Title:	In search of attention in agricultural commodity markets
Authors:	Mišečka, Tomáš Ciaian, Pavel Rajčániová, Miroslava Pokrivčák, Ján
Citation:	MIŠEČKA, T. CIAIAN, P. RAJČÁNIOVÁ, M. POKRIVČÁK, J. In search of attention in agricultural commodity markets. ECONOMICS LETTERS, 2019, roč. 184, č. November 2019, s. 1-6. ISSN: 0165-1765
Issue Date:	2019
Publisher:	Elsevier
Document type:	článek article
URI:	2-s2.0-85072219958 http://hdl.handle.net/11025/47102
ISSN:	0165-1765
Keywords in different language:	attention driven behaviour;search queries;agricultural commodity prices
Abstract in different language:	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
Rights:	© authors
Appears in Collections:	Články / Articles (KEM) OBD

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