Co Movement Of Major Commodity Price Returns A Time Series Assessment

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Co-movement of major commodity price returns: A time-series assessment

de Nicola, Francesca,De Pace, Pierangelo,Hernandez, Manuel A.
Co movement of major commodity price returns A time series assessment Book PDF

Author : de Nicola, Francesca,De Pace, Pierangelo,Hernandez, Manuel A.
Publisher : Intl Food Policy Res Inst
Page : 44 pages
File Size : 40,5 Mb
Release : 2014-06-13
Category : Social Science
ISBN : 8210379456XXX

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Co-movement of major commodity price returns: A time-series assessment by de Nicola, Francesca,De Pace, Pierangelo,Hernandez, Manuel A. Pdf

This paper provides a comprehensive analysis of the degree of co-movement among the nominal price returns of 11 major energy, agricultural, and food commodities using monthly data between 1970 and 2013. The authors study the extent and the time evolution of unconditional and conditional correlations using a uniform-spacings testing approach, a multivariate dynamic conditional correlation model and a rolling regression procedure.

Co-Movement of Major Commodity Price Returns

Francesca de Nicola
Co Movement of Major Commodity Price Returns Book PDF

Author : Francesca de Nicola
Publisher : Unknown
Page : 38 pages
File Size : 51,9 Mb
Release : 2017
Category : Electronic
ISBN : OCLC:1305538693

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Co-Movement of Major Commodity Price Returns by Francesca de Nicola Pdf

This paper provides a comprehensive analysis of the degree of co-movement among the nominal price returns of 11 major energy, agricultural and food commodities based on monthly data between 1970 and 2013. A uniform-spacings testing approach, a multivariate dynamic conditional correlation model and a rolling regression procedure are used to study the extent and the time-evolution of unconditional and conditional correlations. The results indicate that (i) the price returns of energy and agricultural commodities are highly correlated; (ii) the overall level of co-movement among commodities increased in recent years, especially between energy and agricultural commodities and in particular in the cases of maize and soybean oil, which are important inputs in the production of biofuels; and (iii) particularly after 2007, stock market volatility is positively associated with the co-movement of price returns across markets.

The Handbook of Energy Policy

Farhad Taghizadeh-Hesary,Dayong Zhang
The Handbook of Energy Policy Book PDF

Author : Farhad Taghizadeh-Hesary,Dayong Zhang
Publisher : Springer Nature
Page : 970 pages
File Size : 41,9 Mb
Release : 2023-04-29
Category : Business & Economics
ISBN : 9789811967788

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The Handbook of Energy Policy by Farhad Taghizadeh-Hesary,Dayong Zhang Pdf

The Handbook of Energy Policy is a unique and novel reference for addressing the policy implications of energy demand and supply from their economic, political, social, planning, and environmental aspects. The Handbook of Energy Policy provides several studies from the global, regional, national, or local perspectives that are of wider policy significance. Studies provided in this book are of interest to the international organizations, governments, public and private sector entities, local communities, universities, research institutions, and other non-governmental organizations. Topics covered in the Handbook of Energy Policy are including energy security, energy poverty, energy finance, energy pricing, energy and environment, energy and sustainability, energy and growth, energy efficiency, energy trade, technological innovation and energy, energy transition, energy nexus studies, economics, and policy of fossil fuels, economics, and policy of renewable and green energies. The policy recommendations provided in all chapters are supported by a rigorous empirical or theoretical analysis.

Contemporary Issues in Business, Economics and Finance

Simon Grima,Ercan Özen,Hakan Boz
Contemporary Issues in Business Economics and Finance Book PDF

Author : Simon Grima,Ercan Özen,Hakan Boz
Publisher : Emerald Group Publishing
Page : 296 pages
File Size : 45,7 Mb
Release : 2020-09-02
Category : Business & Economics
ISBN : 9781839096044

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Contemporary Issues in Business, Economics and Finance by Simon Grima,Ercan Özen,Hakan Boz Pdf

Contemporary Studies in Economic and Financial Analysis (CSEF 104) dedicates 16 chapters in articles and studies on Contemporary Issues of Business Economics and Finance. Authors contributed from the International Applied Social Science Congress, held in Turkey.

