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Short- and long-run determinants of commodity price volatility

Karali, Berna; Power, Gabriel J. - In: American journal of agricultural economics 95 (2013) 3, pp. 724-738

Persistent link: https://www.econbiz.de/10009758629

On jumps and ARCH effects in natural resource prices : an application to Pacific Northwest stumpage prices

Saphores, Jean-Daniel M.; Khalaf, Lynda; Pelletier, Denis - In: American journal of agricultural economics 84 (2002) 2, pp. 387-400

Persistent link: https://www.econbiz.de/10001683998

Effects of forward sales on spot markets : pre-commitment sales and prices for fresh strawberries

Mohapatra, Sandeep; Goodhue, Rachael E.; Carter, Colin Andre - In: American journal of agricultural economics 92 (2010) 1, pp. 152-163

Persistent link: https://www.econbiz.de/10008904370

How reliable are hog futures as forecasts?

Carter, Colin Andre; Mohapatra, Sandeep - In: American journal of agricultural economics 90 (2008) 2, pp. 367-378

Persistent link: https://www.econbiz.de/10003700571

Implications of commodity price behavior for marketing strategies

Tomek, William G.; Peterson, Hikaru Hanawa - In: American journal of agricultural economics 87 (2005) 5, pp. 1258-1264

Persistent link: https://www.econbiz.de/10003270589

Marketing performance of Oklahoma farmers

Anderson, Kim B.; Brorsen, B. Wade - In: American journal of agricultural economics 87 (2005) 5, pp. 1265-1270

Persistent link: https://www.econbiz.de/10003270591

Forecast encompassing as the necessary condition to reject futures market efficiency : fluid milk futures

Sanders, Dwight R.; Manfredo, Mark R. - In: American journal of agricultural economics 87 (2005) 3, pp. 610-620

Persistent link: https://www.econbiz.de/10003079906

Hedging multiple price uncertainty in international grain trade

Haigh, Michael S.; Holt, Matthew T. - In: American journal of agricultural economics 82 (2000) 4, pp. 881-896

Persistent link: https://www.econbiz.de/10001527508

Dynamics between trading volume, volatility and open interest in agricultural futures markets : a Bayesian time-varying coefficient approach

Czudaj, Robert L. - 2019

The dynamics between trading volume and volatility for seven agricultural futures markets are examined by drawing on the large literature for equity markets and by allowing for heterogeneity of investors beliefs proxied by open interest. In addition, time-varying effects on the transmission...

Persistent link: https://www.econbiz.de/10012005795

Event study of the crude oil futures market : a mixed event response model

Karali, Berna; Ye, Shiyu; Ramírez, Octavio A. - In: American journal of agricultural economics 101 (2019) 3, pp. 960-985

Persistent link: https://www.econbiz.de/10012114862