In search of attention in agricultural commodity markets
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23510%2F19%3A43964110" target="_blank" >RIV/49777513:23510/19:43964110 - isvavai.cz</a>
Result on the web
<a href="https://reader.elsevier.com/reader/sd/pii/S0165176519303337?token=937FF5117E88DCCB5E17FA61DE72CE1D4E2F71708ECF74DBC7CF6138D0B73B8EA1BC5074A87B3DAED55F29E7F5BB51ED&originRegion=eu-west-1&originCreation=20220222112145" target="_blank" >https://reader.elsevier.com/reader/sd/pii/S0165176519303337?token=937FF5117E88DCCB5E17FA61DE72CE1D4E2F71708ECF74DBC7CF6138D0B73B8EA1BC5074A87B3DAED55F29E7F5BB51ED&originRegion=eu-west-1&originCreation=20220222112145</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1016/j.econlet.2019.108668" target="_blank" >10.1016/j.econlet.2019.108668</a>
Alternative languages
Result language
angličtina
Original language name
In search of attention in agricultural commodity markets
Original language description
This paper investigates the impact of attention driven behaviour on agricultural commodity prices. We proxy attention driven behaviour using search queries for the commodity names in Google. We apply the ARDL model to estimate the impact of search queries on three internationally traded agricultural commodities – corn, wheat and soybean – using weakly data for the period 2009–2015. The results show that there is causal and permanent relationship between Google search queries and prices of corn and wheat confirming the presence of the attention driven behaviour. However, the estimates do not confirm this relationship for soybean price
Czech name
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Czech description
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Classification
Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
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OECD FORD branch
50202 - Applied Economics, Econometrics
Result continuities
Project
<a href="/en/project/GA19-18080S" target="_blank" >GA19-18080S: Food supply chains: impact of concentration, unfair trade practices, regulations and changing consumer preferences</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2019
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
ECONOMICS LETTERS
ISSN
0165-1765
e-ISSN
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Volume of the periodical
184
Issue of the periodical within the volume
November 2019
Country of publishing house
NL - THE KINGDOM OF THE NETHERLANDS
Number of pages
6
Pages from-to
1-6
UT code for WoS article
000492799600025
EID of the result in the Scopus database
2-s2.0-85072219958