometrics in Agricultural Production," Agriculture, MDPI, vol. 14(9), pages 1-2, August.
- Ling Sun & Wenjing Zhang & Zijiang Hu & Zhong Ning, 2024. "Food security under global economic policy uncertainty: fresh insights from the ocean transportation of food," Maritime Economics & Logistics, Palgrave Macmillan;International Association of Maritime Economists (IAME), vol. 26(3), pages 414-435, September.
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Keywords
non-linear wave; grain price; global economic policy uncertainty; threshold regression models (TR); Chinese grain market;All these keywords.
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