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The Pricing Efficiency Of Agricultural Futures Markets: An Analysis Of Previous Research Results

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Author Info
Garcia, Philip
Hudson, Michael A.
Waller, Mark L.
Abstract

The analysis examines quantitatively the findings of previous studies of the pricing efficiency of various agricultural markets using a logit framework. The findings provide insight into the importance of commodity characteristics, uncertainty, and testing procedures used on the results of past research of pricing efficiency. The study also identifies several areas for further research.

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File URL: http://purl.umn.edu/29717
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Publisher Info
Article provided by Southern Agricultural Economics Association in its journal Southern Journal of Agricultural Economics.

Volume (Year): 20 (1988)
Issue (Month): 01 (July)
Pages:
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Handle: RePEc:ags:sojoae:29717

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Keywords: Demand and Price Analysis;

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Rausser, Gordon C & Carter, Colin, 1983. "Futures Market Efficiency in the Soybean Complex," The Review of Economics and Statistics, MIT Press, vol. 65(3), pages 469-78, August. [Downloadable!] (restricted)
  2. Cargill, Thomas F & Rausser, Gordon C, 1975. "Temporal Price Behavior in Commodity Futures Markets," Journal of Finance, American Finance Association, vol. 30(4), pages 1043-53, September. [Downloadable!] (restricted)
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Nivens, Heather D. & Kastens, Terry L. & Dhuyvetter, Kevin C., 2000. "Using Satellite Imagery In Kansas Crop Yield And Net Farm Income Forecasts," 2000 Conference, April 17-18 2000, Chicago, Illinois 18943, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [Downloadable!]
  2. Blank, Steven C., 1989. "Research On Futures Markets: Issues, Approaches, And Empirical Findings," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 14(01), July. [Downloadable!]
  3. Shao, Renyuan & Roe, Brian, 2002. "The Design And Pricing Of Fixed And Moving Window Contracts: An Application Of Asian-Basket Option Pricing Methods To The Hog Finishing Sector," 2002 Annual meeting, July 28-31, Long Beach, CA 19823, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
  4. Carl R. Zulauf & Scott H. Irwin, 1997. "Market Efficiency and Marketing to Enhance Income of Crop Producers," Finance 9711004, EconWPA. [Downloadable!]
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