9
H index
8
i10 index
372
Citations
University of Georgia | 9 H index 8 i10 index 372 Citations RESEARCH PRODUCTION: 44 Articles 31 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Berna Karali. | Is cited by: | Cites to: |
Year ![]() | Title of citing document ![]() |
---|---|
2024 | The Impact of Stocks on Correlations of Crop Yields and Prices and on Revenue Insurance Premiums using Semiparametric Quantile Regression. (2023). Hennessy, David A ; Yu, Cindy ; Stuart, Matthew. In: Papers. RePEc:arx:papers:2308.11805. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2024 | Examining the bidirectional ripple effects in the NFT markets: Risky center or hedging center?. (2024). Rauf, Abdul ; Du, Yuting ; Naeem, Muhammad Abubakr ; Zhang, XU. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000194. Full description at Econpapers || Download paper |
2024 | Option listing and underlying commodity futures volatility in China. (2024). Guo, Jin ; Wen, Xiaoqian. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002839. Full description at Econpapers || Download paper |
2024 | Has the COVID-19 pandemic shock transmitted to the u.s. stock market: Evidence using bootstrap (A)symmetric fourier granger causality test in quantiles. (2024). Ranjbar, Omid ; Chang, Tsangyao ; Peng, Yi-Ting ; Xiang, Feiyun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000810. Full description at Econpapers || Download paper |
2024 | Volatility spillovers across Russian oil and gas sector. Evidence of the impact of global markets and extraordinary events. (2024). Faizliev, Alexey ; Balash, Vladimir. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007004. Full description at Econpapers || Download paper |
2024 | Mitigating energy instability: The influence of trilemma choices, financial development, and technology advancements. (2024). Lee, Chien-Chiang ; Yahya, Farzan. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002251. Full description at Econpapers || Download paper |
2024 | Mapping the landscape of energy markets research: A bibliometric analysis and predictive assessment using machine learning. (2024). Silva, Thiago ; Braz, Tercio ; Tabak, Benjamin Miranda. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004067. Full description at Econpapers || Download paper |
2024 | Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets. (2024). Xu, Yongdeng ; Lu, Wenna ; Heravi, Saeed ; Guan, BO. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004584. Full description at Econpapers || Download paper |
2024 | Impact of climate risk on energy market risk spillover: Evidence from dynamic heterogeneous network analysis. (2024). Wang, Yuyouting ; Tian, Sihua ; Li, Shaofang ; Gu, Qinen. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004833. Full description at Econpapers || Download paper |
2024 | Vulnerability of European electricity markets: A quantile connectedness approach. (2024). Uribe, Jorge ; Chuliá, Helena ; Chulia, Helena ; Muoz, Jorge A ; Klein, Tony. In: Energy Policy. RePEc:eee:enepol:v:184:y:2024:i:c:s0301421523004470. Full description at Econpapers || Download paper |
2024 | Modeling cost-optimal fuel choices for truck, ship, and airplane fleets: The impact of sustainability commitments. (2024). Durakovic, Goran ; Zwickl-Bernhard, Sebastian ; Auer, Hans ; Neumann, Anne ; Martin, Jonas ; Golab, Antonia. In: Energy. RePEc:eee:energy:v:308:y:2024:i:c:s0360544224026562. Full description at Econpapers || Download paper |
2024 | Asymmetric and high-order risk transmission across VIX and Chinese futures markets. (2024). Luo, Jiawen ; Zhang, Zhendong. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000462. Full description at Econpapers || Download paper |
2024 | The black box of natural gas market: Past, present, and future. (2024). Oriani, Marco Ercole ; Goodell, John W ; Paltrinieri, Andrea ; Palma, Alessia. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001923. Full description at Econpapers || Download paper |
2024 | Time-frequency extreme risk spillovers between COVID-19 news-based panic sentiment and stock market volatility in the multi-layer network: Evidence from the RCEP countries. (2024). Xiong, Xiong ; Shi, Yongdong ; Li, Yanshuang ; Yi, Shangkun. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002710. Full description at Econpapers || Download paper |
2024 | Autopsy of a futures market failure: Japan’s Dojima rice futures in the early 21st century. (2024). Janzen, Joseph P ; Serra, Teresa ; Yamamoto, Shuhei. In: Food Policy. RePEc:eee:jfpoli:v:128:y:2024:i:c:s0306919224001283. Full description at Econpapers || Download paper |
