Berna Karali : Citation Profile

University of Georgia

9

H index

9

i10 index

412

Citations

RESEARCH PRODUCTION:

48

Articles

29

Papers

RESEARCH ACTIVITY:

   18 years (2007 - 2025). See details.
   Cites by year: 22
   Journals where Berna Karali has often published
   Relations with other researchers
   Recent citing documents: 70.    Total self citations: 25 (5.72 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pka780
   Updated: 2025-12-20    RAS profile: 2025-06-09    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Adjemian, Michael (3)

Goswami, Alankrita (3)

Ferreira, Susana (3)

Isengildina Massa, Olga (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Berna Karali.

Is cited by:

Adjemian, Michael (10)

Robe, Michel (9)

Etienne, Xiaoli (7)

Katchova, Ani (7)

Sévi, Benoît (6)

Brorsen, B (6)

Rousse, Olivier (6)

Chang, Chia-Lin (5)

Hernandez, Manuel (5)

Tiwari, Aviral (5)

Kuethe, Todd (4)

Cites to:

Irwin, Scott (79)

Garcia, Philip (31)

Isengildina Massa, Olga (23)

Adjemian, Michael (17)

Engle, Robert (10)

Brorsen, B (9)

Thurman, Walter (9)

Perron, Pierre (8)

Goodwin, Barry (8)

Manfredo, Mark (7)

Schroeder, Ted (6)

Main data

Where Berna Karali has published?

Journals with more than one article published# docs
Journal of Agricultural and Resource Economics7
Journal of Agricultural and Applied Economics7
Journal of Agricultural and Applied Economics5
Journal of Futures Markets4
Applied Economic Perspectives and Policy3
Journal of Commodity Markets3
American Journal of Agricultural Economics3
Energy Economics2
Food Policy2

Working Papers Series with more than one paper published# docs
2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota / Agricultural and Applied Economics Association4
2022 Annual Meeting, July 31-August 2, Anaheim, California / Agricultural and Applied Economics Association4
2016 Annual Meeting, July 31-August 2, Boston, Massachusetts / Agricultural and Applied Economics Association3
2013 Annual Meeting, August 4-6, 2013, Washington, D.C. / Agricultural and Applied Economics Association2
2008 Conference, April 21-22, 2008, St. Louis, Missouri / NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management2

Recent works citing Berna Karali (2025 and 2024)

YearTitle of citing document
2024THE REACTION OF CORN FUTURES PRICES TO U.S. AND BRAZILIAN CROP REPORTS. (2024). Mattos, Fabio ; Franco, Rodrigo Lanna ; Silva, Renato Moraes ; Cruz, Jose Cesar. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343571.

Full description at Econpapers || Download paper

2024Spatial Price Transmission and Dynamic Volatility Spillovers in the Global Grain Markets. (2024). Du, Yuxuan ; Xue, Huidan. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343639.

Full description at Econpapers || Download paper

2024Convergence Bias in Lean Hog Futures: Are Hog Prices Reliable?. (2024). Choe, Kyoungin ; Goodwin, Barry K. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343733.

Full description at Econpapers || Download paper

2024THE REACTION OF CORN FUTURES PRICES TO U.S. AND BRAZILIAN CROP REPORTS. (2024). , Daniel ; Cruz, Jose Cesar ; Silva, Renato Moraes ; Franco, Rodrigo Lanna ; Mattos, Fabio L. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:343571.

Full description at Econpapers || Download paper

2024Spatial Price Transmission and Dynamic Volatility Spillovers in the Global Grain Markets. (2024). Du, Yuxuan ; Xue, Huidan. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:343639.

Full description at Econpapers || Download paper

2024Convergence Bias in Lean Hog Futures: Are Hog Prices Reliable?. (2024). Goodwin, Barry K ; Choe, Kyoungin. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:343733.

