Commodity exchanges are marketplaces where various commodities, including metals, energy, agriculture, etc., traded. Here, buyers, sellers, and investors can transact in spot contracts or items futures. According to literature reviews based on prior research, in-person contacts encounters strengthen professional ties, create a sense of trust, provide thorough understanding client preferences wa...

Aim: Commodity exporting nations have significant terms of trade swings, making their actual exchange rate unstable. This study looked at how variations in dollar affected food commodity prices Africa between 1990 and 2021.
 Design/Research methods: The conducted GARCH analysis for ascertaining prevalence volatilities rates interest respectively selected African countries. Also, we estimat...

The size distribution of land plots is a result of land allocation processes in the past. In the absence of regulation this is a Markov process leading an equilibrium described by a probabilistic equation used commonly in the insurance and financial mathematics. We support this claim by analyzing the distribution of two plot types, garden and build-up areas, in the Czech Land Registry pointing ...

In order to price commodity derivatives, it is necessary to estimate the market prices of risk as well as the functions of the stochastic processes of the factors in the model. However, the estimation of the market prices of risk is an open question in the jump-diffusion derivative literature when a closed-form solution is not known. In this paper, we propose a novel approach for estimating the...

Çalışmada pay senedi, emtia, döviz ve dijital para piyasası arasındaki ilişki ülke ekonomisinde meydana gelen yapısal kırılmaları da dikkate alarak analiz edilmiş geniş bir literatür çalışmasına yer verilmiştir. Analiz 19.07.2010-19.03.2020 dönemi günlük fiyat verileri kullanılarak Carrion-i Silvestre, Kim Perron (2009) çoklu kırılmalı birim kök, Maki (2012) eşbütünleşme Hatemi-J asimetrik nede...