This paper presents empirical evidence on the reactions of commodity futures prices to the announcements of the money supply (Ml), the Federal Reserve discount and surcharge rates, the CPI, the PPI, the unemployment rate and the U.S. industrial production index. Survey data were utilized to...

This paper analyzes the impact of USDA and IBGE crop forecast announcements in the Brazilian corn and soybean futures market. Futures prices were obtained from BM&FBOVESPA from 2009 to 2014 and announcements days were collected from IBGE and USDA historical reports. Expected value of absolute...