[go: up one dir, main page]
create a website
Message in a Bottle: Forecasting wine prices. (2023). Meloni, Giulia ; Leccadito, Arturo ; Iania, Leonardo ; Algieri, Bernardina.
In: LIDAM Discussion Papers LFIN.
RePEc:ajf:louvlf:2023004.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 39

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Ameur, H. B., Z. Ftiti, and E. Le Fur (2022). What can we learn from the analysis of the fine wines market efficiency? International Journal of Finance & Economics n/a(n/a), 1–16.
    Paper not yet in RePEc: Add citation now

  2. Ashenfelter, O. (2008). Predicting the quality and prices of Bordeaux wine. The Economic Journal 118(529), F174–F184.

  3. Ashenfelter, O. and K. Storchmann (2010). Measuring the economic effect of global warming on viticulture using auction, retail, and wholesale prices. Review of Industrial Organization 37(1), 51–64.

  4. Baker, S. R., N. Bloom, S. J. Davis, and K. J. Kost (2019, March). Policy news and stock market volatility. Working Paper 25720, National Bureau of Economic Research.
    Paper not yet in RePEc: Add citation now
  5. Bazen, S. and J. Cardebat (2021). Forecasting Bordeaux wine prices using state space methods. Applied Economics 40(47).
    Paper not yet in RePEc: Add citation now

  6. Bazen, S. and J. Cardebat (2022). Why have Bordeaux wine prices become so difficult to forecast? Economics Bulletin 42(1).

  7. Bouri, E. I. and D. Roubaud (2016). Fine wines and stocks from the perspective of uk investors: Hedge or safe haven? Journal of Wine Economics 11(2), 233–248.

  8. Burton, B. J. and J. P. Jacobsen (1999). Measuring returns on investments in collectibles. The Journal of Economic Perspectives 13(4), 193–212.

  9. Cardebat, J. M., B. Faye, E. L. Fur, and K. Storchmann (2017). The law of one price? price dispersion on the auction market for fine wine. Journal of Wine Economics 12(3).

  10. Cardebat, J.-M. and L. Jiao (2018). The long-term financial drivers of fine wine prices: The role of emerging markets. The Quarterly Review of Economics and Finance 67, 347–361.

  11. Cross, R., A. J. Plantinga, and R. N. Stavins (2011, May). What is the value of terroir? American Economic Review 101(3), 152–56.
    Paper not yet in RePEc: Add citation now

  12. Diebold, F. X. and R. S. Mariano (2002). Comparing predictive accuracy. Journal of Business & Economic Statistics 20(1), 134–144.

  13. Dimson, E., P. L. Rousseau, and C. Spaenjers (2015). The price of wine. Journal of Financial Economics 118(2), 431–449.
    Paper not yet in RePEc: Add citation now

  14. Elliott, G. and A. Timmermann (2016). Forecasting in economics and finance. Annual Review of Economics 8(1), 81–110.

  15. Fama, E. F. (1970). Efficient capital markets: A review of theory and empirical work. The Journal of Finance 25(2), 383–417.

  16. Fama, E. F. and K. R. French (1987). Commodity futures prices: Some evidence on forecast power, premiums, and the theory of storage. The Journal of Business 60(1), 55–73.

  17. Fama, E. F. and K. R. French (1993). Common risk factors in the returns on stocks and bonds. Journal of Financial Economics 33(1), 3–56.

  18. Faye, B., E. L. F. E., and S. Prat (2015). Dynamics of fine wine and asset prices: evidence from short-and long-run co-movements. Applied Economics 47(29).

  19. Fogarty, J. J. (2006, December). The return to Australian fine wine. European Review of Agricultural Economics 33(4), 542–561.

  20. Fogarty, J. J. and R. Sadler (2014). To save or savor: A review of approaches for measuring wine as an investment. Journal of Wine Economics 9(3).

  21. Gergaud, O. and V. Ginsburgh (2008). Natural endowments, production technologies and the quality of wines in Bordeaux. does terroir matter? The Economic Journal 118(529), F142–F157.

  22. Gergaud, O., A. J. Plantinga, and A. Ringeval-Deluze (2017). Anchored in the past: Persistent price effects of obsolete vineyard ratings in France. Journal of Economic Behavior & Organization 133(C), 39–51.

