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Philip Garcia

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Zhepeng Hu & Mindy Mallory & Teresa Serra & Philip Garcia, 2017. "Measuring Price Discovery between Nearby and Deferred Contracts in Storable and Non-Storable Commodity Futures Markets," Papers 1711.03506, arXiv.org.

    Cited by:

    1. Steffen Volkenand & Günther Filler & Martin Odening, 2020. "Price Discovery and Market Reflexivity in Agricultural Futures Contracts with Different Maturities," Risks, MDPI, vol. 8(3), pages 1-17, July.
    2. Liwei Jin & Xianghui Yuan & Shihao Wang & Peiran Li & Feng Lian, 2022. "Trades or quotes: Which drives price discovery? Evidence from Chinese index futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(12), pages 2235-2247, December.
    3. Mao, Qianqian & Loy, Jens-Peter & Glauben, Thomas & Ren, Yanjun, 2023. "Are futures markets functioning well for agricultural perishables? Evidence from China's apple futures market," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 69(12), pages 471-484.
    4. Quanbiao Shang & Teresa Serra & Philip Garcia & Mindy Mallory, 2021. "Looking under the surface: An analysis of iceberg orders in the U.S. agricultural futures markets," Agricultural Economics, International Association of Agricultural Economists, vol. 52(4), pages 679-699, July.
    5. Qianqian Mao & Jens-Peter Loy & Thomas Glauben & Yanjun Ren, 2023. "Are futures markets functioning well for agricultural perishables? Evidence from China's apple futures market," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 69(12), pages 471-484.
    6. Xinyue He & Teresa Serra & Philip Garcia, 2021. "Resilience in “Flash Events” in the Corn and Lean Hog Futures Markets," American Journal of Agricultural Economics, John Wiley & Sons, vol. 103(2), pages 743-764, March.
    7. Hoffman, Linwood A. & Arnade, Carlos Anthony, 2018. "Price Relationships in a Changing International Corn Market," 2018 Annual Meeting, August 5-7, Washington, D.C. 273972, Agricultural and Applied Economics Association.

  2. Joseph, Kishore & Garcia, Philip, 2016. "Intraday Market Effects in Electronic Soybean Futures Market during Non-Trading and Trading Hour Announcements," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235772, Agricultural and Applied Economics Association.

    Cited by:

    1. Alessio Emanuele Biondo, 2019. "Order book modeling and financial stability," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 14(3), pages 469-489, September.
    2. Quanbiao Shang & Teresa Serra & Philip Garcia & Mindy Mallory, 2021. "Looking under the surface: An analysis of iceberg orders in the U.S. agricultural futures markets," Agricultural Economics, International Association of Agricultural Economists, vol. 52(4), pages 679-699, July.
    3. Bian, Siyu & Serra, Teresa & Garcia, Philip & Irwin, Scott, 2022. "New evidence on market response to public announcements in the presence of microstructure noise," European Journal of Operational Research, Elsevier, vol. 298(2), pages 785-800.
    4. Joshua Huang & Teresa Serra & Philip Garcia, 2021. "The Value of USDA Announcements in the Electronically Traded Corn Futures Market: A Modified Sufficient Test with Risk Adjustments," Journal of Agricultural Economics, Wiley Blackwell, vol. 72(3), pages 712-734, September.
    5. Xinyue He & Teresa Serra & Philip Garcia, 2021. "Resilience in “Flash Events” in the Corn and Lean Hog Futures Markets," American Journal of Agricultural Economics, John Wiley & Sons, vol. 103(2), pages 743-764, March.
    6. Joshua Huang & Teresa Serra & Philip Garcia & Scott H. Irwin, 2022. "To batch or not to batch? The release of USDA crop reports," Agricultural Economics, International Association of Agricultural Economists, vol. 53(1), pages 143-154, January.
    7. Adjemian, Michael K. & Irwin, Scott H., 2020. "The market response to government crop news under different release regimes," Journal of Commodity Markets, Elsevier, vol. 19(C).

  3. Nicole M. Aulerich & Scott H. Irwin & Philip Garcia, 2013. "Bubbles, Food Prices, and Speculation: Evidence from the CFTC's Daily Large Trader Data Files," NBER Working Papers 19065, National Bureau of Economic Research, Inc.

    Cited by:

    1. Dwight R. Sanders & Scott H. Irwin, 2016. "The "Necessity" of New Position Limits in Agricultural Futures Markets: The Verdict from Daily Firm-level Position Data," Applied Economic Perspectives and Policy, Agricultural and Applied Economics Association, vol. 38(2), pages 292-317.
    2. Kritika Mathur & Nidhi Kaicker & Raghav Gaiha & Katsushi S. Imai & Ganesh Thapa, 2014. "Financialisation of food commodity markets, price surge and volatility: new evidence," Chapters, in: Raghbendra Jha & Raghav Gaiha & Anil B. Deolalikar (ed.), Handbook on Food, chapter 7, pages 149-176, Edward Elgar Publishing.
    3. Michael Hachula & Malte Rieth, 2015. "Finanzspekulation und Rohstoffpreise," DIW Roundup: Politik im Fokus 63, DIW Berlin, German Institute for Economic Research.
    4. Ordu, Beyza Mina & Oran, Adil & Soytas, Ugur, 2018. "Is food financialized? Yes, but only when liquidity is abundant," Journal of Banking & Finance, Elsevier, vol. 95(C), pages 82-96.
    5. James D. Hamilton & Jing Cynthia Wu, 2014. "Effects of Index-Fund Investing on Commodity Futures Prices," NBER Working Papers 19892, National Bureau of Economic Research, Inc.
    6. Mensi, Walid & Tiwari, Aviral & Bouri, Elie & Roubaud, David & Al-Yahyaee, Khamis H., 2017. "The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes," Energy Economics, Elsevier, vol. 66(C), pages 122-139.
    7. Irwin, Scott H., 2020. "Trilogy for troubleshooting convergence: Manipulation, structural imbalance, and storage rates," Journal of Commodity Markets, Elsevier, vol. 17(C).
    8. Nicole M. Moran & Scott H. Irwin & Philip Garcia, 2020. "Who Wins and Who Loses? Trader Returns and Risk Premiums in Agricultural Futures Markets," Applied Economic Perspectives and Policy, John Wiley & Sons, vol. 42(4), pages 611-652, December.
    9. Algieri, Bernardina & Kalkuhl, Matthias & Koch, Nicolas, 2015. "A Tale for Two Tails: Explaining Extreme Events in Financialized Agricultural markets," 2015 Conference (59th), February 10-13, 2015, Rotorua, New Zealand 202529, Australian Agricultural and Resource Economics Society.
    10. Huchet, Nicolas & Fam, Papa Gueye, 2016. "The role of speculation in international futures markets on commodity prices," Research in International Business and Finance, Elsevier, vol. 37(C), pages 49-65.
    11. Wimmer, Thomas & Geyer-Klingeberg, Jerome & Hütter, Marie & Schmid, Florian & Rathgeber, Andreas, 2021. "The impact of speculation on commodity prices: A Meta-Granger analysis," Journal of Commodity Markets, Elsevier, vol. 22(C).
    12. Haase, Marco & Huss, Matthias, 2018. "Guilty speculators? Range-based conditional volatility in a cross-section of wheat futures," Journal of Commodity Markets, Elsevier, vol. 10(C), pages 29-46.
    13. Philipp Adämmer & Martin T. Bohl, 2018. "Price discovery dynamics in European agricultural markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(5), pages 549-562, May.
    14. Zhepeng Hu & Mindy Mallory & Teresa Serra & Philip Garcia, 2017. "Measuring Price Discovery between Nearby and Deferred Contracts in Storable and Non-Storable Commodity Futures Markets," Papers 1711.03506, arXiv.org.
    15. Quanbiao Shang & Mindy Mallory & Philip Garcia, 2018. "The components of the bid†ask spread: Evidence from the corn futures market," Agricultural Economics, International Association of Agricultural Economists, vol. 49(3), pages 381-393, May.
    16. Yan, Lei & Irwin, Scott H. & Sanders, Dwight R., 2018. "Mapping algorithms, agricultural futures, and the relationship between commodity investment flows and crude oil futures prices," Energy Economics, Elsevier, vol. 72(C), pages 486-504.
    17. Christopher L. Gilbert, 2018. "Investor sentiment and market fundamentals: the impact of index investment on energy and metals markets," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 31(1), pages 87-102, May.
    18. Manera, Matteo & Nicolini, Marcella & Vignati, Ilaria, 2016. "Modelling futures price volatility in energy markets: Is there a role for financial speculation?," Energy Economics, Elsevier, vol. 53(C), pages 220-229.
    19. Etienne, Xiaoli L. & Irwin, Scott H. & Garcia, Philip, 2013. "Dissecting Corn Price Movements with Directed Acyclic Graphs," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 151279, Agricultural and Applied Economics Association.
    20. Yan, Lei & Irwin, Scott H. & Sanders, Dwight R., 2017. "Identifying the Impact of Financialization in Commodity Futures Prices from Index Rebalancing," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258504, Agricultural and Applied Economics Association.
    21. Chiarucci, Riccardo & Loffredo, Maria I. & Ruzzenenti, Franco, 2017. "Evidences for a structural change in the oil market before a financial crisis: The flat horizon effect," Research in International Business and Finance, Elsevier, vol. 42(C), pages 912-921.
    22. Algieri, Bernardina & Leccadito, Arturo, 2019. "Price volatility and speculative activities in futures commodity markets: A combination of combinations of p-values test," Journal of Commodity Markets, Elsevier, vol. 13(C), pages 40-54.
    23. Bohl, Martin T. & Sulewski, Christoph, 2019. "The impact of long-short speculators on the volatility of agricultural commodity futures prices," Journal of Commodity Markets, Elsevier, vol. 16(C).
    24. Sanders, Dwight R. & Irwin, Scott H., 2014. "Energy futures prices and commodity index investment: New evidence from firm-level position data," Energy Economics, Elsevier, vol. 46(S1), pages 57-68.
    25. Martin T. Bohl & Pierre L. Siklos & Claudia Wellenreuther, 2018. "Speculative activity and returns volatility of Chinese major agricultural commodity futures," CAMA Working Papers 2018-06, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    26. Palazzi, Rafael Baptista & Figueiredo Pinto, Antonio Carlos & Klotzle, Marcelo Cabus & De Oliveira, Erick Meira, 2020. "Can we still blame index funds for the price movements in the agricultural commodities market?," International Review of Economics & Finance, Elsevier, vol. 65(C), pages 84-93.
    27. Bohl, Martin T. & Siklos, Pierre L. & Wellenreuther, Claudia, 2018. "Speculative activity and returns volatility of Chinese agricultural commodity futures," Journal of Asian Economics, Elsevier, vol. 54(C), pages 69-91.
    28. Haase, Marco & Seiler Zimmermann, Yvonne & Zimmermann, Heinz, 2016. "The impact of speculation on commodity futures markets – A review of the findings of 100 empirical studies," Journal of Commodity Markets, Elsevier, vol. 3(1), pages 1-15.
    29. Yan, Lei & Irwin, Scott H. & Sanders, Dwight R., 2022. "Sunshine vs. predatory trading effects in commodity futures markets: New evidence from index rebalancing," Journal of Commodity Markets, Elsevier, vol. 26(C).
    30. Śmiech, Sławomir & Papież, Monika & Dąbrowski, Marek A. & Fijorek, Kamil, 2018. "What drives food price volatility? Evidence based on a generalized VAR approach applied to the food, financial and energy markets," Economics Discussion Papers 2018-55, Kiel Institute for the World Economy (IfW Kiel).
    31. Michael Hachula & Malte Rieth, 2017. "Identifying Speculative Demand Shocks in Commodity Futures Markets through Changes in Volatility," Discussion Papers of DIW Berlin 1646, DIW Berlin, German Institute for Economic Research.
    32. Dwight R. Sanders & Scott H. Irwin, 2017. "Bubbles, Froth and Facts: Another Look at the Masters Hypothesis in Commodity Futures Markets," Journal of Agricultural Economics, Wiley Blackwell, vol. 68(2), pages 345-365, June.
    33. Michael Hachula & Malte Rieth, 2020. "Estimating the Impact of Financial Investments on Agricultural Futures Prices using Changes in Volatility," American Journal of Agricultural Economics, John Wiley & Sons, vol. 102(3), pages 759-785, May.

  4. Adjemian, Michael K. & Garcia, Philip & Irwin, Scott & Smith, Aaron, 2013. "Non-Convergence in Domestic Commodity Futures Markets: Causes, Consequences, and Remedies," Economic Information Bulletin 155381, United States Department of Agriculture, Economic Research Service.

    Cited by:

    1. Kevin Guo & Tim Leung, 2016. "Understanding the Non-Convergence of Agricultural Futures via Stochastic Storage Costs and Timing Options," Papers 1610.09403, arXiv.org, revised Apr 2017.
    2. Gianfranco Giulioni & Edmondo Di Giuseppe & Piero Toscano & Francesco Miglietta & Massimiliano Pasqui, 2019. "A Novel Computational Model of the Wheat Global Market with an Application to the 2010 Russian Federation Case," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 22(3), pages 1-4.
    3. Jean Loic Begue Turon & Jean Cordier & Sandrine Hallot & Jean Baptiste Plasmans & David Weiller, 2016. "Utilisation des marchés à terme par les acteurs commerciaux exposés à la volatilité des marchés de grains et du sucre," Working Papers hal-02068381, HAL.
    4. Sophie van Huellen, 2018. "How financial investment distorts food prices: evidence from U.S. grain markets," Agricultural Economics, International Association of Agricultural Economists, vol. 49(2), pages 171-181, March.
    5. O'Brien, Daniel M. & Barnaby, Glenn A. & Yeager, Elizabeth, "undated". "Causes and Solutions to Non-Convergence in CME Hard Red Winter Wheat Futures," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 259945, Agricultural and Applied Economics Association.
    6. Adjemian, Michael & Brorsen, B. Wade & Hahn, William & Saitone, Tina L. & Sexton, Richard J., 2016. "Thinning Markets in U.S. Agriculture," Economic Information Bulletin 232928, United States Department of Agriculture, Economic Research Service.
    7. Bahman Angoshtari & Tim Leung, 2018. "Optimal Dynamic Basis Trading," Papers 1809.05961, arXiv.org, revised May 2019.
    8. Adjemian, Michael K. & Janzen, Joseph & Carter, Colin A. & Smith, Aaron, 2014. "Deconstructing Wheat Price Spikes: A Model of Supply and Demand, Financial Speculation, and Commodity Price Comovement," Economic Research Report 167369, United States Department of Agriculture, Economic Research Service.
    9. Bekkerman, Anton & Brester, Gary W. & Taylor, Mykel, 2016. "Forecasting a Moving Target: The Roles of Quality and Timing for Determining Northern U.S. Wheat Basis," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 41(1), pages 1-17, January.
    10. Domenica Tropeano, 2016. "Hedging, arbitrage and the financialization of commodities markets," Working Papers 82-2016, Macerata University, Department of Finance and Economic Sciences, revised Sep 2016.
    11. Adjemian, Michael K. & Marshall, Kandice K. & Hubbs, Todd & Penn, Jerrod, 2016. "Decomposing Local Prices into Hedgeable and Unhedgeable Shocks," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235874, Agricultural and Applied Economics Association.
    12. Ahmed, Osama, 2021. "Do future markets protect the spot markets in developing countries? The case of the Egyptian wheat market," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 20(5), pages 65-83.
    13. Karali, Berna & McNew, Kevin & Thurman, Walter N., 2018. "Price Discovery and the Basis Effects of Failures to Converge in Soft RedWinter Wheat Futures Markets," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 43(1), January.
    14. Zhige Wu & Alex Maynard & Alfons Weersink & Getu Hailu, 2018. "Asymmetric spot‐futures price adjustments in grain markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(12), pages 1549-1564, December.
    15. Etienne, Xiaoli L. & Farhangdoost, Sara & Hoffman, Linwood A. & Adam, Brian D., 2023. "Forecasting the U.S. season-average farm price of corn: Derivation of an alternative futures-based forecasting model," Journal of Commodity Markets, Elsevier, vol. 30(C).

  5. Wang, Xiaoyang & Garcia, Philip, 2011. "Forecasting Corn Futures Volatility in the Presence of Long Memory, Seasonality and Structural Change," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 103749, Agricultural and Applied Economics Association.

    Cited by:

    1. Listorti, Giulia & Esposti, Roberto, 2012. "Horizontal Price Transmission in Agricultural Markets: Fundamental Concepts and Open Empirical Issues," Bio-based and Applied Economics Journal, Italian Association of Agricultural and Applied Economics (AIEAA), vol. 1(1), pages 1-28, April.

  6. Franken, Jason R.V. & Pennings, Joost M.E. & Garcia, Philip, 2011. "Risk Attitude & the Structure of Decision Making: Evidence from the Hog Industry," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 103610, Agricultural and Applied Economics Association.

    Cited by:

    1. Clement Oluwole Folorunso & Mohd Hamdan Ahmad, 2013. "Parameters for Building Materials Specifications in Lagos, Nigeria," SAGE Open, , vol. 3(3), pages 21582440134, July.

  7. Rashid, Shahidur & Winter-Nelson, Alex & Garcia, Philip, 2010. "Purpose and potential for commodity exchanges in African economies:," IFPRI discussion papers 1035, International Food Policy Research Institute (IFPRI).

    Cited by:

    1. Quintino, Derick David & David, Sergio Adriani, 2013. "Quantitative analysis of feasibility of hydrous ethanol futures contracts in Brazil," Energy Economics, Elsevier, vol. 40(C), pages 927-935.
    2. Seyfe Fikre, 2020. "The Role and Challenge of Ethiopian Commodity Exchange (ECX) on Coffee Supplies and Marketing in Ethiopia," Business and Management Studies, Redfame publishing, vol. 6(3), pages 1-12, September.
    3. Nicholas J. Sitko & Brian Chisanga & David Tschirley & Thomas S. Jayne, 2018. "An evolution in the middle: examining the rise of multinational investment in smallholder grain trading in Zambia," Food Security: The Science, Sociology and Economics of Food Production and Access to Food, Springer;The International Society for Plant Pathology, vol. 10(2), pages 473-488, April.
    4. Hernandez, Manuel A. & Rashid, Shahidur & Lemma, Solomon & Kuma, Tadesse, 2015. "Institutions and market integration: The case of coffee in the Ethiopian commodity exchange:," IFPRI discussion papers 1464, International Food Policy Research Institute (IFPRI).
    5. Hernandez, Manuel & Lemma, Solomon & Rashid, Shahidur, 2015. "The Ethiopian Commodity Exchange and the coffee market: Are local prices more integrated to global markets?," 2015 Conference, August 9-14, 2015, Milan, Italy 211732, International Association of Agricultural Economists.
    6. Nyarko, Yaw & Pellegrina, Heitor S., 2022. "From bilateral trade to centralized markets: A search model for commodity exchanges in Africa," Journal of Development Economics, Elsevier, vol. 157(C).
    7. Sitko, Nicholas J. & Jayne, T.S., 2012. "Why are African commodity exchanges languishing? A case study of the Zambian Agricultural Commodity Exchange," Food Policy, Elsevier, vol. 37(3), pages 275-282.
    8. Joshua Huang & Teresa Serra & Philip Garcia & Scott H. Irwin, 2022. "To batch or not to batch? The release of USDA crop reports," Agricultural Economics, International Association of Agricultural Economists, vol. 53(1), pages 143-154, January.

  8. Brittain, Lee & Garcia, Philip & Irwin, Scott H., 2009. "Live and Feeder Cattle Options Markets: Returns, Risk, and Volatility Forecasting," 2009 Conference, April 20-21, 2009, St. Louis, Missouri 53038, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.

    Cited by:

    1. Bozic, Marin & Newton, John & Thraen, Cameron S. & Gould, Brian W., 2012. "Parametric Bootstrap Tests for Futures Price and Implied Volatility Biases with Application to Rating Livestock Margin Insurance for Dairy Cattle," Staff Papers 135077, University of Minnesota, Department of Applied Economics.
    2. Adrian Fernandez‐Perez & Bart Frijns & Ilnara Gafiatullina & Alireza Tourani‐Rad, 2019. "Properties and the predictive power of implied volatility in the New Zealand dairy market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(5), pages 612-631, May.
    3. Andres Trujillo-Barrera & Philip Garcia & Mindy L Mallory, 2018. "Short-term price density forecasts in the lean hog futures market," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 45(1), pages 121-142.
    4. Miao Zhen & James Rude & Feng Qiu, 2018. "Price Volatility Spillovers in the Western Canadian Feed Barley, U.S. Corn, and Alberta Cattle Markets," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 66(2), pages 209-229, June.

  9. Colino, Evelyn V. & Irwin, Scott H. & Garcia, Philip, 2009. "Do Composite Procedures Really Improve the Accuracy of Outlook Forecasts?," 2009 Conference, April 20-21, 2009, St. Louis, Missouri 53052, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.

    Cited by:

    1. Ferris, John N., 2010. "The USDA/Land Grant Extension Outlook Program -- A History and Assessment," 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado 101723, Agricultural and Applied Economics Association.

  10. Mattos, Fabio & Garcia, Philip, 2009. "The Effect of Prior Gains and Losses on Current Risk-Taking Using Quantile Regression," 2009 Conference, April 20-21, 2009, St. Louis, Missouri 53035, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.

    Cited by:

    1. Fenghua Wen & Zhifang He & Xu Gong & Aiming Liu, 2014. "Investors’ Risk Preference Characteristics Based on Different Reference Point," Discrete Dynamics in Nature and Society, Hindawi, vol. 2014, pages 1-9, April.

  11. Frank, Julieta & Garcia, Philip, 2009. "Bid-Ask Spreads, Volume, and Volatility: Evidence from Livestock Markets," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49575, Agricultural and Applied Economics Association.

    Cited by:

    1. Irwin, Scott H. & Sanders, Dwight R., 2012. "Financialization and Structural Change in Commodity Futures Markets," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 44(3), pages 371-396, August.
    2. Rashmi Ranjan Paital & Naresh Kumar Sharma, 2016. "Bid-Ask Spreads, Trading Volume and Return Volatility: Intraday Evidence from Indian Stock Market," Eurasian Journal of Economics and Finance, Eurasian Publications, vol. 4(1), pages 24-40.
    3. Janzen, Joseph P. & Adjemian, Michael K., 2016. "Estimating the Location of World Wheat Price Determination," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235838, Agricultural and Applied Economics Association.
    4. Jing Ao & Jihui Chen, 2020. "Price Volatility, the Maturity Effect, and Global Oil Prices: Evidence from Chinese Commodity Futures Markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 44(4), pages 627-654, October.
    5. Janzen, Joseph P. & Smith, Aaron D. & Carter, Colin A., 2012. "The Quality of Price Discovery and the Transition to Electronic Trade: The Case of Cotton Futures," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 125024, Agricultural and Applied Economics Association.
    6. Adrian Fernandez‐Perez & Bart Frijns & Ivan Indriawan & Alireza Tourani‐Rad, 2019. "Surprise and dispersion: informational impact of USDA announcements," Agricultural Economics, International Association of Agricultural Economists, vol. 50(1), pages 113-126, January.
    7. Arzandeh, Mehdi & Frank, Julieta, 2017. "Price Discovery in Agricultural Futures Markets: Should We Look Beyond the Best Bid-Ask Spread?," Annual Meeting, 2017, June 18-21, Montreal, Canada 259344, Canadian Agricultural Economics Society.
    8. Mehdi Arzandeh & Julieta Frank, 2019. "Price Discovery in Agricultural Futures Markets: Should We Look beyond the Best Bid-Ask Spread?," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 101(5), pages 1482-1498.
    9. Quanbiao Shang & Teresa Serra & Philip Garcia & Mindy Mallory, 2021. "Looking under the surface: An analysis of iceberg orders in the U.S. agricultural futures markets," Agricultural Economics, International Association of Agricultural Economists, vol. 52(4), pages 679-699, July.
    10. Xiaoyang Wang & Philip Garcia & Scott H. Irwin, 2014. "The Behavior of Bid-Ask Spreads in the Electronically-Traded Corn Futures Market," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 96(2), pages 557-577.
    11. Xinyue He & Teresa Serra & Philip Garcia, 2021. "Resilience in “Flash Events” in the Corn and Lean Hog Futures Markets," American Journal of Agricultural Economics, John Wiley & Sons, vol. 103(2), pages 743-764, March.
    12. Arzandeh, Mehdi & Frank, Julieta, 2017. "The Information Content of the Limit Order Book," 7th Annual Canadian Agri-Food Policy Conference, January 11-13, 2017, Ottawa, ON 253251, Canadian Agricultural Economics Society.

  12. Irwin, Scott H. & Garcia, Philip & Good, Darrel L. & Kunda, Eugene L., 2009. "Poor Convergence Performance of CBOT Corn, Soybean and Wheat Futures Contracts: Causes and Solutions," Marketing and Outlook Research Reports 183475, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics.

    Cited by:

    1. Kevin Guo & Tim Leung, 2016. "Understanding the Non-Convergence of Agricultural Futures via Stochastic Storage Costs and Timing Options," Papers 1610.09403, arXiv.org, revised Apr 2017.
    2. Horváth, Lajos & Liu, Zhenya & Rice, Gregory & Wang, Shixuan, 2020. "A functional time series analysis of forward curves derived from commodity futures," International Journal of Forecasting, Elsevier, vol. 36(2), pages 646-665.
    3. Irwin, Scott H., 2020. "Trilogy for troubleshooting convergence: Manipulation, structural imbalance, and storage rates," Journal of Commodity Markets, Elsevier, vol. 17(C).
    4. Gilbert, Christopher L., 2012. "Speculative impacts on grains price volatility," 123rd Seminar, February 23-24, 2012, Dublin, Ireland 122540, European Association of Agricultural Economists.
    5. Revoredo-Giha, Cesar & Zuppiroli, Marco, 2013. "Commodity futures markets: are they an effective price risk management tool for the European wheat supply chain?," Bio-based and Applied Economics Journal, Italian Association of Agricultural and Applied Economics (AIEAA), vol. 2(3), pages 1-19, December.
    6. Hatchett, Robert B. & Brorsen, B. Wade & Anderson, Kim B., 2009. "Optimal Length of Moving Average to Forecast Futures Basis," 2009 Conference, April 20-21, 2009, St. Louis, Missouri 53048, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    7. Troester, Bernhard & Staritz, Cornelia, 2013. "Fundamentals or financialisation of commodity markets: What determines recent wheat prices?," Working Papers 43, Austrian Foundation for Development Research (ÖFSE).
    8. Gutierrez, L. & Piras, F., 2013. "A Global Wheat Market Model (GLOWMM) for the Analysis of Wheat Export Prices," 2013 Second Congress, June 6-7, 2013, Parma, Italy 149760, Italian Association of Agricultural and Applied Economics (AIEAA).
    9. Adjemian, Michael K. & Kuethe, Todd H. & Kunda, Eugene L., 2010. "The Inconvenience Cost: A Portfolio Approach to Non-Convergence Between Cash and Futures Prices," 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado 61040, Agricultural and Applied Economics Association.
    10. Dark, Jonathan, 2012. "Will tighter futures price limits decrease hedge effectiveness?," Journal of Banking & Finance, Elsevier, vol. 36(10), pages 2717-2728.