Full description at Econpapers || Download paper

2024Grain Futures Market Response to the Black Sea Grain Initiative. (2024). Steinbach, Sandro ; Yildirim, Yasin. In: German Journal of Agricultural Economics. RePEc:ags:gjagec:356239.

Full description at Econpapers || Download paper

2024The Impact of Stocks on Correlations between Crop Yields and Prices and on Revenue Insurance Premiums using Semiparametric Quantile Regression. (2024). Hennessy, David ; Stuart, Matthew ; Yu, Cindy. In: Papers. RePEc:arx:papers:2308.11805.

Full description at Econpapers || Download paper

2024CFTM: Continuous time fractional topic model. (2024). Fujimoto, Yugo ; Hayashi, Kohei ; Nakagawa, Kei. In: Papers. RePEc:arx:papers:2402.01734.

Full description at Econpapers || Download paper

2024Modelling and Forecasting Energy Market Volatility Using GARCH and Machine Learning Approach. (2024). Chung, Seulki. In: Papers. RePEc:arx:papers:2405.19849.

Full description at Econpapers || Download paper

2025Sovereign Risk and Stock Market Response to Natural Disasters in Emerging Economies. (2025). Parra-Amado, Daniel ; Bermdez-Cespedes, Juan Pablo ; Melo-Velandia, Luis Fernando. In: Borradores de Economia. RePEc:bdr:borrec:1303.

Full description at Econpapers || Download paper

2024Stock market reaction to mandatory sustainability reporting: Does carbon‐intensity and environmental, social, and governance reputation matter?. (2024). Pandey, Dharen ; Alahdal, Waleed M ; Hashim, Hafiza Aishah. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:8:p:9116-9140.

Full description at Econpapers || Download paper

2024Asymmetric spot‐futures prices adjustments in Quebec grain markets. (2024). Sossou, Dislene ; Singbo, Alphonse. In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. RePEc:bla:canjag:v:72:y:2024:i:3:p:347-363.

Full description at Econpapers || Download paper

2024Examining the bidirectional ripple effects in the NFT markets: Risky center or hedging center?. (2024). Du, Yuting ; Zhang, XU ; Naeem, Muhammad Abubakr ; Rauf, Abdul. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000194.

Full description at Econpapers || Download paper

2024Option 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

2024Has the COVID-19 pandemic shock transmitted to the u.s. stock market: Evidence using bootstrap (A)symmetric fourier granger causality test in quantiles. (2024). Peng, Yi-Ting ; Chang, Tsangyao ; Ranjbar, Omid ; 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

2024The ripple effect of all-star females: Knowledge spillover and improved analyst performance. (2024). Jannati, Sima. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s0927539824000288.

Full description at Econpapers || Download paper

2024Volatility spillovers across Russian oil and gas sector. Evidence of the impact of global markets and extraordinary events. (2024). Balash, Vladimir ; Faizliev, Alexey. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007004.

Full description at Econpapers || Download paper

2024Mitigating 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

2024Do macroprudential policies reduce risk spillovers between energy markets?: Evidence from time-frequency domain and mixed-frequency methods. (2024). Bai, YU ; Xu, Xin ; Xie, Qichang ; Jia, Nanfei. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002664.

Full description at Econpapers || Download paper

2024Electricity market crisis in Europe and cross border price effects: A quantile return connectedness analysis. (2024). Nepal, Rabindra ; Jamasb, Tooraj ; Pham, Son Duy ; Do, Hung Xuan. In: Energy Economics. RePEc:eee:eneeco:v:135:y:2024:i:c:s0140988324003414.

Full description at Econpapers || Download paper

2024Mapping 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

2024Macroeconomic 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

2024Impact 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

2024Measuring financial stability in the presence of energy shocks. (2024). Mattera, Raffaele ; Snchez-Garca, Javier ; Cerqueti, Roy ; Cruz-Rambaud, Salvador. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006303.

Full description at Econpapers || Download paper

2024Discerning the impact of global geopolitical risks on Chinas energy futures market spillovers: Evidence from higher-order moments. (2024). Rong, Xueyun ; Wang, Xinya ; Yin, Lei. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006893.

