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Unbiasedness and market efficiency test of the U.S. rice futures market

McKenzie, Andrew M.; Jiang, Bingrong; Djunaidi, Harjanto; … - In: Review of agricultural economics : RAE 24 (2002) 2, pp. 474-493

Persistent link: https://www.econbiz.de/10001745002

The performance of event study approaches using daily commodity futures returns

McKenzie, Andrew M.; Thomsen, Michael R.; Dixon, Bruce L. - In: The journal of futures markets 24 (2004) 6, pp. 533-555

Persistent link: https://www.econbiz.de/10002059371

Nonparametric tests of commodity futures market efficiency

McKenzie, Andrew M.; Djunaidi, Harjanto; Wailes, Eric J.; … - In: The southern business & economic journal 25 (2002) 3/4, pp. 163-173

Persistent link: https://www.econbiz.de/10002007982

Options strategies

McKenzie, Andrew M.; Ellis, Billy; Smartt, James; Yang, Wei - In: The journal of economic education : JEE 52 (2021) 2, pp. 173-173

Persistent link: https://www.econbiz.de/10012515772

Factor model index for commodity investment

Broby, Daniel; McKenzie, Andrew M.; Bautheac, Olivier - In: The journal of index investing : ETFs, ETPs, & indexing 12 (2021) 3, pp. 33-52

Persistent link: https://www.econbiz.de/10012698298

Was the missing 2013 WASDE missed?

Adjemian, Michael K.; Johansson, Robert C.; McKenzie, … - In: Applied economic perspectives and policy 40 (2018) 4, pp. 653-671

Persistent link: https://www.econbiz.de/10012258296

The cost of forward contracting in the CIF NOLA export bid market

McKenzie, Andrew M.; Isbell, Bradley J.; Brorsen, B. Wade - In: Journal of agricultural and applied economics : JAEE 51 (2019) 1, pp. 164-181

Persistent link: https://www.econbiz.de/10012040664

Information Content of USDA Rice Reports and Price Reactions of Rice Futures

McKenzie, Andrew M.; Darby, Jessica L. - In: Agribusiness : an internat. journal 33 (2017) 4, pp. 552-568

Persistent link: https://www.econbiz.de/10011771501

Asymmetry price transmission in the deregulated rice markets in Bangladesh : asymmetric error correction model

Alam, Mohammad Jahangir; McKenzie, Andrew M.; Begum, … - In: Agribusiness : an internat. journal 32 (2016) 4, pp. 498-511

Persistent link: https://www.econbiz.de/10011713676

Measuring Market Integration in the Presence of Threshold Effect: The Case of Bangladesh Rice Markets

Alam, Mohammad Jahangir; McKenzie, Andrew M.; Buysse, Jeroen - Agricultural and Applied Economics Association - AAEA - 2012

Spatial price integration among five major Bangladesh rice markets is examined in the presence of threshold effects to account for the impact of transaction costs in the price adjustment process. Hansen and Seo (2002) threshold cointegration tests and threshold vector error correction models...

Persistent link: https://www.econbiz.de/10010881107