8
H index
8
i10 index
304
Citations
University of Georgia | 8 H index 8 i10 index 304 Citations RESEARCH PRODUCTION: 42 Articles 31 Papers RESEARCH ACTIVITY: 15 years (2007 - 2022). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pka780 |
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 |
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2023 | . Full description at Econpapers || Download paper |
2023 | 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 |
2023 | Resilience of U.S. Cattle and Beef Sectors: Lessons from COVID-19. (2023). Hayes, Dermot ; Lee, Schulz ; Keri, Jacobs ; Dermot, Hayes ; John, Crespi. In: Journal of Agricultural & Food Industrial Organization. RePEc:bpj:bjafio:v:21:y:2023:i:1:p:53-67:n:5. Full description at Econpapers || Download paper |
2023 | The nexus between oil and airline stock returns: Does time frequency matter?. (2023). Brooks, Robert ; Do, Hung Xuan ; Pham, Son D ; Asadi, Mehrad. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005734. Full description at Econpapers || Download paper |
2023 | On the volatility of WTI crude oil prices: A time-varying approach with stochastic volatility. (2023). LE, Thai-Ha ; Park, Donghyun ; Bui, Manh Tien ; Boubaker, Sabri. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s014098832200603x. Full description at Econpapers || Download paper |
2023 | Scrutinizing commodity markets by quantile spillovers: A case study of the Australian economy. (2023). Roubaud, David ; Tiwari, Aviral Kumar ; Roudari, Soheil ; Asadi, Mehrad. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006119. Full description at Econpapers || Download paper |
2023 | Forecasting oil inventory changes with Google trends: A hybrid wavelet decomposer and ARDL-SVR ensemble model. (2023). Zhao, Lu-Tao ; Wei, Yi-Ming ; Zheng, Zhi-Yi. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001019. Full description at Econpapers || Download paper |
2023 | Natural gas and the utility sector nexus in the U.S.: Quantile connectedness and portfolio implications. (2023). Do, Hung ; Thanh, Thao Thac ; Pham, Son Duy. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001305. Full description at Econpapers || Download paper |
2023 | A wavelet-based methodology to compare the impact of pandemic versus Russia–Ukraine conflict on crude oil sector and its interconnectedness with other energy and non-energy markets. (2023). Deb, Soudeep ; Soni, Anchal ; Roy, Archi. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003286. Full description at Econpapers || Download paper |
2023 | The impact and the contagion effect of natural disasters on sovereign credit risk. An empirical investigation. (2023). Pacelli, Vincenzo ; Foglia, Matteo ; di Tommaso, Caterina. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000947. Full description at Econpapers || Download paper |
2023 | Does the connectedness among fossil energy returns matter for renewable energy stock returns? Fresh insights from the Cross-Quantilogram analysis. (2023). Bai, Lan ; Wei, YU ; Chen, Xiaodan ; Zhang, Jiahao. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001758. Full description at Econpapers || Download paper |
2023 | Time-varying linkages between energy and stock markets: Dynamic spillovers and driving factors. (2023). Guo, NA ; Zhang, Jun ; Feng, Huiqun. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002302. Full description at Econpapers || Download paper |
2023 | The stock price of European insurance companies: What is the role of ESG factors?. (2023). Mazzuca, Maria ; di Tommaso, Caterina. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004439. Full description at Econpapers || Download paper |
2023 | Equity market response to natural disasters: Does firms corporate social responsibility make difference?. (2023). Alam, Md Samsul ; Chowdhury, Hasibul ; Malik, Ihtisham A. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s104402832200103x. Full description at Econpapers || Download paper |
2023 | Volatility in US dairy futures markets. (2023). Yu, Linda ; Tse, Yiuman ; Jump, Jeff ; Fan, Zaifeng. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000666. Full description at Econpapers || Download paper |
2023 | The asymmetric impact of global economic policy uncertainty on international grain prices. (2023). Luo, Tianyuan ; Li, Jieyu ; Long, Shaobo. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000307. Full description at Econpapers || Download paper |
2023 | Microstructure and high-frequency price discovery in the soybean complex. (2023). Debie, Philippe ; Gohin, Alexandre ; Bagnarosa, Guillaume ; Zhou, Xinquan. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000041. Full description at Econpapers || Download paper |
2023 | Forecasting the U.S. season-average farm price of corn: Derivation of an alternative futures-based forecasting model. (2023). Hoffman, Linwood ; Adam, Brian ; Farhangdoost, Sara ; Etienne, Xiaoli L. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000235. Full description at Econpapers || Download paper |
2023 | Chinese crude oil futures volatility and sustainability: An uncertainty indices perspective. (2023). Zhao, Chenchen ; Huang, Dengshi ; Xu, Weiju. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006705. Full description at Econpapers || Download paper |