  13. Frank, Julieta & Garcia, Philip, 2008. "Market Depth in Lean Hog and Live Cattle Futures Markets," 2008 Conference, April 21-22, 2008, St. Louis, Missouri 37613, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.

    Cited by:

    1. Martinez, Valeria & Gupta, Paramita & Tse, Yiuman & Kittiakarasakun, Jullavut, 2011. "Electronic versus open outcry trading in agricultural commodities futures markets," Review of Financial Economics, Elsevier, vol. 20(1), pages 28-36, January.
    2. Valeria Martinez & Paramita Gupta & Yiuman Tse & Jullavut Kittiakarasakun, 2011. "Electronic versus open outcry trading in agricultural commodities futures markets," Review of Financial Economics, John Wiley & Sons, vol. 20(1), pages 28-36, January.
    3. Xinyue He & Teresa Serra & Philip Garcia, 2021. "Resilience in “Flash Events” in the Corn and Lean Hog Futures Markets," American Journal of Agricultural Economics, John Wiley & Sons, vol. 103(2), pages 743-764, March.

  14. Franken, Jason R.V. & Pennings, Joost M.E. & Garcia, Philip, 2008. "Do Transaction Costs and Risk Preferences Influence Marketing Arrangements in the Illinois Hog Industry?," 2008 Conference, April 21-22, 2008, St. Louis, Missouri 37599, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.

    Cited by:

    1. Franken, Jason R.V. & Parcell, Joe L., 2012. "Evaluation of Market Thinness for Hogs and Pork," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 44(4), pages 461-475, November.
    2. Kim, Jong-Jin & Zheng, Xiaoyong, 2014. "Effects of Alternative Marketing Arrangements on Spot Market Price Distribution in the U.S. Hog Market," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 168759, Agricultural and Applied Economics Association.
    3. Frasa, Stefanie & Carlberg, Jared & Hogan, Robert, 2015. "Use of Contracts by Prairie Agricultural Producers," Working Papers 232328, Structure and Performance of Agriculture and Agri-products Industry (SPAA).
    4. Helena Hansson & Carl Johan Lagerkvist, 2014. "Decision Making for Animal Health and Welfare: Integrating Risk‐Benefit Analysis with Prospect Theory," Risk Analysis, John Wiley & Sons, vol. 34(6), pages 1149-1159, June.
    5. Axelle Poizat & Sabine Duvaleix & Jill Hobbs, 2022. "How does transaction governance in the animal supply chain influence antibiotic use? A study of the French young bull sector," Post-Print hal-03661793, HAL.
    6. Franken, Jason R. V. & Bacon, Kevin J., 2014. "Organizational Structure and Operation of the Illinois Wine Industry," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 43(1), pages 1-21, April.
    7. Shang, Max Zongyuan & McEwan, Ken, 2017. "The Boundary of the Farm: Homegrown versus Purchased Feed on Ontario Swine Farms," Annual Meeting, 2017, June 18-21, Montreal, Canada 264191, Canadian Agricultural Economics Society.
    8. Du, Xiaoxue & Lu, Liang & Zilberman, David, 2013. "The Economics of Contract Farming: A Credit and Investment Perspective," 2014 Allied Social Sciences Association (ASSA) Annual Meeting, January 3-5, 2014, Philadelphia, PA 161657, Agricultural and Applied Economics Association.
    9. Chris Boessen & Joe Parcell & Jason Franken & John Lawrence & Ron Plain & Glenn Grimes, 2010. "Producer perceptions and attitudes toward hog marketing contracts," Agribusiness, John Wiley & Sons, Ltd., vol. 26(3), pages 405-424.
    10. Jensen, Kimberly L. & English, Burton C. & Clark, Christopher D. & Menard, R. Jamey, 2011. "Preferences for Marketing Arrangements by Potential Switchgrass Growers," Journal of Cooperatives, NCERA-210, vol. 25, pages 1-28.
    11. Alemu, Abebe Ejigu & Mathijs, Erik & Maertens, Miet & Deckers, Jozef A. & Gebregziabher, Kidanemariam & Baur, Hans & Gebrehiwot, Kindeya, 2011. "Trader-supplier Coordination in the Agrifood Supply Chains in Northern Ethiopia," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114218, European Association of Agricultural Economists.

  15. Mattos, Fabio & Garcia, Philip & Pennings, Joost M.E., 2008. "Dynamic Decision Making in Agricultural Futures and Options Markets," 2008 Conference, April 21-22, 2008, St. Louis, Missouri 37605, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.

    Cited by:

    1. Xiang Li & Yongjian Li, 2016. "On lot-sizing problem in a random yield production system under loss aversion," Annals of Operations Research, Springer, vol. 240(2), pages 415-434, May.

  16. Frank, Julieta & Gomez, Miguel I. & Kunda, Eugene L. & Garcia, Philip, 2008. "Cash Settlement of Lean Hog Futures Contracts Reexamined," 2008 Conference, April 21-22, 2008, St. Louis, Missouri 37611, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.

    Cited by:

    1. Franken, Jason R.V. & Parcell, Joseph L. & Tonsor, Glynn T., 2011. "Impact of Mandatory Price Reporting on Hog Market Integration," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 43(2), pages 1-13, May.

  17. Frank, Julieta & Garcia, Philip, 2007. "Measuring Liquidity Costs in Agricultural Futures Markets," 2007 Conference, April 16-17, 2007, Chicago, Illinois 37572, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.

    Cited by:

    1. Frank, Julieta & Garcia, Philip, 2008. "Market Depth in Lean Hog and Live Cattle Futures Markets," 2008 Conference, April 21-22, 2008, St. Louis, Missouri 37613, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.

  18. Woodard, Joshua D. & Garcia, Philip, 2007. "Basis Risk and Weather Hedging Effectiveness," 101st Seminar, July 5-6, 2007, Berlin Germany 9254, European Association of Agricultural Economists.

    Cited by:

    1. Ritter, Matthias & Musshoff, Oliver & Odening, Martin, 2012. "Minimizing geographical basis risk of weather derivatives using a multi-site rainfall model," 123rd Seminar, February 23-24, 2012, Dublin, Ireland 122527, European Association of Agricultural Economists.
    2. Sheng, Di & Lambert, Dayton M. & Hellwinckel, Chad, 2016. "A Copula-based Approach to Simulate Climate Impacts on Yield: Some Preliminary Findings," 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas 230006, Southern Agricultural Economics Association.
    3. Xu, Wei & Filler, Gunther & Odening, Martin & Okhrin, Ostap, 2009. "On the Systemic Nature of Weather Risk," 2009 Conference, August 16-22, 2009, Beijing, China 51426, International Association of Agricultural Economists.
    4. Cui, Hairong & Zhou, Ying & Dzandu, Michael D. & Tang, Yinshan & Lu, Xunfa, 2019. "Is temperature-index derivative suitable for China?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 536(C).
    5. Buchholz, Matthias & Musshoff, Oliver, 2014. "The role of weather derivatives and portfolio effects in agricultural water management," Agricultural Water Management, Elsevier, vol. 146(C), pages 34-44.
    6. Banerjee, Chirantan & Berg, Ernst, 2011. "Efficiency Of Wind Indexed Typhoon Insurance For Rice," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114240, European Association of Agricultural Economists.
    7. Hain, Martin & Schermeyer, Hans & Uhrig-Homburg, Marliese & Fichtner, Wolf, 2018. "Managing renewable energy production risk," Journal of Banking & Finance, Elsevier, vol. 97(C), pages 1-19.
    8. Raucci, Gian Lucca & Silveira, Rodrigo Lanna F. & Capitani, Daniel H D, 2018. "Development Of Weather Derivatives: Evidence From Brazilian Soybean Market," 2018 Annual Meeting, August 5-7, Washington, D.C. 274105, Agricultural and Applied Economics Association.
    9. Shen, Zhiwei & Odening, Martin, 2012. "Coping with Systemic Risk in Index-based Crop Insurance," 123rd Seminar, February 23-24, 2012, Dublin, Ireland 122555, European Association of Agricultural Economists.
    10. Woodard, Joshua D. & Sherrick, Bruce J. & Schnitkey, Gary D., 2009. "Revenue Risk Reduction Impacts of Crop Insurance in a Multi-Crop Framework," 2009 Conference, April 20-21, 2009, St. Louis, Missouri 53043, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    11. van Kooten, G Cornelis & Guo, Changhao & Sun, Baojing, 2015. "Risking-sharing Efficiency of Hedging Strategies," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205756, Agricultural and Applied Economics Association.
    12. Å tulec, Ivana & Petljak, Kristina & Naletina, Dora, 2019. "Weather impact on retail sales: How can weather derivatives help with adverse weather deviations?," Journal of Retailing and Consumer Services, Elsevier, vol. 49(C), pages 1-10.
    13. Turvey, Calum G. & Kong, Rong & Belltawn, Burgen, 2009. "Weather Risk and the Viability of Weather Insurance In Western China," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49362, Agricultural and Applied Economics Association.
    14. Jensen, Nathaniel D. & Barrett, Christopher B. & Mude, Andrew G., 2014. "Basis Risk and the Welfare Gains from Index Insurance: Evidence from Northern Kenya," MPRA Paper 59153, University Library of Munich, Germany.
    15. Vroege, Willemijn & Dalhaus, Tobias & Finger, Robert, 2019. "Index insurances for grasslands – A review for Europe and North-America," Agricultural Systems, Elsevier, vol. 168(C), pages 101-111.
    16. Monika Wieczorek-Kosmala, 2020. "Weather Risk Management in Energy Sector: The Polish Case," Energies, MDPI, vol. 13(4), pages 1-21, February.
    17. Zhang, Jingong & Tan, Ken Seng & Weng, Chengguo, 2017. "Optimal hedging with basis risk under mean–variance criterion," Insurance: Mathematics and Economics, Elsevier, vol. 75(C), pages 1-15.
    18. Schmidt, Lorenz & Odening, Martin & Schlanstein, Johann & Ritter, Matthias, 2022. "Exploring the weather-yield nexus with artificial neural networks," Agricultural Systems, Elsevier, vol. 196(C).
    19. Hardaker, J. Brian & Lien, Gudbrand D., 2009. "What Next in Decision Analysis for Agricultural and Resource Economics?," 2009 Conference (53rd), February 11-13, 2009, Cairns, Australia 48160, Australian Agricultural and Resource Economics Society.
    20. Kleiman, Rachel M. & Characklis, Gregory W. & Kern, Jordan D., 2022. "Managing weather- and market price-related financial risks in algal biofuel production," Renewable Energy, Elsevier, vol. 200(C), pages 111-124.
    21. Bucheli, Janic & Dalhaus, Tobias & Finger, Robert, 2022. "Temperature effects on crop yields in heat index insurance," Food Policy, Elsevier, vol. 107(C).
    22. Schmidt, Lorenz & Odening, Martin & Schlanstein, Johann & Ritter, Matthias, 2021. "Estimation of the Farm-Level Yield-Weather-Relation Using Machine Learning," 61st Annual Conference, Berlin, Germany, September 22-24, 2021 317075, German Association of Agricultural Economists (GEWISOLA).
    23. Möllmann, Johannes & Mußhoff, Oliver & Buchholz, Matthias & Kölle, Wienand, 2019. "Do remotely-sensed vegetation health indices explain credit risk in agricultural microfinance?," DARE Discussion Papers 1902, Georg-August University of Göttingen, Department of Agricultural Economics and Rural Development (DARE).
    24. Hardaker, J. Brian & Lien, Gudbrand, 2010. "Probabilities for decision analysis in agriculture and rural resource economics: The need for a paradigm change," Agricultural Systems, Elsevier, vol. 103(6), pages 345-350, July.
    25. Andrea Martínez Salgueiro & Maria-Antonia Tarrazon-Rodon, 2021. "Weather derivatives to mitigate meteorological risks in tourism management: An empirical application to celebrations of Comunidad Valenciana (Spain)," Tourism Economics, , vol. 27(4), pages 591-613, June.
    26. Kellner, Ulla & Musshoff, Oliver, 2011. "Precipitation or water capacity indices? An analysis of the benefits of alternative underlyings for index insurance," Agricultural Systems, Elsevier, vol. 104(8), pages 645-653, October.
    27. Doms, Juliane, 2017. "Put, call or strangle? About the challenges in designing weather index insurances to hedge performance risk in agriculture," 57th Annual Conference, Weihenstephan, Germany, September 13-15, 2017 261990, German Association of Agricultural Economists (GEWISOLA).
    28. Yu, Jisang & Vandeveer, Monte & Volesky, Jerry, 2017. "Basis Risk and Effectiveness of Rainfall Index Insurance for Pasture, Rangeland and Forage," SCC-76 Meeting, 2017, March 30-April 1, Pensacola, Florida 256327, SCC-76: Economics and Management of Risk in Agriculture and Natural Resources.
    29. Andrea Martínez Salgueiro & Maria-Antonia Tarrazon-Rodon, 2020. "Approaching rainfall-based weather derivatives pricing and operational challenges," Review of Derivatives Research, Springer, vol. 23(2), pages 163-190, July.
    30. Ivana Štulec, 2017. "Effectiveness of Weather Derivatives as a Risk Management Tool in Food Retail: The Case of Croatia," IJFS, MDPI, vol. 5(1), pages 1-15, January.
    31. Banerjee, Chirantan & Berg, Ernst, 2012. "Policy for implementation of Index Based Weather Insurance revisited: the case of Nicaragua," 123rd Seminar, February 23-24, 2012, Dublin, Ireland 122448, European Association of Agricultural Economists.
    32. Lu Zong & Manuela Ender, 2016. "Spatially-Aggregated Temperature Derivatives: Agricultural Risk Management in China," IJFS, MDPI, vol. 4(3), pages 1-17, September.
    33. Chantarat, Sommarat & Mude, Andrew G. & Barrett, Christopher B. & Turvey, Calum G., 2017. "Welfare Impacts of Index Insurance in the Presence of a Poverty Trap," World Development, Elsevier, vol. 94(C), pages 119-138.
    34. Xiaofeng Cao & Ostap Okhrin & Martin Odening & Matthias Ritter, 2015. "Modelling spatio-temporal variability of temperature," Computational Statistics, Springer, vol. 30(3), pages 745-766, September.
    35. Shenan Wu & Barry K. Goodwin & Keith Coble, 2020. "Moral hazard and subsidized crop insurance," Agricultural Economics, International Association of Agricultural Economists, vol. 51(1), pages 131-142, January.

  19. Irwin, Scott H. & Garcia, Philip & Good, Darrel L., 2007. "The Performance of Chicago Board of Trade Corn, Soybean, and Wheat Futures Contracts after Recent Changes in Speculative Limits," 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon 9951, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

    Cited by:

    1. Wei-Ming Tian & Zhang-Yue Zhou, 2011. "Fluctuations of Prices in the World Grain Market: Policy Responses by the Chinese Government," Chapters, in: Lilai Xu (ed.), China’s Economy in the Post-WTO Environment, chapter 8, Edward Elgar Publishing.
    2. Derek Headey & Shenggen Fan, 2008. "Anatomy of a crisis: the causes and consequences of surging food prices," Agricultural Economics, International Association of Agricultural Economists, vol. 39(s1), pages 375-391, November.
    3. Armah, Paul W. & Shanmugam, Velmurugan P., 2013. "Price Hikes in US Agricultural Commodity Futures Markets: An Empirical Efficiency Test," Journal of Food Distribution Research, Food Distribution Research Society, vol. 44(1), pages 1-9, March.
    4. MacDonald, Stephen & Meyer, Leslie A., 2009. "Futures Basis for Cotton: Impact of Globalization and Structural Change," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49269, Agricultural and Applied Economics Association.
    5. MacDonald, Stephen & Meyer, Leslie, 2009. "Trends in U.S. Cotton Basis Since 2001," MPRA Paper 70909, University Library of Munich, Germany.

  20. Woodard, Joshua D. & Garcia, Philip, 2007. "Spatial Aggregation and Weather Risk Management," 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon 9832, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

    Cited by:

    1. Woodard, Joshua D. & Garcia, Philip, 2008. "Weather Derivatives, Spatial Aggregation, and Systemic Risk: Implications for Reinsurance Hedging," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 33(1), pages 1-18, April.

  21. Mattos, Fabio & Garcia, Philip & Pennings, Joost M.E., 2007. "Insights into Trader Behavior: Risk Aversion and Probability Weighting," 2007 Conference, April 16-17, 2007, Chicago, Illinois 37569, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.

    Cited by:

    1. Erkan Kalayci & Ulkem Basdas, 2010. "Does the prospect theory also hold for power traders? Empirical evidence from a Swiss energy company," Review of Financial Economics, John Wiley & Sons, vol. 19(1), pages 38-45, January.
    2. Mattos, Fabio & Garcia, Philip & Pennings, Joost M.E., 2008. "Dynamic Decision Making in Agricultural Futures and Options Markets," 2008 Conference, April 21-22, 2008, St. Louis, Missouri 37605, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    3. Kalayci, Erkan & Basdas, Ulkem, 2010. "Does the prospect theory also hold for power traders? Empirical evidence from a Swiss energy company," Review of Financial Economics, Elsevier, vol. 19(1), pages 38-45, January.

  22. Sanders, Dwight R. & Garcia, Philip & Manfredo, Mark R., 2007. "Information Content in Deferred Futures Prices: Live Cattle and Hogs," 2007 Conference, April 16-17, 2007, Chicago, Illinois 37562, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.

    Cited by:

    1. Zhepeng Hu & Mindy Mallory & Teresa Serra & Philip Garcia, 2017. "Measuring Price Discovery between Nearby and Deferred Contracts in Storable and Non-Storable Commodity Futures Markets," Papers 1711.03506, arXiv.org.
    2. Schnake, Kristin N. & Karali, Berna & Dorfman, Jeffrey H., 2012. "The Informational Content of Distant-Delivery Futures Contracts," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 37(2), pages 1-15, August.

  23. Frank, Julieta & Garcia, Philip & Irwin, Scott H., 2007. "To What Surprises Do Hog Futures Markets Respond?," 2007 Conference, April 16-17, 2007, Chicago, Illinois 37573, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.

    Cited by:

    1. Karali, Berna & Isengildina Massa, Olga & Irwin, Scott H., 2018. "Does Noise in Market Expectations Dilute Price Reactions to USDA Reports?," 2018 Annual Meeting, August 5-7, Washington, D.C. 273973, Agricultural and Applied Economics Association.
    2. Isengildina-Massa, Olga & Karali, Berna & Irwin, Scott H., 2016. "Market Reaction to Inefficiencies in USDA Crop Production Forecasts," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235507, Agricultural and Applied Economics Association.
    3. R. Karina Gallardo & B. Wade Brorsen & Jayson Lusk, 2010. "Prediction markets: an experimental approach to forecasting cattle on feed," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 70(3), pages 414-426, November.
    4. Houser, Dwight M. & Karali, Berna, 2017. "How Scary Are Food Scares? Evidence from Animal Disease Outbreaks," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258500, Agricultural and Applied Economics Association.

  24. Egelkraut, Thorsten M. & Sherrick, Bruce J. & Garcia, Philip & Pennings, Joost M.E., 2006. "Farmers' Subjective Perceptions of Yield and Yield Risk," 2006 Conference, April 17-18, 2006, St. Louis, Missouri 18991, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.

    Cited by:

    1. Egelkraut, Thorsten M. & Garcia, Philip & Pennings, Joost M.E. & Sherrick, Bruce J., 2006. "Producers' Yield and Yield Risk: Perceptions versus Reality and Crop Insurance Use," 2006 Annual meeting, July 23-26, Long Beach, CA 21369, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

  25. Egelkraut, Thorsten M. & Garcia, Philip & Pennings, Joost M.E. & Sherrick, Bruce J., 2006. "Producers' Yield and Yield Risk: Perceptions versus Reality and Crop Insurance Use," 2006 Annual meeting, July 23-26, Long Beach, CA 21369, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

    Cited by:

    1. Anderson, John D. & Barnett, Barry J. & Coble, Keith H., 2009. "Impacts of the SURE Standing Disaster Assistance Program on Producer Risk Management and Crop Insurance Programs," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49304, Agricultural and Applied Economics Association.
    2. Riley, John Michael & Anderson, John D., 2009. "Producer Perceptions of Corn, Soybean and Cotton Price Risk," 2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia 46865, Southern Agricultural Economics Association.
    3. Ubilava, David & Barnett, Barry J. & Coble, Keith H. & Harri, Ardian, 2011. "The SURE Program and Its Interaction with Other Federal Farm Programs," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 36(3), pages 1-19.

  26. Egelkraut, Thorsten M. & Garcia, Philip, 2005. "Intermediate Volatility Forecasts Using Implied Forward Volatility: The Performance of Selected Agricultural Commodity Options," 2005 Conference, April 18-19, 2005, St. Louis, Missouri 19033, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.

    Cited by:

    1. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2021. "El Nino, La Nina, and Forecastability of the Realized Variance of Agricultural Commodity Prices: Evidence from a Machine Learning Approach," Working Papers 202179, University of Pretoria, Department of Economics.
    2. Adrian Fernandez‐Perez & Bart Frijns & Ilnara Gafiatullina & Alireza Tourani‐Rad, 2019. "Properties and the predictive power of implied volatility in the New Zealand dairy market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(5), pages 612-631, May.
    3. Guimaraes, Jonathan S. & Cruz, Jose Cesar, 2017. "Future volatility forecast in agricultural commodity markets," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258480, Agricultural and Applied Economics Association.
    4. Degiannakis, Stavros & Filis, George & Klein, Tony & Walther, Thomas, 2019. "Forecasting Realized Volatility of Agricultural Commodities," MPRA Paper 96267, University Library of Munich, Germany.
    5. Andres Trujillo-Barrera & Philip Garcia & Mindy L Mallory, 2018. "Short-term price density forecasts in the lean hog futures market," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 45(1), pages 121-142.
    6. Brittain, Lee & Garcia, Philip & Irwin, Scott H., 2011. "Live and Feeder Cattle Options Markets: Returns, Risk, and Volatility Forecasting," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 36(1), pages 1-20, April.
    7. Adjemian, Michael K. & Bruno, Valentina G. & Robe, Michel A., 2016. "Forward‐Looking USDA Price Forecasts," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235931, Agricultural and Applied Economics Association.
    8. Giovanni Campisi & Silvia Muzzioli, 2021. "Designing volatility indices for Austria, Finland and Spain," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 35(3), pages 369-455, September.

  27. Frank, Julieta & Garcia, Philip, 2005. "Time-Varying Risk Premium or Informational Inefficiency? Further Evidence in Agricultural Futures Markets," 2005 Conference, April 18-19, 2005, St. Louis, Missouri 19051, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.

    Cited by:

    1. Lee A. Smales, 2016. "Trading behavior in S&P 500 index futures," Review of Financial Economics, John Wiley & Sons, vol. 28(1), pages 46-55, January.
    2. Prehn, Sören & Glauben, Thomas & Loy, Jens-Peter & Pies, Ingo & Will, Matthias Georg, 2014. "The impact of long-only index funds on price discovery and market performance in agricultural futures markets [Der Einfluss von Long-only-Indexfonds auf die Preisfindung und das Marktergebnis an la," IAMO Discussion Papers 147, Leibniz Institute of Agricultural Development in Transition Economies (IAMO).
    3. Williams Ohemeng & Bo Sjo & Michael Danquah, 2016. "Market Efficiency and Price Discovery in Cocoa Markets," Journal of African Business, Taylor & Francis Journals, vol. 17(2), pages 209-224, May.
    4. Michael K. Adjemian & Valentina G. Bruno & Michel A. Robe, 2020. "Incorporating Uncertainty into USDA Commodity Price Forecasts," American Journal of Agricultural Economics, John Wiley & Sons, vol. 102(2), pages 696-712, March.
    5. Bozic, Marin & Newton, John & Thraen, Cameron S. & Gould, Brian W., 2014. "Parametric Bootstrap Tests for Futures Price and Implied Volatility Biases With Application to Rating Dairy Margin Insurance," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 170416, Agricultural and Applied Economics Association.
    6. Prehn, Sören & Glauben, Thomas & Loy, Jens-Peter & Pies, Ingo & Will, Matthias Georg, 2013. "Der Einfluss von Long-only-Indexfonds auf die Preisfindung und das Marktergebnis an landwirtschaftlichen Warenterminmärkten [The impact of long-only index funds on the price development and the mar," IAMO Discussion Papers 142, Leibniz Institute of Agricultural Development in Transition Economies (IAMO).
    7. Li, Ziran, 2017. "Three essays on commodity markets," ISU General Staff Papers 201701010800006361, Iowa State University, Department of Economics.
    8. Bozic, Marin & Fortenbery, T., 2015. "Price Discovery, Volatility Spillovers and Adequacy of Speculation when Spot Prices are Stationary: The Case of U.S. Dairy Markets," 2015 Conference, August 9-14, 2015, Milan, Italy 211369, International Association of Agricultural Economists.
    9. Bozic, Marin & Newton, John & Thraen, Cameron S. & Gould, Brian W., 2012. "Parametric Bootstrap Tests for Futures Price and Implied Volatility Biases with Application to Rating Livestock Margin Insurance for Dairy Cattle," Staff Papers 135077, University of Minnesota, Department of Applied Economics.
    10. Joseph M. Santos, 2014. "Back to the futures: An assessment of market performance on the early Winnipeg Grain Exchange," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 47(4), pages 1426-1448, November.
    11. Boetel, Brenda L. & Liu, Donald J., 2008. "Incorporating Structural Changes in Agricultural and Food Price Analysis: An Application to the U.S. Beef and Pork Sectors," Working Papers 44076, University of Minnesota, The Food Industry Center.
    12. Armah, Stephen E., 2008. "Establishing the Presence of a Risk Premium in the Cocoa Futures Market: An Econometric Analysis," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6778, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    13. Yan, Lei & Garcia, Philip, 2017. "Portfolio investment: Are commodities useful?," Journal of Commodity Markets, Elsevier, vol. 8(C), pages 43-55.
    14. Andres Trujillo-Barrera & Philip Garcia & Mindy L Mallory, 2018. "Short-term price density forecasts in the lean hog futures market," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 45(1), pages 121-142.
    15. Pandey, Ajay, 2008. "Hedging Effectiveness of Constant and Time Varying Hedge Ratio in Indian Stock and Commodity Futures Markets," IIMA Working Papers WP2008-06-01, Indian Institute of Management Ahmedabad, Research and Publication Department.
    16. Adjemian, Michael K. & Bruno, Valentina G. & Robe, Michel A., 2016. "Forward‐Looking USDA Price Forecasts," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235931, Agricultural and Applied Economics Association.
    17. Hoang, Nam & Grieb, Terrance, 2018. "Hedging Positions, Basis, and Futures Risk Premium: A Disaggregated Data Analysis on US Wheat Markets," 2018 Annual Meeting, August 5-7, Washington, D.C. 273799, Agricultural and Applied Economics Association.
    18. Schnake, Kristin N. & Karali, Berna & Dorfman, Jeffrey H., 2012. "The Informational Content of Distant-Delivery Futures Contracts," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 37(2), pages 1-15, August.
    19. Terrance Grieb & Nam Hoang, 2019. "The Effects of Hedging and Speculation on Cash-Futures Basis: Results from U.S. Wheat Markets," Review of Economics & Finance, Better Advances Press, Canada, vol. 17, pages 1-15, August.
    20. Ziran Li & Dermot J. Hayes & Keri L. Jacobs, 2018. "The weather premium in the U.S. corn market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(3), pages 359-372, March.
    21. Shashi Gupta & Himanshu Choudhary & D. R. Agarwal, 2018. "An Empirical Analysis of Market Efficiency and Price Discovery in Indian Commodity Market," Global Business Review, International Management Institute, vol. 19(3), pages 771-789, June.
    22. Feuz, Dillon M., 2009. "A Comparison of the Effectiveness of Using Futures, Options, LRP Insurance, or AGR-Lite Insurance to Manage Risk for Cow-calf Producers," 2009 Conference, April 20-21, 2009, St. Louis, Missouri 53046, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    23. Goswami, Alankrita & Adjemian, Michael K. & Karali, Berna, 2022. "The impact of futures contract storage rate policy on convergence expectations in domestic commodity markets," Food Policy, Elsevier, vol. 111(C).
    24. Prehn, Soren & Glauben, Thomas & Loy, Jens-Peter & Pies, Ingo & Will, Matthias Georg, 2014. "Der Einfluss Von Long-Only-Indexfonds Auf Die Preisbildung Und Das Marktergebnis An Warenterminmärkten," 54th Annual Conference, Goettingen, Germany, September 17-19, 2014 187363, German Association of Agricultural Economists (GEWISOLA).
    25. Adjemian, Michael K. & Garcia, Philip & Irwin, Scott & Smith, Aaron, 2013. "Non-Convergence in Domestic Commodity Futures Markets: Causes, Consequences, and Remedies," Economic Information Bulletin 155381, United States Department of Agriculture, Economic Research Service.