Variable returns to fertilizer use and its relationship to poverty

Harou, Aurélie,Liu, Yanyan,Barrett, Christopher B.,You, Liangzhi
Variable returns to fertilizer use and its relationship to poverty Book PDF

Author : Harou, Aurélie,Liu, Yanyan,Barrett, Christopher B.,You, Liangzhi
Publisher : Intl Food Policy Res Inst
Page : 36 pages
File Size : 46,5 Mb
Release : 2014-09-29
Category : Social Science
ISBN : 8210379456XXX

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Variable returns to fertilizer use and its relationship to poverty by Harou, Aurélie,Liu, Yanyan,Barrett, Christopher B.,You, Liangzhi Pdf

Despite the rise of targeted input subsidy programs in Africa over the last decade, several questions remain as to whether low and variable soil fertility, frequent drought, and high fertilizer prices render fertilizer unprofitable for large subpopulations of African farmers. To examine these questions, we use large-scale, panel experimental data from maize field trials throughout Malawi to estimate the expected physical returns to fertilizer use conditional on a range of agronomic factors and weather conditions. Using these estimated returns and historical price and weather data, we simulate the expected profitability of fertilizer application over space and time. We find that the fertilizer bundles distributed under Malawi’s subsidy program are almost always profitable in expectation, although our results may be reasonably interpreted as upper-bound estimates among more skilled farmers given that the experimental subjects were not randomly selected.

Assessing the economic benefits of sustainable land management practices in Bhutan

Nkonya, Ephraim M.,Srinivasan, Raghavan,Anderson, Weston,Kato, Edward
Assessing the economic benefits of sustainable land management practices in Bhutan Book PDF

Author : Nkonya, Ephraim M.,Srinivasan, Raghavan,Anderson, Weston,Kato, Edward
Publisher : Intl Food Policy Res Inst
Page : 64 pages
File Size : 51,8 Mb
Release : 2014-07-31
Category : Social Science
ISBN : 8210379456XXX

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Assessing the economic benefits of sustainable land management practices in Bhutan by Nkonya, Ephraim M.,Srinivasan, Raghavan,Anderson, Weston,Kato, Edward Pdf

This study was conducted with the objective of determining the returns to sustainable land management (SLM) at the national level in Bhutan. The study first uses satellite data on land change (Landsat) to examine land use change in 1990–2010 and its impact on sediment loading in hydroelectric power plants. The study then uses the Soil and Water Assessment Tool (SWAT) model to analyze the impact of land use change and land management on sediment loading. The results from the land use change and SWAT analyses are used to assess the economic benefits of SLM.

Can market-based approaches to technology development and dissemination benefit women smallholder farmers?

Njuki, Jemimah,Waithanji, Elizabeth,Sakwa, Beatrice,Kariuki, Juliet,Mukewa, Elizabeth,Ngige, John
Can market based approaches to technology development and dissemination benefit women smallholder farmers Book PDF

Author : Njuki, Jemimah,Waithanji, Elizabeth,Sakwa, Beatrice,Kariuki, Juliet,Mukewa, Elizabeth,Ngige, John
Publisher : Intl Food Policy Res Inst
Page : 36 pages
File Size : 40,5 Mb
Release : 2014-07-11
Category : Social Science
ISBN : 8210379456XXX

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Can market-based approaches to technology development and dissemination benefit women smallholder farmers? by Njuki, Jemimah,Waithanji, Elizabeth,Sakwa, Beatrice,Kariuki, Juliet,Mukewa, Elizabeth,Ngige, John Pdf

Rural household economies dependent on rainfed agriculture are increasingly turning to irrigation technology solutions to reduce the effects of weather variability and guard against inconsistent and low crop output. Organizations are increasingly using market-based approaches to disseminate technologies to smallholder farmers, and, although women are among their targeted group, little is known of the extent to which these approaches are reaching and benefiting women. There is also little evidence on the implications of women’s use and control of irrigation technologies for outcomes, including crop choice and income management. This paper reports findings from a qualitative study undertaken in Tanzania and Kenya to examine women’s access to and ownership of KickStart pumps and the implications for their ability to make major decisions on crop choices and use of income from irrigated crops. Results from sales-monitoring data show that women purchase less than 10 percent of the pumps and men continue to make most of the major decisions on crop choices and income use. These findings vary by type of crop, with men making major decisions on high-income crops such as tomatoes and women having relatively more autonomy on crops such as leafy vegetables. The study concludes that market-based approaches on their own cannot guarantee access to and ownership of technologies, and businesses need to take specific measures toward the goal of reaching and benefiting women.