2023 | Research on price transmission in Chinese mining stock market: Based on industry. (2023). Sun, Haoyu ; Wang, LU ; Zhou, Xuanru ; Xing, Wanli ; Zhang, Hua ; Zhu, Mingxue. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004385. Full description at Econpapers || Download paper |
2023 | Challenges for volatility forecasts of US fossil energy spot markets during the COVID-19 crisis. (2023). Huang, Haizhen ; Li, Zepei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:31-45. Full description at Econpapers || Download paper |
2023 | The Unprecedented Natural Gas Crisis in Europe: Investigating the Causes and Consequences with a Focus on Italy. (2023). Thorin, Eva ; Krayem, Alaa ; Desideri, Umberto. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:16:p:5954-:d:1215947. Full description at Econpapers || Download paper |
2023 | Volatility and Spillover Effects between Central–Eastern European Stock Markets and Energy Markets: An Emphasis on Crisis Periods. (2023). Milo, Laura Raisa ; Booc, Claudiu ; Turgeman, Avraham ; Jude, Octavian. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:17:p:6159-:d:1224247. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Information Rigidities and Farmland Value Expectations. (2023). Zhang, Wendong ; Kuethe, Todd ; Fiechter, Chad. In: ISU General Staff Papers. RePEc:isu:genstf:202306131414240000. Full description at Econpapers || Download paper |
2023 | Measuring economic diplomacy using event study method: the case of EU-China summit talks and Airbus stock price changes. (2023). Choi, Sunkung. In: Asia Europe Journal. RePEc:kap:asiaeu:v:21:y:2023:i:2:d:10.1007_s10308-023-00660-2. Full description at Econpapers || Download paper |
2023 | Information rigidities in USDA crop production forecasts. (2023). Goyal, Raghav ; Adjemian, Michael K. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:105:y:2023:i:5:p:1405-1425. Full description at Econpapers || Download paper |
2023 | War in Ukraine: The rational “wait?and?see” mode of global food markets. (2023). Legrand, Nicolas. In: Applied Economic Perspectives and Policy. RePEc:wly:apecpp:v:45:y:2023:i:2:p:626-644. Full description at Econpapers || Download paper |
2023 | Forecasting energy prices: Quantile?based risk models. (2023). Apergis, Nicholas. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:1:p:17-33. Full description at Econpapers || Download paper |
2023 | Temperature, storage, and natural gas futures prices. (2023). Hartley, Peter ; Lan, Yihui ; Chen, Yanting. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:4:p:549-575. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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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 | 6 |
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: 6 | 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 | 39 |
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: 39 | 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 | 76 |
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: 76 | 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 | 13 |
2015 | Do Earthquakes Shake Stock Markets?.(2015) In: PLOS ONE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | 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 | 1 |
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: 1 | 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 | 5 |
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: 5 | 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 | 2 |
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: 2 | 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 | 22 |
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: 22 | 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 | 11 |
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: 11 | 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 | 5 |
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: 5 | 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 | |
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In: . [Full Text][Citation analysis] | paper | 0 | |
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2012 | Do USDA Announcements Affect Comovements Across Commodity Futures Returns? In: Journal of Agricultural and Resource Economics. [Full Text][Citation analysis] | article | 14 |
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 | 11 |
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 |
2010 | Components of Grain Futures Price Volatility In: Journal of Agricultural and Resource Economics. [Full Text][Citation analysis] | article | 18 |
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 | 7 |
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: 7 | 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 | 2 |
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 | 1 |
2021 | When does USDA information have the most impact on crop and livestock markets? In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 5 |
2022 | How far is too far for volatility transmission? 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 | 6 |
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 | 3 |
2014 | The Pattern of Price Linkages Among Commodities In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 3 |
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