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Delivery horizon and grain market volatility

Karali, Berna; Dorfman, Jeffrey H.; Thurman, Walter N. - In: The journal of futures markets 30 (2010) 9, pp. 846-873

Persistent link: https://www.econbiz.de/10008900927

The pattern of price linkages among commodities

Dorfman, Jeffrey H.; Karali, Berna - In: The journal of futures markets 34 (2014) 11, pp. 1062-1076

Persistent link: https://www.econbiz.de/10010508679

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

Announcement effects and the theory of storage : an empirical study of lumber futures

Karali, Berna; Thurman, Walter N.; Moll, Henk A. J. - In: Agricultural economics : the journal of the … 40 (2009) 4, pp. 421-436

Persistent link: https://www.econbiz.de/10003904180

Components of grain futures price volatility

Karali, Berna; Thurman, Walter N. - In: Journal of agricultural and resource economics : JARE ; … 35 (2010) 2, pp. 167-182

Persistent link: https://www.econbiz.de/10008653886

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