Berna Karali

University of Georgia

Athens, GA 30602

United States

SCHOLARLY PAPERS

8

DOWNLOADS

0

SSRN CITATIONS

5

CROSSREF CITATIONS

0

Scholarly Papers (8)

1.

Event Study of the Crude Oil Futures Market: A Mixed Event Response Model

American Journal of Agricultural Economics, Vol. 101, Issue 3, pp. 960-985, 2019
Number of pages: 26 Posted: 21 Apr 2020
Berna Karali, Shiyu Ye and Octavio A. Ramirez
University of Georgia, affiliation not provided to SSRN and Texas Tech University - Department of Agricultural and Applied Economics
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Crude oil, distributional event response model, event study, futures return, GARCH, volatility

2.

Short‐ and Long‐Run Determinants of Commodity Price Volatility

American Journal of Agricultural Economics, Vol. 95, Issue 3, pp. 724-738, 2013
Number of pages: 15 Posted: 15 Apr 2020
Berna Karali and Gabriel Power
University of Georgia and Université Laval - Département de Finance et Assurance
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commodities, futures markets, macroeconomic indicators, spline-GARCH, volatility

3.

Supply Fundamentals and Grain Futures Price Movements

American Journal of Agricultural Economics, Vol. 102, Issue 2, pp. 548-568, 2020
Number of pages: 21 Posted: 24 Mar 2020
University of Georgia, University of Illinois at Urbana-Champaign and affiliation not provided to SSRN
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Announcement effects, crop production, futures price reaction, identification‐through‐censoring, measurement error

4.

Delivery Horizon and Grain Market Volatility

Journal of Futures Markets, Forthcoming
Posted: 18 Aug 2009 Last Revised: 12 Apr 2012
University of Georgia, University of Georgia and North Carolina State University

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Bayesian econometrics, futures markets, seasonality, theory of storage, volatility

5.

Components of Grain Futures Price Volatility

Journal of Agricultural and Resource Economics, Forthcoming
Posted: 02 Jul 2009 Last Revised: 12 Apr 2012
Berna Karali and Walter N. Thurman
University of Georgia and North Carolina State University

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volatility, theory of storage, Samuelson effects, seasonality, time to maturity, futures markets

6.

Do Farmers Hedge Optimally or by Habit? A Bayesian Partial-Adjustment Model of Farmer Hedging

Journal of Agricultural and Applied Economics Vol. 42, No. 4, 2010
Posted: 23 Oct 2008 Last Revised: 20 Mar 2010
Jeffrey H. Dorfman and Berna Karali
University of Georgia and University of Georgia

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Bayesian econometrics, habit formation, hedging decisions, information sources

7.

Do Volatility Determinants Vary across Futures Contracts? Insights from a Smoothed Bayesian Estimator

Journal of Futures Markets, Vol. 30, No. 3, pp. 257-277
Posted: 06 Oct 2008 Last Revised: 12 Apr 2012
University of Georgia, University of Georgia and North Carolina State University

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Bayesian econometrics, futures markets, lumber, theory of storage, volatility

8.

Announcement Effects and the Theory of Storage: An Empirical Study of Lumber Futures

Agricultural Economics, Vol. 40, No. 4, pp. 421-436
Posted: 31 Oct 2007 Last Revised: 12 Apr 2012
Berna Karali and Walter N. Thurman
University of Georgia and North Carolina State University

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theory of storage, announcement effects, event study, futures markets, lumber