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The impact of futures contract storage rate policy on convergence expectations in domestic commodity markets

Goswami, Alankrita; Adjemian, Michael K.; Karali, Berna - In: Food policy : economics planning and politics of food … 111 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013400178

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

Do USDA announcements affect comovements across commodity futures returns?

Karali, Berna - In: Journal of agricultural and resource economics : JARE ; … 37 (2012) 1, pp. 77-97

Persistent link: https://www.econbiz.de/10009548681

Components of Grain Futures Price Volatility

Karali, Berna - 2012

We analyze the determinants of daily futures price volatility in corn, soybeans, wheat, and oats markets from 1986 to 2007. Combining the information from simultaneously traded contracts, we implement a generalized least squares method that allows us to clearly distinguish among time-to-delivery...

Persistent link: https://www.econbiz.de/10013116960

The informational content of inventory announcements : intraday evidence from crude oil futures market

Ye, Shiyu; Karali, Berna - In: Energy economics 59 (2016), pp. 349-364

Persistent link: https://www.econbiz.de/10011699677

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

Price discovery and the basis effects of failures to converge in soft red winter wheat futures markets

Karali, Berna; McNew, Kevin Patrick; Thurman, Walter N. - In: Journal of agricultural and resource economics : JARE ; … 43 (2018) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10011833395

Hedging with futures during nonconvergence in commodity markets

Goswami, Alankrita; Karali, Berna; Adjemian, Michael K. - In: Journal of commodity markets 32 (2023), pp. 1-20

Persistent link: https://www.econbiz.de/10014495616