Full description at Econpapers || Download paper

2025Tail risk connectedness in the Australian National Electricity Markets: The impact of rare events. (2025). Nepal, Rabindra ; Jamasb, Tooraj ; Pham, Son Duy ; Do, Hung Xuan. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008326.

Full description at Econpapers || Download paper

2025Multiscale systemic risk spillovers in Chinese energy market: Evidence from a tail-event driven network analysis. (2025). Zhang, Feipeng ; Yuan, DI ; Zhou, Sitong. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008600.

Full description at Econpapers || Download paper

2025The impact of geopolitical risk on higher-order moment risk spillovers in global energy markets. (2025). Xu, Xin ; Yu, YI ; Bi, Yanhao ; Xie, Qichang. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s014098832500115x.

Full description at Econpapers || Download paper

2025Effects of growing-season weather on the dynamic price relationships between biofuel feedstocks. (2025). Goswami, Alankrita ; Karali, Berna. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004050.

Full description at Econpapers || Download paper

2024Vulnerability of European electricity markets: A quantile connectedness approach. (2024). Uribe, Jorge ; Chuliá, Helena ; Klein, Tony ; Muoz, Jorge A ; Chulia, Helena. In: Energy Policy. RePEc:eee:enepol:v:184:y:2024:i:c:s0301421523004470.

Full description at Econpapers || Download paper

2024Modeling cost-optimal fuel choices for truck, ship, and airplane fleets: The impact of sustainability commitments. (2024). Neumann, Anne ; Golab, Antonia ; Durakovic, Goran ; Zwickl-Bernhard, Sebastian ; Auer, Hans ; Martin, Jonas. In: Energy. RePEc:eee:energy:v:308:y:2024:i:c:s0360544224026562.

Full description at Econpapers || Download paper

2025Return connectedness between energy commodities and stock markets: New evidence from 31 energy sector companies in Europe. (2025). Kliber, Agata ; Echaust, Krzysztof ; Just, Magorzata. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925001814.

Full description at Econpapers || Download paper

2024Asymmetric and high-order risk transmission across VIX and Chinese futures markets. (2024). Zhang, Zhendong ; Luo, Jiawen. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000462.

Full description at Econpapers || Download paper

2024The 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

2024Time-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). Shi, Yujie ; Li, Yanshuang ; Xiong, Xiong ; Yi, Shangkun. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002710.

Full description at Econpapers || Download paper

2024The higher the better? Hedging and investment strategies in cryptocurrency markets: Insights from higher moment spillovers. (2024). Hamori, Shigeyuki ; He, Xie. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002916.

Full description at Econpapers || Download paper

2024Autopsy of a futures market failure: Japan’s Dojima rice futures in the early 21st century. (2024). Yamamoto, Shuhei ; Janzen, Joseph P ; Serra, Teresa. In: Food Policy. RePEc:eee:jfpoli:v:128:y:2024:i:c:s0306919224001283.

Full description at Econpapers || Download paper

2024Commodity currencies revisited: The role of global commodity price uncertainty. (2024). Karadimitropoulou, Aikaterini ; Ferrara, Laurent ; Bermpei, Theodora ; Triantafyllou, Athanasios. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:145:y:2024:i:c:s0261560624000834.

Full description at Econpapers || Download paper

2024How does carbon market interact with energy and sectoral stocks? Evidence from risk spillover and wavelet coherence. (2024). Zhao, Lu-Tao ; Chen, Xue-Hui ; Liu, Hai-Yi. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851324000059.

Full description at Econpapers || Download paper

2024USDA reports affect the stock market, too. (2024). Robe, Michel ; Heckelei, Thomas ; Ionici, Octavian. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000035.

Full description at Econpapers || Download paper

2024Time-varying and multi-scale analysis of copper price influencing factors based on LASSO and EMD methods. (2024). Guo, Yaoqi ; Liu, Yanqiong ; Wei, Qing. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000072.

