Climate change and the US wheat commodity market

DOI10.1016/J.JEDC.2024.104823MaRDI QIDQ6567088FDOQ6567088

Authors: Vincenzo De Lipsis, Paolo Agnolucci 

Publication date: 4 July 2024

Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)

zbMATH Keywords

climate changestructural changestoragestructural vector autoregressionprice volatilityagricultural commodity market

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

• Tests for Parameter Instability and Structural Change With Unknown Change Point
• Error Bands for Impulse Responses
• Structural vector autoregressive analysis
• Further evidence on breaking trend functions in macroeconomic variables
• Inference regarding multiple structural changes in linear models with endogenous regressors
• The empirical relevance of the competitive storage model

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