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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

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

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

Estimating the structure of market reaction to news : information events and lumber futures prices

Rucker, Randal R.; Thurman, Walter N.; Yoder, Jonathan K. - In: American journal of agricultural economics 87 (2005) 2, pp. 482-500

Persistent link: https://www.econbiz.de/10002877252

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