Full description at Econpapers || Download paper

2024Normal and extreme impact and connectedness between fossil energy futures markets and uncertainties: Does El Niño-Southern Oscillation matter?. (2024). Wang, Zhuo ; Wei, YU ; Zhang, Yifeng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:188-215.

Full description at Econpapers || Download paper

2024Quaking the stock market: Event study evidence on the Turkey-Syria earthquake. (2024). Pandey, Dharen ; Kumar, Satish ; Alahdal, Waleed M ; Kumari, Vineeta. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:182-194.

Full description at Econpapers || Download paper

2024Price spillovers and interdependences in Chinas agricultural commodity futures market: Evidence from the US-China trade dispute. (2024). Tongurai, Jittima ; Chen, Xiangyu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024005719.

Full description at Econpapers || Download paper

2024Volatility Spillovers in Emerging Markets: Oil Shocks, Energy, Stocks, and Gold. (2024). Garzon, Natalia ; Molina-Muoz, Jesus ; Alzate-Ortega, Ana. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:2:p:378-:d:1317713.

Full description at Econpapers || Download paper

2024Enhancing Forecasting Accuracy in Commodity and Financial Markets: Insights from GARCH and SVR Models. (2024). Ampountolas, Apostolos. In: IJFS. RePEc:gam:jijfss:v:12:y:2024:i:3:p:59-:d:1422975.

Full description at Econpapers || Download paper

2024Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices. (2024). Pierdzioch, Christian ; GUPTA, RANGAN. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:18:p:2952-:d:1483479.

Full description at Econpapers || Download paper

2025Assessing the Impact of External Shocks on Prices in the Live Pig Industry Chain: Evidence from China. (2025). Cheng, Jinhua ; Li, Yinqiu ; Huan, Honghua ; Zhang, Jing ; Zhou, Dapeng. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:5:p:1934-:d:1598708.

Full description at Econpapers || Download paper

2024Measuring financial stability in the presence of energy shocks. (2024). Cerqueti, Roy ; Cruz-Rambaud, Salvador ; Mattera, Raffaele ; Snchez-Garca, Javier. In: Post-Print. RePEc:hal:journl:hal-05115049.

Full description at Econpapers || Download paper

2025Structural changes and statistical causal relationships in agricultural commodities markets: the impact of public news sentiment and institutional announcements. (2025). Gohin, Alexandre ; Bagnarosa, Guillaume ; Peters, Gareth W ; Chalkiadakis, Ioannis. In: Post-Print. RePEc:hal:journl:hal-05280276.

Full description at Econpapers || Download paper

2025Volatility spillovers in the Russian stock market: Responses to exogenous shocks. (2025). Balash, V ; Faizliev, A. In: Journal of the New Economic Association. RePEc:nea:journl:y:2025:i:67:p:65-84.

Full description at Econpapers || Download paper

2024Assessing the extent and persistence of major crisis events in the crude oil market and economy: evidence from the past 30 years. (2024). Wang, Shouyang ; Jiao, Jianbin ; Hu, YI ; Zhang, QI. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03364-z.

Full description at Econpapers || Download paper

2024Forecasting commodity prices: empirical evidence using deep learning tools. (2024). Ftiti, Zied ; Louhichi, Wael ; Boubaker, Sahbi ; Tissaoui, Kais ; ben Ameur, Hachmi. In: Annals of Operations Research. RePEc:spr:annopr:v:339:y:2024:i:1:d:10.1007_s10479-022-05076-6.

Full description at Econpapers || Download paper

2025Modelling systemic risk of energy and non-energy commodity markets during the COVID-19 pandemic. (2025). Tiwari, Aviral Kumar ; Naeem, Muhammad Abubakr ; Khan, Ashraf ; Anwer, Zaheer. In: Annals of Operations Research. RePEc:spr:annopr:v:345:y:2025:i:2:d:10.1007_s10479-022-04879-x.

