... are researched. Exploration of futures markets alongside online media advances the use of online media to glean insights in financial, along with food and agricultural markets. Mario Ortez can be contacted at: mortez@purdue.edu 21 03 2022 21 06 2022 24 06 2022 © Emerald Publishing...

...Alexandre Gohin; Jean Cordier Purpose The role that speculation in futures markets plays during food price spikes is a subject of lively dispute. This issue is often addressed with empirical analyses. They suffer from data limitations and focus on the short-term impacts. The paper aims to discuss...

...Kentaka Aruga Purpose The purpose of this paper is to test the market linkage and the strength of the linkage between the identity‐preserved (IP) non‐genetically modified organism (non‐GMO) and non‐IP conventional soybean futures markets at the Tokyo Grain Exchange (TGE) when effects from...

... contract basis and then turn to the futures markets to insure against falling prices. The nonparametric Kernel method uses the weighted average of the order statistics around the quantile of interest as the VaR estimate. The resulting estimate is distribution‐free and consistent for independent...