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1.
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This study proposed two futures-based models for forecasting cash prices of corn, soybeans, wheat and cotton over the period 2000-2016. The difference model predicts chan [...]
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2017-04 |
Conference Paper/ Presentation |
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2.
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This research quantifies risk reduction and performance of the producer accumulator contract in corn and soybean markets. To quantify performance, we use three alternativ [...]
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2017-04 |
Conference Paper/ Presentation |
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3.
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This paper provides dynamic minimum-variance hedges for firms in incomplete markets. Our hedges accounts for price transmission between the input and output prices, and t [...]
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2017-04 |
Conference Paper/ Presentation |
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4.
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This article reports tests of price cointegration of cattle markets in the U.S. and proposes a simple procedure for incorporating a flexible transition function into the [...]
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2017-04 |
Conference Paper/ Presentation |
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5.
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The value of USDA reports in commodity futures markets has been intensively researched, while whether such an effect is increasing or decreasing over time has rarely been [...]
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2017-04 |
Conference Paper/ Presentation |
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6.
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The rise of large/institutional traders in agricultural commodities calls for research on the analysis of market impact of trading. We aim to uncover the pattern and dura [...]
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2017-04 |
Conference Paper/ Presentation |
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7.
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The objective of the study is rst to identify economic factors that in uence two speci c classes of wheat: hard red winter (HRW) and soft white (SWW) wheat, and develop [...]
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2017-04 |
Conference Paper/ Presentation |
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8.
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The USDA’s forecasts for net farm income are important inputs for businesses, legislators, economists, and other policy-makers. While the USDA has been providing foreca [...]
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2017-04 |
Conference Paper/ Presentation |
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9.
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Recently, U.S. live cattle futures prices have experienced high levels volatility which has raised concerns about the impact of high frequency trading. This paper identif [...]
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2017-04 |
Conference Paper/ Presentation |
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10.
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Recent research has pointed to a reduction in predictive content in several agricultural futures markets. We investigate short-run forecast in the soybean futures market [...]
English |
2017-04 |
Conference Paper/ Presentation |
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