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Forecasting food prices : the case of corn, soybeans and wheat

Ahumada, Hildegart A.; Cornejo, M. - In: International journal of forecasting 32 (2016) 3, pp. 838-848

Persistent link: https://www.econbiz.de/10011621833

Empirical properties, information flow, and trading strategies of China's soybean crush spread

Liu, Qingfeng Wilson; Sono, Hui He - In: The journal of futures markets 36 (2016) 11, pp. 1057-1075

Persistent link: https://www.econbiz.de/10011569015

Understanding basis through grain hedging

Sanders, Thomas B. - In: Advances in financial education : journal of the … (2016), pp. 80-96

Persistent link: https://www.econbiz.de/10011664943

Soybean futures crush spread arbitrage : trading strategies and market efficiency

Mitchell, John B. - In: Journal of risk and financial management : JRFM 3 (2010) 1, pp. 63-96

This paper revisits the soybean crush spread arbitrage work of Simon (1999) by studying a longer time period, wider variety of entry and exit limits, and the risk-return relationship between entry and exit limits. The lengths of winning and losing trades are found to differ systematically, with...

Persistent link: https://www.econbiz.de/10011556002

Drought, ethanol, and livestock

Hao, Na; Colson, Gregory; Seong, Byeongchan; Park, Cheolwoo - In: Energy economics 49 (2015), pp. 301-307

Persistent link: https://www.econbiz.de/10011537097

Study on extreme risk measurement of Chinese soybean futures market : VaR based on GARCH model

Li, Ganqiong; Xu, Shiwei; Wang, Shengwei; Yu, Haipeng - In: Proceedings of 2013 world agricultural outlook conference, (pp. 161-171). 2014

Persistent link: https://www.econbiz.de/10010416299

Volatility forecasting and time-varying variance risk premiums in grains commodity markets

Triantafyllou, Athanasios; Dotsis, George; Sarris, … - In: Journal of agricultural economics 66 (2015) 2, pp. 329-357

Persistent link: https://www.econbiz.de/10011299547

Market efficiency in Indian soybean futures markets

Ranganathan, Thiagu; Ananthakumar, Usha - In: International journal of emerging markets 9 (2014) 4, pp. 520-534

Persistent link: https://www.econbiz.de/10011336732

Empirical analysis of corn and soybean basis in Canada

Hailu, Getu; Maynard, Alex; Weersink, Alfons J. - In: Applied economics 47 (2015) 49/51, pp. 5491-5509

Persistent link: https://www.econbiz.de/10011341759

Futures market failure?

García, Philip; Irwin, Scott H.; Smith, Aaron D. - In: American journal of agricultural economics 97 (2015) 1, pp. 40-64

Persistent link: https://www.econbiz.de/10011292807