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Information Content in Deferred Futures Prices: Live Cattle and Hogs

Sanders, Dwight R.; Garcia, Philip; Manfredo, Mark R. - Department of Agricultural and Consumer Economics, … - 2007

The marginal forecast information contained in deferred futures prices is evaluated using the direct test of Vuchelen and Gutierrez. In particular, the informational role of deferred futures contracts in live cattle and hogs is assessed from the two- to twelve-month horizons. The results...

Persistent link: https://www.econbiz.de/10005220315

Risk premiums and forward basis : evidence from the soybean oil market

Lewis, Karen E.; Altman, Ira J.; Manfredo, Mark R.; … - In: Agribusiness : an internat. journal 31 (2015) 3, pp. 388-398

Persistent link: https://www.econbiz.de/10011373338

Contract design : a note on cash settled futures

Manfredo, Mark R.; Sanders, Dwight R. - In: Journal of agricultural & food industrial organization 1 (2003) 1

Persistent link: https://www.econbiz.de/10009949004

USDA livestock price forecasts : a comprehensive evaluation

Sanders, Dwight R.; Manfredo, Mark R. - In: Journal of agricultural and resource economics : JARE ; … 28 (2003) 2, pp. 316-334

Persistent link: https://www.econbiz.de/10001797282

Pricing weather derivatives

Richards, Timothy J.; Manfredo, Mark R.; Sanders, Dwight R. - In: American journal of agricultural economics 86 (2004) 4, pp. 1005-1017

Persistent link: https://www.econbiz.de/10002388536

Comparing hedging effectiveness : an application of the encompassing principle

Sanders, Dwight R.; Manfredo, Mark R. - In: Journal of agricultural and resource economics : JARE ; … 29 (2004) 1, pp. 31-44

Persistent link: https://www.econbiz.de/10002084557

Forecast encompassing as the necessary condition to reject futures market efficiency : fluid milk futures

Sanders, Dwight R.; Manfredo, Mark R. - In: American journal of agricultural economics 87 (2005) 3, pp. 610-620

Persistent link: https://www.econbiz.de/10003079906

Contract design : a note on cash settled futures

Manfredo, Mark R. (contributor); … - In: Journal of agricultural & food industrial organization 1 (2003) 1

Persistent link: https://www.econbiz.de/10002028257

Rationality of U.S. department of agriculture livestock price forecast : a unified approach

Sanders, Dwight R.; Manfredo, Mark R. - In: Journal of agricultural and applied economics 39 (2007) 1, pp. 75-85

Persistent link: https://www.econbiz.de/10009928460

Information content in deferred futures prices : live cattle and hogs

Sanders, Dwight R.; García, Philip; Manfredo, Mark R. - In: Journal of agricultural and resource economics : JARE ; … 33 (2008) 1, pp. 87-98

Persistent link: https://www.econbiz.de/10003730347