Academic literature on the topic 'International price volatility'
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Journal articles on the topic "International price volatility"
Morales, L. Emilio. "The effects of international price volatility on farmer prices and marketing margins in cattle markets." International Food and Agribusiness Management Review 21, no. 3 (March 20, 2018): 335–50. http://dx.doi.org/10.22434/ifamr2017.0020.
Full textHassan, Syed Aun. "Modeling Asymmetric Volatility In Oil Prices." Journal of Applied Business Research (JABR) 27, no. 3 (April 12, 2011): 71. http://dx.doi.org/10.19030/jabr.v27i3.4214.
Full textSong, Changming, and Chongguang Li. "Relationship between Chinese and International Crude Oil Prices: A VEC-TARCH Approach." Mathematical Problems in Engineering 2015 (2015): 1–10. http://dx.doi.org/10.1155/2015/842406.
Full textLingesiya Kengatharan and Jeyan Suganya Dimon Ford. "Dividend Policy and Share Price Volatility: Evidence from Listed Non-Financial Firms in Sri Lanka." International Journal of Business and Society 22, no. 1 (March 24, 2021): 227–39. http://dx.doi.org/10.33736/ijbs.3172.2021.
Full textSohag, K., S. Husain, K. Chukavina, and Md Al Mamun. "Policy Uncertainty, Oil Price, Stock Market and Precious Metal Markets Volatility Spillovers in the Russian Economy." Economy of Region 18, no. 2 (2022): 383–97. http://dx.doi.org/10.17059/ekon.reg.2022-2-6.
Full textMalan, B. B. "Volatility and stabilization of the price of coffee and cocoa in Côte d’Ivoire." Agricultural Economics (Zemědělská ekonomika) 59, No. 7 (July 19, 2013): 333–40. http://dx.doi.org/10.17221/145/2012-agricecon.
Full textTsay, Jing-Tang, Che-Chun Li, and Jerry T. Yang. "International Real Estate Review." International Real Estate Review 21, no. 4 (December 31, 2018): 419–46. http://dx.doi.org/10.53383/100268.
Full textHelbawanti, Octaviana, and Masyhuri -. "Volatility and Market Integration of Spot-Forward Corn Price in Indonesia." Media Trend 14, no. 1 (April 2, 2019): 1–9. http://dx.doi.org/10.21107/mediatrend.v14i1.4379.
Full textZhou, Dongyi, and Rui Zhou. "ESG Performance and Stock Price Volatility in Public Health Crisis: Evidence from COVID-19 Pandemic." International Journal of Environmental Research and Public Health 19, no. 1 (December 25, 2021): 202. http://dx.doi.org/10.3390/ijerph19010202.
Full textRahayu, Meinar Fithria, Wen-I. Chang, and Ratya Anindita. "Volatility Analysis and Volatility Spillover Analysis of Indonesia's Coffee Price Using Arch/Garch, and Egarch Model." Journal of Agricultural Studies 3, no. 2 (April 23, 2015): 37. http://dx.doi.org/10.5296/jas.v3i2.7185.
Full textDissertations / Theses on the topic "International price volatility"
Acree, E. Bryan. "Volatility spillovers in international equity markets." Thesis, Georgia Institute of Technology, 1996. http://hdl.handle.net/1853/30969.
Full textSantana, Verônica de Fátima. "IFRS adoption, stock price synchronicity and volatility." Universidade de São Paulo, 2015. http://www.teses.usp.br/teses/disponiveis/12/12136/tde-30032015-143815/.