2024 | How does carbon market interact with energy and sectoral stocks? Evidence from risk spillover and wavelet coherence. (2024). Chen, Xue-Hui ; Liu, Hai-Yi ; Zhao, Lu-Tao. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851324000059. Full description at Econpapers || Download paper |
2024 | Normal and extreme impact and connectedness between fossil energy futures markets and uncertainties: Does El Niño-Southern Oscillation matter?. (2024). Wei, YU ; Zhang, Yifeng ; Wang, Zhuo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:188-215. Full description at Econpapers || Download paper |
2025 | Change in farmer expectations from information surprises in the corn market. (2025). Langemeier, Michael ; Kuethe, Todd ; Fiechter, Chad ; Mintert, James. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:107:y:2025:i:1:p:231-247. Full description at Econpapers || Download paper |
2024 | Inventory information arrival and the crude oil futures market. (2024). Hmedat, Waleed ; Chebbi, Tarek. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1513-1533. Full description at Econpapers || Download paper |
2024 | Risky times: Seasonality and event risk of commodities. (2024). Boos, Dominik. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:5:p:767-783. Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
---|---|---|---|
2007 | Announcement Effects and the Theory of Storage: An Empirical Study of Lumber Futures In: 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon. [Full Text][Citation analysis] | paper | 7 |
2009 | Announcement effects and the theory of storage: an empirical study of lumber futures.(2009) In: Agricultural Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
2008 | Do Inventory and Time-to-Delivery Effects Vary Across Futures Contracts? Insights from a Smoothed Bayesian Estimator In: 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida. [Full Text][Citation analysis] | paper | 2 |
2010 | Do volatility determinants vary across futures contracts? Insights from a smoothed Bayesian estimator.(2010) In: Journal of Futures Markets. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2009 | What Explains High Commodity Price Volatility? Estimating a Unified Model of Common and Commodity-Specific, High- and Low-Frequency Factors In: 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin. [Full Text][Citation analysis] | paper | 43 |
2013 | Short- and Long-Run Determinants of Commodity Price Volatility.(2013) In: American Journal of Agricultural Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | article | |
2010 | Is commodity price volatility persistent? Another look using improved, full-sample estimates In: 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado. [Full Text][Citation analysis] | paper | 0 |
2011 | HIGH PRICE VOLATILITY AND SPILLOVER EFFECTS IN ENERGY MARKETS In: 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania. [Full Text][Citation analysis] | paper | 94 |
2014 | Macro determinants of volatility and volatility spillover in energy markets.(2014) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 94 | article | |
2012 | When do the USDA forecasters make mistakes? In: 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington. [Full Text][Citation analysis] | paper | 5 |
2013 | When do the USDA forecasters make mistakes?.(2013) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
2013 | Drought, Biofuel, and Livestock In: 2013 Annual Meeting, August 4-6, 2013, Washington, D.C.. [Full Text][Citation analysis] | paper | 3 |
2013 | Do Index Fund Traders React to USDA Announcements? In: 2013 Annual Meeting, August 4-6, 2013, Washington, D.C.. [Full Text][Citation analysis] | paper | 0 |
2014 | An Assessment of the Impact of Earthquakes on Global Capital Markets In: 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota. [Full Text][Citation analysis] | paper | 15 |
2015 | Do Earthquakes Shake Stock Markets?.(2015) In: PLOS ONE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
2014 | Relative Performance of Semi-Parametric Nonlinear Models in Forecasting Basis In: 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota. [Full Text][Citation analysis] | paper | 0 |
2014 | Event Study of Energy Price Volatility: An Application of Distributional Event Response Model In: 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota. [Full Text][Citation analysis] | paper | 2 |
2019 | Event Study of the Crude Oil Futures Market: A Mixed Event Response Model.(2019) In: American Journal of Agricultural Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2014 | Conversion of Shipping Fleets from Diesel to Compressed Natural Gas: A Real Options Analysis In: 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota. [Full Text][Citation analysis] | paper | 6 |
2015 | Diesel or compressed natural gas? A real options evaluation of the U.S. natural gas boom on fuel choice for trucking fleets.(2015) In: Energy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