  23. Haeck, C., G. Meloni, and J. Swinnen (2019). The value of terroir: A historical analysis of the Bordeaux and champagne geographical indications. Applied Economic Perspectives and Policy 41(4), 598–619.

  24. Le Fur, E., H. Ben Ameur, and B. Faye (2016). Time-varying risk premiums in the framework of wine investment. Journal of Wine Economics 11(3), 355–378.

  25. Lima, L. R., F. Meng, and L. Godeiro (2020). Quantile forecasting with mixed-frequency data. International Journal of Forecasting 36(3), 1149–1162.

  26. Martínez-García, E., V. Grossman, and A. Mack (2015). A contribution to the chronology of turning points in global economic activity (1980–2012). Journal of Macroeconomics 46, 170–185.

  27. Masset, P. and C. Henderson (2010). Wine as an alternative asset class. Journal of Wine Economics 5(1), 87–118.

  28. Masset, P. and J.-P. Weisskopf (2022). At what price should Bordeaux wines be released? Economic Inquiry 60(1), 392–412.

  29. McCracken, M. W. and S. Ng (2020). Fred-qd: A quarterly database for macroeconomic research. Federal Reserve Bank of St. Louis Working Paper (005).
    Paper not yet in RePEc: Add citation now
  30. Mundi, H. S. and D. Kumar (2023). The potential of alternative investments as an asset class: a thematic and bibliometric review. Qualitative Research in Financial Markets 15(1), 119–141.
    Paper not yet in RePEc: Add citation now
  31. Nahmer, T. (2020). Diversification benefit of actual investing in fine wine. The Journal of Alternative Investments 22(4), 59–74.
    Paper not yet in RePEc: Add citation now

  32. Oczkowski, E. (2001). Hedonic wine price functions and measurement error. Economic Record 77(239), 374–382.

  33. Oleksy, P., M. Czupryna, and M. Jakubczyk (2021). On fine wine pricing across different trading venues. Journal of Wine Economics 16(2), 189–209.

  34. Paroissien, E. (2020). Forecasting bulk prices of Bordeaux wines using leading indicators. International Journal of Forecasting 36(2), 292–309.

  35. Pástor, L. and R. Stambaugh (2003). Liquidity risk and expected stock returns. Journal of Political Economy 111(3), 642–685.

  36. Samuelson, W. F., S. G. Marks, and J. L. Zagorsky (2021). Managerial Economics, 9th edition. Wiley.
    Paper not yet in RePEc: Add citation now
  37. The stars in each cell are related to the p-values for the null hypothesis of equal predictability (test of Diebold and Mariano, 2002). ***, **, and *, denote significance at the 1%, 5% and 10% levels, respectively.
    Paper not yet in RePEc: Add citation now
  38. The stars in each cell are related to the p-values for the null hypothesis of equal predictability (test of Diebold and Mariano, 2002). ***, **, and *, denote significance at the 1%, 5% and 10% levels, respectively. Figure 10: Heatmap for the Score Ratios (Combined Forecasts). Index: Liv-ex Fine Wine 50.
    Paper not yet in RePEc: Add citation now

  39. Yeo, M., T. Fletcher, and J. Shawe-Taylor (2015). Machine learning in fine wine price prediction. Journal of Wine Economics 10(2), 151–172.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Incorporating risk fairness concerns into wine futures under quality uncertainty. (2022). Nie, Tengfei ; Peng, Jing ; Chen, Yuan ; Du, Shaofu.
    In: Omega.
    RePEc:eee:jomega:v:113:y:2022:i:c:s0305048322001244.

    Full description at Econpapers || Download paper

  2. Sustainable success in the music industry: Empirical analysis of music preferences. (2022). Kang, Moon Young ; Kim, Jae Hwan.
    In: Journal of Business Research.
    RePEc:eee:jbrese:v:142:y:2022:i:c:p:1068-1076.

    Full description at Econpapers || Download paper

  3. At what price should Bordeaux wines be released?. (2022). Weisskopf, Jeanphilippe ; Masset, Philippe.
    In: Economic Inquiry.
    RePEc:bla:ecinqu:v:60:y:2022:i:1:p:392-412.

    Full description at Econpapers || Download paper

  4. The perfect match: interpersonal relationships and their impact on chain management. (2022). Hanf, Jon H ; Bitsch, Linda.
    In: International Food and Agribusiness Management Review.
    RePEc:ags:ifaamr:320740.

