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

Co-movement of major commodity price returns: A time-series assessment PDF Author: de Nicola, Francesca
Publisher: Intl Food Policy Res Inst
ISBN:
Category : Social Science
Languages : en
Pages : 44

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Book Description
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: A time-series assessment

Co-movement of major commodity price returns: A time-series assessment PDF Author: de Nicola, Francesca
Publisher: Intl Food Policy Res Inst
ISBN:
Category : Social Science
Languages : en
Pages : 44

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Book Description
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

Co-Movement of Major Commodity Price Returns PDF Author: Francesca de Nicola
Publisher:
ISBN:
Category :
Languages : en
Pages : 38

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Book Description
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.

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

Examining the sense and science behind Ghana’s current blanket fertilizer recommendation PDF Author: Chapoto, Antony
Publisher: Intl Food Policy Res Inst
ISBN:
Category : Social Science
Languages : en
Pages : 32

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Book Description
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.

What dimensions of women’s empowerment in agriculture matter for nutrition-related practices and outcomes in Ghana?

What dimensions of women’s empowerment in agriculture matter for nutrition-related practices and outcomes in Ghana? PDF Author: Malapit, Hazel J.
Publisher: Intl Food Policy Res Inst
ISBN:
Category : Social Science
Languages : en
Pages : 45

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Book Description
This paper investigates linkages between women’s empowerment in agriculture and the nutritional status of women and children using 2012 baseline data from the Feed the Future population-based survey in Ghana. The sample consists of 3,344 children and 3,640 women and is statistically representative of the northernmost regions of Ghana where the Feed the Future programs are operating.

A Study On Volatility And Co-Movement Of Selected Sectoral Indices Of National Stock Exchange Of India

A Study On Volatility And Co-Movement Of Selected Sectoral Indices Of National Stock Exchange Of India PDF Author: Dr GangineniDhanaiah
Publisher: Archers & Elevators Publishing House
ISBN: 9386501899
Category : Antiques & Collectibles
Languages : en
Pages :

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Book Description


Commodity Price Dynamics

Commodity Price Dynamics PDF Author: Craig Pirrong
Publisher: Cambridge University Press
ISBN: 1139501976
Category : Business & Economics
Languages : en
Pages : 239

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Book Description
Commodities have become an important component of many investors' portfolios and the focus of much political controversy over the past decade. This book utilizes structural models to provide a better understanding of how commodities' prices behave and what drives them. It exploits differences across commodities and examines a variety of predictions of the models to identify where they work and where they fail. The findings of the analysis are useful to scholars, traders and policy makers who want to better understand often puzzling - and extreme - movements in the prices of commodities from aluminium to oil to soybeans to zinc.

Assessing progress made toward shared agricultural transformation objectives in Mozambique

Assessing progress made toward shared agricultural transformation objectives in Mozambique PDF Author: Benson, Todd
Publisher: Intl Food Policy Res Inst
ISBN:
Category : Social Science
Languages : en
Pages : 39

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Book Description
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?

Variable returns to fertilizer use and its relationship to poverty

Variable returns to fertilizer use and its relationship to poverty PDF Author: Harou, Aurélie
Publisher: Intl Food Policy Res Inst
ISBN:
Category : Social Science
Languages : en
Pages : 36

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Book Description
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.

Understanding the context for agriculture for nutrition research

Understanding the context for agriculture for nutrition research PDF Author: Maruyama, Eduardo
Publisher: Intl Food Policy Res Inst
ISBN:
Category : Social Science
Languages : en
Pages : 48

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Book Description
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.

Identifying agricultural expenditures within the public financial accounts and coding system in Ghana

Identifying agricultural expenditures within the public financial accounts and coding system in Ghana PDF Author: Benin, Samuel
Publisher: Intl Food Policy Res Inst
ISBN:
Category : Social Science
Languages : en
Pages : 52

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Book Description
This paper is part of four country case studies that take a detailed look at public expenditures in agriculture, and at how the data on expenditures are captured in government financial and budget accounts. The objective of these studies is to unpack the black box of public expenditure statistics reported in various cross-country datasets, and ultimately to enable the use of existing government accounts to identify levels and compositions of government agriculture expenditures, with better understanding of what these data are in fact accounting for.