2015 | The Impact of Data Frequency On Stationarity Tests Of Commodity Futures Prices In: 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California. [Full Text][Citation analysis] | paper | 3 |
2018 | The impact of data frequency on market efficiency tests of commodity futures prices.(2018) In: Journal of Futures Markets. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2015 | The Informational Content of Inventory Announcements: Intraday Evidence from Crude Oil Futures Market In: 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California. [Full Text][Citation analysis] | paper | 27 |
2016 | The informational content of inventory announcements: Intraday evidence from crude oil futures market.(2016) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | article | |
2016 | Market Reaction to Inefficiencies in USDA Crop Production Forecasts In: 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts. [Full Text][Citation analysis] | paper | 3 |
2017 | Do Markets Correct for Smoothing in USDA Crop Production Forecasts? Evidence from Private Analysts and Futures Prices.(2017) In: Applied Economic Perspectives and Policy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2016 | Changes in Informational Value and the Market Reaction to USDA Reports in the Big Data Era In: 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts. [Full Text][Citation analysis] | paper | 15 |
2019 | Are USDA reports still news to changing crop markets?.(2019) In: Food Policy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
2016 | Estimating relative price impact: The case of Brent and WTI In: 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts. [Full Text][Citation analysis] | paper | 6 |
2017 | How Scary Are Food Scares? Evidence from Animal Disease Outbreaks In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. [Full Text][Citation analysis] | paper | 0 |
2020 | How Scary Are Food Scares? Evidence from Animal Disease Outbreaks.(2020) In: Applied Economic Perspectives and Policy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2018 | Does Noise in Market Expectations Dilute Price Reactions to USDA Reports? In: 2018 Annual Meeting, August 5-7, Washington, D.C.. [Full Text][Citation analysis] | paper | 8 |
2020 | Supply Fundamentals and Grain Futures Price Movements.(2020) In: American Journal of Agricultural Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
2019 | Drop-in Ready Jet Biofuel from Carinata: A Real Options Analysis of Processing Plant Investments In: 2019 Annual Meeting, July 21-23, Atlanta, Georgia. [Full Text][Citation analysis] | paper | 0 |
2020 | Drop-in Ready Jet Biofuel from Carinata: A Real Options Analysis of Processing Plant Investments.(2020) In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2019 | Spillover Effects and Conditional Dependence between Soybean and Soybean Oil Markets In: 2019 Annual Meeting, July 21-23, Atlanta, Georgia. [Full Text][Citation analysis] | paper | 0 |
In: . [Full Text][Citation analysis] | paper | 0 | |
In: . [Full Text][Citation analysis] | paper | 0 | |
In: . [Full Text][Citation analysis] | paper | 0 | |
In: . [Full Text][Citation analysis] | paper | 0 | |
2012 | Do USDA Announcements Affect Comovements Across Commodity Futures Returns? In: Journal of Agricultural and Resource Economics. [Full Text][Citation analysis] | article | 16 |
2012 | The Informational Content of Distant-Delivery Futures Contracts In: Journal of Agricultural and Resource Economics. [Full Text][Citation analysis] | article | 1 |
2015 | A Nonparametric Search for Information Effects from USDA Reports In: Journal of Agricultural and Resource Economics. [Full Text][Citation analysis] | article | 13 |
2018 | Price Discovery and the Basis Effects of Failures to Converge in Soft RedWinter Wheat Futures Markets In: Journal of Agricultural and Resource Economics. [Full Text][Citation analysis] | article | 6 |
2019 | The Changing Role of USDA Inventory Reports in Livestock Markets In: Journal of Agricultural and Resource Economics. [Full Text][Citation analysis] | article | 1 |
A Multivariate Quantile Approach for Testing Asymmetric Price Transmission in a Joint Production Process In: Journal of Agricultural and Resource Economics. [Full Text][Citation analysis] | article | 0 | |
2010 | Components of Grain Futures Price Volatility In: Journal of Agricultural and Resource Economics. [Full Text][Citation analysis] | article | 24 |
2017 | The Evolving Dynamics of Commodity Markets: Introduction to a Journal of Agribusiness Special Issue In: Journal of Agribusiness. [Full Text][Citation analysis] | article | 0 |