Assessing progress made toward shared agricultural transformation objectives in Mozambique

Benson, Todd,Mogues, Tewodaj,Woldeyohannes, Sileshi
Assessing progress made toward shared agricultural transformation objectives in Mozambique Book PDF

Author : Benson, Todd,Mogues, Tewodaj,Woldeyohannes, Sileshi
Publisher : Intl Food Policy Res Inst
Page : 39 pages
File Size : 50,7 Mb
Release : 2014-09-08
Category : Social Science
ISBN : 8210379456XXX

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Assessing progress made toward shared agricultural transformation objectives in Mozambique by Benson, Todd,Mogues, Tewodaj,Woldeyohannes, Sileshi Pdf

What has been the recent performance of the agricultural sector in Mozambique and the progress made thus far toward achieving the objectives established under the Comprehensive Africa Agriculture Development Programme (CAADP) initiative for Mozambique that began in late-2011?

The other Asian enigma

Headey, Derek D.,Hoddinott, John F.,Ali, Disha,Tesfaye, Roman,Dereje, Mekdim
The other Asian enigma Book PDF

Author : Headey, Derek D.,Hoddinott, John F.,Ali, Disha,Tesfaye, Roman,Dereje, Mekdim
Publisher : Intl Food Policy Res Inst
Page : 48 pages
File Size : 48,8 Mb
Release : 2014-07-25
Category : Social Science
ISBN : 8210379456XXX

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The other Asian enigma by Headey, Derek D.,Hoddinott, John F.,Ali, Disha,Tesfaye, Roman,Dereje, Mekdim Pdf

South Asia has long been synonymous with persistent and unusually high rates of child undernutrition—the so-called Asian enigma. Yet contrary to this stereotype, Bangladesh has managed to sustain a rapid reduction in the rate of child undernutrition for at least two decades. In this paper we aim to understand the sources of this unheralded success with the aspiration of deriving policy-relevant lessons from Bangladesh’s experience. To do so we employ a regression analysis of five rounds of Demographic and Health Surveys covering the period from 1997 to 2011.

Aid effectiveness in Ghana

Benin, Samuel,Makombe, Tsitsi,Johnson, Michael E.
Aid effectiveness in Ghana Book PDF

Author : Benin, Samuel,Makombe, Tsitsi,Johnson, Michael E.
Publisher : Intl Food Policy Res Inst
Page : 60 pages
File Size : 49,7 Mb
Release : 2014-07-23
Category : Social Science
ISBN : 8210379456XXX

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Aid effectiveness in Ghana by Benin, Samuel,Makombe, Tsitsi,Johnson, Michael E. Pdf

This paper assesses the degree to which the L’Aquila Food Security Initiative (AFSI) has been implemented in Ghana within the framework of managing for development results (MfDR), and to evaluate progress in various outcomes, including economic governance, agricultural growth, poverty, and food and nutrition security. The MfDR approach, which has gained widespread support globally for obtaining results, is endorsed by the government of Ghana and reflected in the Ghana Aid Policy and Strategy.

Understanding the context for agriculture for nutrition research

Maruyama, Eduardo,Unnevehr, Laurian J.,Wang, Jiarui
Understanding the context for agriculture for nutrition research Book PDF

Author : Maruyama, Eduardo,Unnevehr, Laurian J.,Wang, Jiarui
Publisher : Intl Food Policy Res Inst
Page : 48 pages
File Size : 53,9 Mb
Release : 2014-07-31
Category : Social Science
ISBN : 8210379456XXX

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Understanding the context for agriculture for nutrition research by Maruyama, Eduardo,Unnevehr, Laurian J.,Wang, Jiarui Pdf

We use data from 52 countries on child stunting, poverty, determinants of food security, environmental health, and quality of maternal and child care to carry out a cluster analysis of country typologies. The purpose is to identify where agriculture-led interventions might address binding constraints to progress in improving nutrition outcomes and to identify how existing research on the links between agriculture and nutrition in particular country contexts may or may not be representative.