Full textEsta pesquisa buscou investigar se, e de que forma, a adoção dos International Financial Reporting Standards (IFRS) afetou a sincronicidade dos preços das ações no mercado de capitais brasileiro e como isso se refletiu no comportamento dos riscos idiossincrático e sistemático. Para tanto, foi feita uma análise de regressão associando o período de Transição (2008 e 2009) e o de Pós-Adoção (a partir de 2010) com uma medida de sincronicidade dos preços das ações, controlando por aspectos estruturais que afetam o funcionamento do mercado de capitais e por aspectos individuais das firmas que afetam a incorporação de informações em seus preços e seus incentivos para reportar demonstrações financeiras transparentes. Em seguida, foram construídas séries de volatilidade decompostas em dois componentes: o mercado em geral (capturando o risco sistemático) e específica da firma (capturando o risco idiossincrático), segundo a metodologia de Campbell et al. (2001), e foi feita uma análise baseada em testes para identificar tendências nessas séries. O estudo previa que se a adoção das IFRS foi capaz de aumentar a quantidade de informação específica das firmas incorporada nos preços das ações, então ela poderia (i) diminuir a sincronicidade (J. Kim & Shi, 2012), e a volatilidade idiossincrática teria se tornado mais intensa em relação à volatilidade sistemática; ou (ii) ela poderia aumentar a sincronicidade (Beuselinck et al., 2010; Dasgupta et al., 2010), e a volatilidade idiossincrática teria, então, se tornado menos intensa. Os resultados confirmaram que a sincronicidade diminuiu a partir do período de Pós-Adoção, em consonância com a visão de J. Kim & Shi (2012), de que o efeito redutor pode ser mais intenso para países menos desenvolvidos, que tendem a ter mercados mais sincronizados (Morck et al, 2000) e porque a melhora no ambiente informacional funciona como uma substituta para o ambiente institucional fraco. Esse resultado indica que os preços das ações se tornaram mais informativos (Durnev, Morck, & Yeung, 2004), tornando o mercado menos obscuro (K. Li et al., 2003) e melhor capaz de alocar recursos eficientemente (Wurgler, 2000; Habib, 2008). No entanto, apesar de uma análise visual das séries de volatilidade mostrar uma leve tendência crescente para a série do nível da firma, os testes estatísticos não puderam identificar qualquer tendência significativa, então, somente a primeira parte da hipótese pôde ser confirmada. Contudo, apesar dessa limitação e das possíveis ressalvas quanto aos modelos que foram usados, esta pesquisa fornece evidências de que a adoção das IFRS trouxe mudanças positivas para o funcionamento do mercado de capitais brasileiro.
Andrew, Daniel. "The Effect of Oil Market Developments on Price Volatility and U.S.-Saudi Relations." Scholarship @ Claremont, 2012. http://scholarship.claremont.edu/cmc_theses/351.
Full textMash, Richard. "The consequences of international trade price volatility for national income and welfare : theory and evidence." Thesis, University of Oxford, 1995. http://ora.ox.ac.uk/objects/uuid:24f115c7-bb18-4018-afbb-bc9322dde275.
Full textDa, Câmara Ricardo Manuel. "The price and volatility transmission of international financial crises to the South African equity market / Ricardo Manuel da Câmara." Thesis, North-West University, 2011. http://hdl.handle.net/10394/8481.
Full textThesis (M.Com. (Risk management))--North-West University, Potchefstroom Campus, 2012
Thorne, Terrill D. "Does the Relative Price of Non-Traded Goods Contribute to the Short-Term Volatility in the U.S./Canada Real Exchange Rate? A Stochastic Coefficient Estimation Approach." Thesis, Virginia Tech, 2002. http://hdl.handle.net/10919/31159.
Full textMaster of Arts
Hakim, Abdul. "Modelling the interactions across international stock, bond and foreign exchange markets." UWA Business School, 2009. http://theses.library.uwa.edu.au/adt-WU2009.0202.
Full textIvaschenko, Iryna. "Essays on corporate risk, U.S. business cycles, international spillovers of stock returns, and dual listing." Doctoral thesis, Stockholm : Economic Research Institute, Stockholm School of Economics (EFI), 2003. http://www.hhs.se/efi/summary/625.htm.
Full textHaile, Mekbib Gebretsadik [Verfasser]. "Volatility of International Food Prices: Impacts on Resource Allocation and on Food Supply Response / Mekbib Gebretsadik Haile." Bonn : Universitäts- und Landesbibliothek Bonn, 2015. http://d-nb.info/1104367696/34.
Full textMumba, Mabvuto. "Analysis of volatility spillover effects between the South African, regional and world equity markets." Thesis, Rhodes University, 2011. http://hdl.handle.net/10962/d1002691.
Full textBooks on the topic "International price volatility"
Empirical studies on volatility in international stock markets. Dordrecht: Kluwer Academic, 2003.