Full description at Econpapers || Download paper

2025A Markov regime-switching event response model: beef price spread response to processing capacity shocks. (2025). Neill, Clinton L ; Boyer, Christopher N ; Park, Eunchun. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:3:d:10.1007_s00181-024-02677-x.

Full description at Econpapers || Download paper

2025Is corn still king? Unravelling time-varying interactions among soft commodities. (2025). Auret, Christo ; Sayed, Ayesha. In: Eurasian Economic Review. RePEc:spr:eurase:v:15:y:2025:i:1:d:10.1007_s40822-024-00296-6.

Full description at Econpapers || Download paper

2024How do supply or demand shocks affect the US oil market?. (2024). Vides, José Carlos ; Golpe, Antonio ; Martn-Lvarez, Juan Manuel ; Feria, Julia. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00561-8.

Full description at Econpapers || Download paper

2024Do earthquakes shake the stock market? Causal inferences from Turkey’s earthquake. (2024). Shahbaz, Muhammad ; Khan, Khalid ; Cifuentes-Faura, Javier. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00664-w.

Full description at Econpapers || Download paper

2025Machine learning price index forecasts of flat steel products. (2025). Xu, Xiaojie ; Jin, Bingzi. In: Mineral Economics. RePEc:spr:minecn:v:38:y:2025:i:1:d:10.1007_s13563-024-00457-8.

Full description at Econpapers || Download paper

2025The US Quantitative Easing Monetary Policy and Commodities’ Prices. (2025). Yao, Wei. In: Other publications TiSEM. RePEc:tiu:tiutis:185d14d3-9dc2-4276-82ec-e2d59b3d693f.

Full description at Econpapers || Download paper

2024Testing the optimality of USDAs WASDE forecasts under unknown loss. (2024). Katchova, Ani L ; Ding, Kexin. In: Agribusiness. RePEc:wly:agribz:v:40:y:2024:i:4:p:846-865.

Full description at Econpapers || Download paper

2025Change in farmer expectations from information surprises in the corn market. (2025). Mintert, James ; Langemeier, Michael ; Kuethe, Todd ; Fiechter, Chad. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:107:y:2025:i:1:p:231-247.

Full description at Econpapers || Download paper

2024Forecast combination in agricultural economics: Past, present, and the future. (2024). Ramsey, Austin ; Adjemian, Michael K. In: Applied Economic Perspectives and Policy. RePEc:wly:apecpp:v:46:y:2024:i:4:p:1450-1478.

Full description at Econpapers || Download paper

2024Inventory 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

2025Explainable Soybean Futures Price Forecasting Based on Multi‐Source Feature Fusion. (2025). Lv, Shengxiang ; Yu, Sihao ; Wu, Binrong. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:4:p:1363-1382.

Full description at Econpapers || Download paper

2024Risky 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

2025Commodity Futures Deliveries: Theory and Evidence From the US Corn Market. (2025). Robe, Michel ; Kunda, Eugene L. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:7:p:844-876.

Full description at Econpapers || Download paper

2025The Reaction of Corn Futures Markets to US and Brazilian Crop Reports. (2025). Cruz, Jos Csar ; Mattos, Fabio L ; Silva, Renato Moraes ; Franco, Rodrigo Lanna ; Dario, Daniel Henrique. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:9:p:1298-1323.

Full description at Econpapers || Download paper

2025Tail Dependence of Liquidity and Volatility in Carbon Futures Market: Evidence From EU ETS. (2025). Cai, Xiaohan ; Yan, BO. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:46:y:2025:i:6:p:3538-3570.

