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The empirical minimum-variance hedge
Lence, Sergio H. - In: American journal of agricultural economics 76 (1994) 1, pp. 94-104
Persistent link: https://www.econbiz.de/10001165895
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The behavior of forward-looking firms in the very short run
Lence, Sergio H. - In: American journal of agricultural economics 77 (1995) 4, pp. 922-934
Persistent link: https://www.econbiz.de/10001194578
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Futures markets and marketing firms : the US soybean-processing industry
Lence, Sergio H. - In: American journal of agricultural economics 74 (1992) 3, pp. 716-725
Persistent link: https://www.econbiz.de/10001130658
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The long-term structure of commodity futures
Na Jin; Lence, Sergio H.; Hart, Chad E.; Hayes, Dermot James - In: American journal of agricultural economics 94 (2012) 3, pp. 718-735
Persistent link: https://www.econbiz.de/10009576544
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The hedging pressure hypothesis and the risk premium in the soybean reverse crush spread
Li, Ziran; Hayes, Dermot James - In: The journal of futures markets 42 (2022) 3, pp. 428-445
Persistent link: https://www.econbiz.de/10012817939
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Price discovery on the international soybean futures markets : a threshold co-integration approach
Li, Chao; Hayes, Dermot James - In: The journal of futures markets 37 (2017) 1, pp. 52-70
Persistent link: https://www.econbiz.de/10011669758
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The impact of COVID-19 on Iowa's corn, soybean, ethanol, pork, and beef sectors
Hart, Chad E.; Hayes, Dermot James; Jacobs, Keri L.; … - 2020
Persistent link: https://www.econbiz.de/10013415377