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Speculative bubbles in agricultural commodity markets

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References

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2008

Anatomy of a crisis: the causes and consequences of surging food prices

725 cited

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2014Price Explosiveness, Speculation, and Grain Futures Prices99 cited
2014Speculative bubbles in agricultural prices88 cited
2019Financialization of agricultural commodities: Evidence from China74 cited
2019Detecting Financial Collapse and Ballooning Sovereign Risk62 cited
2014An analytical review of volatility metrics for bubbles and crashes38 cited
2017Modelling time varying volatility spillovers and conditional correlations across commodity metal futures38 cited
2014Identifying Speculative Bubbles Using an Infinite Hidden Markov Model36 cited
2020Volatility estimation and jump detection for drift–diffusion processes30 cited