Commodity market risk from 1995 to 2013: an extreme value theory approach
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
http://www.tandfonline.com/doi/pdf/10.1080/00036846.2015.1011307
Reference43 articles.
1. Abbott, P. C., Hurt, C. and Tyner, W. E. (2008) What’s driving food prices? Farm Foundation Issue Report 75, Farm Foundation, Oak Brook, IL.
2. The long-term implications of the 2007–08 commodity-price boom
3. Do oil price increases cause higher food prices?
4. Do Commodity Index Traders Destabilize Agricultural Futures Prices?
5. Does Futures Speculation Destabilize Spot Prices? New Evidence for Commodity Markets
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