Find full textFornari, Fabio. Sign- and volatility-switching ARCH models: Theory and applications to international stock markets. Rome: Banca d'Italia, 1995.
Find full textFornari, Fabio. Sign- and volatility-switching ARCH models: Theory and applications to international stock markets. [Roma]: Banca d'Italia, 1995.
Find full textParsley, David C. Limiting currency volatility to stimulate goods market integration: A price-based approach. [Washington, D.C.]: International Monetary Fund, Research Department, 2001.
Find full textParsley, David C. Limiting currency volatility to simulate goods market integration: A price based approach. Cambridge, MA: National Bureau of Economic Research, 2001.
Find full textRapsomanikis, George. The impact of domestic and international commodity price volatility on agricultural income instability: Ghana, Vietnam and Peru. Helsinki: United Nations University, World Institute for Development Economics Research, 2006.
Find full textFeenstra, Robert C. Exchange rate volatility and international prices. Cambridge, MA: National Bureau of Economic Research, 1991.
Find full textGuo, Hui. Does stock market volatility forecast returns: The international evidence. [St. Louis, Mo.]: Federal Reserve Bank of St. Louis, 2003.
Find full textKing, Mervyn A. Transmission of volatility between stock markets. Cambridge, MA: National Bureau of Economic Research, 1989.
Find full textBae, Kee-Hong. International spillovers and volatility asymmetries: Evidence on the Hong Kong equity market. Hong Kong: City Polytechnic of Hong Kong, 1994.
Find full textBook chapters on the topic "International price volatility"
Saadi, Hadj. "Price Co-movements in International Markets and Their Impacts on Price Dynamics." In Methods to Analyse Agricultural Commodity Price Volatility, 149–63. New York, NY: Springer New York, 2011. http://dx.doi.org/10.1007/978-1-4419-7634-5_9.
Full textTadasse, Getaw, Bernadina Algieri, Matthias Kalkuhl, and Joachim von Braun. "Drivers and Triggers of International Food Price Spikes and Volatility." In Food Price Volatility and Its Implications for Food Security and Policy, 59–82. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-28201-5_3.
Full textRoll, Richard. "Price Volatility, International Market Links, and Their Implications for Regulatory Policies." In Regulatory Reform of Stock and Futures Markets, 113–48. Dordrecht: Springer Netherlands, 1989. http://dx.doi.org/10.1007/978-94-009-2193-1_10.
Full textNelson, Daniel B. "Commentary: Price Volatility, International Market Links, and Their Implications for Regulatory Policies." In Regulatory Reform of Stock and Futures Markets, 149–56. Dordrecht: Springer Netherlands, 1989. http://dx.doi.org/10.1007/978-94-009-2193-1_11.
Full textWadhwani, Sushil. "Commentary: Price Volatility, International Market Links, and Their Implications For Regulatory Policies." In Regulatory Reform of Stock and Futures Markets, 157–61. Dordrecht: Springer Netherlands, 1989. http://dx.doi.org/10.1007/978-94-009-2193-1_12.
Full textCeballos, Francisco, Manuel A. Hernandez, Nicholas Minot, and Miguel Robles. "Transmission of Food Price Volatility from International to Domestic Markets: Evidence from Africa, Latin America, and South Asia." In Food Price Volatility and Its Implications for Food Security and Policy, 303–28. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-28201-5_13.
Full textTorero, Maximo. "Consistency Between Theory and Practice in Policy Recommendations by International Organizations for Extreme Price and Extreme Volatility Situations." In Food Price Volatility and Its Implications for Food Security and Policy, 457–510. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-28201-5_19.
Full textHaile, Mekbib G., Matthias Kalkuhl, and Joachim von Braun. "Worldwide Acreage and Yield Response to International Price Change and Volatility: A Dynamic Panel Data Analysis for Wheat, Rice, Corn, and Soybeans." In Food Price Volatility and Its Implications for Food Security and Policy, 139–65. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-28201-5_7.
Full textDwyer, Gerald P., and R. W. Hafer. "Do Fundamentals, Bubbles, or Neither Determine Stock Prices? Some International Evidence." In The Stock Market: Bubbles, Volatility, and Chaos, 31–79. Dordrecht: Springer Netherlands, 1990. http://dx.doi.org/10.1007/978-94-015-7881-3_3.