  28. Pennings, Joost M.E. & Isengildina, Olga & Irwin, Scott H. & Good, Darrel L. & Garcia, Philip & Frank, Julieta & Kuiper, W. Erno, 2005. "Complex Choices: Producers Risk Management Strategies," 2005 Annual meeting, July 24-27, Providence, RI 19550, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

    Cited by:

    1. Zein Kallas & Teresa Serra & Jos頠 M. Gil, 2012. "Effects of policy instruments on farm investments and production decisions in the Spanish COP sector," Applied Economics, Taylor & Francis Journals, vol. 44(30), pages 3877-3886, October.
    2. MacNicol, R. & Ortmann, Gerald F. & Ferrer, Stuart R.D., 2008. "Management decisions on commercial sugarcane farms in KwaZulu-Natal: a focus on choice bracketing behaviour for risk management," Agrekon, Agricultural Economics Association of South Africa (AEASA), vol. 47(1), pages 1-24, March.

  29. Mattos, Fabio & Garcia, Philip & Nelson, Carl H., 2005. "Relaxing Standard Hedging Assumptions in the Presence of Downside Risk," 2005 Conference, April 18-19, 2005, St. Louis, Missouri 19040, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.

    Cited by:

    1. Białkowski, Jędrzej & Bohl, Martin T. & Perera, Devmali, 2023. "Commodity futures hedge ratios: A meta-analysis," Journal of Commodity Markets, Elsevier, vol. 30(C).
    2. Ubukata, Masato, 2018. "Dynamic hedging performance and downside risk: Evidence from Nikkei index futures," International Review of Economics & Finance, Elsevier, vol. 58(C), pages 270-281.
    3. Liu, Pan & Vedenov, Dmitry & Power, Gabriel J., 2017. "Is hedging the crack spread no longer all it's cracked up to be?," Energy Economics, Elsevier, vol. 63(C), pages 31-40.
    4. Woodard, Joshua D. & Sherrick, Bruce J. & Schnitkey, Gary D., 2009. "Revenue Risk Reduction Impacts of Crop Insurance in a Multi-Crop Framework," 2009 Conference, April 20-21, 2009, St. Louis, Missouri 53043, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    5. Power, Gabriel J. & Vedenov, Dmitry V., 2008. "The Shape of the Optimal Hedge Ratio: Modeling Joint Spot-Futures Prices using an Empirical Copula-GARCH Model," 2008 Conference, April 21-22, 2008, St. Louis, Missouri 37609, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    6. Fei, Chengcheng & Vedenov, Dmitry & Stevens, Reid B. & Anderson, David, 2021. "Single-Commodity vs. Joint Hedging in Cattle Feeding Cycle: Is Joint Hedging Always Essential?," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 46(3), September.
    7. Vedenov, Dmitry & Power, Gabriel J., 2022. "We don't need no fancy hedges! Or do we?," International Review of Financial Analysis, Elsevier, vol. 81(C).
    8. Power, Gabriel J. & Vedenov, Dmitry, 2023. "Who's afraid of a Texas hedge?," Energy Economics, Elsevier, vol. 127(PB).
    9. Elisson Andrade & Fabio Mattos & Roberto Arruda de Souza Lima, 2018. "New Insights on Hedge Ratios in the Presence of Stochastic Transaction Costs," Risks, MDPI, vol. 6(4), pages 1-15, October.
    10. Jędrzej Białkowski & Martin T. Bohl & Devmali Perera, 2022. "Commodity Futures Hedge Ratios: A Meta-Analysis," Working Papers in Economics 22/12, University of Canterbury, Department of Economics and Finance.
    11. Driedger, Jonathon & Porth, Lysa & Boyd, Milton, 2016. "The Potential to Use Futures and Options to Manage Crop Insurance Losses," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235747, Agricultural and Applied Economics Association.

  30. Egelkraut, Thorsten M. & Garcia, Philip, 2004. "Options-Based Forecasts Of Futures Prices In The Presence Of Limit Moves," 2004 Conference, April 19-20, 2004, St. Louis, Missouri 19021, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.

    Cited by:

    1. Frank, Julieta & Garcia, Philip & Irwin, Scott H., 2007. "To What Surprises Do Hog Futures Markets Respond?," 2007 Conference, April 16-17, 2007, Chicago, Illinois 37573, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    2. Chuang Yuang Lin & Dar Hsin Chen & Chin Yu Tsai, 2011. "The limitation of monotonicity property of option prices: an empirical evidence," Applied Economics, Taylor & Francis Journals, vol. 43(23), pages 3103-3113.
    3. Olga Isengildina-Massa & Scott H. Irwin & Darrel L. Good & Jennifer K. Gomez, 2008. "Impact of WASDE reports on implied volatility in corn and soybean markets," Agribusiness, John Wiley & Sons, Ltd., vol. 24(4), pages 473-490.
    4. Xinyue He & Teresa Serra, 2022. "Are price limits cooling off agricultural futures markets?," American Journal of Agricultural Economics, John Wiley & Sons, vol. 104(5), pages 1724-1746, October.

  31. Mattos, Fabio & Garcia, Philip, 2004. "Price Discovery In Thinly Traded Markets: Cash And Futures Relationships In Brazilian Agricultural Futures Markets," 2004 Conference, April 19-20, 2004, St. Louis, Missouri 19019, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.

    Cited by:

    1. Xu, Xiaojie, 2014. "Price Discovery in U.S. Corn Cash and Futures Markets: The Role of Cash Market Selection," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 169809, Agricultural and Applied Economics Association.
    2. Carlotta Penone & Elisa Giampietri & Samuele Trestini, 2022. "Futures–spot price transmission in EU corn markets," Agribusiness, John Wiley & Sons, Ltd., vol. 38(3), pages 679-709, July.
    3. Derick D. Quintino & Sergio A. David & Carlos E. de F. Vian, 2017. "Analysis of the Relationship between Ethanol Spot and Futures Prices in Brazil," IJFS, MDPI, vol. 5(2), pages 1-10, April.
    4. Chia-Lin Chang & Li-Hsueh Chen & Shawkat Hammoudeh & Michael McAleer, 2010. "Asymmetric Adjustments in the Ethanol and Grains Markets," Working Papers in Economics 10/78, University of Canterbury, Department of Economics and Finance.
    5. Vollmer, Teresa & von Cramon-Taubadel, Stephan, 2019. "The influence of Brazilian exports on price transmission processes in the coffee sector: A Markov-switching approach," DARE Discussion Papers 1904, Georg-August University of Göttingen, Department of Agricultural Economics and Rural Development (DARE).
    6. Van Winkle, Tyler W. & Schroeder, Ted C., 2008. "Spatial Price Discovery, Dynamics, and Leadership in Evolving Distiller’s Grain Markets," 2008 Annual Meeting, February 2-6, 2008, Dallas, Texas 6933, Southern Agricultural Economics Association.
    7. Rafael Baptista Palazzi & Ata Assaf & Marcelo Cabus Klotzle, 2024. "Dynamic connectedness between energy markets and the Brazilian cash market: An empirical analysis pre‐ and post‐COVID‐19," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(1), pages 27-56, January.
    8. Elumalai, K. & Rangasamy, N. & Sharma, R.K., 2009. "Price Discovery in India’s Agricultural Commodity Futures Markets," Indian Journal of Agricultural Economics, Indian Society of Agricultural Economics, vol. 64(3), pages 1-9.
    9. P. Srinivasan & P. Ibrahim, 2012. "Price Discovery and Asymmetric Volatility Spillovers in Indian Spot-Futures Gold Markets," International Journal of Business and Economic Sciences Applied Research (IJBESAR), International Hellenic University (IHU), Kavala Campus, Greece (formerly Eastern Macedonia and Thrace Institute of Technology - EMaTTech), vol. 5(3), pages 65-80, December.
    10. Teresa Vollmer & Helmut Herwartz & Stephan von Cramon-Taubadel, 2020. "Measuring price discovery in the European wheat market using the partial cointegration approach," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 47(3), pages 1173-1200.
    11. Ramazan Sari & Shawkat Hammoudeh & Chia-Lin Chang & Michael McAleer, 2011. "Causality Between Market Liquidity and Depth for Energy and Grains," Documentos de Trabajo del ICAE 2011-10, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    12. Hernandez, Manuel A. & Rashid, Shahidur & Lemma, Solomon & Kuma, Tadesse, 2015. "Institutions and market integration: The case of coffee in the Ethiopian commodity exchange:," IFPRI discussion papers 1464, International Food Policy Research Institute (IFPRI).
    13. Kushankur Dey & Debasish Maitra, 2012. "Price discovery in Indian commodity futures market: an empirical exercise," International Journal of Trade and Global Markets, Inderscience Enterprises Ltd, vol. 5(1), pages 68-87.
    14. Andersson, Camilla & Bezabih, Mintewab & Mannberg, Andrea, 2017. "The Ethiopian Commodity Exchange and spatial price dispersion," Food Policy, Elsevier, vol. 66(C), pages 1-11.
    15. Xiaojie Xu, 2018. "Cointegration and price discovery in US corn cash and futures markets," Empirical Economics, Springer, vol. 55(4), pages 1889-1923, December.
    16. Necla Ilter Kucukcolak, 2019. "Evaluation of Commodity Market Experiences: More Than a Design Issue," International Journal of Economics and Financial Issues, Econjournals, vol. 9(1), pages 66-78.
    17. Narjiss Araba & Alain François-Heude, 2019. "Price discovery and volatility spillovers in the French wheat market," Post-Print hal-03088859, HAL.
    18. Shashi Gupta & Himanshu Choudhary & D. R. Agarwal, 2018. "An Empirical Analysis of Market Efficiency and Price Discovery in Indian Commodity Market," Global Business Review, International Management Institute, vol. 19(3), pages 771-789, June.
    19. Zhige Wu & Alex Maynard & Alfons Weersink & Getu Hailu, 2018. "Asymmetric spot‐futures price adjustments in grain markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(12), pages 1549-1564, December.
    20. Zhan-Ming Chen & Liyuan Wang & Xiao-Bing Zhang & Xinye Zheng, 2019. "The Co-Movement and Asymmetry between Energy and Grain Prices: Evidence from the Crude Oil and Corn Markets," Energies, MDPI, vol. 12(7), pages 1-18, April.
    21. Vollmer, T. & Von Cramon-Taubadel, S., 2018. "Dynamic price discovery in the European wheat market based on the concept of partial cointegration," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 276031, International Association of Agricultural Economists.
    22. Ling‐Yun He & Wen‐Si Xie, 2012. "Who has the final say?," China Agricultural Economic Review, Emerald Group Publishing Limited, vol. 4(3), pages 379-390, August.

  32. Egelkraut, Thorsten M. & Garcia, Philip & Sherrick, Bruce J., 2003. "The Term Structure Of Implied Forward Volatility: Recovery And Informational Content In The Corn Options Market," 2003 Conference, April 21-22, 2003, St. Louis, Missouri 18983, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.

    Cited by:

    1. Chang, Chia-Lin & Huang, Biing-Wen & Chen, Meng-Gu & McAleer, Michael, 2011. "Modelling the asymmetric volatility in hog prices in Taiwan: The impact of joining the WTO," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 81(7), pages 1491-1506.
    2. Adjemian, Michael K. & Bruno, Valentina & Robe, Michel A. & Wallen, Jonathan, 2017. "What Drives Volatility Expectations in Grain and Oilseed Markets?," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258452, Agricultural and Applied Economics Association.
    3. Chia-Lin Chang & Michael McAleer & Yu-Ann Wang, 2016. "Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices," Tinbergen Institute Discussion Papers 16-014/III, Tinbergen Institute, revised 30 Jan 2017.
    4. Bozic, Marin & Newton, John & Thraen, Cameron S. & Gould, Brian W., 2014. "Parametric Bootstrap Tests for Futures Price and Implied Volatility Biases With Application to Rating Dairy Margin Insurance," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 170416, Agricultural and Applied Economics Association.
    5. Chang, C-L. & McAleer, M.J. & Wang, Y-A., 2016. "Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn," Econometric Institute Research Papers EI2016-15, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    6. Cao, Nguyen Que An & Robe, Michel A., 2020. "Market Uncertainty and Sentiment around USDA Announcements," 2020 Annual Meeting, July 26-28, Kansas City, Missouri 304497, Agricultural and Applied Economics Association.
    7. Huang, Biing-Wen & Chen, Meng-Gu & Chang, Chia-Lin & McAleer, Michael, 2009. "Modelling risk in agricultural finance: Application to the poultry industry in Taiwan," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(5), pages 1472-1487.
    8. Power, Gabriel J. & Turvey, Calum G., 2008. "On Term Structure Models of Commodity Futures Prices and the Kaldor-Working Hypothesis," 2008 Conference, April 21-22, 2008, St. Louis, Missouri 37608, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    9. Wu, Feng & Myers, Robert J. & Guan, Zhengfei & Wang, Zhiguang, 2015. "Risk-adjusted implied volatility and its performance in forecasting realized volatility in corn futures prices," Journal of Empirical Finance, Elsevier, vol. 34(C), pages 260-274.
    10. Thomsen, Michael R. & McKenzie, Andrew M. & Power, Gabriel J., 2009. "Volatility Surface and Skewness in Live Cattle Futures Price Distributions with Application to North American BSE Announcements," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49354, Agricultural and Applied Economics Association.
    11. Hart, Chad & Lence, Sergio H & Hayes, Dermot J. & Jin, Na, 2015. "Price Mean Reversion, Seasonality, and Options Markets," ISU General Staff Papers 201508170700001577, Iowa State University, Department of Economics.
    12. Bozic, Marin & Newton, John & Thraen, Cameron S. & Gould, Brian W., 2012. "Parametric Bootstrap Tests for Futures Price and Implied Volatility Biases with Application to Rating Livestock Margin Insurance for Dairy Cattle," Staff Papers 135077, University of Minnesota, Department of Applied Economics.
    13. Egelkraut, Thorsten M. & Garcia, Philip, 2006. "Intermediate Volatility Forecasts Using Implied Forward Volatility: The Performance of Selected Agricultural Commodity Options," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 31(3), pages 1-21, December.
    14. Guimaraes, Jonathan S. & Cruz, Jose Cesar, 2017. "Future volatility forecast in agricultural commodity markets," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258480, Agricultural and Applied Economics Association.
    15. Chang, C-L. & Huang, B-W. & Chen, M-G., 2010. "Modelling the Asymmetric Volatility in Hog Prices in Taiwan," Econometric Institute Research Papers EI 2010-46, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    16. Andres Trujillo-Barrera & Philip Garcia & Mindy L Mallory, 2018. "Short-term price density forecasts in the lean hog futures market," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 45(1), pages 121-142.
    17. Marin Bozic, 2010. "Pricing Options on Commodity Futures: The Role of Weather and Storage," Working Papers 1003, The Institute of Economics, Zagreb.
    18. Li, Xingyi & Zakamulin, Valeriy, 2020. "The term structure of volatility predictability," International Journal of Forecasting, Elsevier, vol. 36(2), pages 723-737.
    19. Wang, Zhiguang & Fausti, Scott W. & Qasmi, Bashir A., 2010. "Variance Risk Premiums and Predictive Power of Alternative Forward Variances in the Corn Market," Economics Staff Papers 61683, South Dakota State University, Department of Economics.
    20. Xiaoyang Wang & Philip Garcia & Scott H. Irwin, 2014. "The Behavior of Bid-Ask Spreads in the Electronically-Traded Corn Futures Market," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 96(2), pages 557-577.
    21. Covindassamy, Genevre & Robe, Michel A. & Wallen, Jonathan, 2016. "Sugar With Your Coffee?: Financials, Fundamentals, and Soft Price Uncertainty," IDB Publications (Working Papers) 8588, Inter-American Development Bank.
    22. Giovanni Campisi & Silvia Muzzioli, 2021. "Designing volatility indices for Austria, Finland and Spain," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 35(3), pages 369-455, September.
    23. Anabelle Couleau & Teresa Serra & Philip Garcia, 2020. "Are Corn Futures Prices Getting “Jumpy”?," American Journal of Agricultural Economics, John Wiley & Sons, vol. 102(2), pages 569-588, March.

  33. Garcia, Philip & Nelson, Carl H., 2003. "Engaging Students In Research: The Use Of Structured Professional Dialogue," 2003 Annual meeting, July 27-30, Montreal, Canada 21894, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

    Cited by:

    1. Clark, Richard & Griffith, Garry & Madzivhandila, Tshilidzi & Mulholland, Cynthia & Nengovhela, Nkhanedzeni & Timms, Janice, 2012. "Learning by Writing: Applying Continuous Improvement and Innovation Principles to Project Management by Formal Documentation and Publication," Papers 234293, University of Melbourne, Melbourne School of Land and Environment.

  34. Mattos, Fabio & Garcia, Philip & Leuthold, Raymond M. & Hahn, Tony, 2003. "The Feasibility Of A Boxed Beef Futures Contract: Hedging Wholesale Beef Cuts," 2003 Conference, April 21-22, 2003, St. Louis, Missouri 18986, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.

    Cited by:

    1. Steiner, Bodo E., 2007. "Formal beef alliances and alignment challenges: issues in contracting, pricing and quality," Project Report Series 7709, University of Alberta, Department of Resource Economics and Environmental Sociology.
    2. Franken, Jason R.V. & Irwin, Scott H. & Garcia, Philip, 2021. "Biodiesel hedging under binding renewable fuel standard mandates," Energy Economics, Elsevier, vol. 96(C).
    3. Ardian Harri & John Michael Riley & John D. Anderson & Keith H. Coble, 2009. "Managing economic risk in value‐based marketing of fed cattle," Agricultural Economics, International Association of Agricultural Economists, vol. 40(3), pages 295-306, May.

  35. Egelkraut, Thorsten M. & Garcia, Philip & Irwin, Scott H. & Good, Darrel L., 2002. "An Evaluation Of Crop Forecast Accuracy For Corn And Soybeans: Usda And Private Information Services," 2002 Conference, April 22-23, 2002, St. Louis, Missouri 19068, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.

    Cited by:

    1. Good, Darrel L. & Irwin, Scott H., 2005. "Understanding USDA Corn and Soybean Production Forecasts: Methods, Performance and Market Impacts over 1970 - 2004," AgMAS Project Research Reports 14785, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics.
    2. Good, Darrel L. & Irwin, Scott H., 2006. "Understanding USDA Corn and Soybean Production Forecasts: Methods, Performance and Market Impacts over 1970 - 2005," AgMAS Project Research Reports 37514, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics.
    3. Good, Darrel L. & Irwin, Scott H., 2003. "Understanding USDA Corn and Soybean Production Forecasts: An Overview of Methods, Performance and Market Impacts," AgMAS Project Research Reports 37496, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics.

  36. Pennings, Joost M.E. & Garcia, Philip, 2001. "Unobserved Heterogeneity: Evidence and Implications for SMEs' Hedging Behavior," 2001 Conference, April 23-24, 2001, St. Louis, Missouri 18955, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.

    Cited by:

    1. Pennings, Joost M.E. & Leuthold, Raymond M., 2001. "A Behavioral Approach Towards Futures Contract Usage," Mansholt Working Papers 46448, Wageningen University, Mansholt Graduate School of Social Sciences.
    2. Garcia, Philip & Nelson, Carl H., 2003. "Engaging Students In Research: The Use Of Structured Professional Dialogue," 2003 Annual meeting, July 27-30, Montreal, Canada 21894, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

  37. Manfredo, Mark R. & Garcia, Philip & Leuthold, Raymond M., 2000. "Time-Varying Multiproduct Hedge Ratio Estimation In The Soybean Complex: A Simplified Approach," 2000 Conference, April 17-18 2000, Chicago, Illinois 18933, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.

    Cited by:

    1. William W. Wilson & William E. Nganje & Robert Wagner, 2006. "Hedging Strategies for Grain Processors," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 54(2), pages 311-326, June.
    2. Ji, Qiang & Fan, Ying, 2011. "A dynamic hedging approach for refineries in multiproduct oil markets," Energy, Elsevier, vol. 36(2), pages 881-887.
    3. Liu, Pan & Vedenov, Dmitry & Power, Gabriel J., 2017. "Is hedging the crack spread no longer all it's cracked up to be?," Energy Economics, Elsevier, vol. 63(C), pages 31-40.
    4. Wilson, William W. & Wagner, Robert & Nganje, William E., 2003. "Strategic Hedging For Grain Processors," Agribusiness & Applied Economics Report 23637, North Dakota State University, Department of Agribusiness and Applied Economics.
    5. Songjiao Chen & William Wilson & Ryan Larsen & Bruce Dahl, 2016. "Risk Management for Grain Processors and “Copulas”," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 64(2), pages 365-382, June.
    6. Tejeda, Hernan A., 2012. "Time-Varying Price Interactions and Risk Management in Livestock Feed Markets – Determining the Ethanol Surge Effect," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124956, Agricultural and Applied Economics Association.
    7. Hernan A. Tejeda & Barry K. Goodwin, 2014. "Dynamic multiproduct optimal hedging in the soybean complex - do time-varying correlations provide hedging improvements?," Applied Economics, Taylor & Francis Journals, vol. 46(27), pages 3312-3322, September.

  38. Ruth, Matthias & Cloutier, L. Martin & Garcia, Philip, 1998. "A Nonlinear Model Of Information And Coordination In Hog Production: Testing The Coasian-Fowlerian Dynamic Hypotheses," 1998 Annual meeting, August 2-5, Salt Lake City, UT 20971, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

    Cited by:

    1. Jingjing Wang & Xiaoyang Wang & Xiaohua Yu, 2023. "Shocks, cycles and adjustments: The case of China's Hog Market under external shocks," Agribusiness, John Wiley & Sons, Ltd., vol. 39(3), pages 703-726, July.

  39. Fabio C. Zanini & Philip Garcia, 1997. "Did Producer Hedging Opportunities in the Live Hog Contract Decline?," Finance 9712005, University Library of Munich, Germany.

    Cited by:

    1. Minkyoung Kim & Philip Garcia & Raymond Leuthold, 2009. "Managing price risks using and local polynomial kernel forecasts," Applied Economics, Taylor & Francis Journals, vol. 41(23), pages 3015-3026.

  40. Anil K. Bera & Philip Garcia & Jae-Sun Roh, 1997. "Estimation of Time-Varying Hedge Ratios for Corn and Soybeans: BGARCH and Random Coefficient Approaches," Finance 9712007, University Library of Munich, Germany.