Full description at Econpapers || Download paper

Works by Berna Karali:

YearTitleTypeCited
2007Announcement 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]		paper7
2009Announcement 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
2008Do 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]		paper2
2010Do 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
2009What 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]		paper45
2013Short- 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: 45		article
2010Is 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]		paper0
2011HIGH PRICE VOLATILITY AND SPILLOVER EFFECTS IN ENERGY MARKETS In: 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania.
[Full Text][Citation analysis]		paper107
2014Macro determinants of volatility and volatility spillover in energy markets.(2014) In: Energy Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 107		article
2012When do the USDA forecasters make mistakes? In: 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington.
[Full Text][Citation analysis]		paper5
2013When do the USDA forecasters make mistakes?.(2013) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		article
2013Drought, Biofuel, and Livestock In: 2013 Annual Meeting, August 4-6, 2013, Washington, D.C..
[Full Text][Citation analysis]		paper3
2013Do Index Fund Traders React to USDA Announcements? In: 2013 Annual Meeting, August 4-6, 2013, Washington, D.C..
[Full Text][Citation analysis]		paper0
2014An Assessment of the Impact of Earthquakes on Global Capital Markets In: 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota.
[Full Text][Citation analysis]		paper16
2015Do Earthquakes Shake Stock Markets?.(2015) In: PLOS ONE.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		article
2014Relative Performance of Semi-Parametric Nonlinear Models in Forecasting Basis In: 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota.
[Full Text][Citation analysis]		paper0
2014Event 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]		paper3
2019Event 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: 3		article
2014Conversion 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]		paper6
2015Diesel 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
2015The 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]		paper3
2018The 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
2016Market Reaction to Inefficiencies in USDA Crop Production Forecasts In: 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts.
[Full Text][Citation analysis]		paper3
2017Do 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
2016Changes 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]		paper17
2019Are USDA reports still news to changing crop markets?.(2019) In: Food Policy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		article
2016Estimating relative price impact: The case of Brent and WTI In: 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts.
[Full Text][Citation analysis]		paper6
2017How Scary Are Food Scares? Evidence from Animal Disease Outbreaks In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois.
[Full Text][Citation analysis]		paper0
2020How 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
2018Does Noise in Market Expectations Dilute Price Reactions to USDA Reports? In: 2018 Annual Meeting, August 5-7, Washington, D.C..
[Full Text][Citation analysis]		paper9
2020Supply Fundamentals and Grain Futures Price Movements.(2020) In: American Journal of Agricultural Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
2020Drop-in Ready Jet Biofuel from Carinata: A Real Options Analysis of Processing Plant Investments In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri.
[Full Text][Citation analysis]		paper0
2021Asymmetric Price Transmission in the Soybean Complex: A Multivariate Quantile Approach In: 2021 Annual Meeting, August 1-3, Austin, Texas.
[Full Text][Citation analysis]		paper0
2022The Role of USDA Reports on Extreme Volatility Coexceedances: An Application to the Soybean Complex In: 2022 Annual Meeting, July 31-August 2, Anaheim, California.
[Full Text][Citation analysis]		paper0
2022Understanding Public Acceptability of Climate Policies in Europe In: 2022 Annual Meeting, July 31-August 2, Anaheim, California.
[Full Text][Citation analysis]		paper0
2025Understanding public acceptability of climate policies in Europe.(2025) In: Climate Policy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2022Environmental Cognitive Dissonance and Subjective Well-being In: 2022 Annual Meeting, July 31-August 2, Anaheim, California.
[Full Text][Citation analysis]		paper0
2024Is Being Bold Better? Industry Expectations of USDA Corn and Soybean Production Estimates In: 2022 Annual Meeting, July 31-August 2, Anaheim, California.
[Full Text][Citation analysis]		paper0
2012Do USDA Announcements Affect Comovements Across Commodity Futures Returns? In: Journal of Agricultural and Resource Economics.
[Full Text][Citation analysis]		article19
2012The Informational Content of Distant-Delivery Futures Contracts In: Journal of Agricultural and Resource Economics.
