Paper for presentation at the Northeastern Agricultural & Resource Economics Association’s Workshop on Economics and Child Nutrition Programs, AAEA & NAREA Joint Annual Meeting, Pittsburgh, Pennsylvania, July 23, 2011.

Paper presented at EAAE 2008 Congress

This paper investigates the dynamics of sequential decision-making in agricultural futures andoptions markets using a quantile regression framework. Analysis of trading records of 12 traderssuggests that there is great heterogeneity in individual trading behavior. Traders responddifferently to...

We study the difference in the volatility dynamics of CBOT corn, soybeans, and oatsfutures prices across different delivery horizons via the smoothed Bayesian estimatorof Karali, Dorfman, and Thurman (2010). We show that the futures price volatilitiesin these markets are affected by the...

Includes cover page, journal info, contents page, and editorial information

While there is increasing interest in reducing obesity, relatively few of these efforts focus on rural communities. A multi-tiered model to reduce obesity risk factors was developed and implemented to change food behavior and health awareness in a rural West Texas community over a one year...

We investigate how to theoretically and empirically measure pre-committed quantities through price formation utilizing translating in the consumer distance function. The translated consumer distance function is defined as a dual to the translated utility, indirect utility, and expenditure...

The statistical properties of daily closing futures prices for nine commodities are studied. Two hypotheses are examined: Price changes are normally distributed, and prices follow a random walk process. Normality is tested by estimating kurtosis, the R/S statistic, and characteristic exponents....