    Cited by:

    1. Katelijne A.E. Carbonez & Van Thi Tuong Nguyen & Piet Sercu, 2011. "Hedging with Two Futures Contracts: Simplicity Pays," European Financial Management, European Financial Management Association, vol. 17(5), pages 806-834, November.
    2. Sharma, Udayan & Karmakar, Madhusudan, 2023. "Measuring minimum variance hedging effectiveness: Traditional vs. sophisticated models," International Review of Financial Analysis, Elsevier, vol. 87(C).
    3. Luc Bauwens & Sébastien Laurent & Jeroen V. K. Rombouts, 2006. "Multivariate GARCH models: a survey," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(1), pages 79-109, January.
    4. Ubukata, Masato & Watanabe, Toshiaki, 2015. "Evaluating the performance of futures hedging using multivariate realized volatility," Journal of the Japanese and International Economies, Elsevier, vol. 38(C), pages 148-171.
    5. Jian Yang & Titus Awokuse, 2003. "Asset storability and hedging effectiveness in commodity futures markets," Applied Economics Letters, Taylor & Francis Journals, vol. 10(8), pages 487-491.
    6. Yiu Kuen Tse & Albert K. C. Tsui, 2000. "A Multivariate GARCH Model with Time-Varying Correlations," Econometric Society World Congress 2000 Contributed Papers 0250, Econometric Society.
    7. Amir Alizadeh & Manolis Kavussanos & David Menachof, 2004. "Hedging against bunker price fluctuations using petroleum futures contracts: constant versus time-varying hedge ratios," Applied Economics, Taylor & Francis Journals, vol. 36(12), pages 1337-1353.
    8. Ubukata, Masato, 2018. "Dynamic hedging performance and downside risk: Evidence from Nikkei index futures," International Review of Economics & Finance, Elsevier, vol. 58(C), pages 270-281.
    9. Aglasan, Serkan & Wu, Shenan & Goodwin, Barry K., 2021. "Cross-hedging with Agricultural Commodities: A Copula-GARCH Approach," 2021 Annual Meeting, August 1-3, Austin, Texas 313960, Agricultural and Applied Economics Association.
    10. Hsiang-Tai Lee & Jonathan Yoder, 2005. "A Bivariate Markov Regime Switching GARCH Approach to Estimate Time Varying Minimum Variance Hedge Ratios," Econometrics 0506009, University Library of Munich, Germany.
    11. Choudhry, Taufiq, 2009. "Short-run deviations and time-varying hedge ratios: Evidence from agricultural futures markets," International Review of Financial Analysis, Elsevier, vol. 18(1-2), pages 58-65, March.
    12. Anton Bekkerman, 2011. "Time‐varying hedge ratios in linked agricultural markets," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 71(2), pages 179-200, August.
    13. Kin-Yip Ho & Albert K Tsui, 2008. "Volatility Dynamics in Foreign Exchange Rates : Further Evidence from the Malaysian Ringgit and Singapore Dollar," Finance Working Papers 22571, East Asian Bureau of Economic Research.
    14. Bessler, Wolfgang & Leonhardt, Alexander & Wolff, Dominik, 2016. "Analyzing hedging strategies for fixed income portfolios: A Bayesian approach for model selection," International Review of Financial Analysis, Elsevier, vol. 46(C), pages 239-256.
    15. Moawia Alghalith & Ricardo Lalloob, 2012. "A General Empirical Model of Hedging," JRFM, MDPI, vol. 5(1), pages 1-19, December.
    16. Rozaimah Zainudin & Roselee Shah Shaharudin, 2011. "Multi Mean Garch Approach to Evaluating Hedging Performance in the Crude Palm Oil Futures Market," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 7(1), pages 111-130.
    17. Mark R. Manfredo & Raymond M. Leuthold, 2001. "Market risk and the cattle feeding margin: An application of Value-at-Risk," Agribusiness, John Wiley & Sons, Ltd., vol. 17(3), pages 333-353.
    18. Wagner Oliveira Monteiro & Rodrigo De Losso da Silveira Bueno, 2011. "Dynamic Hedging inMarkov Regimes Switching," Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting] 136, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    19. Mark R. Manfredo. & Raymond M. Leuthold, 1999. "Market Risk Measurement and the Cattle Feeding Margin: An Application of Value-at-Risk," Finance 9908002, University Library of Munich, Germany.
    20. Power, Gabriel J. & Vedenov, Dmitry V., 2008. "The Shape of the Optimal Hedge Ratio: Modeling Joint Spot-Futures Prices using an Empirical Copula-GARCH Model," 2008 Conference, April 21-22, 2008, St. Louis, Missouri 37609, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    21. Zanotti, Giovanna & Gabbi, Giampaolo & Geranio, Manuela, 2010. "Hedging with futures: Efficacy of GARCH correlation models to European electricity markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 20(2), pages 135-148, April.
    22. Robert F. Engle, 2016. "Dynamic Conditional Beta," Journal of Financial Econometrics, Oxford University Press, vol. 14(4), pages 643-667.
    23. Corbet, Shaen & Hou, Yang (Greg) & Hu, Yang & Oxley, Les, 2022. "The influence of the COVID-19 pandemic on the hedging functionality of Chinese financial markets," Research in International Business and Finance, Elsevier, vol. 59(C).
    24. Maria CARACOTA DIMITRIU & Ioana – Diana PAUN, 2012. "Short Term Hedging Using Futures Contracts," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 15(2), pages 436-445, December.
    25. Bera, Anil K. & Kim, Sangwhan, 2002. "Testing constancy of correlation and other specifications of the BGARCH model with an application to international equity returns," Journal of Empirical Finance, Elsevier, vol. 9(2), pages 171-195, March.
    26. Tejeda, Hernan A. & Goodwin, Barry K. & Pelletier, Denis, 2009. "A State Dependent Regime Switching Model of Dynamic Correlations," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49370, Agricultural and Applied Economics Association.
    27. Chang, Chiao-Yi & Lai, Jing-Yi & Chuang, I-Yuan, 2010. "Futures hedging effectiveness under the segmentation of bear/bull energy markets," Energy Economics, Elsevier, vol. 32(2), pages 442-449, March.
    28. Hou, Yang & Holmes, Mark, 2017. "On the effects of static and autoregressive conditional higher order moments on dynamic optimal hedging," MPRA Paper 82000, University Library of Munich, Germany.
    29. Kim, Myeong Jun & Park, Sung Y., 2016. "Optimal conditional hedge ratio: A simple shrinkage estimation approach," Journal of Empirical Finance, Elsevier, vol. 38(PA), pages 139-156.
    30. Kin-Yip Ho & Ka Cheng Tsui, 2004. "Volatility Dynamics of the Tokyo Stock Exchange: A Sectoral Analysis based on the Multivariate GARCH Approach," Money Macro and Finance (MMF) Research Group Conference 2004 12, Money Macro and Finance Research Group.
    31. Jose A. Lopez & Christian Walter, 2000. "Evaluating covariance matrix forecasts in a value-at-risk framework," Working Paper Series 2000-21, Federal Reserve Bank of San Francisco.
    32. Habibeh Sherafatmand & Saeed Yazdani, 2014. "The management of price risk in Iranian dates: An application of futures instruments," Cogent Economics & Finance, Taylor & Francis Journals, vol. 2(1), pages 1-12, December.
    33. Degiannakis, Stavros & Xekalaki, Evdokia, 2004. "Autoregressive Conditional Heteroskedasticity (ARCH) Models: A Review," MPRA Paper 80487, University Library of Munich, Germany.
    34. Alexandridis, George & Sahoo, Satya & Song, Dong-Wook & Visvikis, Ilias, 2018. "Shipping risk management practice revisited: A new portfolio approach," Transportation Research Part A: Policy and Practice, Elsevier, vol. 110(C), pages 274-290.

  41. Hauser, R.J. & Garcia, P. & Tumblin, A.D., 1988. "Basis Exepectations And Soybean Hedging Effectiveness," Papers 171, Columbia - Center for Futures Markets.

    Cited by:

    1. Viswanath Tirupattur & Robert J. Hauser & Nabil M. Chaherli, 1996. "Crop Yield and Price Distributional Effects on Revenue Hedging," Finance 9612004, University Library of Munich, Germany.
    2. Kastens, Terry L. & Jones, Rodney D. & Schroeder, Ted C., 1998. "Futures-Based Price Forecasts For Agricultural Producers And Businesses," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 23(1), pages 1-14, July.
    3. Taylor, Mykel R. & Dhuyvetter, Kevin C. & Kastens, Terry L., 2006. "Forecasting Crop Basis Using Historical Averages Supplemented with Current Market Information," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 31(3), pages 1-19, December.
    4. Tomek, William G., 1993. "Dynamics of Price Changes: Implications for Agricultural Futures Markets," Staff Papers 121339, Cornell University, Department of Applied Economics and Management.
    5. Tomek, William G., 1996. "Commodity Futures Prices As Forecasts," Working Papers 127901, Cornell University, Department of Applied Economics and Management.
    6. Bloznelis, Daumantas, 2017. "Hedging under square loss," MPRA Paper 83442, University Library of Munich, Germany.
    7. Tomek, William G. & Peterson, Hikaru Hanawa, 2000. "Risk Management in Agricultural Markets: A Survey," Staff Papers 121140, Cornell University, Department of Applied Economics and Management.
    8. Shafer, Carl E., 1992. "Hedge Ratios and Basis Behavior: An Intuitive Insight?," Faculty Paper Series 257887, Texas A&M University, Department of Agricultural Economics.
    9. Franken, Jason R.V. & Irwin, Scott H. & Garcia, Philip, 2021. "Biodiesel hedging under binding renewable fuel standard mandates," Energy Economics, Elsevier, vol. 96(C).
    10. Tirupattur, Viswanath & Hauser, Robert J. & Chaherli, Nabil M., 1996. "Crop Yield And Price Distributional Effects On Revenue Hedging," ACE OFOR Reports 14766, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics.
    11. Hatchett, Robert B. & Brorsen, B. Wade & Anderson, Kim B., 2009. "Optimal Length of Moving Average to Forecast Futures Basis," 2009 Conference, April 20-21, 2009, St. Louis, Missouri 53048, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    12. Karali, Berna & McNew, Kevin & Thurman, Walter N., 2018. "Price Discovery and the Basis Effects of Failures to Converge in Soft RedWinter Wheat Futures Markets," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 43(1), January.
    13. Kastens, Terry L. & Dhuyvetter, Kevin C., 1999. "Post-Harvest Grain Storing And Hedging With Efficient Futures," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 24(2), pages 1-24, December.

  42. Kellogg, Earl & Kodl, Richard & Garcia, Philip, 1986. "The Effects Of Agricultural Growth On Agricultural Imports In Developing Countries," 1986 Annual Meeting, July 27-30, Reno, Nevada 278450, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

    Cited by:

    1. Houck, James P., 1986. "Foreign Agricultural Assistance: Ally Or Adversary," Staff Papers 13806, University of Minnesota, Department of Applied Economics.
    2. Christiansen, Robert E., 1987. "The Impact Of Economic Development On Agricultural Trade Patterns," Staff Reports 277918, United States Department of Agriculture, Economic Research Service.
    3. Marchant, Mary A. & Ruppel, Fred J., 1993. "The Impacts Of Lesser Developed Countries On Southern Region Agricultural Exports," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 22(1), pages 1-17, April.
    4. Agriculture and Trade Analysis Division, 1989. "Agricultural Policy, Trade, Economic Growth, And Development," Staff Reports 278196, United States Department of Agriculture, Economic Research Service.
    5. Lawrence, Janet (ed.), 1994. "A Profit in Our Own Country: Record of a seminar conducted by the Crawford Fund for International Agricultural Research, Parliament House, Canberra, May 17 1994," Monographs, Australian Centre for International Agricultural Research, number 118450.
    6. Falcon, Walter P., 1987. "Aid, Food-Policy Reform, and U.S. Agricultural Interests in the Third-World," 1987 Annual Meeting, August 2-5, East Lansing, Michigan 269918, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    7. Voth, Donald E., 2004. "An Overview of International Development Perspectives in History: Focus on Agricultural and Rural Development," Staff Papers 15776, University of Arkansas, Department of Agricultural Economics and Agribusiness.

  43. Joseph, Kishore & Irwin, Scott H. & Garcia, Philip, "undated". "Commodity Storage under Backwardation: Does the Working Curve Still Work?," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 103888, Agricultural and Applied Economics Association.

    Cited by:

    1. Christophe Gouel, 2020. "The Value of Public Information in Storable Commodity Markets: Application to the Soybean Market," American Journal of Agricultural Economics, John Wiley & Sons, vol. 102(3), pages 846-865, May.
    2. Adjemian, Michael K. & Bruno, Valentina & Robe, Michel A. & Wallen, Jonathan, 2017. "What Drives Volatility Expectations in Grain and Oilseed Markets?," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258452, Agricultural and Applied Economics Association.
    3. Athanasios Triantafyllou & George Dotsis & Alexandros Sarris, 2020. "Assessing the Vulnerability to Price Spikes in Agricultural Commodity Markets," Journal of Agricultural Economics, Wiley Blackwell, vol. 71(3), pages 631-651, September.
    4. Verteramo Chiu, Leslie J. & Tomek, William G., 2017. "Insights from Anticipatory Prices," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258115, Agricultural and Applied Economics Association.
    5. Covindassamy, Genevre & Robe, Michel A. & Wallen, Jonathan, 2016. "Sugar With Your Coffee?: Financials, Fundamentals, and Soft Price Uncertainty," IDB Publications (Working Papers) 8588, Inter-American Development Bank.

Articles

  1. Kishore Joseph & Philip Garcia, 2018. "Intraday market effects in electronic soybean futures market during non-trading and trading hour announcements," Applied Economics, Taylor & Francis Journals, vol. 50(11), pages 1188-1202, March.
    See citations under working paper version above.
  2. Andres Trujillo-Barrera & Philip Garcia & Mindy L Mallory, 2018. "Short-term price density forecasts in the lean hog futures market," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 45(1), pages 121-142.

    Cited by:

    1. Michael K. Adjemian & Valentina G. Bruno & Michel A. Robe, 2020. "Incorporating Uncertainty into USDA Commodity Price Forecasts," American Journal of Agricultural Economics, John Wiley & Sons, vol. 102(2), pages 696-712, March.
    2. Singh, Mahendra Kumar & Lence, Sergio H., 2023. "Market Stress in Agricultural Markets: Can Alternative Implied Volatility Measures Predict It?," 2023 Annual Meeting, July 23-25, Washington D.C. 335789, Agricultural and Applied Economics Association.

  3. Xiaoli L. Etienne & Scott H. Irwin & Philip Garcia, 2018. "Speculation and corn prices," Applied Economics, Taylor & Francis Journals, vol. 50(44), pages 4724-4744, September.

    Cited by:

    1. Julia S. Mehlitz & Benjamin R. Auer, 2021. "Time‐varying dynamics of expected shortfall in commodity futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(6), pages 895-925, June.
    2. Algirdas Justinas Staugaitis & Bernardas Vaznonis, 2022. "Financial Speculation Impact on Agricultural and Other Commodity Return Volatility: Implications for Sustainable Development and Food Security," Agriculture, MDPI, vol. 12(11), pages 1-27, November.
    3. Raza, Syed Ali & Guesmi, Khaled & Belaid, Fateh & Shah, Nida, 2022. "Time-frequency causality and connectedness between oil price shocks and the world food prices," Research in International Business and Finance, Elsevier, vol. 62(C).
    4. Bernardina Algieri, 2021. "Fast & furious: Do psychological and legal factors affect commodity price volatility?," The World Economy, Wiley Blackwell, vol. 44(4), pages 980-1017, April.
    5. Algirdas Justinas Staugaitis & Bernardas Vaznonis, 2022. "Short-Term Speculation Effects on Agricultural Commodity Returns and Volatility in the European Market Prior to and during the Pandemic," Agriculture, MDPI, vol. 12(5), pages 1-26, April.
    6. Anja Vinzelberg & Benjamin R. Auer, 2022. "Unprofitability of food market investments," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 43(7), pages 2887-2910, October.
    7. Long, Shaobo & Guo, Jiaqi, 2022. "Infectious disease equity market volatility, geopolitical risk, speculation, and commodity returns: Comparative analysis of five epidemic outbreaks," Research in International Business and Finance, Elsevier, vol. 62(C).
    8. Long, Shaobo & Li, Jieyu & Luo, Tianyuan, 2023. "The asymmetric impact of global economic policy uncertainty on international grain prices," Journal of Commodity Markets, Elsevier, vol. 30(C).
    9. Palazzi, Rafael Baptista & Figueiredo Pinto, Antonio Carlos & Klotzle, Marcelo Cabus & De Oliveira, Erick Meira, 2020. "Can we still blame index funds for the price movements in the agricultural commodities market?," International Review of Economics & Finance, Elsevier, vol. 65(C), pages 84-93.
    10. Krzysztof Drachal, 2019. "Analysis of Agricultural Commodities Prices with New Bayesian Model Combination Schemes," Sustainability, MDPI, vol. 11(19), pages 1-23, September.
    11. Xiao, Jihong & Wang, Yudong, 2022. "Macroeconomic uncertainty, speculation, and energy futures returns: Evidence from a quantile regression," Energy, Elsevier, vol. 241(C).
    12. Guo, Jiaqi & Long, Shaobo & Luo, Weijie, 2022. "Nonlinear effects of climate policy uncertainty and financial speculation on the global prices of oil and gas," International Review of Financial Analysis, Elsevier, vol. 83(C).
    13. Charlotte Fontan Sers & Mazhar Mughal, 2023. "Food riots redux: lessons from the 2007-08 food crisis," Working Papers hal-03973284, HAL.

  4. Quanbiao Shang & Mindy Mallory & Philip Garcia, 2018. "The components of the bid†ask spread: Evidence from the corn futures market," Agricultural Economics, International Association of Agricultural Economists, vol. 49(3), pages 381-393, May.

    Cited by:

    1. Indriawan, Ivan & Martinez, Valeria & Tse, Yiuman, 2021. "The impact of the change in USDA announcement release procedures on agricultural commodity futures," Journal of Commodity Markets, Elsevier, vol. 23(C).
    2. Adrian Fernandez‐Perez & Bart Frijns & Ivan Indriawan & Alireza Tourani‐Rad, 2019. "Surprise and dispersion: informational impact of USDA announcements," Agricultural Economics, International Association of Agricultural Economists, vol. 50(1), pages 113-126, January.
    3. Thomas A. P. de Boer & Cornelis Gardebroek & Joost M. E. Pennings & Andres Trujillo‐Barrera, 2022. "Intraday liquidity in soybean complex futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(7), pages 1189-1211, July.
    4. Gregor Helmut Schoenemann, 2022. "The man in the middle—liquidity provision under central clearing in the credit default swap market: A regression discontinuity approach," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(3), pages 446-471, March.
    5. Miao Li & Tao Xiong & Ziran Li, 2023. "A tale of two contracts: Examining the behavior of bid–ask spreads of corn futures in China," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(6), pages 792-806, June.
    6. Zhepeng Hu & Mindy Mallory & Teresa Serra & Philip Garcia, 2017. "Measuring Price Discovery between Nearby and Deferred Contracts in Storable and Non-Storable Commodity Futures Markets," Papers 1711.03506, arXiv.org.
    7. Wang, Lu & Wu, Rui & Ma, WeiChun & Xu, Weiju, 2023. "Examining the volatility of soybean market in the MIDAS framework: The importance of bagging-based weather information," International Review of Financial Analysis, Elsevier, vol. 89(C).
    8. Zhou, Xinquan & Bagnarosa, Guillaume & Gohin, Alexandre & Pennings, Joost M.E. & Debie, Philippe, 2023. "Microstructure and high-frequency price discovery in the soybean complex," Journal of Commodity Markets, Elsevier, vol. 30(C).
    9. Quanbiao Shang & Teresa Serra & Philip Garcia & Mindy Mallory, 2021. "Looking under the surface: An analysis of iceberg orders in the U.S. agricultural futures markets," Agricultural Economics, International Association of Agricultural Economists, vol. 52(4), pages 679-699, July.
    10. Joshua Huang & Teresa Serra & Philip Garcia & Scott H. Irwin, 2022. "To batch or not to batch? The release of USDA crop reports," Agricultural Economics, International Association of Agricultural Economists, vol. 53(1), pages 143-154, January.
    11. Adjemian, Michael K. & Irwin, Scott H., 2020. "The market response to government crop news under different release regimes," Journal of Commodity Markets, Elsevier, vol. 19(C).

  5. Etienne, Xiaoli L. & Irwin, Scott H. & Garcia, Philip, 2017. "New Evidence that Index Traders Did Not Drive Bubbles in Grain Futures Markets," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 42(1), pages 1-23, January.

    Cited by:

    1. Fatima, Hira & Ahmed, Mumtaz, 2019. "Testing for Exuberance Behavior in Agricultural Commodities of Pakistan," MPRA Paper 95304, University Library of Munich, Germany.
    2. Adjemian, Michael K. & Bruno, Valentina & Robe, Michel A. & Wallen, Jonathan, 2017. "What Drives Volatility Expectations in Grain and Oilseed Markets?," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258452, Agricultural and Applied Economics Association.
    3. Derek Bunn & Julien Chevallier & Yannick Le Pen & Benoît Sévi, 2017. "Fundamental and Financial Influences on the Co-movement of Oil and Gas prices," Post-Print hal-01619890, HAL.
    4. Fang, Ming & Lin, Yizhou & Chang, Chiu-Lan, 2023. "Positive and negative price bubbles of Chinese agricultural commodity futures," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 456-471.
    5. Wimmer, Thomas & Geyer-Klingeberg, Jerome & Hütter, Marie & Schmid, Florian & Rathgeber, Andreas, 2021. "The impact of speculation on commodity prices: A Meta-Granger analysis," Journal of Commodity Markets, Elsevier, vol. 22(C).
    6. Algirdas Justinas Staugaitis & Bernardas Vaznonis, 2022. "Short-Term Speculation Effects on Agricultural Commodity Returns and Volatility in the European Market Prior to and during the Pandemic," Agriculture, MDPI, vol. 12(5), pages 1-26, April.
    7. Zhuo Chen & Bo Yan & Hanwen Kang, 2023. "Price bubbles of agricultural commodities: evidence from China’s futures market," Empirical Economics, Springer, vol. 64(1), pages 195-222, January.
    8. Xiaojie Xu, 2020. "Corn Cash Price Forecasting," American Journal of Agricultural Economics, John Wiley & Sons, vol. 102(4), pages 1297-1320, August.
    9. Fan, John Hua & Mo, Di & Zhang, Tingxi, 2022. "The “necessary evil” in Chinese commodity markets," Journal of Commodity Markets, Elsevier, vol. 25(C).

  6. Jason R.V. Franken & Joost M.E. Pennings & Philip Garcia, 2017. "Risk attitudes and the structure of decision†making: evidence from the Illinois hog industry," Agricultural Economics, International Association of Agricultural Economists, vol. 48(1), pages 41-50, January.

    Cited by:

    1. Gary Charness & Thomas Garcia & Theo Offerman & Marie Claire Villeval, 2019. "Do measures of risk attitude in the laboratory predict behavior under risk in and outside of the laboratory?," Working Papers halshs-02146618, HAL.
    2. Giampietri, Elisa & Yu, Xiaohua & Trestini, Samuele, 2020. "The role of trust and perceived barriers on farmer’s intention to adopt risk management tools," Bio-based and Applied Economics Journal, Italian Association of Agricultural and Applied Economics (AIEAA), vol. 9(1), April.
    3. Shaoze Jin & Xiangping Jia & Harvey S. James, 2021. "Risk attitudes within farmer cooperative organizations: Evidence from China's fresh apple industry," Annals of Public and Cooperative Economics, Wiley Blackwell, vol. 92(2), pages 173-205, June.
    4. Coletta, Attilio & Giampietri, Elisa & Santeramo, Fabio Gaetano & Severini, Simone & Trestini, Samuele, 2018. "A preliminary test on risk and ambiguity attitudes, and time preferences in decisions under uncertainty: towards a better explanation of participation in crop insurance schemes," MPRA Paper 95347, University Library of Munich, Germany.
    5. Trestini, Samuel & Giampietri, Elisa & Smiglak-Krajewska, Magdalena, 2018. "Farmer behaviour towards the agricultural risk management tools provided by the CAP: a comparison between Italy and Poland," 162nd Seminar, April 26-27, 2018, Budapest, Hungary 271978, European Association of Agricultural Economists.

  7. Kishore Joseph & Scott H. Irwin & Philip Garcia, 2016. "Commodity Storage under Backwardation: Does the Working Curve Still Work?," Applied Economic Perspectives and Policy, Agricultural and Applied Economics Association, vol. 38(1), pages 152-173.
    See citations under working paper version above.
  8. Andres Trujillo-Barrera & Philip Garcia & Mindy L. Mallory, 2016. "Price Density Forecasts in the U.S. Hog Markets: Composite Procedures," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 98(5), pages 1529-1544.

    Cited by:

    1. Michael K. Adjemian & Valentina G. Bruno & Michel A. Robe, 2020. "Incorporating Uncertainty into USDA Commodity Price Forecasts," American Journal of Agricultural Economics, John Wiley & Sons, vol. 102(2), pages 696-712, March.
    2. Dabin Zhang & Qian Li & Amin W. Mugera & Liwen Ling, 2020. "A hybrid model considering cointegration for interval‐valued pork price forecasting in China," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(8), pages 1324-1341, December.

  9. Xiaoli L. Etienne & Scott H. Irwin & Philip Garcia, 2015. "Price Explosiveness, Speculation, and Grain Futures Prices," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 97(1), pages 65-87.