[Full Text][Citation analysis]		article1
2015A Nonparametric Search for Information Effects from USDA Reports In: Journal of Agricultural and Resource Economics.
[Full Text][Citation analysis]		article14
2018Price Discovery and the Basis Effects of Failures to Converge in Soft Red Winter Wheat Futures Markets In: Journal of Agricultural and Resource Economics.
[Full Text][Citation analysis]		article6
2019The Changing Role of USDA Inventory Reports in Livestock Markets In: Journal of Agricultural and Resource Economics.
[Full Text][Citation analysis]		article1
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]		article0
2010Components of Grain Futures Price Volatility In: Journal of Agricultural and Resource Economics.
[Full Text][Citation analysis]		article25
2017The Evolving Dynamics of Commodity Markets: Introduction to a Journal of Agribusiness Special Issue In: Journal of Agribusiness.
[Full Text][Citation analysis]		article0
2010Do 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]		article2
2008Do 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
2010Do 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
2011Assessing 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]		article1
2011Assessing 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
2013A 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]		article3
2013A 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
2014Stock Market Reactions to Environmental News in the Food Industry In: Journal of Agricultural and Applied Economics.
[Full Text][Citation analysis]		article9
2014Stock 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
2019Can Cattle Basis Forecasts Be Improved? A Bayesian Model Averaging Approach In: Journal of Agricultural and Applied Economics.
[Full Text][Citation analysis]		article3
2019Can Cattle Basis Forecasts Be Improved? A Bayesian Model Averaging Approach.(2019) In: Journal of Agricultural and Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2009Does Futures Price Volatility Differ Across Delivery Horizon? In: 2009 Conference, April 20-21, 2009, St. Louis, Missouri.
[Full Text][Citation analysis]		paper2
2010Delivery horizon and grain market volatility.(2010) In: Journal of Futures Markets.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2008Volatility Persistence in Commodity Futures:Inventory and Time-to-Delivery Effects In: 2008 Conference, April 21-22, 2008, St. Louis, Missouri.
[Full Text][Citation analysis]		paper1
2013Food before Biodiesel Fuel? In: 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida.
[Full Text][Citation analysis]		paper4
2015Hurricanes 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]		paper0
2020Can 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]		article6
2022The Impact of Fundamentals on Volatility Measures of Agricultural Substitutes In: Journal of Agricultural and Applied Economics.
[Full Text][Citation analysis]		article1
2016The informational content of inventory announcements: Intraday evidence from crude oil futures market In: Energy Economics.
[Full Text][Citation analysis]		article29
2012A public policy aid for bioenergy investment: Case study of failed plants In: Energy Policy.
[Full Text][Citation analysis]		article5
2017Do nonrenewable-energy prices affect renewable-energy volatility? The case of wood pellets In: Journal of Forest Economics.
[Full Text][Citation analysis]		article3
2022The impact of futures contract storage rate policy on convergence expectations in domestic commodity markets In: Food Policy.
[Full Text][Citation analysis]		article4
2021When does USDA information have the most impact on crop and livestock markets? In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article9
2022How far is too far for volatility transmission? In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article6
2023Hedging with futures during nonconvergence in commodity markets In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article1
2017Ripple effects of the 2011 Japan earthquake on international stock markets In: Research in International Business and Finance.
[Full Text][Citation analysis]		article13
2025Efficiency in the Early Stages of Carbon Markets: The Case of the Korean Emissions Trading Scheme In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article1
2011Bayesian State-Space Estimation of Stochastic Volatility for Storable Commodities In: American Journal of Agricultural Economics.
[Full Text][Citation analysis]		article4
2021Joint Evaluation of the System of USDAs Farm Income Forecasts In: Applied Economic Perspectives and Policy.
[Full Text][Citation analysis]		article4
2024What do we know about the value and market impact of the US Department of Agriculture reports? In: Applied Economic Perspectives and Policy.
[Full Text][Citation analysis]		article0
2014The Pattern of Price Linkages Among Commodities In: Journal of Futures Markets.
[Full Text][Citation analysis]		article3

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team