Environmental migration and labor markets in Nepal

Maystadt, Jean-François,Mueller, Valerie,Sebastian, Ashwini
Environmental migration and labor markets in Nepal Book PDF

Author : Maystadt, Jean-François,Mueller, Valerie,Sebastian, Ashwini
Publisher : Intl Food Policy Res Inst
Page : 40 pages
File Size : 47,9 Mb
Release : 2014-08-08
Category : Social Science
ISBN : 8210379456XXX

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Environmental migration and labor markets in Nepal by Maystadt, Jean-François,Mueller, Valerie,Sebastian, Ashwini Pdf

While an emerging literature cites weather shocks as major determinants of migration, scant evidence exists on how such migration impacts the labor markets of receiving communities in developing countries. We address this knowledge gap by investigating the impact of weather-driven internal migration on labor markets in a post-conflict country, Nepal, using household survey data in 2003 and 2010.

The role of agriculture in the fast-growing Rwandan Economy

Diao, Xinshen,Bahiigwa, Godfrey,Pradesha, Angga
The role of agriculture in the fast growing Rwandan Economy Book PDF

Author : Diao, Xinshen,Bahiigwa, Godfrey,Pradesha, Angga
Publisher : Intl Food Policy Res Inst
Page : 76 pages
File Size : 45,9 Mb
Release : 2014-07-31
Category : Social Science
ISBN : 8210379456XXX

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The role of agriculture in the fast-growing Rwandan Economy by Diao, Xinshen,Bahiigwa, Godfrey,Pradesha, Angga Pdf

This study assesses the future growth prospects of Rwanda. The report first focuses on broad economic growth using a rather aggregated 18-sector dynamic general equilibrium model to display the trade-off between rapid growth and structural change. The analysis shows that with the current investment pattern, rapid growth is possible but structural transformation is slow. With an overvalued exchange rate, growth in the tradable sector slows down and its share in the economy stays small. The importance of agriculture thus should be considered in the broad development strategy, for its role not only in poverty reduction but also in economic growth.

Examining the sense and science behind Ghana’s current blanket fertilizer recommendation

Chapoto, Antony,Tetteh, Francis
Examining the sense and science behind Ghana s current blanket fertilizer recommendation Book PDF

Author : Chapoto, Antony,Tetteh, Francis
Publisher : Intl Food Policy Res Inst
Page : 32 pages
File Size : 40,5 Mb
Release : 2014-07-31
Category : Social Science
ISBN : 8210379456XXX

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Examining the sense and science behind Ghana’s current blanket fertilizer recommendation by Chapoto, Antony,Tetteh, Francis Pdf

This paper was written to help bolster the case and present visual evidence demonstrating why it is important to seriously consider spatial soil fertility variability in Ghana and to promote area-specific fertilizer recommendations. Using geostatistical analysis of soil samples collected from farmer plots in three districts (Tamale Municipality, Savelugu-Nanton, and West Mamprusi in northern Ghana), the paper analyzes spatial variations in soil fertility. The results clearly show that there are variations in soil pH, organic matter content, and available phosphorous even at the community level, supporting the need for Ghana to seriously consider location-specific fertilizer recommendations.

The impact of shocks on gender-differentiated asset dynamics in Bangladesh

Rakib, Muntaha,Matz, Julia Anna
The impact of shocks on gender differentiated asset dynamics in Bangladesh Book PDF

Author : Rakib, Muntaha,Matz, Julia Anna
Publisher : Intl Food Policy Res Inst
Page : 40 pages
File Size : 40,8 Mb
Release : 2014-06-27
Category : Social Science
ISBN : 8210379456XXX

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The impact of shocks on gender-differentiated asset dynamics in Bangladesh by Rakib, Muntaha,Matz, Julia Anna Pdf

Assets are an important means of coping with adverse events in developing countries but the role of gendered ownership is not yet fully understood. This paper investigates changes in assets owned by the household head, his spouse, or jointly by both of them in response to shocks in rural agricultural households in Bangladesh with the help of detailed household survey panel data. Land is owned mostly by men, who are wealthier than their spouses with respect to almost all types of assets, but relative ownership varies by type of asset. Controlling for unobserved heterogeneity across households and looking at changes within, rather than between, households, we find that weather shocks such as cyclones adversely affect the asset holdings of household heads in general, while predicted external events lead to assets of both spouses being drawn down. The results, furthermore, suggest that jointly owned assets are not sold in response to shocks, either due to these assets being actively protected or due to the difficulty of agreeing on this coping strategy, and that women’s asset holdings and associated coping strategies are shaped by their lower involvement in agriculture.