    Cited by:

    1. Yang Hu, 2023. "A review of Phillips‐type right‐tailed unit root bubble detection tests," Journal of Economic Surveys, Wiley Blackwell, vol. 37(1), pages 141-158, February.
    2. Martin T. Bohl & Martin Stefan, 2020. "Return dynamics during periods of high speculation in a thinly traded commodity market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(1), pages 145-159, January.
    3. Peter C.B. Phillips & Shuping Shi, 2018. "Real Time Monitoring of Asset Markets: Bubbles and Crises," Cowles Foundation Discussion Papers 2152, Cowles Foundation for Research in Economics, Yale University.
    4. Escobari, Diego & Garcia, Sergio & Mellado, Cristhian, 2017. "Identifying bubbles in Latin American equity markets: Phillips-Perron-based tests and linkages," Emerging Markets Review, Elsevier, vol. 33(C), pages 90-101.
    5. Pies, Ingo, 2015. "Kommentar zur Spekulation mit Agrarrohstoffen: Eine Replik auf Christian Conrad," Discussion Papers 2015-11, Martin Luther University of Halle-Wittenberg, Chair of Economic Ethics.
    6. Jian Li & Jean-Paul Chavas & Xiaoli L. Etienne & Chongguang Li, 2017. "Commodity price bubbles and macroeconomics: evidence from the Chinese agricultural markets," Agricultural Economics, International Association of Agricultural Economists, vol. 48(6), pages 755-768, November.
    7. Emily J. Whitehouse & David I. Harvey & Stephen J. Leybourne, 2023. "Real‐Time Monitoring of Bubbles and Crashes," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(3), pages 482-513, June.
    8. Figuerola-Ferretti, Isabel & McCrorie, J. Roderick & Paraskevopoulos, Ioannis, 2020. "Mild explosivity in recent crude oil prices," Energy Economics, Elsevier, vol. 87(C).
    9. Bohl Martin T., 2016. "Treiben Indexfonds Agrarrohstoffpreise? Nein!," Perspektiven der Wirtschaftspolitik, De Gruyter, vol. 17(2), pages 155-171, July.
    10. Irwin, Scott H., 2020. "Trilogy for troubleshooting convergence: Manipulation, structural imbalance, and storage rates," Journal of Commodity Markets, Elsevier, vol. 17(C).
    11. M.B. Dastagiri & L. Bhavigna, 2019. "The Theory of Agricultural Price Bubble & Price Crash in Global Economy," Applied Economics and Finance, Redfame publishing, vol. 6(5), pages 168-176, September.
    12. Fang, Ming & Lin, Yizhou & Chang, Chiu-Lan, 2023. "Positive and negative price bubbles of Chinese agricultural commodity futures," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 456-471.
    13. Algieri, Bernardina & Kalkuhl, Matthias & Koch, Nicolas, 2015. "A Tale for Two Tails: Explaining Extreme Events in Financialized Agricultural markets," 2015 Conference (59th), February 10-13, 2015, Rotorua, New Zealand 202529, Australian Agricultural and Resource Economics Society.
    14. Anna Creti & Marc Joëts, 2014. "Multiple bubbles in European Union Emission Trading Scheme," Post-Print hal-01411636, HAL.
    15. Ma, Richie Ruchuan & Xiong, Tao, 2021. "Price explosiveness in nonferrous metal futures markets," Economic Modelling, Elsevier, vol. 94(C), pages 75-90.
    16. Harvey, David I. & Leybourne, Stephen J. & Whitehouse, Emily J., 2020. "Date-stamping multiple bubble regimes," Journal of Empirical Finance, Elsevier, vol. 58(C), pages 226-246.
    17. Figuerola-Ferretti, Isabel & McCrorie, J. Roderick, 2016. "The shine of precious metals around the global financial crisis," Journal of Empirical Finance, Elsevier, vol. 38(PB), pages 717-738.
    18. Zhuo Chen & Bo Yan & Hanwen Kang, 2023. "Price bubbles of agricultural commodities: evidence from China’s futures market," Empirical Economics, Springer, vol. 64(1), pages 195-222, January.
    19. Alexakis, Christos & Bagnarosa, Guillaume & Dowling, Michael, 2017. "Do cointegrated commodities bubble together? the case of hog, corn, and soybean," Finance Research Letters, Elsevier, vol. 23(C), pages 96-102.
    20. Martin T. Bohl & Martin Stefan, 2018. "Return Dynamics During Periods of High Speculation in a Thinly-Traded Commodity Market," CQE Working Papers 7418, Center for Quantitative Economics (CQE), University of Muenster.
    21. Wen, Jun & Khalid, Samia & Mahmood, Hamid & Zakaria, Muhammad, 2021. "Symmetric and asymmetric impact of economic policy uncertainty on food prices in China: A new evidence," Resources Policy, Elsevier, vol. 74(C).
    22. Harvey, David I. & Leybourne, Stephen J. & Sollis, Robert & Taylor, A.M. Robert, 2016. "Tests for explosive financial bubbles in the presence of non-stationary volatility," Journal of Empirical Finance, Elsevier, vol. 38(PB), pages 548-574.
    23. Long, Shaobo & Guo, Jiaqi, 2022. "Infectious disease equity market volatility, geopolitical risk, speculation, and commodity returns: Comparative analysis of five epidemic outbreaks," Research in International Business and Finance, Elsevier, vol. 62(C).
    24. Mao, Qianqian & Loy, Jens-Peter & Glauben, Thomas & Ren, Yanjun, 2023. "Are futures markets functioning well for agricultural perishables? Evidence from China's apple futures market," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 69(12), pages 471-484.
    25. Goyal, Raghav & Steinbach, Sandro, 2023. "Agricultural commodity markets in the wake of the black sea grain initiative," Economics Letters, Elsevier, vol. 231(C).
    26. Liu, Pan & Power, Gabriel J. & Vedenov, Dmitry, 2021. "Fair-weather Friends? Sector-specific volatility connectedness and transmission," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 712-736.
    27. Skrobotov Anton, 2023. "Testing for explosive bubbles: a review," Dependence Modeling, De Gruyter, vol. 11(1), pages 1-26, January.
    28. Anton Skrobotov, 2022. "Testing for explosive bubbles: a review," Papers 2207.08249, arXiv.org.
    29. Qianqian Mao & Jens-Peter Loy & Thomas Glauben & Yanjun Ren, 2023. "Are futures markets functioning well for agricultural perishables? Evidence from China's apple futures market," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 69(12), pages 471-484.
    30. Ana I. Sanjuán-López & Philip J. Dawson, 2017. "Volatility Effects of Index Trading and Spillovers on US Agricultural Futures Markets: A Multivariate GARCH Approach," Journal of Agricultural Economics, Wiley Blackwell, vol. 68(3), pages 822-838, September.
    31. Jeanne Diesteldorf & Sarah Meyer & Jan Voelzke, 2016. "New evidence for explosive behavior of commodity prices," CQE Working Papers 5016, Center for Quantitative Economics (CQE), University of Muenster.
    32. Dimpfl, Thomas & Flad, Michael & Jung, Robert C., 2017. "Price discovery in agricultural commodity markets in the presence of futures speculation," Journal of Commodity Markets, Elsevier, vol. 5(C), pages 50-62.
    33. Etienne, Xiaoli L. & Farhangdoost, Sara & Hoffman, Linwood A. & Adam, Brian D., 2023. "Forecasting the U.S. season-average farm price of corn: Derivation of an alternative futures-based forecasting model," Journal of Commodity Markets, Elsevier, vol. 30(C).
    34. Apperson, George P., 2017. "Agricultural Commodity Futures Price Volatility: A Market Regulatory Policy Study," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258210, Agricultural and Applied Economics Association.

  10. Xiaoli Liao Etienne & Scott H. Irwin & Philip Garcia, 2015. "$25 spring wheat was a bubble, right?," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 75(1), pages 114-132, May.

    Cited by:

    1. Fatima, Hira & Ahmed, Mumtaz, 2019. "Testing for Exuberance Behavior in Agricultural Commodities of Pakistan," MPRA Paper 95304, University Library of Munich, Germany.
    2. Joshua G. Maples & B. Wade Brorsen, 2022. "Handling the discontinuity in futures prices when time series modeling of commodity cash and futures prices," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 70(2), pages 139-152, June.

  11. Philip Garcia & Scott H. Irwin & Aaron Smith, 2015. "Futures Market Failure?," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 97(1), pages 40-64.

    Cited by:

    1. Shrestha, Keshab & Subramaniam, Ravichandran & Thiyagarajan, Thangarajah, 2020. "Price Discovery in Agricultural Markets," American Business Review, Pompea College of Business, University of New Haven, vol. 23(1), pages 53-69, May.
    2. Shi, Ruoding & Isengildina Massa, Olga, 2018. "Double-Edged Sword: Liquidity Implications of Futures Hedging," 2018 Annual Meeting, August 5-7, Washington, D.C. 274106, Agricultural and Applied Economics Association.
    3. Joshua G. Maples & B. Wade Brorsen, 2022. "Handling the discontinuity in futures prices when time series modeling of commodity cash and futures prices," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 70(2), pages 139-152, June.
    4. van Huellen, Sophie, 2019. "Price discovery in commodity futures and cash markets with heterogeneous agents," Journal of International Money and Finance, Elsevier, vol. 95(C), pages 1-13.
    5. Jian Yang & Zheng Li & Tao Wang, 2021. "Price discovery in chinese agricultural futures markets: A comprehensive look," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(4), pages 536-555, April.
    6. Ortiz, Laura Villegas, 2016. "No Train No Grain: The Impact Of Increased Demand For Rail Services By The Energy Sector On Wheat Prices—A Preliminary Analysis," International Journal of Food and Agricultural Economics (IJFAEC), Alanya Alaaddin Keykubat University, Department of Economics and Finance, vol. 4(3), pages 1-23, July.
    7. Shi, Ruoding & Isengildina Massa, Olga, 2022. "Costs of Futures Hedging in Corn and Soybean Markets," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 47(2), May.
    8. Jędrzej Białkowski & Jan Koeman, 2017. "Does the Design of Spot Markets Matter for the Success of Futures Markets? Evidence from Dairy Futures," Working Papers in Economics 17/18, University of Canterbury, Department of Economics and Finance.
    9. Sophie van Huellen, 2018. "How financial investment distorts food prices: evidence from U.S. grain markets," Agricultural Economics, International Association of Agricultural Economists, vol. 49(2), pages 171-181, March.
    10. Irwin, Scott H., 2020. "Trilogy for troubleshooting convergence: Manipulation, structural imbalance, and storage rates," Journal of Commodity Markets, Elsevier, vol. 17(C).
    11. Osama Ahmed, 2021. "Assessing the Current Situation of the World Wheat Market Leadership: Using the Semi-Parametric Approach," Mathematics, MDPI, vol. 9(2), pages 1-21, January.
    12. Trin Sittisawad & Pariyada Sukcharoensin, 2018. "Success Factors of Financial Derivatives Markets in Asia," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 25(2), pages 71-86, June.
    13. Bahman Angoshtari & Tim Leung, 2018. "Optimal Dynamic Basis Trading," Papers 1809.05961, arXiv.org, revised May 2019.
    14. Hayhurst, Emma & Brorsen, B. Wade, 2023. "Resilience of Grain Storage Markets to Upheaval in Futures Markets," Research on World Agricultural Economy, Nan Yang Academy of Sciences Pte Ltd (NASS), vol. 4(2), April.
    15. Zhepeng Hu & Mindy Mallory & Teresa Serra & Philip Garcia, 2017. "Measuring Price Discovery between Nearby and Deferred Contracts in Storable and Non-Storable Commodity Futures Markets," Papers 1711.03506, arXiv.org.
    16. Huda, Md Nazmul & Hossain, Sayed Mohammad Athar & Shaturaev, Jakhongir, 2023. "Effect of Commodity Exchange on the Economy- Prospects and Challenges," MPRA Paper 118331, University Library of Munich, Germany, revised 14 Mar 2023.
    17. Zhou, Xinquan & Bagnarosa, Guillaume & Gohin, Alexandre & Pennings, Joost M.E. & Debie, Philippe, 2023. "Microstructure and high-frequency price discovery in the soybean complex," Journal of Commodity Markets, Elsevier, vol. 30(C).
    18. Xiaoli L. Etienne & Mindy L. Mallory & Scott H. Irwin, 2017. "Estimating the cost of pre‐harvest forward contracting corn and soybeans in Illinois before and after 2007," Agribusiness, John Wiley & Sons, Ltd., vol. 33(3), pages 358-377, June.
    19. Main, Scott & Irwin, Scott H. & Sanders, Dwight R. & Smith, Aaron, 2018. "Financialization and the returns to commodity investments," Journal of Commodity Markets, Elsevier, vol. 10(C), pages 22-28.
    20. Ziliang Yu & Jian Yang & Robert I. Webb, 2023. "Price discovery in China's crude oil futures markets: An emerging Asian benchmark?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(3), pages 297-324, March.
    21. Bernardina Algieri & Matthias Kalkuhl, 2019. "Efficiency and Forecast Performance of Commodity Futures Markets," American Journal of Economics and Business Administration, Science Publications, vol. 11(1), pages 19-34, June.
    22. Carter, Colin A & Rausser, Gordon C & Smith, Aaron, 2017. "Commodity Storage and the Market Effects of Biofuel Policies," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt61t114zb, Department of Agricultural & Resource Economics, UC Berkeley.
    23. A.N. Vijayakumar, 2023. "Declining trade interest in Indian commodity derivatives: a survey-based study on cardamom futures contract," Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 28(3), pages 333-346.
    24. Christophe Gouel & Nicolas Legrand, 2022. "The Role of Storage in Commodity Markets: Indirect Inference Based on Grains Data," Working Papers 2022-04, CEPII research center.
    25. Jędrzej Białkowski & Jan Koeman, 2018. "Does the design of spot markets matter for the success of futures markets? Evidence from dairy futures," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(3), pages 373-389, March.
    26. Scott H. Irwin & Dwight R. Sanders & Aaron Smith & Scott Main, 2020. "Returns to Investing in Commodity Futures: Separating the Wheat from the Chaff," Applied Economic Perspectives and Policy, John Wiley & Sons, vol. 42(4), pages 583-610, December.
    27. Zhige Wu & Alex Maynard & Alfons Weersink & Getu Hailu, 2018. "Asymmetric spot‐futures price adjustments in grain markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(12), pages 1549-1564, December.
    28. Goswami, Alankrita & Adjemian, Michael K. & Karali, Berna, 2022. "The impact of futures contract storage rate policy on convergence expectations in domestic commodity markets," Food Policy, Elsevier, vol. 111(C).
    29. Etienne, Xiaoli L. & Farhangdoost, Sara & Hoffman, Linwood A. & Adam, Brian D., 2023. "Forecasting the U.S. season-average farm price of corn: Derivation of an alternative futures-based forecasting model," Journal of Commodity Markets, Elsevier, vol. 30(C).
    30. Ahmed, Osama, 2021. "Assessing the current situation of the world wheat market leadership: Using the semi-parametric approach," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 9(2).
    31. Burns, Christopher B. & Kane, Stephen, 2022. "Arbitrage breakdown in WTI crude oil futures: An analysis of the events on April 20, 2020," Resources Policy, Elsevier, vol. 76(C).

  12. Xiaoyang Wang & Philip Garcia & Scott H. Irwin, 2014. "The Behavior of Bid-Ask Spreads in the Electronically-Traded Corn Futures Market," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 96(2), pages 557-577.

    Cited by:

    1. Indriawan, Ivan & Martinez, Valeria & Tse, Yiuman, 2021. "The impact of the change in USDA announcement release procedures on agricultural commodity futures," Journal of Commodity Markets, Elsevier, vol. 23(C).
    2. Rashmi Ranjan Paital & Naresh Kumar Sharma, 2016. "Bid-Ask Spreads, Trading Volume and Return Volatility: Intraday Evidence from Indian Stock Market," Eurasian Journal of Economics and Finance, Eurasian Publications, vol. 4(1), pages 24-40.
    3. Adrian Fernandez‐Perez & Bart Frijns & Ivan Indriawan & Alireza Tourani‐Rad, 2019. "Surprise and dispersion: informational impact of USDA announcements," Agricultural Economics, International Association of Agricultural Economists, vol. 50(1), pages 113-126, January.
    4. Haugom, Erik & Ray, Rina, 2017. "Heterogeneous traders, liquidity, and volatility in crude oil futures market," Journal of Commodity Markets, Elsevier, vol. 5(C), pages 36-49.
    5. Miao Li & Tao Xiong & Ziran Li, 2023. "A tale of two contracts: Examining the behavior of bid–ask spreads of corn futures in China," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(6), pages 792-806, June.
    6. Quanbiao Shang & Mindy Mallory & Philip Garcia, 2018. "The components of the bid†ask spread: Evidence from the corn futures market," Agricultural Economics, International Association of Agricultural Economists, vol. 49(3), pages 381-393, May.
    7. Mehdi Arzandeh & Julieta Frank, 2019. "Price Discovery in Agricultural Futures Markets: Should We Look beyond the Best Bid-Ask Spread?," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 101(5), pages 1482-1498.
    8. Costa, Geraldo Jr. & Trujillo-Barrera, Andres & Pennings, Joost M.E., 2018. "Concentration and Liquidity Costs in Emerging Commodity Exchanges," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 43(3), September.
    9. Arzandeh, Mehdi & Frank, Julieta, 2017. "The Information Content of the Limit Order Book," 7th Annual Canadian Agri-Food Policy Conference, January 11-13, 2017, Ottawa, ON 253251, Canadian Agricultural Economics Society.

  13. Etienne, Xiaoli L. & Irwin, Scott H. & Garcia, Philip, 2014. "Bubbles in food commodity markets: Four decades of evidence," Journal of International Money and Finance, Elsevier, vol. 42(C), pages 129-155.

    Cited by:

    1. Etienne, Xiaoli, 2015. "Financialization of Agricultural Commodity Markets: Do Financial Data Help to Forecast Agricultural Prices," 2015 Conference, August 9-14, 2015, Milan, Italy 211626, International Association of Agricultural Economists.
    2. Yang Hu, 2023. "A review of Phillips‐type right‐tailed unit root bubble detection tests," Journal of Economic Surveys, Wiley Blackwell, vol. 37(1), pages 141-158, February.
    3. Fatima, Hira & Ahmed, Mumtaz, 2019. "Testing for Exuberance Behavior in Agricultural Commodities of Pakistan," MPRA Paper 95304, University Library of Munich, Germany.
    4. Peter C.B. Phillips & Shuping Shi, 2018. "Real Time Monitoring of Asset Markets: Bubbles and Crises," Cowles Foundation Discussion Papers 2152, Cowles Foundation for Research in Economics, Yale University.
    5. Francisco Blasques & Siem Jan Koopman & Gabriele Mingoli, 2023. "Observation-Driven filters for Time-Series with Stochastic Trends and Mixed Causal Non-Causal Dynamics," Tinbergen Institute Discussion Papers 23-065/III, Tinbergen Institute.
    6. Jasdeep S. Banga & B. Wade Brorsen, 2019. "Profitability of alternative methods of combining the signals from technical trading systems," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 26(1), pages 32-45, January.
    7. Caspi, Itamar & Katzke, Nico & Gupta, Rangan, 2018. "Date stamping historical periods of oil price explosivity: 1876–2014," Energy Economics, Elsevier, vol. 70(C), pages 582-587.
    8. Areal, Francisco J. & Balcombe, Kelvin G. & Rapsomanikis, George, 2014. "Testing for bubbles in agricultural commodity markets," ESA Working Papers 288981, Food and Agriculture Organization of the United Nations, Agricultural Development Economics Division (ESA).
    9. Peter C. B. Phillips & Shuping Shi, 2019. "Detecting Financial Collapse and Ballooning Sovereign Risk," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(6), pages 1336-1361, December.
    10. Tsai, I-Chun & Chiang, Shu-Hen, 2019. "Exuberance and spillovers in housing markets: Evidence from first- and second-tier cities in China," Regional Science and Urban Economics, Elsevier, vol. 77(C), pages 75-86.
    11. Jian Li & Jean-Paul Chavas & Xiaoli L. Etienne & Chongguang Li, 2017. "Commodity price bubbles and macroeconomics: evidence from the Chinese agricultural markets," Agricultural Economics, International Association of Agricultural Economists, vol. 48(6), pages 755-768, November.
    12. Blasques, Francisco & Koopman, Siem Jan & Nientker, Marc, 2022. "A time-varying parameter model for local explosions," Journal of Econometrics, Elsevier, vol. 227(1), pages 65-84.
    13. Sébastien Laurent & Shuping Shi, 2018. "Volatility Estimation and Jump Detection for drift-diffusion Processes," Working Papers halshs-01944449, HAL.
    14. Chi-Wei Su & Lu Liu & Kai-Hua Wang, 2020. "Do Bubble Behaviors Exist in Chinese Film Stocks?," SAGE Open, , vol. 10(4), pages 21582440209, December.
    15. Kruse, Robinson & Kaufmann, Hendrik & Wegener, Christoph, 2018. "Bias-corrected estimation for speculative bubbles in stock prices," Economic Modelling, Elsevier, vol. 73(C), pages 354-364.
    16. Koy, Ayben, 2018. "Testing Multi Bubbles for Commodity Derivative Markets: A Study on MCX," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 9(2), pages 291-299, April.
    17. Emily J. Whitehouse & David I. Harvey & Stephen J. Leybourne, 2023. "Real‐Time Monitoring of Bubbles and Crashes," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(3), pages 482-513, June.
    18. Balcilar, Mehmet & Katzke, Nico & Gupta, Rangan, 2017. "Date-stamping US housing market explosivity," Economics Discussion Papers 2017-44, Kiel Institute for the World Economy (IfW Kiel).
    19. Arnade, Carlos & Hoffman, Linwood, 2015. "The Impact of Price Variability on Cash/Futures Market Relationships: Implications for Market Efficiency and Price Discovery," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 201850, Agricultural and Applied Economics Association.
    20. Adrian Fernandez-Perez & Bart Frijns & Alireza Tourani-Rad & Jean-Philippe Weisskopf, 2019. "Behavioural heterogeneity in wine investments," Applied Economics, Taylor & Francis Journals, vol. 51(30), pages 3236-3255, June.
    21. Itamar Caspi & Nico Katzke & Rangan Gupta, 2014. "Date stamping historical oil price bubbles: 1876 - 2014," Working Papers 20/2014, Stellenbosch University, Department of Economics.
    22. Oliver Borgards & Robert L. Czudaj, 2022. "Long-short speculator sentiment in agricultural commodity markets," Chemnitz Economic Papers 055, Department of Economics, Chemnitz University of Technology, revised Jan 2022.
    23. Yang, Lu, 2023. "Oil price bubbles: The role of network centrality on idiosyncratic sovereign risk," Resources Policy, Elsevier, vol. 82(C).
    24. Peter C. B. Phillips & Shuping Shi & Jun Yu, 2015. "Testing For Multiple Bubbles: Limit Theory Of Real‐Time Detectors," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56(4), pages 1079-1134, November.
    25. Wen-Yi Chen & Yia-Wun Liang & Yu-Hui Lin, 2016. "Is the United States in the middle of a healthcare bubble?," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 17(1), pages 99-111, January.
    26. Wei, Yigang & Li, Yan & Wang, Zhicheng, 2022. "Multiple price bubbles in global major emission trading schemes: Evidence from European Union, New Zealand, South Korea and China," Energy Economics, Elsevier, vol. 113(C).
    27. Luna Méndez, Nexeai & Jaramillo Villanueva, José Luis & Ramírez Juárez, Javier, 2016. "Factores explicativos de la disposición a pagar por atributos culturales en nuez de Castilla," Economia Agraria y Recursos Naturales, Spanish Association of Agricultural Economists, vol. 16(01), June.
    28. Nicolas Merener, 2016. "Concentrated Production and Conditional Heavy Tails in Commodity Returns," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 36(1), pages 46-65, January.
    29. Potrafke, Niklas & Reischmann, Markus, 2014. "Explosive Target balances of the German Bundesbank," Economic Modelling, Elsevier, vol. 42(C), pages 439-444.
    30. Wurm, Laura, 2021. "Strangling speculation: The effect of the 1903 Viennese futures trading ban," QUCEH Working Paper Series 21-09, Queen's University Belfast, Queen's University Centre for Economic History.
    31. Fang, Ming & Lin, Yizhou & Chang, Chiu-Lan, 2023. "Positive and negative price bubbles of Chinese agricultural commodity futures," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 456-471.
    32. Oladosu, Gbadebo, 2022. "Bubbles in US gasoline prices: Assessing the role of hurricanes and anti–price gouging laws," Journal of Commodity Markets, Elsevier, vol. 27(C).
    33. Xi-Xi Zhang & Lu Liu & Chi-Wei Su & Ran Tao & Oana-Ramona Lobonţ & Nicoleta-Claudia Moldovan, 2019. "Bubbles in Agricultural Commodity Markets of China," Complexity, Hindawi, vol. 2019, pages 1-7, December.
    34. Anna Creti & Marc Joëts, 2014. "Multiple bubbles in European Union Emission Trading Scheme," Post-Print hal-01411636, HAL.
    35. Caravello, Tomas E. & Psaradakis, Zacharias & Sola, Martin, 2023. "Rational bubbles: Too many to be true?," Journal of Economic Dynamics and Control, Elsevier, vol. 151(C).
    36. Ma, Richie Ruchuan & Xiong, Tao, 2021. "Price explosiveness in nonferrous metal futures markets," Economic Modelling, Elsevier, vol. 94(C), pages 75-90.
    37. Burakov, D. & Freidin, M., 2018. "Is the Halloween Effect Present on the Markets for Agricultural Commodities?," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 10(2).
    38. Harvey, David I. & Leybourne, Stephen J. & Whitehouse, Emily J., 2020. "Date-stamping multiple bubble regimes," Journal of Empirical Finance, Elsevier, vol. 58(C), pages 226-246.
    39. Mehmet Balcilar & Rangan Gupta & Charl Jooste & Omid Ranjbar, 2015. "Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup?," Working Papers 15-04, Eastern Mediterranean University, Department of Economics.
    40. Figuerola-Ferretti, Isabel & McCrorie, J. Roderick, 2016. "The shine of precious metals around the global financial crisis," Journal of Empirical Finance, Elsevier, vol. 38(PB), pages 717-738.
    41. Zhuo Chen & Bo Yan & Hanwen Kang, 2023. "Price bubbles of agricultural commodities: evidence from China’s futures market," Empirical Economics, Springer, vol. 64(1), pages 195-222, January.
    42. Ye Chen & Jian Li & Qiyuan Li, 2023. "Seemingly Unrelated Regression Estimation for VAR Models with Explosive Roots," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(4), pages 910-937, August.
    43. Caramugan, Karlo Martin & Bayacag, Purisima, 2016. "Price Bubble in Selected ASEAN Agricultural Exports: An Application of the Generalized Supremum Augmented Dickey Fuller," MPRA Paper 74807, University Library of Munich, Germany.
    44. Jun Yuan & Qi Xu & Ying Wang, 2023. "Probability weighting in commodity futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(4), pages 516-548, April.
    45. Kübra Akyol Özcan, 2023. "Food Price Bubbles: Food Price Indices of Turkey, the FAO, the OECD, and the IMF," Sustainability, MDPI, vol. 15(13), pages 1-21, June.
    46. Hu, Yang & Oxley, Les, 2017. "Are there bubbles in exchange rates? Some new evidence from G10 and emerging market economies," Economic Modelling, Elsevier, vol. 64(C), pages 419-442.
    47. Mehmet Balcilar & Rangan Gupta & Nico Frederick Katzke, 2015. "Identifying Periods of US Housing Market Explosivity," Working Papers 15-03, Eastern Mediterranean University, Department of Economics.
    48. Christopher L. Gilbert, 2018. "Investor sentiment and market fundamentals: the impact of index investment on energy and metals markets," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 31(1), pages 87-102, May.
    49. Markus Brunnermeier & Simon Rother & Isabel Schnabel & Itay Goldstein, 2020. "Asset Price Bubbles and Systemic Risk," The Review of Financial Studies, Society for Financial Studies, vol. 33(9), pages 4272-4317.
    50. Kräussl, Roman & Lehnert, Thorsten & Martelin, Nicolas, 2016. "Is there a bubble in the art market?," Journal of Empirical Finance, Elsevier, vol. 35(C), pages 99-109.
    51. Lof, Matthijs & Nyberg, Henri, 2017. "Noncausality and the commodity currency hypothesis," Energy Economics, Elsevier, vol. 65(C), pages 424-433.
    52. Hu, Yang & Oxley, Les, 2018. "Bubble contagion: Evidence from Japan’s asset price bubble of the 1980-90s," Journal of the Japanese and International Economies, Elsevier, vol. 50(C), pages 89-95.
    53. Xiaojie Xu, 2020. "Corn Cash Price Forecasting," American Journal of Agricultural Economics, John Wiley & Sons, vol. 102(4), pages 1297-1320, August.
    54. Shi, Shuping, 2017. "Speculative bubbles or market fundamentals? An investigation of US regional housing markets," Economic Modelling, Elsevier, vol. 66(C), pages 101-111.
    55. Alexakis, Christos & Bagnarosa, Guillaume & Dowling, Michael, 2017. "Do cointegrated commodities bubble together? the case of hog, corn, and soybean," Finance Research Letters, Elsevier, vol. 23(C), pages 96-102.
    56. Zhou, Xinquan & Bagnarosa, Guillaume & Gohin, Alexandre & Pennings, Joost M.E. & Debie, Philippe, 2023. "Microstructure and high-frequency price discovery in the soybean complex," Journal of Commodity Markets, Elsevier, vol. 30(C).
    57. Harvey, David I. & Leybourne, Stephen J. & Sollis, Robert & Taylor, A.M. Robert, 2016. "Tests for explosive financial bubbles in the presence of non-stationary volatility," Journal of Empirical Finance, Elsevier, vol. 38(PB), pages 548-574.
    58. Yves Jégourel, 2018. "Tendances et cyclicité du prix des matières premières (partie 2) : le super-cycle des matières premières en question," Policy notes & Policy briefs 1824, Policy Center for the New South.
    59. Peter C.B. Phillips & Shu-Ping Shi, 2014. "Financial Bubble Implosion," Cowles Foundation Discussion Papers 1967, Cowles Foundation for Research in Economics, Yale University.
    60. Philipp Adämmer & Martin T. Bohl & Ernst-Oliver Ledebur, 2017. "Dynamics Between North American And European Agricultural Futures Prices During Turmoil And Financialization," Bulletin of Economic Research, Wiley Blackwell, vol. 69(1), pages 57-76, January.
    61. Go, You-How & Lau, Wee-Yeap, 2017. "Investor demand, market efficiency and spot-futures relation: Further evidence from crude palm oil," Resources Policy, Elsevier, vol. 53(C), pages 135-146.
    62. Wei-Fong Pan, 2019. "Detecting bubbles in China’s regional housing markets," Empirical Economics, Springer, vol. 56(4), pages 1413-1432, April.
    63. Bohl, Martin T. & Sulewski, Christoph, 2019. "The impact of long-short speculators on the volatility of agricultural commodity futures prices," Journal of Commodity Markets, Elsevier, vol. 16(C).
    64. Grosche, Stephanie & Heckelei, Thomas, 2014. "Price dynamics and financialization effects in corn futures markets with heterogeneous traders," Discussion Papers 172077, University of Bonn, Institute for Food and Resource Economics.
    65. Kumar, Satish, 2022. "Speed of adjustment in energy and metal prices: Evidence from India," Resources Policy, Elsevier, vol. 78(C).
    66. Skrobotov Anton, 2023. "Testing for explosive bubbles: a review," Dependence Modeling, De Gruyter, vol. 11(1), pages 1-26, January.
    67. Anton Skrobotov, 2022. "Testing for explosive bubbles: a review," Papers 2207.08249, arXiv.org.
    68. Markus Reischmann, 2016. "Empirical Studies on Public Debt and Fiscal Transfers," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 63.
    69. Vogel, Harold L. & Werner, Richard A., 2015. "An analytical review of volatility metrics for bubbles and crashes," International Review of Financial Analysis, Elsevier, vol. 38(C), pages 15-28.
    70. Shahzad, Syed Jawad Hussain & Anas, Muhammad & Bouri, Elie, 2022. "Price explosiveness in cryptocurrencies and Elon Musk's tweets," Finance Research Letters, Elsevier, vol. 47(PB).
    71. Neil Kellard & Denise Osborn & Jerry Coakley & Isabel Figuerola-Ferretti & Christopher L. Gilbert & J. Roderick McCrorie, 2015. "Testing for Mild Explosivity and Bubbles in LME Non-Ferrous Metals Prices," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(5), pages 763-782, September.
    72. Li, Wei-Xuan & Chen, Clara Chia-Sheng & Nguyen, James, 2022. "Which market dominates the price discovery in currency futures? The case of the Chicago Mercantile Exchange and the Intercontinental Exchange," Global Finance Journal, Elsevier, vol. 52(C).
    73. Babalos, Vassilios & Stavroyiannis, Stavros & Gupta, Rangan, 2015. "Do commodity investors herd? Evidence from a time-varying stochastic volatility model," Resources Policy, Elsevier, vol. 46(P2), pages 281-287.
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  14. Georg V. Lehecka & Xiaoyang Wang & Philip Garcia, 2014. "Gone in Ten Minutes: Intraday Evidence of Announcement Effects in the Electronic Corn Futures Market," Applied Economic Perspectives and Policy, Agricultural and Applied Economics Association, vol. 36(3), pages 504-526.

