market volatility. …

attacks upon speculation during periods of extreme market volatility. …

marketing performance of wheat farmers in Illinois and Kansas is about equal to the market if a 24- or 20-month market benchmark … harvest benchmark is used. The sensitivity of marketing performance to the market benchmark considered is explained by the …The purpose of this paper is to analyze the marketing performance of wheat farmers in Illinois and Kansas over 1982â …

economically valuable information to livestock market participants. …

but unknown model parameters. But subjective views, which refer to opinions concerning the directions of market returns of … rigorous framework to blend subjective views and the market consensus estimated from sample data according to their relative …

options, market participants often make similar claims, however there is very limited scientific literature to prove or … trading returns. Time effects on market efficiency are also investigated. When the sample period is considered as a whole …

corn and several programs in soybeans appear to be better marketing alternative compared to a naïve strategy that mimics …This paper employs a Bayesian hierarchical approach to estimate individual expected performance of market advisory … based on the efficient market hypothesis. The third divides programs into two groups based on the degree of activeness in …

-trivial decrease. Hence, it can be concluded that USDA outlook information reduces the uncertainty of market participants' expected … distribution of future prices. This reduction in market uncertainty is unambiguously welfare-enhancing. …

This study uses the newly available data from the CFTC to investigate the market impact of futures trading by large … hedge funds and CTAs and market volatility. However, a positive relationship between hedge fund and CTA trading volume and … market volatility is consistent with either a private information or noise trader hypothesis. Three additional tests are …