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URL: http://purl.umn.edu/53118 Speculation and Volatility Spillover in the Crude Oil and Agricultural Commodity Markets: A Bayesian Analysis Provedor de dados: 31 Autores: Du, Xiaodong; Yu, Cindy L.; Hayes, Dermot J. This paper assesses the roles of various factors influencing the volatility of crude oil prices and the possible linkage between this volatility and agricultural commodity markets. Stochastic volatility models are applied to weekly crude oil, corn and wheat futures prices from November 1998 to January 2009. Model parameters are estimated using Bayesian Markov chain Monte Carlo methods. The main results are as follows. Speculation, scalping, and petroleum inventories are found to be important in explaining oil price variation. Several properties of crude oil price dynamics are established including mean-reversion, a negative correlation between price and volatility, volatility clustering, and infrequent compound Poisson jumps. We find evidence of volatility... Tipo: Conference Paper or Presentation Palavras-chave: Gibbs sampling; Merton jump; Leverage effect; Stochastic volatility; Demand and Price Analysis; Financial Economics; Resource /Energy Economics and Policy; G13; Q4. Ano: 2009 URL: http://purl.umn.edu/49276 Impacts of Bio-Fuels Expansion on Land Use and Conservation (Power Point Presentation) Provedor de dados: 31 Autores: Roe, Joshua D. Tipo: Conference Paper or Presentation Palavras-chave: Land Economics/Use; Resource /Energy Economics and Policy. Ano: 2006 URL: http://purl.umn.edu/33339 NONPOINT SOURCE AND CARBON SEQUESTRATION CREDIT TRADING: WHAT CAN THE TWO LEARN FROM EACH OTHER? Provedor de dados: 31 Autores: Stephenson, Kurt; Bosch, Darrell J. Emission trading programs have been discussed with respect to achieving water quality objectives and future caps on carbon emissions. A significant part of this literature explores the institutional and technical design issues associated with trades involving nonpoint effluent sources and carbon sequestration. This paper explores conceptual linkages between the nonpoint and carbon sequestration programs and identifies potential areas where cross fertilization can benefit research and policy design of trading programs for environmental protection. Tipo: Conference Paper or Presentation Palavras-chave: Environmental Economics and Policy; Resource /Energy Economics and Policy. Ano: 2003 URL: http://purl.umn.edu/22229 Land-water linkages in rural watersheds: Results from the FAO electronic workshop Provedor de dados: 31 Autores: Kiersch, Benjamin; Tognetti, Sylvia. Tipo: Journal Article Palavras-chave: Resource /Energy Economics and Policy.