    Cited by:

    1. Nicolas Legrand, 2023. "War in Ukraine: The rational “wait‐and‐see” mode of global food markets," Applied Economic Perspectives and Policy, John Wiley & Sons, vol. 45(2), pages 626-644, June.
    2. Karali, Berna & Isengildina Massa, Olga & Irwin, Scott H., 2018. "Does Noise in Market Expectations Dilute Price Reactions to USDA Reports?," 2018 Annual Meeting, August 5-7, Washington, D.C. 273973, Agricultural and Applied Economics Association.
    3. Adjemian, Michael K. & Johansson, Robert & McKenzie, Andrew & Thomsen, Michael, 2016. "The Value of Government Information in an Era of Declining Budgets," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235811, Agricultural and Applied Economics Association.
    4. Indriawan, Ivan & Martinez, Valeria & Tse, Yiuman, 2021. "The impact of the change in USDA announcement release procedures on agricultural commodity futures," Journal of Commodity Markets, Elsevier, vol. 23(C).
    5. Janzen, Joseph P. & Adjemian, Michael K., 2016. "Estimating the Location of World Wheat Price Determination," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235838, Agricultural and Applied Economics Association.
    6. Rousse, O. & Sévi, B., 2016. "Informed trading in oil-futures market," Working Papers 2016-07, Grenoble Applied Economics Laboratory (GAEL).
    7. Joseph P. Janzen & Michael K. Adjemian, 2017. "Estimating the Location of World Wheat Price Discovery," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 99(5), pages 1188-1207.
    8. Fernandez-Perez, Adrian & Frijns, Bart & Tourani-Rad, Alireza, 2016. "Contemporaneous interactions among fuel, biofuel and agricultural commodities," Energy Economics, Elsevier, vol. 58(C), pages 1-10.
    9. Michael K Adjemian & Robert Johansson & Andrew McKenzie & Michael Thomsen, 2018. "Was the Missing 2013 WASDE Missed?," Applied Economic Perspectives and Policy, John Wiley & Sons, vol. 40(4), pages 653-671, December.
    10. Adjemian, Michael K. & Arnade, Carlos Anthony, 2017. "Not Lost in Translation: The Impact of USDA Reports on International Corn Markets," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258362, Agricultural and Applied Economics Association.
    11. Adrian Fernandez‐Perez & Bart Frijns & Ivan Indriawan & Alireza Tourani‐Rad, 2019. "Surprise and dispersion: informational impact of USDA announcements," Agricultural Economics, International Association of Agricultural Economists, vol. 50(1), pages 113-126, January.
    12. Cao, Nguyen Que An & Robe, Michel A., 2020. "Market Uncertainty and Sentiment around USDA Announcements," 2020 Annual Meeting, July 26-28, Kansas City, Missouri 304497, Agricultural and Applied Economics Association.
    13. Thomas A. P. de Boer & Cornelis Gardebroek & Joost M. E. Pennings & Andres Trujillo‐Barrera, 2022. "Intraday liquidity in soybean complex futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(7), pages 1189-1211, July.
    14. Joseph, Kishore & Garcia, Philip, 2016. "Intraday Market Effects in Electronic Soybean Futures Market during Non-Trading and Trading Hour Announcements," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235772, Agricultural and Applied Economics Association.
    15. Arnade, Carlos & Hoffman, Linwood & Effland, Anne, 2021. "The Impact of Public Information on Commodity Market Performance: The Response of Corn Futures to USDA Corn Production Forecasts," USDA Miscellaneous 313488, United States Department of Agriculture.
    16. Quanbiao Shang & Mindy Mallory & Philip Garcia, 2018. "The components of the bid†ask spread: Evidence from the corn futures market," Agricultural Economics, International Association of Agricultural Economists, vol. 49(3), pages 381-393, May.
    17. Arzandeh, Mehdi & Frank, Julieta, 2017. "Price Discovery in Agricultural Futures Markets: Should We Look Beyond the Best Bid-Ask Spread?," Annual Meeting, 2017, June 18-21, Montreal, Canada 259344, Canadian Agricultural Economics Society.
    18. Mehdi Arzandeh & Julieta Frank, 2019. "Price Discovery in Agricultural Futures Markets: Should We Look beyond the Best Bid-Ask Spread?," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 101(5), pages 1482-1498.
    19. Karali, Berna & Isengildina-Massa, Olga & Irwin, Scott H. & Adjemian, Michael K., 2016. "Changes in Informational Value and the Market Reaction to USDA Reports in the Big Data Era," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235580, Agricultural and Applied Economics Association.
    20. Verteramo Chiu, Leslie J. & Tomek, William G., 2016. "Anticipatory Signals of Changes in Corn Demand," Working Papers 250032, Cornell University, Department of Applied Economics and Management.
    21. Alex Frino & Michael Garcia, 2018. "Should macroeconomic information be released during trading breaks in futures markets?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(7), pages 775-787, July.
    22. Quanbiao Shang & Teresa Serra & Philip Garcia & Mindy Mallory, 2021. "Looking under the surface: An analysis of iceberg orders in the U.S. agricultural futures markets," Agricultural Economics, International Association of Agricultural Economists, vol. 52(4), pages 679-699, July.
    23. Bian, Siyu & Serra, Teresa & Garcia, Philip & Irwin, Scott, 2022. "New evidence on market response to public announcements in the presence of microstructure noise," European Journal of Operational Research, Elsevier, vol. 298(2), pages 785-800.
    24. Houser, Dwight M. & Karali, Berna, 2017. "How Scary Are Food Scares? Evidence from Animal Disease Outbreaks," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258500, Agricultural and Applied Economics Association.
    25. Verteramo Chiu, Leslie J. & Tomek, William G., 2017. "Insights from Anticipatory Prices," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258115, Agricultural and Applied Economics Association.
    26. McKenzie, Andrew M. & Ke, Yangmin, 2022. "How do USDA announcements affect international commodity prices?," Journal of Commodity Markets, Elsevier, vol. 28(C).
    27. Joshua Huang & Teresa Serra & Philip Garcia, 2021. "The Value of USDA Announcements in the Electronically Traded Corn Futures Market: A Modified Sufficient Test with Risk Adjustments," Journal of Agricultural Economics, Wiley Blackwell, vol. 72(3), pages 712-734, September.
    28. Xinyue He & Teresa Serra & Philip Garcia, 2021. "Resilience in “Flash Events” in the Corn and Lean Hog Futures Markets," American Journal of Agricultural Economics, John Wiley & Sons, vol. 103(2), pages 743-764, March.
    29. Joshua Huang & Teresa Serra & Philip Garcia & Scott H. Irwin, 2022. "To batch or not to batch? The release of USDA crop reports," Agricultural Economics, International Association of Agricultural Economists, vol. 53(1), pages 143-154, January.
    30. Arzandeh, Mehdi & Frank, Julieta, 2017. "The Information Content of the Limit Order Book," 7th Annual Canadian Agri-Food Policy Conference, January 11-13, 2017, Ottawa, ON 253251, Canadian Agricultural Economics Society.
    31. Verteramo Chiu, Leslie & Tomek, William, 2016. "Anticipatory Signals of Changes in U.S. Corn Demand," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235869, Agricultural and Applied Economics Association.
    32. Adjemian, Michael K. & Irwin, Scott H., 2020. "The market response to government crop news under different release regimes," Journal of Commodity Markets, Elsevier, vol. 19(C).
    33. Xinyue He & Teresa Serra, 2022. "Are price limits cooling off agricultural futures markets?," American Journal of Agricultural Economics, John Wiley & Sons, vol. 104(5), pages 1724-1746, October.
    34. Anabelle Couleau & Teresa Serra & Philip Garcia, 2020. "Are Corn Futures Prices Getting “Jumpy”?," American Journal of Agricultural Economics, John Wiley & Sons, vol. 102(2), pages 569-588, March.
    35. Ahmed, Osama, 2021. "Assessing the current situation of the world wheat market leadership: Using the semi-parametric approach," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 9(2).

  15. Jason R.V. Franken & Joost M.E. Pennings & Philip Garcia, 2014. "Measuring the effect of risk attitude on marketing behavior," Agricultural Economics, International Association of Agricultural Economists, vol. 45(5), pages 525-535, September.

    Cited by:

    1. Melesse, Mequanint B. & Cecchi, Francesco, 2017. "Does Market Experience Attenuate Risk Aversion? Evidence from Landed Farm Households in Ethiopia," World Development, Elsevier, vol. 98(C), pages 447-466.
    2. Aymeric Ricome & Arnaud Reynaud, 2022. "Marketing contract choices in agriculture: The role of price expectation and price risk management," Agricultural Economics, International Association of Agricultural Economists, vol. 53(1), pages 170-186, January.
    3. Chen, Xiangpo & Hu, Xinyan & Xu, Jinhai, 2023. "When winter is over, its cold remains: Early-life famine experience breeds risk aversion," Economic Modelling, Elsevier, vol. 123(C).
    4. Alexis H. Villacis & Jeffrey R. Alwang & Victor Barrera, 2021. "Linking risk preferences and risk perceptions of climate change: A prospect theory approach," Agricultural Economics, International Association of Agricultural Economists, vol. 52(5), pages 863-877, September.
    5. Taylor, Mykel & Wilson, Candice, 2017. "Effects of Imperfect Information on 2014 Farm Bill Program Enrollment," 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama 252805, Southern Agricultural Economics Association.
    6. Ma, Wanglin & Abdulai, Awudu, 2015. "Linking apple farmers to markets: Determinants and impacts of marketing contracts in China," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 202719, Agricultural and Applied Economics Association.
    7. Kanchan Joshi & Thiagu Ranganathan & Ram Ranjan, 2021. "Exploring Higher Order Risk Preferences of Farmers in a Water-Scarce Region: Evidence from a Field Experiment in West Bengal, India," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(2), pages 317-344, June.
    8. Carrer, Marcelo José & Silveira, Rodrigo Lanna F. & Meirelles De Souza Filho, Hildo, 2017. "Citrus Producers' Choice of Price Risk Management Tools," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258352, Agricultural and Applied Economics Association.
    9. Vassalos, Michael & Li, Yingbo, 2016. "Assessing the Impact of Fresh Vegetable Growers’ Risk Aversion Levels and Risk Preferences on the Probability of Adopting Marketing Contracts: A Bayesian Approach," International Food and Agribusiness Management Review, International Food and Agribusiness Management Association, vol. 19(1), pages 1-18, February.
    10. Xinyan Hu & Xiangpo Chen & Siqi Yao & Gaiqing Zhang, 2022. "The Great Chinese Famine (1959–1961) and farm households’ adoption of technology: evidence from China," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 66(1), pages 93-117, January.
    11. Evans Ngenoh & Barnabas K. Kurgat & Hillary K. Bett & Sindu W. Kebede & Wolfgang Bokelmann, 2019. "Determinants of the competitiveness of smallholder African indigenous vegetable farmers in high-value agro-food chains in Kenya: A multivariate probit regression analysis," Agricultural and Food Economics, Springer;Italian Society of Agricultural Economics (SIDEA), vol. 7(1), pages 1-17, December.
    12. Liu, Y., 2018. "Determinants and impacts of marketing channel choice among cooperatives members: Evidence from agricultural cooperative in China," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 275898, International Association of Agricultural Economists.
    13. Rossi, Fabiana Ribeiro & Filho, Hildo Meirelles de Souza & Miranda, Bruno Varella & Carrer, Marcelo José, 2020. "The role of contracts in the adoption of irrigation by Brazilian orange growers," Agricultural Water Management, Elsevier, vol. 233(C).

  16. Nicole M. Aulerich & Scott H. Irwin & Philip Garcia, 2013. "Returns to individual traders in agricultural futures markets: skill or luck?," Applied Economics, Taylor & Francis Journals, vol. 45(25), pages 3650-3666, September.

    Cited by:

    1. Li, Xin & Paulson, Nicholas, 2014. "Is Farm Management Skill Persistent?," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 170170, Agricultural and Applied Economics Association.
    2. Çınar, Gökhan & Uzmay, Ayse, 2017. "Does Fear (Vix Index) Incite Volatility In Food Prices?," International Journal of Food and Agricultural Economics (IJFAEC), Alanya Alaaddin Keykubat University, Department of Economics and Finance, vol. 5(2), April.
    3. Cornelia Staritz & Bernhard Tröster & Jan Grumiller & Felix Maile, 2023. "Price-Setting Power in Global Value Chains: The Cases of Price Stabilisation in the Cocoa Sectors in Côte d’Ivoire and Ghana," The European Journal of Development Research, Palgrave Macmillan;European Association of Development Research and Training Institutes (EADI), vol. 35(4), pages 840-868, August.
    4. Heumesser, Christine & Staritz, Cornelia, 2013. "Financialisation and the microstructure of commodity markets: A qualitative investigation of trading strategies of financial investors and commercial traders," Working Papers 44, Austrian Foundation for Development Research (ÖFSE).
    5. Li, Ziran, 2017. "Three essays on commodity markets," ISU General Staff Papers 201701010800006361, Iowa State University, Department of Economics.
    6. Nicole M. Moran & Scott H. Irwin & Philip Garcia, 2020. "Who Wins and Who Loses? Trader Returns and Risk Premiums in Agricultural Futures Markets," Applied Economic Perspectives and Policy, John Wiley & Sons, vol. 42(4), pages 611-652, December.
    7. Ziran Li & Dermot J. Hayes & Keri L. Jacobs, 2018. "The weather premium in the U.S. corn market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(3), pages 359-372, March.
    8. Li, Xi & Paulson, Nicholas & Schnitkey, Gary, 2015. "Is Farm Management Skill Persistent?," 2015 Conference, August 9-14, 2015, Milan, Italy 212047, International Association of Agricultural Economists.
    9. Georg Lehecka, 2015. "Do hedging and speculative pressures drive commodity prices, or the other way round?," Empirical Economics, Springer, vol. 49(2), pages 575-603, September.

  17. Jason R.V. Franken & Joost M. E. Pennings & Philip Garcia, 2012. "Crop Production Contracts and Marketing Strategies: What Drives Their Use?," Agribusiness, John Wiley & Sons, Ltd., vol. 28(3), pages 324-340, June.

    Cited by:

    1. Aymeric Ricome & Karim Chaïb & Aude Ridier & Charilaos Kephaliacos & Françoise Carpy-Goulard, 2016. "The Role of Marketing Contracts in the Adoption of Low-Input Production Practices in the Presence of Income Supports: An Application in Southwestern France," Post-Print hal-01525411, HAL.
    2. Franken, Jason R.V. & Cook, Michael L., 2013. "Impact of Board Structure and Process on Cooperative Performance," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 149420, Agricultural and Applied Economics Association.
    3. Anastassiadis, Friederike & Feil, Jan-Henning & Mußhoff, Oliver & Schilling, Philipp, 2014. "Analysing Farmers’ Use Of Price Hedging In-Struments: An Experimental Approach," 54th Annual Conference, Goettingen, Germany, September 17-19, 2014 187361, German Association of Agricultural Economists (GEWISOLA).
    4. Aymeric Ricome & Arnaud Reynaud, 2022. "Marketing contract choices in agriculture: The role of price expectation and price risk management," Agricultural Economics, International Association of Agricultural Economists, vol. 53(1), pages 170-186, January.
    5. Frasa, Stefanie & Carlberg, Jared & Hogan, Robert, 2015. "Use of Contracts by Prairie Agricultural Producers," Working Papers 232328, Structure and Performance of Agriculture and Agri-products Industry (SPAA).
    6. Gardner, Justin G. & Franken, Jason R.V. & Boerngen, Maria A., 2022. "A Research Agenda for Cooperatives," Journal of Cooperatives, NCERA-210, vol. 36.
    7. Jason R. V. Franken & Michael L. Cook, 2019. "Do Corporate Governance Recommendations Apply to U.S. Agricultural Cooperatives?," Sustainability, MDPI, vol. 11(19), pages 1-16, September.
    8. Onyeneke, Robert Ugochukwu & Igberi, Christiana Ogonna, 2020. "Climate change adaptation actions by fish farmers: evidence from the Niger Delta Region of Nigeria," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 64(2), April.
    9. Roussy, Caroline & Rider, Aude & Chaib, Karim & Boyet, Marie, 2017. "Marketing Contracts and Risk Management for Cereal Producers," 2017 International Congress, August 28-September 1, 2017, Parma, Italy 261106, European Association of Agricultural Economists.
    10. Carrer, Marcelo José & Silveira, Rodrigo Lanna F. & Meirelles De Souza Filho, Hildo, 2017. "Citrus Producers' Choice of Price Risk Management Tools," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258352, Agricultural and Applied Economics Association.
    11. William E. Maples & Anil K. Giri & Keith H. Coble & Dipak Subedi, 2022. "Impact of government programs on producer demand for hedging," Applied Economic Perspectives and Policy, John Wiley & Sons, vol. 44(3), pages 1126-1138, September.
    12. Franken, Jason R.V. & Pennings, Joost M.E. & Garcia, Philip, 2012. "Measuring Risk Attitude and Relation to Marketing Behavior," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124471, Agricultural and Applied Economics Association.

  18. Colino, Evelyn V. & Irwin, Scott H. & Garcia, Philip & Etienne, Xiaoli, 2012. "Composite and Outlook Forecast Accuracy," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 37(2), pages 1-19, August.

    Cited by:

    1. Michael K. Adjemian & Valentina G. Bruno & Michel A. Robe, 2020. "Incorporating Uncertainty into USDA Commodity Price Forecasts," American Journal of Agricultural Economics, John Wiley & Sons, vol. 102(2), pages 696-712, March.
    2. Bekkerman, Anton & Brester, Gary W. & Taylor, Mykel, 2016. "Forecasting a Moving Target: The Roles of Quality and Timing for Determining Northern U.S. Wheat Basis," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 41(1), pages 1-17, January.
    3. Xiaojie Xu, 2020. "Corn Cash Price Forecasting," American Journal of Agricultural Economics, John Wiley & Sons, vol. 102(4), pages 1297-1320, August.
    4. Isengildina-Massa, Olga & Sharp, Julia L., 2013. "Interval Forecast Comparison," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150791, Agricultural and Applied Economics Association.
    5. Etienne, Xiaoli L. & Farhangdoost, Sara & Hoffman, Linwood A. & Adam, Brian D., 2023. "Forecasting the U.S. season-average farm price of corn: Derivation of an alternative futures-based forecasting model," Journal of Commodity Markets, Elsevier, vol. 30(C).

  19. Trujillo-Barrera, Andres & Mallory, Mindy L. & Garcia, Philip, 2012. "Volatility Spillovers in U.S. Crude Oil, Ethanol, and Corn Futures Markets," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 37(2), pages 1-16, August.