2010 | Do Farmers Hedge Optimally or by Habit? A Bayesian Partial-Adjustment Model of Farmer Hedging In: Journal of Agricultural and Applied Economics. [Full Text][Citation analysis] | article | 2 |
2008 | Do Farmers Hedge Optimally or by Habit? A Bayesian Partial-Adjustment Model of Farmer Hedging.(2008) In: 2008 Conference, April 21-22, 2008, St. Louis, Missouri. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2010 | Do Farmers Hedge Optimally or by Habit? A Bayesian Partial-Adjustment Model of Farmer Hedging.(2010) In: Journal of Agricultural and Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2011 | Assessing the Market for Poultry Litter in Georgia: Are Subsidies Needed to Protect Water Quality? In: Journal of Agricultural and Applied Economics. [Full Text][Citation analysis] | article | 1 |
2011 | Assessing the Market for Poultry Litter in Georgia: Are Subsidies Needed to Protect Water Quality?.(2011) In: Journal of Agricultural and Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2013 | A New Look at the Economic Evaluation of Wind Energy as an Alternative to Electric and Natural Gas-Powered Irrigation In: Journal of Agricultural and Applied Economics. [Full Text][Citation analysis] | article | 3 |
2013 | A New Look at the Economic Evaluation of Wind Energy as an Alternative to Electric and Natural Gas-Powered Irrigation.(2013) In: Journal of Agricultural and Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2014 | Stock Market Reactions to Environmental News in the Food Industry In: Journal of Agricultural and Applied Economics. [Full Text][Citation analysis] | article | 9 |
2014 | Stock Market Reactions to Environmental News in the Food Industry.(2014) In: Journal of Agricultural and Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
2009 | Does Futures Price Volatility Differ Across Delivery Horizon? In: 2009 Conference, April 20-21, 2009, St. Louis, Missouri. [Full Text][Citation analysis] | paper | 2 |
2010 | Delivery horizon and grain market volatility.(2010) In: Journal of Futures Markets. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2008 | Volatility Persistence in Commodity Futures:Inventory and Time-to-Delivery Effects In: 2008 Conference, April 21-22, 2008, St. Louis, Missouri. [Full Text][Citation analysis] | paper | 1 |
2013 | Food before Biodiesel Fuel? In: 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida. [Full Text][Citation analysis] | paper | 4 |
2015 | Hurricanes as News? A Comparison of the Impact of Hurricanes on Stock Returns of Energy Companies In: 2015 Annual Meeting, January 31-February 3, 2015, Atlanta, Georgia. [Full Text][Citation analysis] | paper | 0 |
2019 | Can Cattle Basis Forecasts Be Improved? A Bayesian Model Averaging Approach In: Journal of Agricultural and Applied Economics. [Full Text][Citation analysis] | article | 1 |
2020 | Can Private Forecasters Beat the USDA? Analysis of Relative Accuracy of Crop Acreage and Production Forecasts In: Journal of Agricultural and Applied Economics. [Full Text][Citation analysis] | article | 5 |
2022 | The Impact of Fundamentals on Volatility Measures of Agricultural Substitutes In: Journal of Agricultural and Applied Economics. [Full Text][Citation analysis] | article | 1 |
2012 | A public policy aid for bioenergy investment: Case study of failed plants In: Energy Policy. [Full Text][Citation analysis] | article | 5 |
2017 | Do nonrenewable-energy prices affect renewable-energy volatility? The case of wood pellets In: Journal of Forest Economics. [Full Text][Citation analysis] | article | 3 |
2022 | The impact of futures contract storage rate policy on convergence expectations in domestic commodity markets In: Food Policy. [Full Text][Citation analysis] | article | 2 |
2021 | When does USDA information have the most impact on crop and livestock markets? In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 9 |
2022 | How far is too far for volatility transmission? In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 4 |
2023 | Hedging with futures during nonconvergence in commodity markets In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 0 |
2017 | Ripple effects of the 2011 Japan earthquake on international stock markets In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 9 |
2011 | Bayesian State-Space Estimation of Stochastic Volatility for Storable Commodities In: American Journal of Agricultural Economics. [Full Text][Citation analysis] | article | 4 |
2021 | Joint Evaluation of the System of USDAs Farm Income Forecasts In: Applied Economic Perspectives and Policy. [Full Text][Citation analysis] | article | 4 |
2014 | The Pattern of Price Linkages Among Commodities In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 3 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team