Structural changes and statistical causal relationships in agricultural commodities markets: the impact of public news sentiment and institutional announcements

Authors

Guillaume Bagnarosa (ORCID: https://orcid.org/0000-0002-3679-790X)
Alexandre Gohin (ORCID: https://orcid.org/0000-0002-6193-542X)
Ioannis Chalkiadakis (ORCID: https://orcid.org/0000-0003-4111-9836)
Gareth W. Peters (ORCID: https://orcid.org/0000-0003-2768-8979)

Institutions

University of California, Santa Barbara (US)
Institut National de Recherche pour l'Agriculture, l'Alimentation et l'Environnement (FR)
Centre National pour la Recherche Scientifique et Technique (CNRST) (MA)
École Supérieure de Commerce de Rennes (FR)

Publication Details

Journal: Quantitative Finance
Published: 2025-08-03
DOI: https://doi.org/10.1080/14697688.2025.2528689
Primary Topic: Gaussian Processes and Bayesian Inference
Type: article
Field-Weighted Citation Impact: 0.00

Funders

University of California, Santa Barbara

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article

Structural changes and statistical causal relationships in agricultural commodities markets: the impact of public news sentiment and institutional announcements

Guillaume Bagnarosa, Alexandre Gohin, Ioannis Chalkiadakis, Gareth W. Peters

Aug 3, 2025

1 links

Quantitative Finance

Gaussian Processes and Bayesian Inference

article

Structural changes and statistical causal relationships in agricultural commodities markets: the impact of public news sentiment and institutional announcements

Guillaume Bagnarosa, Alexandre Gohin, Ioannis Chalkiadakis, Gareth W. Peters

August 3, 2025article en

Abstract

No abstract available for this paper.

Quantitative FinanceVol. 25(8)

University of California, Santa Barbara (US), Institut National de Recherche pour l'Agriculture, l'Alimentation et l'Environnement (FR), Centre National pour la Recherche Scientifique et Technique (CNRST) (MA), École Supérieure de Commerce de Rennes (FR)

University of California, Santa Barbara

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Openalex Percentile: Top 89%

Gaussian Processes and Bayesian Inference

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