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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.