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	Provedor de dados AgEcon (3) Autor Baldi, Lucia (3) Peri, Massimo (3) Vandone, Daniela (3) Palavra-chave Agribusiness (2) C32 (2) G14 (2) Q11 (2) Agricultural and Food Policy (1) Cointegration (1) Commodity (1) Demand and Price Analysis (1) Farm Management (1) Food Consumption/Nutrition/Food Safety (1) Futures markets (1) G13 (1) Price discovery (1) Production Economics (1) Productivity Analysis (1) Research Methods/ Statistical Methods (1) Risk and Uncertainty (1) Stock Market (1) Structural breaks (1) Threshold Cointegration (1) Mais... Tipo do documento Conference Paper or Presentation (2) Presentation (1) Ano 2011 (2) 2010 (1) País United States (3) Idioma Inglês (3)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 3 Primeira ... 1 ... Última Price Discovery in Agricultural Commodities: The Shifting Relationship Between Spot and Future Prices AgEcon Baldi, Lucia; Peri, Massimo; Vandone, Daniela. Tipo: Conference Paper or Presentation Palavras-chave: Demand and Price Analysis; Risk and Uncertainty. Ano: 2011 URL: http://purl.umn.edu/114237 Is Wine a Financial Parachute? AgEcon Baldi, Lucia; Vandone, Daniela; Peri, Massimo. This paper analyzes the relationship between Global Wine Industry Share Price Indexes and composite stock market indexes using a Threshold Vector Error Correction Model (TVECM), aiming to investigate if investments in the wine sector play a role in determining financial risk and return to investors who include it in their portfolio. Whilst in most of the literature analyses the return of investments of fine wine, this paper places the focus to “normal” (i.e. non‐fine) wine, using data from the Mediobanca database covering companies in the wine industry listed on regulated stock market in France, US, Australia, Chile and China . The dataset cover the time period going from January 1, 2001, to the end of February 2009. The estimates of the TVECM lead to the... Tipo: Conference Paper or Presentation Palavras-chave: Wine sector; Stock Market; Threshold Cointegration; Agribusiness; Farm Management; Food Consumption/Nutrition/Food Safety; Production Economics; Research Methods/ Statistical Methods; Q11; G14; C32. Ano: 2010 URL: http://purl.umn.edu/100506 Spot and Futures Prices of Agricultural Commodities: Fundamentals and Speculation AgEcon Baldi, Lucia; Peri, Massimo; Vandone, Daniela. This paper investigates the long-run relationship between spot and futures prices for corn and soybeans, for the period January 2004 -September 2010. We apply cointegration methodology in the presence of potentially unknown structural breaks in the commodities prices and we then study the causality relationships between spot and futures prices within each specific sub-period identified, with the aim to analyze where changes in spot and futures price originate and how they spread. Empirical estimates highlight the following evidence: i) breaks relate to events that have significantly affected the supply and demand of corn and soybeans for food and energy purposes; ii) subperiods consequently identified express different dynamics in the causal relationship... Tipo: Presentation Palavras-chave: Commodity; Futures markets; Price discovery; Cointegration; Structural breaks; Agribusiness; Agricultural and Food Policy; Productivity Analysis; C32; G13; G14; Q11. Ano: 2011 URL: http://purl.umn.edu/122002 Registros recuperados: 3 Primeira ... 1 ... Última

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