    Full description at Econpapers || Download paper

  5. On the Extension of the Kiyotaki and Wright model to Transformable Goods. (2021). Czupryna, Marcin ; Bourgeois-Gironde, Sacha.
    In: Computational Economics.
    RePEc:kap:compec:v:57:y:2021:i:4:d:10.1007_s10614-020-10001-9.

    Full description at Econpapers || Download paper

  6. Geographical Indications and Welfare: Evidence from the US Wine Market. (2021). Moschini, GianCarlo ; Lade, Gabriel E ; Chandra, Raj.
    In: Center for Agricultural and Rural Development (CARD) Publications.
    RePEc:ias:cpaper:21-wp628.

    Full description at Econpapers || Download paper

  7. Analyzing the risks of an illiquid and global asset: The case of fine wine. (2021). Faye, Benoit ; Cardebat, Jean-Marie ; Weisskopf, Jean-Philippe ; Masset, Philippe ; le Fur, Eric ; Lefur, Eric .
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:82:y:2021:i:c:p:1-25.

    Full description at Econpapers || Download paper

  8. Hedonic prices for the fruit market in Bangladesh: Lessons from guava and hog plum purchase decisions. (2021). Zaman, Badiuz ; Hossain, Afjal.
    In: Journal of Retailing and Consumer Services.
    RePEc:eee:joreco:v:62:y:2021:i:c:s0969698921002022.

    Full description at Econpapers || Download paper

  9. How big is the “lemons” problem? Historical evidence from French wines. (2021). Paroissien, Emmanuel ; Ortiz-Bobea, Ariel ; Merel, Pierre.
    In: European Economic Review.
    RePEc:eee:eecrev:v:138:y:2021:i:c:s0014292121001628.

    Full description at Econpapers || Download paper

  10. .

    Full description at Econpapers || Download paper

  11. .

    Full description at Econpapers || Download paper

  12. How Big is the “Lemons” Problem? Historical Evidence from French Wines. (2020). Ortiz-Bobea, Ariel ; Paroissien, Emmanuel ; Merel, Pierre.
    In: Working Papers.
    RePEc:hal:wpaper:hal-02507225.

    Full description at Econpapers || Download paper

  13. Forecasting bulk prices of Bordeaux wines using leading indicators. (2020). Paroissien, Emmanuel.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:36:y:2020:i:2:p:292-309.

    Full description at Econpapers || Download paper

  14. Booking in the Rain: Testing the impact of public information on prices. (2019). Zirulia, Lorenzo ; Figini, Paolo ; Cicognani, Simona.
    In: Working Papers.
    RePEc:bol:bodewp:wp1137.

    Full description at Econpapers || Download paper

  15. Firm reputation, advertising investment, and price premium: The role of collective brand membership in high†quality wines. (2018). Rubio, Ricardo Sellersa ; Esper, Franco Sanchoa ; Ruiz, Francisco Masa.
    In: Agribusiness.
    RePEc:wly:agribz:v:34:y:2018:i:2:p:351-362.

    Full description at Econpapers || Download paper

  16. Signals Sell: Product Lines when Consumers Differ Both in Taste for Quality and Image Concern. (2018). Friedrichsen, Jana.
    In: Rationality and Competition Discussion Paper Series.
    RePEc:rco:dpaper:70.

    Full description at Econpapers || Download paper

  17. The Value of Terroir. A historical analysis of Bordeaux and Champagne geographical indications. (2018). Swinnen, Johan ; Haeck, Catherine ; Meloni, Giulia.
    In: LICOS Discussion Papers.
    RePEc:lic:licosd:40818.

    Full description at Econpapers || Download paper

  18. The long-term financial drivers of fine wine prices: The role of emerging markets. (2018). Cardebat, Jean-Marie ; Jiao, Linda.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:67:y:2018:i:c:p:347-361.

    Full description at Econpapers || Download paper

  19. Trade and terroir. The political economy of the world’s first geographical indications. (2018). Swinnen, Johan ; Meloni, Giulia.
    In: Food Policy.
    RePEc:eee:jfpoli:v:81:y:2018:i:c:p:1-20.

    Full description at Econpapers || Download paper

  20. What is the Value of Terroir? Historical Evidence from Champagne and Bordeaux. (2018). Swinnen, Johan ; Haeck, Catherine ; Meloni, G.
    In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia.
    RePEc:ags:iaae18:277221.

