Citations (48)
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Xiaojie Xu & Yun Zhang. (2023) Scrap steel price forecasting with neural networks for east, north, south, central, northeast, and southwest China and at the national level. Ironmaking & Steelmaking 0:0, pages 1-15.
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Georg V. Lehecka. (2014) Have food and financial markets integrated?. Applied Economics 46:18, pages 2087-2095.
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Alan Woodland & Kishti Sen. (2010) The volatility of Australian traded goods’ prices. Applied Economics 42:30, pages 3849-3869.
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Yuqing Zheng, Henry W. Kinnucan & Henry Thompson. (2008) News and volatility of food prices. Applied Economics 40:13, pages 1629-1635.
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Raymond Swaray. (2007) How did the demise of international commodity agreements affect volatility of primary commodity prices?. Applied Economics 39:17, pages 2253-2260.
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Jian Yang & Titus O. Awokuse. (2003) Asset storability and hedging effectiveness in commodity futures markets. Applied Economics Letters 10:8, pages 487-491.
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Zijun Wang, Victoria Salin, Neal H. Hooker & David Leatham. (2002) Stock market reaction to food recalls: a GARCH application. Applied Economics Letters 9:15, pages 979-987.
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Articles from other publishers (40)
Xiaojie Xu & Yun Zhang. (2023) Edible oil wholesale price forecasts via the neural network. Energy Nexus 12, pages 100250.
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Xiaojie Xu & Yun Zhang. (2022) Steel price index forecasting through neural networks: the composite index, long products, flat products, and rolled products. Mineral Economics 36:4, pages 563-582.
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Xiaojie Xu & Yun Zhang. (2022) House price information flows among some major Chinese cities: linear and nonlinear causality in time and frequency domains. International Journal of Housing Markets and Analysis 16:6, pages 1168-1192.
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Anthony N. Rezitis & Ourania A. Tremma. (2022) The linkage between international dairy commodity prices and volatility: a panel-GARCH analysis. Journal of Agribusiness in Developing and Emerging Economies 13:5, pages 685-705.
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Xiaojie Xu & Yun Zhang. (2023) Price forecasts of ten steel products using Gaussian process regressions. Engineering Applications of Artificial Intelligence 126, pages 106870.
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Lu Wang, Rui Wu, WeiChun Ma & Weiju Xu. (2023) Examining the volatility of soybean market in the MIDAS framework: The importance of bagging-based weather information. International Review of Financial Analysis 89, pages 102720.
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Xiaojie Xu & Yun Zhang. (2023) Yellow corn wholesale price forecasts via the neural network. EconomiA 24:1, pages 44-67.
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Xiaojie Xu & Yun Zhang. (2023) China mainland new energy index price forecasting with the neural network. Energy Nexus 10, pages 100210.
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Xiaojie Xu & Yun Zhang. (2022) Coking coal futures price index forecasting with the neural network. Mineral Economics 36:2, pages 349-359.
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Hanan Mahmoud Sayed Agbo. (2023) Forecasting agricultural price volatility of some export crops in Egypt using ARIMA/GARCH model. Review of Economics and Political Science 8:2, pages 123-133.
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Xiaojie Xu & Yun Zhang. (2023) Corn cash-futures basis forecasting via neural networks. Advances in Computational Intelligence 3:2.
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Zeeshan Mustafa, Giuliano Vitali, Ray Huffaker & Maurizio Canavari. (2023) A systematic review on price volatility in agriculture. Journal of Economic Surveys.
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Xiaojie Xu & Yun Zhang. (2022) Canola and soybean oil price forecasts via neural networks. Advances in Computational Intelligence 2:5.
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Xiaojie Xu & Yun Zhang. (2022) Thermal coal price forecasting via the neural network. Intelligent Systems with Applications 14, pages 200084.
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Xiaojie Xu & Yun Zhang. (2022) Soybean and Soybean Oil Price Forecasting through the Nonlinear Autoregressive Neural Network (NARNN) and NARNN with Exogenous Inputs (NARNN–X). Intelligent Systems with Applications 13, pages 200061.
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Jittima Singvejsakul, Yaovarate Chaovanapoonphol & Budsara Limnirankul. (2021) Modeling the Price Volatility of Cassava Chips in Thailand: Evidence from Bayesian GARCH-X Estimates. Economies 9:3, pages 132.
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Amrinder Singh & Tarun Kumar Soni. (2021) Price Transmission in Cotton Futures Market: Evidence from Three Countries. Journal of Risk and Financial Management 14:9, pages 444.
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Anthony N. Rezitis & Gregor Kastner. (2021) On the joint volatility dynamics in international dairy commodity markets*. Australian Journal of Agricultural and Resource Economics 65:3, pages 704-728.
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Lara Millon, Kévin Barré, Romain Julliard, Pierre Compère & Christian Kerbiriou. (2021) Calculation of biodiversity level between different land-uses to improve conservation outcomes of biodiversity offsetting. Land Use Policy 101, pages 105161.
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Anthony N. Rezitis & Dimitrios N. Pachis. (2020) Investigating the price volatility transmission mechanisms of selected fresh vegetable chains in Greece. Journal of Agribusiness in Developing and Emerging Economies 10:5, pages 587-611.
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Neharika Sobti. (2019) Does Ban on Futures trading (de)stabilise spot volatility?. South Asian Journal of Business Studies 9:2, pages 145-166.
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Emmanuel Abokyi, Henk Folmer & Kofi Fred Asiedu. (2018) Public buffer stocks as agricultural output price stabilization policy in Ghana. Agriculture & Food Security 7:1.
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Ren Cong & Alex Y. Lo. (2017) Emission trading and carbon market performance in Shenzhen, China. Applied Energy 193, pages 414-425.
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Sushil Mohan, Firdu Gemech, Alan Reeves & John Struthers. (2016) The welfare effects of coffee price volatility for Ethiopian coffee producers. Qualitative Research in Financial Markets 8:4, pages 288-304.
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Nadja El Benni, Robert Finger & Miranda P.M. Meuwissen. (2016) Potential effects of the income stabilisation tool (IST) in Swiss agriculture. European Review of Agricultural Economics 43:3, pages 475-502.
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Benedicto Lukanima & Raymond Swaray. (2014) Market Reforms and Commodity Price Volatility: The Case of East African Coffee Market. The World Economy 37:8, pages 1152-1185.
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Trade Policy Inconsistency and Maize Price Volatility: An
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Anthony N. Rezitis & Konstantinos S. Stavropoulos. (2010) Supply response and price volatility in the Greek broiler market. Agribusiness 26:1, pages 25-48.
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Shaun K. Roache. (2010) What Explains the Rise in Food Price Volatility?. IMF Working Papers 10:129, pages 1.
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Anthony N. Rezitis & Konstantinos S. Stavropoulos. (2015) Modeling Pork Supply Response and Price Volatility: The Case of Greece. Journal of Agricultural and Applied Economics 41:1, pages 145-162.
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Fredy T. M. Kilima, Chanjin Chung, Phil Kenkel & Emanuel R. Mbiha. (2008) Impacts of Market Reform on Spatial Volatility of Maize Prices in Tanzania. Journal of Agricultural Economics 59:2, pages 257-270.
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Firdu Gemech & John Struthers. (2007) Coffee price volatility in Ethiopia: effects of market reform programmes. Journal of International Development 19:8, pages 1131-1142.
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Eva A. Benz & Stefan Trueck. (2008) Modeling the Price Dynamics of Co2 Emission Allowances. SSRN Electronic Journal.
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