Full textXue, Gong, and Songsak Sriboonchitta. "How Macroeconomic Factors and International Prices Affect Agriculture Prices Volatility?-Evidence from GARCH-X Model." In Modeling Dependence in Econometrics, 491–504. Cham: Springer International Publishing, 2014. http://dx.doi.org/10.1007/978-3-319-03395-2_32.
Full textConference papers on the topic "International price volatility"
Algan, Neşe, Erhan İşcan, Duygu Serin Oktay, and Duygu Kara. "Impact of Energy Price Volatility on Macroeconomic Performance." In International Conference on Eurasian Economies. Eurasian Economists Association, 2017. http://dx.doi.org/10.36880/c08.01892.
Full textStaugaitis, Algirdas Justinas. "Financial speculation impact on agricultural commodity price volatility: TGARCH approach." In 21st International Scientific Conference "Economic Science for Rural Development 2020". Latvia University of Life Sciences and Technologies. Faculty of Economics and Social Development, 2020. http://dx.doi.org/10.22616/esrd.2020.53.014.
Full textHuang, Zhong-hua, Ci-fang Wu, and Xue-jun Du. "Analyzing housing price volatility in Shanghai." In 2008 International Conference on Management Science and Engineering (ICMSE). IEEE, 2008. http://dx.doi.org/10.1109/icmse.2008.4669131.
Full textChai, Jian, Ju'e Guo, Shou-yang Wang, and Hong-quan Li. "Oil Price Volatility and Change Point Analysis." In 2009 International Joint Conference on Computational Sciences and Optimization, CSO. IEEE, 2009. http://dx.doi.org/10.1109/cso.2009.382.
Full textShorokhov, S. "ON DEEP LEARNING FOR OPTION PRICING IN LOCAL VOLATILITY MODELS." In 9th International Conference "Distributed Computing and Grid Technologies in Science and Education". Crossref, 2021. http://dx.doi.org/10.54546/mlit.2021.17.84.001.
Full textHaugom, Erik, Sjur Westgaard, Per Bjarte Solibakke, and Gudbrand Lien. "Modelling day ahead Nord Pool forward price volatility: Realized volatility versus GARCH models." In 2010 7th International Conference on the European Energy Market (EEM 2010). IEEE, 2010. http://dx.doi.org/10.1109/eem.2010.5558687.
Full textLi, Sijia, Yuping Wang, Zifan Zhang, and Yiming Zhu. "Research on the Factors Affecting Stock Price Volatility." In 2022 7th International Conference on Financial Innovation and Economic Development (ICFIED 2022). Paris, France: Atlantis Press, 2022. http://dx.doi.org/10.2991/aebmr.k.220307.469.
Full textHua Zheng, Li Xie, and Lizi Zhang. "Volatility analysis on electricity price by Wavelet Analysis." In 2008 Third International Conference on Electric Utility Deregulation and Restructuring and Power Technologies. IEEE, 2008. http://dx.doi.org/10.1109/drpt.2008.4523408.
Full textHong, Liu, and Liu Xiaoxi. "Empirical Study of the Price Volatility of Domestic and International Oil Futures." In 2010 International Conference on Information Management, Innovation Management and Industrial Engineering (ICIII). IEEE, 2010. http://dx.doi.org/10.1109/iciii.2010.474.
Full textYaşar, Aysu, and Kenan Terzioğlu. "Long Memory in Exchange Rate Volatility." In International Conference on Eurasian Economies. Eurasian Economists Association, 2021. http://dx.doi.org/10.36880/c13.02560.
Full textReports on the topic "International price volatility"
Feenstra, Robert, and Jon Kendall. Exchange Rate Volatility and International Prices. Cambridge, MA: National Bureau of Economic Research, March 1991. http://dx.doi.org/10.3386/w3644.
Full textMonetary Policy Report - January 2022. Banco de la República, March 2022. http://dx.doi.org/10.32468/inf-pol-mont-eng.tr1-2022.
Full textFinancial Stability Report - First Semester of 2020. Banco de la República de Colombia, March 2021. http://dx.doi.org/10.32468/rept-estab-fin.1sem.eng-2020.
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