Did Grain Futures Prices Overreact to the Russia-Ukraine War?
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Cited by:
- António Miguel Martins, 2024. "Short‐term market impact of Black Sea Grain Initiative on four grain markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(4), pages 619-630, April.
- Goyal, Raghav & Steinbach, Sandro, 2023. "Agricultural commodity markets in the wake of the black sea grain initiative," Economics Letters, Elsevier, vol. 231(C).
- Oh, Saera & Lim, Sunghun, 2024. "Geopolitical Risks and Agricultural Trade Diversification in Southern Africa: Port-level Evidence from the Russia-UkraineWar," 2024 Annual Meeting, July 28-30, New Orleans, LA 343735, Agricultural and Applied Economics Association.
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Keywords
Russia-Ukraine war; war premium; event study; behavioral finance; herding;All these keywords.
JEL classification:
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- Q02 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - General - - - Commodity Market
NEP fields
This paper has been announced in the following NEP Reports:- NEP-AGR-2023-09-04 (Agricultural Economics)
- NEP-CIS-2023-09-04 (Confederation of Independent States)
- NEP-TRA-2023-09-04 (Transition Economics)
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