    Full description at Econpapers || Download paper

  21. How Income and Crowding Effects Influence the World Market for French Wines. (2017). Deisting, Florent ; Candau, Fabien ; Schlick, Julie.
    In: The World Economy.
    RePEc:bla:worlde:v:40:y:2017:i:5:p:963-977.

    Full description at Econpapers || Download paper

  22. Signals sell: Designing a product line when consumers have social image concerns. (2016). Friedrichsen, Jana.
    In: Discussion Papers, Research Unit: Market Behavior.
    RePEc:zbw:wzbmbh:spii2016202.

    Full description at Econpapers || Download paper

  23. How Income and Crowding Effects influence the World Market for French Wines. (2016). Deisting, Florent ; Candau, Fabien ; Schlick, Julie.
    In: Working Papers.
    RePEc:tac:wpaper:2015-2016_8.

    Full description at Econpapers || Download paper

  24. Consumer’s comparison between local and imported organic products: a hedonic analysis of the Japanese table wine market. (2016). Wilson, Clevo ; Hoang, Viet-Ngu ; Iida, Takao ; Matsumoto, Shigeru ; Watanabe, Natsuki .
    In: Eurasian Business Review.
    RePEc:spr:eurasi:v:6:y:2016:i:3:d:10.1007_s40821-016-0047-3.

    Full description at Econpapers || Download paper

  25. How Income and Crowding Effects influence the World Market for French Wines. (2016). Deisting, Florent ; Candau, Fabien ; Schlick, Julie.
    In: Working Papers.
    RePEc:hal:wpaper:hal-01847938.

    Full description at Econpapers || Download paper

  26. Consumer knowledge affects valuation of product attributes: Experimental results for wine. (2016). Sumner, Daniel ; Lybbert, Travis ; Gustafson, Christopher R.
    In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics).
    RePEc:eee:soceco:v:65:y:2016:i:c:p:85-94.

    Full description at Econpapers || Download paper

  27. Quality, trade, and exchange rate pass-through. (2016). Juvenal, Luciana ; Chen, Natalie.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:100:y:2016:i:c:p:61-80.

    Full description at Econpapers || Download paper

  28. Endogenous Entry in Markets with Unobserved Quality. (2016). Jeitschko, Thomas ; Creane, Anthony.
    In: Journal of Industrial Economics.
    RePEc:bla:jindec:v:64:y:2016:i:3:p:494-519.

    Full description at Econpapers || Download paper

  29. Consumer sorting and hedonic valuation of wine attributes: exploiting data from a field experiment. (2016). Sumner, Daniel ; Lybbert, Travis ; Gustafson, Christopher R.
    In: Agricultural Economics.
    RePEc:bla:agecon:v:47:y:2016:i:1:p:91-103.

    Full description at Econpapers || Download paper

  30. Crowdfunding in Wine. (2016). Cardebat, Jean-Marie ; Bargain, Olivier ; Vignolles, Alexandra.
    In: Working Papers.
    RePEc:ags:aawewp:234638.

    Full description at Econpapers || Download paper

  31. DOES ORGANIC WINE TASTE BETTER? AN ANALYSIS OF EXPERTS’ RATINGS. (2016). Gergaud, Olivier ; Delmas, Magali ; Lim, Jinghui ; Olivier, Gergaud .
    In: Working Papers.
    RePEc:ags:aawewp:231134.

    Full description at Econpapers || Download paper

  32. The price of wine. (2015). Rousseau, Peter ; Dimson, Elroy ; Spaenjers, Christophe.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:118:y:2015:i:2:p:431-449.

    Full description at Econpapers || Download paper

  33. Market penetration of imported agricultural products: A hedonic analysis of the Japanese table wine market. (2014). Wilson, Clevo ; Hoang, Vincent ; Iida, Takao ; Matsumoto, Shigeru ; Watanabe, Natsuki .
    In: Working Papers.
    RePEc:tcr:wpaper:e83.

    Full description at Econpapers || Download paper

  34. Assessing Bias and Accuracy in the World Bank-IMFs Debt Sustainability Framework for Low-Income Countries. (2014). Yakhshilikov, Yorbol ; Presbitero, Andrea ; Berkes, Enrico ; Pattillo, Catherine A ; Berg, Andrew.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2014/048.

