This study examines short-run and long-run unbiasedness within the U.S. rice futures market. Standard OLS, cointegration, and error-correction models are used to determine unbiasedness. In addition, the forecasting performance of the rice futures market is analyzed and compared to out-of-sample...

This study examines short-run and long-run unbiasedness within the U.S. rice futures market. Standard OLS, cointegration, and error-correction models are used to determine unbiasedness. In addition, the forecasting performance of the rice futures market is analyzed and compared to out-of-sample...

Corn and Soybean Basis Behavior and Forecasting: Fundamental and Alternative Approaches

Report to the Packers and Stockyards Program, GIPSA, USDA. Results were summarized as part of Chapter 1 of book. Abstract Currently Unavailable.

This study examines possible causes for the poor performance that has characterized the forward pricing and hedging practices used by participants in meat processing and merchandising operations. Alternative methods of managing price risk or meat merchandisers are presented and evaluated. The...

This study examines possible causes for the poor performance that has characterized the forward pricing and hedging practices used by participants in meat processing and merchandising operations. Alternative methods of managing price risk or meat merchandisers are presented and evaluated. The...