Concepedia

Yield Volatility Analysis

Yield Volatility Analysis is a methodological framework within Temporal Yield Analysis that quantifies the temporal fluctuations in agricultural output to assess the stability and predictability of yield performance over time.

94

Publications

4.4K

Citations

186

Authors

141

Institutions

Publications per year

2017–2026

16

Parents

Publications

94

Comparing possible proxies of corporate bond liquidity

Patrick Houweling, Albert Mentink, Ton Vorst · Journal of Banking & Finance · 2004 · 322 citations

, , +17

Forecasting the yield curve in a data-rich environment: A no-arbitrage factor-augmented VAR approach

Emanuel Moench · Journal of Econometrics · 2008 · 256 citations

, , +16

Can the Term Spread Predict Output Growth and Recessions? A Survey of the Literature

David C. Wheelock, Mark E. Wohar · 2009 · 226 citations · Full text

, , +17

Impact of COVID-19 on the quantile connectedness between energy, metals and agriculture commodities

Saqib Farid, Muhammad Abubakr Naeem, Andrea Paltrinieri et al. · Energy Economics · 2022 · 175 citations · Full text

, , +7

Soil Water Holding Capacity Mitigates Downside Risk and Volatility in US Rainfed Maize: Time to Invest in Soil Organic Matter?

Alwyn Williams, Mitchell C. Hunter, Melanie Kammerer et al. · PLoS ONE · 2016 · 167 citations · Full text

, , +17

1–5 of 94

Authors

186

  1. CE
    Christian Ebeke

    International Monetary Fund, United States

    4 publications · 74 citations

    4

    h-index

  2. LB
    Luca Benzoni

    Federal Reserve Bank of Chicago, United States

    3 publications · 200 citations

    3

    h-index

  3. TG
    Torben G. Andersen

    Northwestern University, United States

    3 publications · 200 citations

    3

    h-index

  4. LB
    Luca Benati

    European Central Bank, Germany

    2 publications · 75 citations

    2

    h-index

  5. PH
    Patrick Houweling

    Erasmus University Rotterdam, Netherlands

    2 publications · 432 citations

    2

    h-index

1–5 of 186

Institutions

141

  1. National Bureau of Economic Research

    Cambridge, United States

    4 h-index

    6 publications

    181 citations

  2. European Central Bank

    Frankfurt am Main, Germany

    4 h-index

    5 publications

    220 citations

  3. University of Florida

    Gainesville, United States

    3 h-index

    3 publications

    100 citations

  4. University of Minnesota

    Minneapolis, United States

    3 h-index

    5 publications

    506 citations

  5. International Monetary Fund

    Washington D.C., United States

    3 h-index

    3 publications

    50 citations

  6. Centre d'Études et de Recherches sur le Développement International

    Clermont-Ferrand, France

    2 h-index

    2 publications

    32 citations

  7. Northwestern University

    Evanston, United States

    2 h-index

    3 publications

    93 citations

  8. Pennsylvania State University

    State College, United States

    2 h-index

    5 publications

    577 citations

1–8 of 141

Venues

  1. SSRN Electronic Journal

    Repository · 14 publications · 447 citations

    12

    h-index

  2. AgEcon Search (University of Minnesota, USA)

    Repository · 3 publications · 56 citations

    3

    h-index

  3. Journal of Banking & Finance

    3 publications · 410 citations

    3

    h-index

  4. Economics Letters

    2 publications · 32 citations

    2

    h-index

  5. Journal of International Money and Finance

    2 publications · 107 citations

    2

    h-index

1–5