Attavanich, Witsanu; McCarl, Bruce A.; Bessler, David - In: Applied Economic Perspectives and Policy 33 (2011) 2, pp. 241-259
The authors estimate the market impact of media coverage related to the name “swine flu,” relabeled subsequently as “2009 H1N1 flu,” on the future prices of lean hogs, live cattle, corn, and soybeans. They then quantified the revenue loss, employing the subset vector autoregressive...