    Cited by:

    1. Etienne, Xiaoli, 2015. "Financialization of Agricultural Commodity Markets: Do Financial Data Help to Forecast Agricultural Prices," 2015 Conference, August 9-14, 2015, Milan, Italy 211626, International Association of Agricultural Economists.
    2. Chia-Lin Chang & Yiying Li & Michael McAleer, 2015. "Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice," Tinbergen Institute Discussion Papers 15-077/III, Tinbergen Institute.
    3. Natanelov, Valeri & McKenzie, Andrew M. & Van Huylenbroeck, Guido, 2013. "Crude oil–corn–ethanol – nexus: A contextual approach," Energy Policy, Elsevier, vol. 63(C), pages 504-513.
    4. Joshua G. Maples & B. Wade Brorsen, 2022. "Handling the discontinuity in futures prices when time series modeling of commodity cash and futures prices," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 70(2), pages 139-152, June.
    5. Wang, Jinghua & Ngene, Geoffrey M., 2020. "Does Bitcoin still own the dominant power? An intraday analysis," International Review of Financial Analysis, Elsevier, vol. 71(C).
    6. Teterin, Pavel & Brooks, Robert & Enders, Walter, 2016. "Smooth volatility shifts and spillovers in U.S. crude oil and corn futures markets," Journal of Empirical Finance, Elsevier, vol. 38(PA), pages 22-36.
    7. Naveen Musunuru, 2014. "Modeling Price Volatility Linkages between Corn and Wheat: A Multivariate GARCH Estimation," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 20(3), pages 269-280, August.
    8. Zhu, Bo & Liu, Jiahao & Lin, Renda & Chevallier, Julien, 2021. "Cross-border systemic risk spillovers in the global oil system: Does the oil trade pattern matter?," Energy Economics, Elsevier, vol. 101(C).
    9. Chia-Lin Chang & Michael McAleer & Yu-Ann Wang, 2016. "Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices," Tinbergen Institute Discussion Papers 16-014/III, Tinbergen Institute, revised 30 Jan 2017.
    10. Dejan Živkov & Jovan Njegić & Marko Pećanac, 2019. "Multiscale interdependence between the major agricultural commodities," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 65(2), pages 82-92.
    11. Guglielmo Maria Caporale & Alanoud Al-Maadid & Fabio Spagnolo & Nicola Spagnolo, 2016. "Spillovers between food and energy prices and structural breaks," NCID Working Papers 02/2016, Navarra Center for International Development, University of Navarra.
    12. Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Adewuyi, Adeolu O. & Lee, Chien-Chiang, 2022. "Quantile risk spillovers between energy and agricultural commodity markets: Evidence from pre and during COVID-19 outbreak," Energy Economics, Elsevier, vol. 113(C).
    13. Fernandez-Diaz, Jose M. & Morley, Bruce, 2019. "Interdependence among agricultural commodity markets, macroeconomic factors, crude oil and commodity index," Research in International Business and Finance, Elsevier, vol. 47(C), pages 174-194.
    14. Mensi, Walid & Tiwari, Aviral & Bouri, Elie & Roubaud, David & Al-Yahyaee, Khamis H., 2017. "The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes," Energy Economics, Elsevier, vol. 66(C), pages 122-139.
    15. Chen, Kuan-Ju & Chen, Kuan-Heng, 2016. "Analysis of Energy and Agricultural Commodity Markets with the Policy Mandated: A Vine Copula-based ARMA-EGARCH Model," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 236028, Agricultural and Applied Economics Association.
    16. Fernando Avalos & Marco Jacopo Lombardi, 2015. "The biofuel connection: impact of US regulation on oil and food prices," BIS Working Papers 487, Bank for International Settlements.
    17. Lima, Cristiane Rocha Albuquerque & de Melo, Gabriel Rivas & Stosic, Borko & Stosic, Tatijana, 2019. "Cross-correlations between Brazilian biofuel and food market: Ethanol versus sugar," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 513(C), pages 687-693.
    18. Chang, C-L. & McAleer, M.J. & Wang, Y-A., 2016. "Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn," Econometric Institute Research Papers EI2016-15, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    19. Algieri, Bernardina, 2014. "The influence of biofuels, economic and financial factors on daily returns of commodity futures prices," Discussion Papers 164963, University of Bonn, Center for Development Research (ZEF).
    20. Gozgor, Giray & Lau, Chi Keung Marco & Bilgin, Mehmet Huseyin, 2016. "Commodity markets volatility transmission: Roles of risk perceptions and uncertainty in financial markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 44(C), pages 35-45.
    21. Capitani, Daniel Henrique Dario & Gaio, Luiz Eduardo, 2023. "Volatility Transmissionin Agricultural Markets: Evidence from the Russia-Ukraine Conflict," International Journal of Food and Agricultural Economics (IJFAEC), Alanya Alaaddin Keykubat University, Department of Economics and Finance, vol. 11(2), April.
    22. Aviral Kumar Tiwari & Samia Nasreen & Subhan Ullah & Muhammad Shahbaz, 2021. "Analysing spillover between returns and volatility series of oil across major stock markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2458-2490, April.
    23. Bonato, Matteo, 2019. "Realized correlations, betas and volatility spillover in the agricultural commodity market: What has changed?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 62(C), pages 184-202.
    24. Eissa, Mohamad Abdelaziz & Al Refai, Hisham, 2019. "Modelling the symmetric and asymmetric relationships between oil prices and those of corn, barley, and rapeseed oil," Resources Policy, Elsevier, vol. 64(C).
    25. Helmut Herwartz & Alberto Saucedo, 2020. "Food–oil volatility spillovers and the impact of distinct biofuel policies on price uncertainties on feedstock markets," Agricultural Economics, International Association of Agricultural Economists, vol. 51(3), pages 387-402, May.
    26. Zhu, Bo & Lin, Renda & Deng, Yuanyue & Chen, Pingshe & Chevallier, Julien, 2021. "Intersectoral systemic risk spillovers between energy and agriculture under the financial and COVID-19 crises," Economic Modelling, Elsevier, vol. 105(C).
    27. Rafael Baptista Palazzi & Ata Assaf & Marcelo Cabus Klotzle, 2024. "Dynamic connectedness between energy markets and the Brazilian cash market: An empirical analysis pre‐ and post‐COVID‐19," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(1), pages 27-56, January.
    28. Chowdhury, Mohammad Ashraful Ferdous & Meo, Muhammad Saeed & Uddin, Ajim & Haque, Md. Mahmudul, 2021. "Asymmetric effect of energy price on commodity price: New evidence from NARDL and time frequency wavelet approaches," Energy, Elsevier, vol. 231(C).
    29. Serra, Teresa & Zilberman, David, 2013. "Biofuel-related price transmission literature: A review," Energy Economics, Elsevier, vol. 37(C), pages 141-151.
    30. Chia-Lin Chang & Michael McAleer & Chia-Ping Liu, 2016. "Volatility spillovers for spot, futures, and ETF prices in energy and agriculture," Documentos de Trabajo del ICAE 2016-11, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    31. Algirdas Justinas Staugaitis & Bernardas Vaznonis, 2022. "Short-Term Speculation Effects on Agricultural Commodity Returns and Volatility in the European Market Prior to and during the Pandemic," Agriculture, MDPI, vol. 12(5), pages 1-26, April.
    32. Phillip A. Cartwright & Natalija Riabko, 2016. "Further evidence on the explanatory power of spot food and energy commodities market prices for futures prices," Review of Quantitative Finance and Accounting, Springer, vol. 47(3), pages 579-605, October.
    33. Caporin, Massimiliano & Naeem, Muhammad Abubakr & Arif, Muhammad & Hasan, Mudassar & Vo, Xuan Vinh & Hussain Shahzad, Syed Jawad, 2021. "Asymmetric and time-frequency spillovers among commodities using high-frequency data," Resources Policy, Elsevier, vol. 70(C).
    34. Work, J. & Qiu, F. & Luckert, M.K., 2016. "Examining hardwood pulp and ethanol prices for improved poplar plantations in Canada," Forest Policy and Economics, Elsevier, vol. 70(C), pages 9-15.
    35. Chiu, Fan-Ping & Hsu, Chia-Sheng & Ho, Alan & Chen, Chi-Chung, 2016. "Modeling the price relationships between crude oil, energy crops and biofuels," Energy, Elsevier, vol. 109(C), pages 845-857.
    36. Jiang, Yonghong & Lao, Jiashun & Mo, Bin & Nie, He, 2018. "Dynamic linkages among global oil market, agricultural raw material markets and metal markets: An application of wavelet and copula approaches," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 508(C), pages 265-279.
    37. Grosche, Stephanie & Heckelei, Thomas, 2014. "Directional Volatility Spillovers between Agricultural, Crude Oil, Real Estate and other Financial Markets," Discussion Papers 166079, University of Bonn, Institute for Food and Resource Economics.
    38. Naveen Musunuru, 2016. "Examining Volatility Persistence and News Asymmetry in Soybeans Futures Returns," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 44(4), pages 487-500, December.
    39. Adeleke, Musefiu A. & Awodumi, Olabanji B. & Adewuyi, Adeolu O., 2022. "Return and volatility connectedness among commodity markets during major crises periods: Static and dynamic analyses with asymmetries," Resources Policy, Elsevier, vol. 79(C).
    40. Saghaian, Sayed H. & Nemati, Mehdi & Walters, Cory G. & Chen, Bo, 2017. "Asymmetric Price Volatility Interaction between U.S. Food and Energy Markets," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258240, Agricultural and Applied Economics Association.
    41. Zhou, Xinquan & Bagnarosa, Guillaume & Gohin, Alexandre & Pennings, Joost M.E. & Debie, Philippe, 2023. "Microstructure and high-frequency price discovery in the soybean complex," Journal of Commodity Markets, Elsevier, vol. 30(C).
    42. Etienne, Xiaoli L. & Irwin, Scott H. & Garcia, Philip, 2013. "Dissecting Corn Price Movements with Directed Acyclic Graphs," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 151279, Agricultural and Applied Economics Association.
    43. Magkonis, Georgios & Tsouknidis, Dimitris A., 2017. "Dynamic spillover effects across petroleum spot and futures volatilities, trading volume and open interest," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 104-118.
    44. M. Thenmozhi & Shipra Maurya, 2020. "Crude Oil Volatility Transmission Across Food Commodity Markets: A Multivariate BEKK-GARCH Approach," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 20(2), pages 131-164, August.
    45. Karel Janda & Ladislav Kristoufek & David Zilberman, 2011. "Modeling the Environmental and Socio-Economic Impacts of Biofuels," Working Papers IES 2011/33, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Oct 2011.
    46. Heckelei, T. & Amrouk, E.M. & Grosche, S., 2018. "International interdependence between cash crop and staple food futures price indices: A wavelet-BEKK-GARCH assessment," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277376, International Association of Agricultural Economists.
    47. Felipe Avileis & Mindy Mallory, 2021. "The Impact of Brazil on Global Grain Dynamics: A Study on Cross-Market Volatility Spillovers," Papers 2104.12706, arXiv.org.
    48. An, Henry & Qiu, Feng & Rude, James, 2021. "Volatility spillovers between food and fuel markets: Do administrative regulations affect the transmission?," Economic Modelling, Elsevier, vol. 102(C).
    49. Kumar, Pawan & Singh, Vipul Kumar & Rao, Sandeep, 2023. "Does the substitution effect lead to feedback effect linkage between ethanol, crude oil, and soft agricultural commodities?," Energy Economics, Elsevier, vol. 119(C).
    50. Papież, Monika, 2014. "A dynamic analysis of causality between prices of corn, crude oil and ethanol," MPRA Paper 56540, University Library of Munich, Germany.
    51. Katsiampa, Paraskevi & Corbet, Shaen & Lucey, Brian, 2019. "High frequency volatility co-movements in cryptocurrency markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 62(C), pages 35-52.
    52. Ebenezer, Appiah Collins & Jatoe, John Baptist D. & Mensa-Bonsu, Akwasi, 2018. "Food Price Sensitivity To Changes In Petroleum Price And Exchange Rate In Ghana: A Cointegration Analysis," 2018 Conference (2nd), August 8-11, Kumasi, Ghana 277791, Ghana Association of Agricultural Economists.
    53. Xiaoyang Wang & Philip Garcia & Scott H. Irwin, 2014. "The Behavior of Bid-Ask Spreads in the Electronically-Traded Corn Futures Market," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 96(2), pages 557-577.
    54. Felipe G. Avileis & Mindy L. Mallory, 2022. "The impact of Brazil on global grain dynamics: A study on cross‐market volatility spillovers," Agricultural Economics, International Association of Agricultural Economists, vol. 53(2), pages 231-245, March.
    55. Curtis McKnight & Feng Qiu & Marty Luckert & Grant Hauer, 2021. "Prices for a second‐generation biofuel industry in Canada: Market linkages between Canadian wheat and US energy and agricultural commodities," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 69(3), pages 337-351, September.
    56. Yaxian Lu & Longguang Yang & Lihong Liu, 2019. "Volatility Spillovers between Crude Oil and Agricultural Commodity Markets since the Financial Crisis," Sustainability, MDPI, vol. 11(2), pages 1-12, January.
    57. Hemei Li & Zhenya Liu & Shixuan Wang, 2022. "Vines climbing higher: Risk management for commodity futures markets using a regular vine copula approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 2438-2457, April.
    58. Vo, Long Hai & Le, Thai-Ha, 2021. "Eatery, energy, environment and economic system, 1970–2017: Understanding volatility spillover patterns in a global sample," Energy Economics, Elsevier, vol. 100(C).
    59. Abdelradi, Fadi & Serra, Teresa, 2015. "Food–energy nexus in Europe: Price volatility approach," Energy Economics, Elsevier, vol. 48(C), pages 157-167.
    60. da Silveira, Rodrigo Lanna F. & Mattos, Fabio L., 2015. "Price And Volatility Transmission In Livestock And Grain Markets: Examining The Effect Of Increasing Ethanol Production Across Countries," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205684, Agricultural and Applied Economics Association.
    61. Dennis Bergmann & Declan O’Connor & Andreas Thümmel, 2016. "An analysis of price and volatility transmission in butter, palm oil and crude oil markets," Agricultural and Food Economics, Springer;Italian Society of Agricultural Economics (SIDEA), vol. 4(1), pages 1-23, December.
    62. Ana I. Sanjuán-López & Philip J. Dawson, 2017. "Volatility Effects of Index Trading and Spillovers on US Agricultural Futures Markets: A Multivariate GARCH Approach," Journal of Agricultural Economics, Wiley Blackwell, vol. 68(3), pages 822-838, September.
    63. Daniel S. Hamermesh & Gerard A. Pfann, 2022. "The Variability and Volatility of Sleep: An ARCHetypal Behavior," NBER Working Papers 29658, National Bureau of Economic Research, Inc.
    64. Tiwari, Aviral Kumar & Nasreen, Samia & Shahbaz, Muhammad & Hammoudeh, Shawkat, 2020. "Time-frequency causality and connectedness between international prices of energy, food, industry, agriculture and metals," Energy Economics, Elsevier, vol. 85(C).
    65. Śmiech, Sławomir & Papież, Monika & Dąbrowski, Marek A. & Fijorek, Kamil, 2018. "What drives food price volatility? Evidence based on a generalized VAR approach applied to the food, financial and energy markets," Economics Discussion Papers 2018-55, Kiel Institute for the World Economy (IfW Kiel).
    66. Tamás Mizik & Lajos Nagy & Zoltán Gabnai & Attila Bai, 2020. "The Major Driving Forces of the EU and US Ethanol Markets with Special Attention Paid to the COVID-19 Pandemic," Energies, MDPI, vol. 13(21), pages 1-22, October.
    67. Zhan-Ming Chen & Liyuan Wang & Xiao-Bing Zhang & Xinye Zheng, 2019. "The Co-Movement and Asymmetry between Energy and Grain Prices: Evidence from the Crude Oil and Corn Markets," Energies, MDPI, vol. 12(7), pages 1-18, April.
    68. Jiang, Jingze & Marsh, Thomas L. & Tozer, Peter R., 2015. "Policy induced price volatility transmission: Linking the U.S. crude oil, corn and plastics markets," Energy Economics, Elsevier, vol. 52(PA), pages 217-227.
    69. Shuai Liu & Dingyu Liu & Sibo Ge, 2024. "Impact of external shocks on international corn price fluctuations," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 70(1), pages 1-11.
    70. Serra, Teresa, 2012. "Biofuel-related price volatility literature: a review and new approaches," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil 126057, International Association of Agricultural Economists.
    71. Ladislav Kristoufek & Karel Janda & David Zilberman, 2015. "Co-movements of Ethanol Related Prices: Evidence from Brazil and the USA," CAMA Working Papers 2015-11, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    72. Siami-Namini, Sima & Hudson, Darren, 2017. "Volatility Spillover Between Oil Prices, Us Dollar Exchange Rates And International Agricultural Commodities Prices," 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama 252845, Southern Agricultural Economics Association.
    73. Giray GOZGOR & Cahit MEMIS, 2015. "Price volatility spillovers among agricultural commodity and crude oil markets: Evidence from the range-based estimator," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 61(5), pages 214-221.
    74. Guo, Jin & Tanaka, Tetsuji, 2022. "Do biofuel production and financial speculation in agricultural commodities influence African food prices? New evidence from a TVP-VAR extended joint connectedness approach," Energy Economics, Elsevier, vol. 116(C).
    75. José César Cruz Junior & Daniel H D Capitani & Rodrigo L F Silveira, 2018. "The effect of Brazilian corn and soybean crop expansion on price and volatility transmission," Economics Bulletin, AccessEcon, vol. 38(4), pages 2273-2283.
    76. Anthony N. Rezitis & Panagiotis Andrikopoulos & Theodoros Daglis, 2024. "Assessing the asymmetric volatility linkages of energy and agricultural commodity futures during low and high volatility regimes," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(3), pages 451-483, March.

  20. Fabio Mattos & Philip Garcia, 2012. "Measuring the degree to which probability weighting affects risk-taking Behavior in financial decisions," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 1(2), pages 1-1.

    Cited by:

    1. Joshua D. Woodard & Leslie Verteramo Chiu & Gabriel Power & Dmitry Vedenov & Steven Klose, 2017. "Factors Affecting Changes in Managerial Decisions," Agribusiness, John Wiley & Sons, Ltd., vol. 33(3), pages 443-465, June.

  21. Julieta Frank & Philip Garcia, 2011. "Measuring the cost of liquidity in agricultural futures markets: Conventional and Bayesian approaches," Agricultural Economics, International Association of Agricultural Economists, vol. 42, pages 131-140, November.
    See citations under working paper version above.
  22. Evelyn V. Colino & Scott H. Irwin & Philip Garcia, 2011. "Improving the accuracy of outlook price forecasts," Agricultural Economics, International Association of Agricultural Economists, vol. 42(3), pages 357-371, May.

    Cited by:

    1. Frank Davenport & Chris Funk, 2015. "Using time series structural characteristics to analyze grain prices in food insecure countries," Food Security: The Science, Sociology and Economics of Food Production and Access to Food, Springer;The International Society for Plant Pathology, vol. 7(5), pages 1055-1070, October.
    2. Liwen Ling & Dabin Zhang & Shanying Chen & Amin W. Mugera, 2020. "Can online search data improve the forecast accuracy of pork price in China?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(4), pages 671-686, July.
    3. Xiaojie Xu, 2020. "Corn Cash Price Forecasting," American Journal of Agricultural Economics, John Wiley & Sons, vol. 102(4), pages 1297-1320, August.
    4. Andres Trujillo-Barrera & Philip Garcia & Mindy L Mallory, 2018. "Short-term price density forecasts in the lean hog futures market," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 45(1), pages 121-142.
    5. Colino, Evelyn V. & Irwin, Scott H. & Garcia, Philip & Etienne, Xiaoli, 2012. "Composite and Outlook Forecast Accuracy," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 37(2), pages 1-19, August.
    6. Hansen, Bjørn Gunnar & Li, Yushu, 2015. "Future world market prices of milk and feed looking into the crystal ball," Discussion Papers 2015/17, Norwegian School of Economics, Department of Business and Management Science.

  23. Brittain, Lee & Garcia, Philip & Irwin, Scott H., 2011. "Live and Feeder Cattle Options Markets: Returns, Risk, and Volatility Forecasting," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 36(1), pages 1-20, April.
    See citations under working paper version above.
  24. Scott H. Irwin & Philip Garcia & Darrel L. Good & Eugene L. Kunda, 2011. "Spreads and Non-Convergence in Chicago Board of Trade Corn, Soybean, and Wheat Futures: Are Index Funds to Blame?," Applied Economic Perspectives and Policy, Agricultural and Applied Economics Association, vol. 33(1), pages 116-142.

    Cited by:

    1. Taylor, Mykel & Tonsor, Glynn & Dhuyvetter, Kevin, 2014. "Structural Change in Forward Contracting Costs for Kansas Wheat," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 39(2), pages 1-13.
    2. Kevin Guo & Tim Leung, 2016. "Understanding the Non-Convergence of Agricultural Futures via Stochastic Storage Costs and Timing Options," Papers 1610.09403, arXiv.org, revised Apr 2017.
    3. Carlotta Penone & Elisa Giampietri & Samuele Trestini, 2022. "Futures–spot price transmission in EU corn markets," Agribusiness, John Wiley & Sons, Ltd., vol. 38(3), pages 679-709, July.
    4. Stephanie-Carolin Grosche, 2014. "What Does Granger Causality Prove? A Critical Examination of the Interpretation of Granger Causality Results on Price Effects of Index Trading in Agricultural Commodity Markets," Journal of Agricultural Economics, Wiley Blackwell, vol. 65(2), pages 279-302, June.
    5. van Huellen, Sophie, 2019. "Price discovery in commodity futures and cash markets with heterogeneous agents," Journal of International Money and Finance, Elsevier, vol. 95(C), pages 1-13.
    6. Jean Loic Begue Turon & Jean Cordier & Sandrine Hallot & Jean Baptiste Plasmans & David Weiller, 2016. "Utilisation des marchés à terme par les acteurs commerciaux exposés à la volatilité des marchés de grains et du sucre," Working Papers hal-02068381, HAL.
    7. Onel, Gulcan & Karali, Berna, 2014. "Relative Performance of Semi-Parametric Nonlinear Models in Forecasting Basis," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 169795, Agricultural and Applied Economics Association.
    8. Sophie van Huellen, 2018. "How financial investment distorts food prices: evidence from U.S. grain markets," Agricultural Economics, International Association of Agricultural Economists, vol. 49(2), pages 171-181, March.
    9. Irwin, Scott H., 2020. "Trilogy for troubleshooting convergence: Manipulation, structural imbalance, and storage rates," Journal of Commodity Markets, Elsevier, vol. 17(C).
    10. van Huellen, Sophie, 2020. "Too much of a good thing? Speculative effects on commodity futures curves," Journal of Financial Markets, Elsevier, vol. 47(C).
    11. Osama Ahmed, 2021. "Assessing the Current Situation of the World Wheat Market Leadership: Using the Semi-Parametric Approach," Mathematics, MDPI, vol. 9(2), pages 1-21, January.
    12. Sean Field, 2016. "The financialization of food and the 2008–2011 food price spikes," Environment and Planning A, , vol. 48(11), pages 2272-2290, November.
    13. Wimmer, Thomas & Geyer-Klingeberg, Jerome & Hütter, Marie & Schmid, Florian & Rathgeber, Andreas, 2021. "The impact of speculation on commodity prices: A Meta-Granger analysis," Journal of Commodity Markets, Elsevier, vol. 22(C).
    14. Seok, Juheon & Brorsen, B. Wade & Li, Weiping, 2013. "Calendar Spread Options for Storable Commodities," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150294, Agricultural and Applied Economics Association.
    15. Bahman Angoshtari & Tim Leung, 2018. "Optimal Dynamic Basis Trading," Papers 1809.05961, arXiv.org, revised May 2019.
    16. Sophie van Huellen, 2013. "Price Non-Convergence in Commodities: A Case Study of the Wheat Conundrum," Working Papers 185, Department of Economics, SOAS University of London, UK.
    17. Bekkerman, Anton & Brester, Gary W. & Taylor, Mykel, 2016. "Forecasting a Moving Target: The Roles of Quality and Timing for Determining Northern U.S. Wheat Basis," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 41(1), pages 1-17, January.
    18. Anton Bekkerman & Thomas Gumbley & Gary W. Brester, 2021. "The Impacts of Biofuel Policies on Spatial and Vertical Price Relationships in the US Fertilizer Industry," Applied Economic Perspectives and Policy, John Wiley & Sons, vol. 43(2), pages 802-822, June.
    19. Minnix, Luke A. & Yeager, Elizabeth A., 2019. "Kansas Wheat Basis Expectations During Periods of Nonconvergence," Journal of the ASFMRA, American Society of Farm Managers and Rural Appraisers, vol. 2019.
    20. Haase, Marco & Seiler Zimmermann, Yvonne & Zimmermann, Heinz, 2016. "The impact of speculation on commodity futures markets – A review of the findings of 100 empirical studies," Journal of Commodity Markets, Elsevier, vol. 3(1), pages 1-15.
    21. Xiaojie Xu, 2018. "Cointegration and price discovery in US corn cash and futures markets," Empirical Economics, Springer, vol. 55(4), pages 1889-1923, December.
    22. Anton Bekkerman & Mykel Taylor, 2020. "The Role of Spatial Density and Technological Investment on Optimal Pricing Strategies in the Grain Handling Industry," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 57(1), pages 27-58, August.
    23. Zhige Wu & Alex Maynard & Alfons Weersink & Getu Hailu, 2018. "Asymmetric spot‐futures price adjustments in grain markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(12), pages 1549-1564, December.
    24. Goswami, Alankrita & Adjemian, Michael K. & Karali, Berna, 2022. "The impact of futures contract storage rate policy on convergence expectations in domestic commodity markets," Food Policy, Elsevier, vol. 111(C).
    25. Etienne, Xiaoli L. & Farhangdoost, Sara & Hoffman, Linwood A. & Adam, Brian D., 2023. "Forecasting the U.S. season-average farm price of corn: Derivation of an alternative futures-based forecasting model," Journal of Commodity Markets, Elsevier, vol. 30(C).
    26. Ahmed, Osama, 2021. "Assessing the current situation of the world wheat market leadership: Using the semi-parametric approach," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 9(2).
    27. Adjemian, Michael K. & Garcia, Philip & Irwin, Scott & Smith, Aaron, 2013. "Non-Convergence in Domestic Commodity Futures Markets: Causes, Consequences, and Remedies," Economic Information Bulletin 155381, United States Department of Agriculture, Economic Research Service.

  25. Julieta Frank & Philip Garcia, 2010. "Bid-Ask Spreads, Volume, and Volatility: Evidence from Livestock Markets," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 93(1), pages 209-225.
    See citations under working paper version above.
  26. Joost M. E. Pennings & Philip Garcia, 2010. "Risk And Hedging Behavior: The Role And Determinants Of Latent Heterogeneity," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 33(4), pages 373-401, December.

    Cited by:

    1. Cardak, Buly A. & Martin, Vance L., 2023. "Household willingness to take financial risk: Stockmarket movements and life‐cycle effects," Journal of Banking & Finance, Elsevier, vol. 149(C).
    2. Narayan, Paresh Kumar & Narayan, Seema & Popp, Stephan & D'Rosario, Michael, 2011. "Share price clustering in Mexico," International Review of Financial Analysis, Elsevier, vol. 20(2), pages 113-119, April.
    3. Javier Garcia-Verdugo & Meliyara Sirex Consuegra, 2013. "Estimating functional efficiency in energy futures markets," Economics and Business Letters, Oviedo University Press, vol. 2(3), pages 105-115.

  27. Dorfman, Jeffrey H. & Pennings, Joost M.E. & Garcia, Philip, 2010. "Is Hedging a Habit? Hedging Ratio Determination of Cotton Producers," Journal of Agribusiness, Agricultural Economics Association of Georgia, vol. 28(1), pages 1-18.

    Cited by:

    1. Dorfman, Jeffrey H. & Karali, Berna, 2008. "Do Farmers Hedge Optimally or by Habit? A Bayesian Partial-Adjustment Model of Farmer Hedging," 2008 Conference, April 21-22, 2008, St. Louis, Missouri 37596, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    2. Carrer, Marcelo José & Silveira, Rodrigo Lanna F. & Meirelles De Souza Filho, Hildo, 2017. "Citrus Producers' Choice of Price Risk Management Tools," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258352, Agricultural and Applied Economics Association.

  28. Nikos Kalogeras & Joost M.E. Pennings & Ivo. A. van der Lans & Philip Garcia & Gert van Dijk, 2009. "Understanding heterogeneous preferences of cooperative members," Agribusiness, John Wiley & Sons, Ltd., vol. 25(1), pages 90-111.