    Full description at Econpapers || Download paper

  35. Quality, Trade, and Exchange Rate Pass-Through. (2014). Juvenal, Luciana ; Chen, Natalie.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2014/042.

    Full description at Econpapers || Download paper

  36. Tournament Mechanism in Wine-Grape Contracts: Evidence from a French Wine Cooperative. (2014). Orozco, Luis ; Fares, M'Hand .
    In: Post-Print.
    RePEc:hal:journl:hal-01093245.

    Full description at Econpapers || Download paper

  37. Determinants of retail wine prices: evidence from Cyprus. (2013). Michis, Antonis ; Markidou, Anna.
    In: Empirical Economics.
    RePEc:spr:empeco:v:45:y:2013:i:1:p:267-280.

    Full description at Econpapers || Download paper

  38. The Price Premium for Organic Wines: Estimating a Hedonic Farm-gate Price Equation. (2013). Strøm, Steinar ; Corsi, Alessandro ; Strom, Steinar.
    In: Memorandum.
    RePEc:hhs:osloec:2013_007.

    Full description at Econpapers || Download paper

  39. Quality, Trade, and Exchange Rate Pass-Through. (2013). Juvenal, Luciana ; Chen, Natalie.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9744.

    Full description at Econpapers || Download paper

  40. Quality, Trade, and Exchange Rate Pass-Through. (2013). Juvenal, Luciana ; Chen, Natalie.
    In: CAGE Online Working Paper Series.
    RePEc:cge:wacage:165.

    Full description at Econpapers || Download paper

  41. Price as a signal of product quality: some experimental evidence. (2013). Tetenov, Aleksey ; Peracchi, Franco ; Mastrobuoni, Giovanni.
    In: Carlo Alberto Notebooks.
    RePEc:cca:wpaper:268.

    Full description at Econpapers || Download paper

  42. The Price of Wine. (2013). Rousseau, Peter ; Dimson, Elroy ; Spaenjers, Christophe.
    In: Working Papers.
    RePEc:ags:aawewp:164656.

    Full description at Econpapers || Download paper

  43. Evaluative Schemas and the Mediating Role of Critics. (2012). Hsu, Greta ; Swaminathan, Anand ; Roberts, Peter W.
    In: Organization Science.
    RePEc:inm:ororsc:v:23:y:2012:i:1:p:83-97.

    Full description at Econpapers || Download paper

  44. Price as a signal of product quality: Some experimental evidence. (2012). Tetenov, Aleksey ; Peracchi, Franco ; Mastrobuoni, Giovanni.
    In: EIEF Working Papers Series.
    RePEc:eie:wpaper:1214.

    Full description at Econpapers || Download paper

  45. A novel approach to identifying hedonic demand parameters. (2012). Pope, Jaren ; Kuminoff, Nicolai.
    In: Economics Letters.
    RePEc:eee:ecolet:v:116:y:2012:i:3:p:374-376.

    Full description at Econpapers || Download paper

  46. Have policy distortions spilled over across wine markets? Evidence from the French wine sector. (2011). Steiner, Bodo ; Salies, Evens.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/eu4vqp9ompqllr09hi64o4ks9.

    Full description at Econpapers || Download paper

  47. Have policy distortions spilled over across wine markets? Evidence from the French wine sector. (2011). Steiner, Bodo ; Salies, Evens.
    In: Sciences Po Economics Discussion Papers.
    RePEc:spo:wpecon:info:hdl:2441/eu4vqp9ompqllr09hi64o4ks9.

    Full description at Econpapers || Download paper

  48. Soft Innovation: Economics, Product Aesthetics, and the Creative Industries. (2011). Stoneman, Paul .
    In: OUP Catalogue.
    RePEc:oxp:obooks:9780199697021.

    Full description at Econpapers || Download paper

  49. Have policy distortions spilled over across wine markets? Evidence from the French wine sector. (2011). Salies, Evens ; Steiner, Bodo.
    In: Working Papers.
    RePEc:hal:wpaper:hal-03461418.

    Full description at Econpapers || Download paper

  50. Have policy distortion spilled overacross wine markets ? : evidence from the french wine sector. (2011). Steiner, Bodo ; Salies, Evens.
    In: Documents de Travail de l'OFCE.
    RePEc:fce:doctra:1116.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-19 19:19:23 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.