Cover Image

Volatility persistence and inventory effect in grain futures markets: evidence from a recursive model

Fuente: Redalyc

Saved in:

Bibliographic Details
Main Author:	Rodrigo Lanna Franco da Silveira
Format:	Artículo científico
Language:	en
Published:	Universidade de São Paulo 2017
Subjects:	Administración y Contabilidad Price volatility Inventory effect Grain futures markets Volatility persistence
Online Access:	Acceder al recurso 1 Acceder al recurso 2 Acceder al recurso 3 Acceder al recurso 4 Acceder al recurso 5 Acceder al recurso 6
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Volatility persistence and inventory effect in grain futures markets: evidence from a recursive model
by: Rodrigo Lanna Franco da Silveira
Published: (2017)

A new Forecasting combination system for predicting Volatility
by: Johanna M. Orozco
Published: (2013)

The behavior of West Texas Intermediate crude-oil and refined products prices volatility before and after the 2008 financial crisis: an approach through analysis of futures contracts
by: Thaís C. Azevedo
Published: (2015)

Assessing the Impact of the Realized Range on the (E)GARCH Volatility: Evidence from Brazil
by: Victor Bello Accioly
Published: (2016)

Relationship between abnormal earnings persistence, industry structure, and market share in Brazilian public firms
by: Antonio Carlos Coelho
Published: (2011)

Black Swan Event and The Stock Market Volatility Response to Shocks in Developed, Emerging, Frontier and the BRIC Markets: Lessons from the COVID-19 Pandemic
by: Nayanjyoti Bhattacharjee
Published: (2022)

THE ROLE OF EARNINGS PERSISTENCE IN VALUATION ACCURACY AND THE TIME HORIZON
by: RENÊ COPPE PIMENTEL
Published: (2016)

ANALYSIS OF CRUDE OIL PRICE VOLATILITY IN NIGERIA: A GARCH MODEL APPROACH
by: Nduka-Obi, Charity Ijeoma, et al.
Published: (2025)

Fiscal Policy, Monetary Policy and Price Volatility: Evidence from an Emerging Economy
by: Le Thanh Tung
Published: (2021)

Is There a High Rice Price Volatility in the Philippines: Insights from Bayesian Seasonal Autoregressive Distributed Lag (BARDL)
by: Vicente E. Montano
Published: (2025)

TOWARDS ENVIRONMENTAL DYNAMISM: MARKET VOLATILITY AND INNOVATION CAPACITY OF PHARMACEUTICAL INDUSTRY
by: Isaac Aun
Published: (2025)

A study on milk yield persistency using the best prediction and random regression methodologies in Iranian Holstein dairy cows
by: M. Elahi Torshizi
Published: (2018)

Modeling Implied Volatility Surfaces using 2D Penalized B-Splines: A Numerical Analysis
by: Conway-Burt, Sebastian
Published: (2025)

Earnings Persistence and Market Reaction to Earnings in the International Insurance Industry
by: Renê Coppe Pimentel
Published: (2022)

Comparison of ARCH-GARCH and stochastic approaches for estimating volatility. Application to a small stock market
by: Abril, Juan Carlos, et al.
Published: (2025)

Brazilian Market Reaction to Equity Issue Announcements
by: Otavio Ribeiro de Medeiros
Published: (2005)

Brazilian Market Reaction to Equity Issue Announcements
by: Otavio Ribeiro de Medeiros
Published: (2005)

Value-at-risk modeling and forecasting with range-based volatility models: empirical evidence
by: Leandro dos Santos Maciel
Published: (2017)

Future Scenarios for the brand name phytosanitary agrochemical industry in the floriculture of Bogotá
by: Héctor Ojeda Mantilla
Published: (2015)

Quarterly Earnings, Operating Cash Flow, and Accruals in Future Performance Assessment
by: Rene Coppe Pimentel
Published: (2020)

Diversity of aquatic insects and other associated macroinvertebrates in an arid wetland (Mendoza Province, Argentina)
by: Erica E. SCHEIBLER
Published: (2013)

Why does Colombia lack agricultural commodity futures?
by: Pablo Moreno-Alemay
Published: (2015)

Economic Policy Uncertainty and Stock Market Volatility Under The COVID-19 Pandemic: Evidence from Vietnam
by: Thi Lam Anh Nguyen, et al.
Published: (2025)

The commercial cycle from the viewpoint of operant behavioral economics: effects of price discounts on revenues received from services
by: Rafael Barreiros Porto
Published: (2016)

The commercial cycle from the viewpoint of operant behavioral economics: effects of price discounts on revenues received from services
by: Rafael Barreiros Porto
Published: (2016)

RARE Token Deep Dive: Volatility, Sharpe Ratio, and Outlook (2022‑2025)
by: Quantitative Analysis Group
Published: (2025)

RESILIENCE OR VULNERABILITY? EPIDEMIC IMPACTS ON THE DHAKA STOCK EXCHANGE
by: Dr. Andreas, Michael von Stein
Published: (2025)

Mass movement inventory map of the southern Black Forest, Germany
by: Hagenbach, Lea, et al.
Published: (2026)

ARK Token Deep Dive: Volatility, Risk‑Adjusted Returns, and Mid‑Term Outlook (2022‑2025)
by: Quantitative Analysis Group
Published: (2025)

Incidence of the pricing system on the performance of handcrafted wood furniture production enterprises
by: Liliana Mercedes Tul Tipantuña
Published: (2021)

Sensitivity, Persistence and Asymmetric Effects in International Stock Market Volatility during the Global Financial Crisis
by: Víctor Gabriel
Published: (2015)

Evolution of scientific production on the Efficient Market: Bibliometric study
by: Alexandra Kelly de Moraes
Published: (2024)

Market reaction to annual earnings innovations and alternative time-series assumptions: evidence of the Brazilian market
by: Renê Coppe Pimentel
Published: (2015)

The status of persistent organic pollutants in Lake Victoria catchment
by: Madadi, O.V, et al.
Published: (2006)

MACROECONOMIC FACTORS AFFECTING STOCK PRICE MOVEMENT: AN EMPIRICAL STUDY OF THE INDIAN STOCK MARKET
by: Vikram G. Rabari, et al.
Published: (2025)

Spatial equilibrium, market integration and price exogeneity in dry fish marketing in Nigeria: A vector auto-regressive (VAR) approach
by: Taiwo E. Mafimisebi
Published: (2012)

PROFESSIONAL COMPETENCE DEVELOPMENT OF FUTURE PROFESSIONALS IN VOCATIONAL EDUCATION FOR THE LABOUR MARKET
by: Olha Luchaninova
Published: (2020)

The influence of rumors in the stock market: a case study with Petrobras
by: Fábio Marques da Cruz
Published: (2013)

Pricing strategies and levels and their impact on corporate profitability
by: Deonir De Toni
Published: (2017)

Pricing strategies and levels and their impact on corporate profitability
by: Deonir De Toni
Published: (2017)