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Related papers: Investigating Wheat Price with a Multi-Agent Model

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In this paper, we model the impact of oil price volatility on Tehranstock and industry indices in two periods of international sanctions and post-sanction. To analyse the purpose of study, we use Feed-forward neural net-works. The period of…

Statistical Finance · Quantitative Finance 2020-09-14 Somayeh Kokabisaghi , Mohammadesmaeil Ezazi , Reza Tehrani , Nourmohammad Yaghoubi

50 year-long time series from a Long Term Agronomic Experiment have been used to to investigate the effects of climate change on yields of Wheat and Maize. Trends and fluctuations, useful to estimate production forecasts and related risks…

Applications · Statistics 2020-02-18 Giuliano Vitali , Sergei Rogosin , Guido Baldoni

Inflation is one of the most important macroeconomic indicators that have a great impact on the population of any country and region. Inflation is influenced by range of factors, one of which is inflation expectations. Many central banks…

Statistical Finance · Quantitative Finance 2024-03-15 Vasilii Chsherbakov , Ilia Karpov

This work outlines the modeling steps for developing a tool aimed at supporting policymakers in guiding policies toward more sustainable wheat production. In the agricultural sector,policies affect a highly diverse set of farms, which…

General Economics · Economics 2025-10-03 Gianfranco Giuloni , Edmondo Di Giuseppe , Arianna Di Paola

Dependencies in the global food production network can lead to shortages in numerous regions, as demonstrated by the impacts of the Russia-Ukraine conflict on global food supplies. Here, we reveal the losses of $125$ food products after a…

General Economics · Economics 2023-06-19 Moritz Laber , Peter Klimek , Martin Bruckner , Liuhuaying Yang , Stefan Thurner

We present the results of study of a possible relationship between the space weather and terrestrial markets of agricultural products. It is shown that to implement the possible effect of space weather on the terrestrial harvests and…

Atmospheric and Oceanic Physics · Physics 2015-06-12 Lev Pustilnik , Gregory Yom Din

Price volatility in global food commodities is a critical signal indicating potential disruptions in the food market. Understanding forthcoming changes in these prices is essential for bolstering food security, particularly for nations at…

Machine Learning · Computer Science 2024-07-02 Sydney Balboni , Grace Ivey , Brett Storoe , John Cisler , Tyge Plater , Caitlyn Grant , Ella Bruce , Benjamin Paulson

We design three continuous--time models in finite horizon of a commodity price, whose dynamics can be affected by the actions of a representative risk--neutral producer and a representative risk--neutral trader. Depending on the model, the…

Mathematical Finance · Quantitative Finance 2020-03-04 René Aïd , Giorgia Callegaro , Luciano Campi

Winter wheat is one of the most important crops in the United Kingdom, and crop yield prediction is essential for the nation's food security. Several studies have employed machine learning (ML) techniques to predict crop yield on a county…

Machine Learning · Computer Science 2024-09-01 Yogesh Bansal , David Lillis , Mohand Tahar Kechadi

Data competitions have become a popular approach to crowdsource new data analysis methods for general and specialized data science problems. In plant phenotyping, data competitions have a rich history, and new outdoor field datasets have…

Computer Vision and Pattern Recognition · Computer Science 2021-05-14 Etienne David , Franklin Ogidi , Wei Guo , Frederic Baret , Ian Stavness

Accuracy of crop price forecasting techniques is important because it enables the supply chain planners and government bodies to take appropriate actions by estimating market factors such as demand and supply. In emerging economies such as…

Applications · Statistics 2020-09-10 Ayush Jain , Smit Marvaniya , Shantanu Godbole , Vitobha Munigala

The foreign exchange market has taken an important role in the global financial market. While foreign exchange trading brings high-yield opportunities to investors, it also brings certain risks. Since the establishment of the foreign…

Statistical Finance · Quantitative Finance 2021-08-09 Mimansa Rana , Nanxiang Mao , Ming Ao , Xiaohui Wu , Poning Liang , Matloob Khushi

With billions of people facing moderate or severe food insecurity, the resilience of the global food supply will be of increasing concern due to the effects of climate change and geopolitical events. In this paper we describe a framework to…

Computer Vision and Pattern Recognition · Computer Science 2024-11-12 David Willmes , Nick Krall , James Tanis , Zachary Terner , Fernando Tavares , Chris Miller , Joe Haberlin , Matt Crichton , Alexander Schlichting

The current international landscape is turbulent and unstable, with frequent outbreaks of geopolitical conflicts worldwide. Geopolitical risk has emerged as a significant threat to regional and global peace, stability, and economic…

Econometrics · Economics 2025-10-29 Yun-Shi Dai , Peng-Fei Dai , Wei-Xing Zhou

In a globalised world, inflation in a given country may be becoming less responsive to domestic economic activity, while being increasingly determined by international conditions. Consequently, understanding the international sources of…

Econometrics · Economics 2024-10-30 Ignacio Garrón , C. Vladimir Rodríguez-Caballero , Esther Ruiz

This paper analyzes the economic impact of China's retaliatory soybean tariff on U.S. soybean farmers using advanced econometric methods and comprehensive datasets including USDA reports, trade data, and historical price movements. The…

General Economics · Economics 2025-03-17 Xinyu Li

Agricultural price volatility, driven by market dynamics and meteorological factors such as temperature and precipitation, poses challenges for sustainable finance, planning, and policy. This study analyzes the impact of climate on crop…

This paper evaluates the impact of the power extent on price in the electricity market. The competitiveness extent of the electricity market during specific times in a day is considered to achieve this. Then, the effect of competitiveness…

Statistical Finance · Quantitative Finance 2019-07-30 Naser Rostamni , Tarik A. Rashid

The ongoing Russia-Ukraine conflict between two major agricultural powers has posed significant threats and challenges to the global food system and world food security. Focusing on the impact of the conflict on the global agricultural…

Statistical Finance · Quantitative Finance 2024-07-01 Wei-Xing Zhou , Yun-Shi Dai , Kiet Tuan Duong , Peng-Fei Dai

We introduce a multivariate Hawkes process that accounts for the dynamics of market prices through the impact of market order arrivals at microstructural level. Our model is a point process mainly characterized by 4 kernels associated with…

Trading and Market Microstructure · Quantitative Finance 2013-01-08 E. Bacry , J. F Muzy