    Cited by:

    1. Ourania Tremma & Achilleas Kontogeorgos & Philippos Karipidis & Fotios Chatzitheodoridis, 2021. "Mapping the Market Segments for the Consumers of Greek Cooperative Food Products," Sustainability, MDPI, vol. 13(7), pages 1-20, March.
    2. María Jesús Segovia‐Vargas & I. Marta Miranda‐García & Freddy Alejandro Oquendo‐Torres, 2023. "Sustainable finance: The role of savings and credit cooperatives in Ecuador," Annals of Public and Cooperative Economics, Wiley Blackwell, vol. 94(3), pages 951-980, September.
    3. Aristotelis Batzios & Achilleas Kontogeorgos & Fotios Chatzitheodoridis & Panagiota Sergaki, 2021. "What Makes Producers Participate in Marketing Cooperatives? The Northern Greece Case," Sustainability, MDPI, vol. 13(4), pages 1-15, February.
    4. Julia Hohler & Rainer Kuhl, 2014. "Position and Performance of Farmer Cooperatives in the Food supply Chain of the EU-27," Annals of Public and Cooperative Economics, Wiley Blackwell, vol. 85(4), pages 579-595, December.
    5. Charalampia N. Anastasiou & Kiriaki M. Keramitsoglou & Nikos Kalogeras & Maria I. Tsagkaraki & Ioanna Kalatzi & Konstantinos P. Tsagarakis, 2017. "Can the “Euro-Leaf” Logo Affect Consumers’ Willingness-To-Buy and Willingness-To-Pay for Organic Food and Attract Consumers’ Preferences? An Empirical Study in Greece," Sustainability, MDPI, vol. 9(8), pages 1-17, August.
    6. Hao, Jinghui & Heerink, Nico & Heijman, Wim & Bijman, Jos, 2017. "Cooperatives Membership And Smallholder Farmers’ Welfare - Evidence From Shaanxi And Shandong Provinces, China," 2017 International Congress, August 28-September 1, 2017, Parma, Italy 260914, European Association of Agricultural Economists.
    7. Marcos Matás, Gustavo & Hernández Espallardo, Miguel & Arcas-Lario, Narciso, 2014. "La disposición a invertir en cooperativas agroalimentarias: el papel de la heterogeneidad y el oportunismo de los socios," Economia Agraria y Recursos Naturales, Spanish Association of Agricultural Economists, vol. 14(01), pages 1-19, June.
    8. Shaoze Jin & Xiangping Jia & Harvey S. James, 2021. "Risk attitudes within farmer cooperative organizations: Evidence from China's fresh apple industry," Annals of Public and Cooperative Economics, Wiley Blackwell, vol. 92(2), pages 173-205, June.
    9. Mateos-Ronco, Alicia & Guzman-Asuncion, Sandra, 2018. "Determinants of financing decisions and management implications: evidence from Spanish agricultural cooperatives," International Food and Agribusiness Management Review, International Food and Agribusiness Management Association, vol. 21(6), July.
    10. Höhler Julia, 2017. "Heterogenität von Mitgliederstrukturen als Herausforderung für Genossenschaften im Agribusiness," Zeitschrift für das gesamte Genossenschaftswesen, De Gruyter, vol. 67(1), pages 21-35, March.
    11. Achilleas Kontogeorgos & Panagiota Sergaki & Anastasia Kosma & Vassiliki Semou, 2018. "Organizational Models for Agricultural Cooperatives: Empirical Evidence for their Performance," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 9(4), pages 1123-1137, December.
    12. Hao, Jinghui & Bijman, Jos & Gardebroek, Cornelis & Heerink, Nico & Heijman, Wim & Huo, Xuexi, 2018. "Cooperative membership and farmers’ choice of marketing channels – Evidence from apple farmers in Shaanxi and Shandong Provinces, China," Food Policy, Elsevier, vol. 74(C), pages 53-64.
    13. Hellberg-Bahr, Anneke & Steffen, Nina & Spiller, Achim, 2011. "Unternehmensstrategische Defizite in Genossenschaftsmolkereien: Eine mitgliederbasierte Fallstudie," 51st Annual Conference, Halle, Germany, September 28-30, 2011 114496, German Association of Agricultural Economists (GEWISOLA).
    14. Theo Benos & Nikos Kalogeras & Frans J.H.M. Verhees & Panagiota Sergaki & Joost M.E. Pennings, 2016. "Cooperatives’ Organizational Restructuring, Strategic Attributes, and Performance: The Case of Agribusiness Cooperatives in Greece," Agribusiness, John Wiley & Sons, Ltd., vol. 32(1), pages 127-150, January.
    15. Hellberg-Bahr, A. & Steffen, N. & Spiller, A., 2012. "Unternehmensstrategie Defizite in Genossenschaftsmolkereien: Eine mitgliederbasierte Fallstudie," Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.”, German Association of Agricultural Economists (GEWISOLA), vol. 47, March.
    16. Michael L. Cook, 2018. "A Life Cycle Explanation of Cooperative Longevity," Sustainability, MDPI, vol. 10(5), pages 1-20, May.
    17. Theo Benos & Nikos Kalogeras & Martin Wetzels & Ko De Ruyter & Joost M. E. Pennings, 2018. "Harnessing a ‘Currency Matrix’ for Performance Measurement in Cooperatives: A Multi-Phased Study," Sustainability, MDPI, vol. 10(12), pages 1-38, December.
    18. Julia HÖHLER & Rainer KÜHL, 2018. "Dimensions Of Member Heterogeneity In Cooperatives And Their Impact On Organization – A Literature Review," Annals of Public and Cooperative Economics, Wiley Blackwell, vol. 89(4), pages 697-712, December.
    19. Kalogeras, Nikos & Pennings, Joost M.E., 2013. "Marketing Cooperatives' Equity Sources: An Empirical Study," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150701, Agricultural and Applied Economics Association.

  29. J. Frank & P. Garcia, 2009. "Time-varying risk premium: further evidence in agricultural futures markets," Applied Economics, Taylor & Francis Journals, vol. 41(6), pages 715-725.
    See citations under working paper version above.
  30. Franken, Jason R.V. & Pennings, Joost M.E. & Garcia, Philip, 2009. "Do Transaction Costs and Risk Preferences Influence Marketing Arrangements in the Illinois Hog Industry?," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 34(2), pages 1-19, August.
    See citations under working paper version above.
  31. Minkyoung Kim & Philip Garcia & Raymond Leuthold, 2009. "Managing price risks using and local polynomial kernel forecasts," Applied Economics, Taylor & Francis Journals, vol. 41(23), pages 3015-3026.

    Cited by:

    1. Fernandez-Perez, Adrian & Frijns, Bart & Gafiatullina, Ilnara & Tourani-Rad, Alireza, 2022. "Profit margin hedging in the New Zealand dairy farming industry," Journal of Commodity Markets, Elsevier, vol. 26(C).

  32. Joost M.E. Pennings & Philip Garcia, 2009. "The informational content of the shape of utility functions: financial strategic behavior," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 30(2), pages 83-90.

    Cited by:

    1. Zhonghua Huang & Xuejun Du, 2022. "Does air pollution affect investor cognition and land valuation? Evidence from the Chinese land market," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 50(2), pages 593-613, June.
    2. Ghaderi, Mohammad & Kadziński, Miłosz, 2021. "Incorporating uncovered structural patterns in value functions construction," Omega, Elsevier, vol. 99(C).
    3. Domma, Filippo & Condino, Francesca, 2014. "A new class of distribution functions for lifetime data," Reliability Engineering and System Safety, Elsevier, vol. 129(C), pages 36-45.
    4. Levy, Tamir & Yagil, Joseph, 2011. "Air pollution and stock returns in the US," Journal of Economic Psychology, Elsevier, vol. 32(3), pages 374-383, June.
    5. Kavitha Ranganathan, 2018. "Does Global Shapes Of Utility Functions Matter For Investment Decisions?," Bulletin of Economic Research, Wiley Blackwell, vol. 70(4), pages 341-361, October.
    6. Mohammad Ghaderi & Milosz Kadzinsky, 2019. "Accounting for structural patterns in construction of value functions: a convex optimization approach," Economics Working Papers 1634, Department of Economics and Business, Universitat Pompeu Fabra.
    7. Kadziński, Miłosz & Ghaderi, Mohammad & Dąbrowski, Maciej, 2020. "Contingent preference disaggregation model for multiple criteria sorting problem," European Journal of Operational Research, Elsevier, vol. 281(2), pages 369-387.
    8. Mariana Sedliačiková & Patrik Aláč & Mária Moresová, 2020. "How Behavioral Aspects Influence the Sustainable Financial Decisions of Shareholders: An Empirical Study and Proposal for a Relevant Decision-Making Concept," Sustainability, MDPI, vol. 12(12), pages 1-18, June.
    9. Leoneti, Alexandre Bevilacqua & Gomes, Luiz Flavio Autran Monteiro, 2021. "A novel version of the TODIM method based on the exponential model of prospect theory: The ExpTODIM method," European Journal of Operational Research, Elsevier, vol. 295(3), pages 1042-1055.
    10. Leoneti, Alexandre Bevilacqua & Gomes, Luiz Flavio Autran Monteiro, 2021. "Modeling multicriteria group decision making as games from enhanced pairwise comparisons," Operations Research Perspectives, Elsevier, vol. 8(C).

  33. Franken, Jason R.V. & Garcia, Philip & Irwin, Scott H., 2009. "Is Storage at a Loss Merely an Illusion of Spatial Aggregation?," Journal of Agribusiness, Agricultural Economics Association of Georgia, vol. 27(1-2), pages 1-20.

    Cited by:

    1. Seok, Juheon & Brorsen, B. Wade & Li, Weiping, 2013. "Calendar Spread Options for Storable Commodities," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150294, Agricultural and Applied Economics Association.
    2. Colin A. Carter & Gordon C. Rausser & Aaron Smith, 2011. "Commodity Booms and Busts," Annual Review of Resource Economics, Annual Reviews, vol. 3(1), pages 87-118, October.

  34. Mattos, Fabio & Garcia, Philip & Nelson, Carl, 2008. "Relaxing standard hedging assumptions in the presence of downside risk," The Quarterly Review of Economics and Finance, Elsevier, vol. 48(1), pages 78-93, February.
    See citations under working paper version above.
  35. Joshua D. Woodard & Philip Garcia, 2008. "Basis risk and weather hedging effectiveness," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 68(1), pages 99-117, May.
    See citations under working paper version above.
  36. Frank, Julieta & Garcia, Philip & Irwin, Scott H., 2008. "To What Surprises Do Hog Futures Markets Respond?," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 40(1), pages 73-87, April.
    See citations under working paper version above.
  37. Irwin, Scott H. & Garcia, Philip & Good, Darrel L. & Kunda, Eugene L., 2008. "Recent Convergence Performance of CBOT Corn, Soybean, and Wheat Futures Contracts," Choices: The Magazine of Food, Farm, and Resource Issues, Agricultural and Applied Economics Association, vol. 23(2), pages 1-6.

    Cited by:

    1. Jean Loic Begue Turon & Jean Cordier & Sandrine Hallot & Jean Baptiste Plasmans & David Weiller, 2016. "Utilisation des marchés à terme par les acteurs commerciaux exposés à la volatilité des marchés de grains et du sucre," Working Papers hal-02068381, HAL.
    2. Power, Gabriel J. & Robinson, John R.C., 2009. "Cotton Futures Dynamics: Structural Change, Index Traders and the Returns to Storage," 2009 Conference, April 20-21, 2009, St. Louis, Missouri 53044, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    3. Cooke, Bryce & Robles, Miguel, 2009. "Recent food prices movements: A time series analysis," IFPRI discussion papers 942, International Food Policy Research Institute (IFPRI).
    4. Karali, Berna & McNew, Kevin & Thurman, Walter N., 2018. "Price Discovery and the Basis Effects of Failures to Converge in Soft RedWinter Wheat Futures Markets," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 43(1), January.
    5. Adjemian, Michael K. & Kuethe, Todd H. & Kunda, Eugene L., 2010. "The Inconvenience Cost: A Portfolio Approach to Non-Convergence Between Cash and Futures Prices," 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado 61040, Agricultural and Applied Economics Association.
    6. Zhige Wu & Alex Maynard & Alfons Weersink & Getu Hailu, 2018. "Asymmetric spot‐futures price adjustments in grain markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(12), pages 1549-1564, December.
    7. Irwin, Scott H. & Garcia, Philip & Good, Darrel L. & Kunda, Eugene L., 2009. "Poor Convergence Performance of CBOT Corn, Soybean and Wheat Futures Contracts: Causes and Solutions," Marketing and Outlook Research Reports 183475, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics.

  38. Joost M.E. Pennings & Olga Isengildina-Massa & Scott H. Irwin & Philip Garcia & Darrel L. Good, 2008. "Producers' complex risk management choices," Agribusiness, John Wiley & Sons, Ltd., vol. 24(1), pages 31-54.

    Cited by:

    1. Loughrey, Jason & Thorne, Fiona & Hennessy, Thia, 2015. "The Direct Impact of Risk Management Tools on Farm Income: The Case of Irelands Spring Barley Producers," 89th Annual Conference, April 13-15, 2015, Warwick University, Coventry, UK 204228, Agricultural Economics Society.
    2. Muhammad Amjed Iqbal & Azhar Abbas & Syed Asif Ali Naqvi & Muhammad Rizwan & Abdus Samie & Umar Ijaz Ahmed, 2020. "Drivers of Farm Households’ Perceived Risk Sources and Factors Affecting Uptake of Mitigation Strategies in Punjab Pakistan: Implications for Sustainable Agriculture," Sustainability, MDPI, vol. 12(23), pages 1-17, November.
    3. Aymeric Ricome & Arnaud Reynaud, 2022. "Marketing contract choices in agriculture: The role of price expectation and price risk management," Agricultural Economics, International Association of Agricultural Economists, vol. 53(1), pages 170-186, January.
    4. Frasa, Stefanie & Carlberg, Jared & Hogan, Robert, 2015. "Use of Contracts by Prairie Agricultural Producers," Working Papers 232328, Structure and Performance of Agriculture and Agri-products Industry (SPAA).
    5. Larsen, Ryan A. & Vedenov, Dmitry V. & Leatham, David J., 2009. "Enterprise-level risk assessment of geographically diversified commercial farms: a copula approach," 2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia 46763, Southern Agricultural Economics Association.
    6. Leppälä, Jarkko & Rautiainen, Risto & Kauranen, Ilkka, 2015. "Analysis of risk management tools applicable in managing farm risks: A literature review," International Journal of Agricultural Management, Institute of Agricultural Management, vol. 4(3), April.
    7. Mbonane, Nobuhle Duduzile, 2018. "An analysis of farmers’ preferences for crop insurance: a case of maize farmers in Swaziland," Research Theses 334771, Collaborative Masters Program in Agricultural and Applied Economics.
    8. Hoffmann, A.O.I. & Pennings, J.M.E., 2008. "Shareholder activism and the role of marketing: a framework for analyzing and managing investor relations," Research Memorandum 007, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    9. Nchanji, Eileen Bogweh & Nchanji, Yvonne Kiki, 2022. "Urban farmers coping strategies in the wake of urbanization and changing market in Tamale, Northern Ghana," Land Use Policy, Elsevier, vol. 121(C).
    10. Caroline Roussy & Aude Ridier & Karim Chaib & Marie Boyet, 2018. "Marketing contracts and risk management for cereal producers," Agribusiness, John Wiley & Sons, Ltd., vol. 34(3), pages 616-630, June.
    11. Jason Loughrey & Fiona Thorne & Thia Hennessy, 2016. "A Microsimulation Model for Risk in Irish Tillage Farming," International Journal of Microsimulation, International Microsimulation Association, vol. 9(2), pages 41-76.

  39. Sanders, Dwight R. & Garcia, Philip & Manfredo, Mark R., 2008. "Information Content in Deferred Futures Prices: Live Cattle and Hogs," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 33(1), pages 1-12, April.
    See citations under working paper version above.
  40. Woodard, Joshua D. & Garcia, Philip, 2008. "Weather Derivatives, Spatial Aggregation, and Systemic Risk: Implications for Reinsurance Hedging," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 33(1), pages 1-18, April.

    Cited by:

    1. Tappi, Marco & Nardone, Gianluca & Santeramo, Fabio, 2022. "On the relationships among durum wheat yields and weather conditions: evidence from Apulia region, Southern Italy," MPRA Paper 112888, University Library of Munich, Germany.
    2. Chung, Wonho, 2013. "Reducing the Social Cost of Federal Crop Insurance: A Role for US Government Hedging with Weather Derivatives," Journal of Rural Development/Nongchon-Gyeongje, Korea Rural Economic Institute, vol. 36(2), pages 1-26, August.
    3. Hongyun Han & Ye Jiang, 2019. "Systemic Risks of Climate Events and Households’ Participation in Mariculture Mutual Insurance: A Case Study of Shrimp Producers in Zhejiang Province," Sustainability, MDPI, vol. 11(4), pages 1-24, February.
    4. Woodard, Joshua D. & Chiu Verteramo, Leslie & Miller, Alyssa P., 2015. "Adaptation of U.S. Agricultural Production to Drought and Climate Change," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205903, Agricultural and Applied Economics Association.
    5. Hennessy, David A., 2011. "Modeling Stochastic Crop Yield Expectations with a Limiting Beta Distribution," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 36(1), pages 1-15, April.
    6. Raucci, Gian Lucca & Silveira, Rodrigo Lanna F. & Capitani, Daniel H D, 2018. "Development Of Weather Derivatives: Evidence From Brazilian Soybean Market," 2018 Annual Meeting, August 5-7, Washington, D.C. 274105, Agricultural and Applied Economics Association.
    7. Robert Finger, 2010. "Revisiting the Evaluation of Robust Regression Techniques for Crop Yield Data Detrending," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 92(1), pages 205-211.
    8. Gong, Xuche & Feng, Hongli & Hennessy, David A., 2018. "Systemic Risk, Geography and Area Insurance," 2018 Annual Meeting, August 5-7, Washington, D.C. 274479, Agricultural and Applied Economics Association.
    9. Ozaki, Vitor & Campos, Rogério, 2017. "Reduzindo a Incerteza no Mercado de Seguros: Uma Abordagem via Informações de Sensoriamento Remoto e Atuária," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 71(4), December.
    10. Li, Hong & Porth, Lysa & Tan, Ken Seng & Zhu, Wenjun, 2021. "Improved index insurance design and yield estimation using a dynamic factor forecasting approach," Insurance: Mathematics and Economics, Elsevier, vol. 96(C), pages 208-221.
    11. Gülpınar, Nalân & Çanakoḡlu, Ethem, 2017. "Robust portfolio selection problem under temperature uncertainty," European Journal of Operational Research, Elsevier, vol. 256(2), pages 500-523.

  41. Mattos, Fabio & Garcia, Philip & Pennings, Joost M.E., 2008. "Probability weighting and loss aversion in futures hedging," Journal of Financial Markets, Elsevier, vol. 11(4), pages 433-452, November.

    Cited by:

    1. Aymeric Ricome & Karim Chaïb & Aude Ridier & Charilaos Kephaliacos & Françoise Carpy-Goulard, 2016. "The Role of Marketing Contracts in the Adoption of Low-Input Production Practices in the Presence of Income Supports: An Application in Southwestern France," Post-Print hal-01525411, HAL.
    2. Alexander, Carol & Deng, Jun & Zou, Bin, 2023. "Hedging with automatic liquidation and leverage selection on bitcoin futures," European Journal of Operational Research, Elsevier, vol. 306(1), pages 478-493.
    3. Jacobs, Keri & Li, Ziran & Hayes, Dermot, 2016. "Price responses in forward contracting: do we limit the upside and expose the downside?," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235539, Agricultural and Applied Economics Association.
    4. Ching-Ping Wang & Hung-Hsi Huang, 2012. "Optimal insurance contract and coverage levels under loss aversion utility preference," Quantitative Finance, Taylor & Francis Journals, vol. 12(10), pages 1615-1628, October.
    5. Su, EnDer, 2017. "Stock index hedging using a trend and volatility regime-switching model involving hedging cost," International Review of Economics & Finance, Elsevier, vol. 47(C), pages 233-254.
    6. Golo-Friedrich Bauermeister & Daniel Hermann & Oliver Musshoff, 2018. "Consistency of determined risk attitudes and probability weightings across different elicitation methods," Theory and Decision, Springer, vol. 84(4), pages 627-644, June.
    7. Mattos, Fabio & Garcia, Philip, 2009. "The Effect of Prior Gains and Losses on Current Risk-Taking Using Quantile Regression," 2009 Conference, April 20-21, 2009, St. Louis, Missouri 53035, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.

  42. Thorsten M. Egelkraut & Philip Garcia & Bruce J. Sherrick, 2007. "The Term Structure of Implied Forward Volatility: Recovery and Informational Content in the Corn Options Market," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 89(1), pages 1-11.
    See citations under working paper version above.
  43. Mahmut Yasar & Philip Garcia & Carl Nelson & Roderick Rejesus, 2007. "Is there Evidence of Learning-by-Exporting in Turkish Manufacturing Industries?," International Review of Applied Economics, Taylor & Francis Journals, vol. 21(2), pages 293-305.

    Cited by:

    1. Basak Dalgic & Burcu Fazlioglu & Deniz Karaoglan, 2014. "Entry to Foreign Markets and Productivity: Evidence from a Matched Sample of Turkish Manufacturing Firms," ERC Working Papers 1403, ERC - Economic Research Center, Middle East Technical University, revised May 2014.
    2. Anna Maria Ferragina & Fernanda Mazzotta & Erol Taymaz & Kamil Yilmaz, 2013. "The Impact Of Fdi On Firm Survival And Employment: A Comparative Analysis For Turkey And Italy," ERSA conference papers ersa13p1211, European Regional Science Association.
    3. Gezici Armağan & Orhangazi Özgür & Yalçın Cihan, 2018. "Exports and Financing Constraints Evidence from Turkey," Review of Middle East Economics and Finance, De Gruyter, vol. 14(1), pages 1-11, April.
    4. Marco Di Cintio & Emanuele Grassi & Claudio Petti, 2022. "Import, Export and Trade Intermediaries: What Matters the Most?," International Business Research, Canadian Center of Science and Education, vol. 15(4), pages 1-18, April.
    5. Bruno Merlevede & Matthijs De Zwaan & Karolien Lenaerts & Victoria Purice, 2015. "Multinational Networks, Domestic,and Foreign Firms in Europe," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 15/900, Ghent University, Faculty of Economics and Business Administration.
    6. Tomasz Serwach, 2012. "Why Learning by Exporting May Not Be As Common As You Think and What It Means for Policy," International Journal of Management, Knowledge and Learning, International School for Social and Business Studies, Celje, Slovenia, vol. 1(2), pages 157-172.

  44. Thorsten Egelkraut & Philip Garcia, 2007. "Predicting S&P 500 volatility for intermediate time horizons using implied forward volatility," Applied Economics Letters, Taylor & Francis Journals, vol. 15(1), pages 31-34.

    Cited by:

    1. Jian Chen & Xiaoquan Liu, 2010. "The model-free measures and the volatility spread," Applied Economics Letters, Taylor & Francis Journals, vol. 17(18), pages 1829-1833.

  45. Thorsten Egelkraut & Philip Garcia & Bruce Sherrick, 2007. "Options-based forecasts of futures prices in the presence of limit moves," Applied Economics, Taylor & Francis Journals, vol. 39(2), pages 145-152.
    See citations under working paper version above.
  46. Egelkraut, Thorsten M. & Garcia, Philip, 2006. "Intermediate Volatility Forecasts Using Implied Forward Volatility: The Performance of Selected Agricultural Commodity Options," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 31(3), pages 1-21, December.
    See citations under working paper version above.
  47. Pennings, Joost M.E. & Garcia, Philip, 2005. "The poverty challenge: How individual decision-making behavior influences poverty," Economics Letters, Elsevier, vol. 88(1), pages 115-119, July.

    Cited by:

    1. Joost Pennings & Philip Garcia & Eligius Hendrix, 2005. "Towards a Theory of Revealed Economic Behavior: The Economic-Neurosciences Interface," Journal of Bioeconomics, Springer, vol. 7(2), pages 113-127, January.
    2. Kimmitt, Jonathan & Muñoz, Pablo & Newbery, Robert, 2020. "Poverty and the varieties of entrepreneurship in the pursuit of prosperity," Journal of Business Venturing, Elsevier, vol. 35(4).
    3. Molla Alemayehu & Joost Beuving & Ruerd Ruben, 2019. "Disentangling Poor Smallholder Farmers’ Risk Preferences and Time Horizons: Evidence from a Field Experiment in Ethiopia," The European Journal of Development Research, Palgrave Macmillan;European Association of Development Research and Training Institutes (EADI), vol. 31(3), pages 558-580, July.

  48. Bullock, David S. & Garcia, Philip & Shin, Kie-Yup, 2005. "Measuring producer welfare under output price uncertainty and risk non-neutrality," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 49(1), pages 1-21.

    Cited by:

    1. Czyżewski, Bazyli, 2016. "Political Rents of European Farmers in the Sustainable Development Paradigm. International, national and regional perspective," MPRA Paper 74253, University Library of Munich, Germany.
    2. David S. Bullock & Philip Garcia & Kie‐Yup Shin, 2005. "Measuring producer welfare under output price uncertainty and risk non‐neutrality," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 49(1), pages 1-21, March.
    3. Elie Appelbaum, 1996. "Import Price Uncertainty and the Distribution of Income," Working Papers 1996_10, York University, Department of Economics.
    4. Czyżewski, Andrzej & Grochowska, Reanata & Józwiak, Wojciech & Kosior, Katarzyna & Kułyk, Piotr & Mirkowska, Zofia, 2014. "Development trends in agricultural sector and policies − challenges for the future (Synthesis)," Multiannual Program Reports 206066, Institute of Agricultural and Food Economics - National Research Institute (IAFE-NRI).

  49. Philip Garcia, 2004. "A selected review of agricultural commodity futures and options markets," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 31(3), pages 235-272, September.

    Cited by:

    1. Sibanjan Mishra, 2019. "Testing Martingale Hypothesis Using Variance Ratio Tests: Evidence from High-frequency Data of NCDEX Soya Bean Futures," Global Business Review, International Management Institute, vol. 20(6), pages 1407-1422, December.
    2. Andrea E. Woolverton & Michael E. Sykuta, 2009. "Do Income Support Programs Impact Producer Hedging Decisions? Evidence from a Cross-Country Comparative," Review of Agricultural Economics, Agricultural and Applied Economics Association, vol. 31(4), pages 834-852.
    3. Karali, Berna & Isengildina Massa, Olga & Irwin, Scott H., 2018. "Does Noise in Market Expectations Dilute Price Reactions to USDA Reports?," 2018 Annual Meeting, August 5-7, Washington, D.C. 273973, Agricultural and Applied Economics Association.
    4. Rashid, Shahidur, 2015. "Commodity Exchanges and Market Development: What Have we Learned?," 2015 Conference, August 9-14, 2015, Milan, Italy 212488, International Association of Agricultural Economists.
    5. Scott H. Irwin & Dwight R. Sanders, 2011. "Index Funds, Financialization, and Commodity Futures Markets," Applied Economic Perspectives and Policy, Agricultural and Applied Economics Association, vol. 33(1), pages 1-31.
    6. Frank, Julieta & Garcia, Philip & Irwin, Scott H., 2007. "To What Surprises Do Hog Futures Markets Respond?," 2007 Conference, April 16-17, 2007, Chicago, Illinois 37573, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    7. Berna Karali & Jeffrey H. Dorfman & Walter N. Thurman, 2010. "Do volatility determinants vary across futures contracts? Insights from a smoothed Bayesian estimator," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 30(3), pages 257-277, March.
    8. Białkowski, Jędrzej & Bohl, Martin T. & Perera, Devmali, 2023. "Commodity futures hedge ratios: A meta-analysis," Journal of Commodity Markets, Elsevier, vol. 30(C).
    9. Stephanie-Carolin Grosche, 2014. "What Does Granger Causality Prove? A Critical Examination of the Interpretation of Granger Causality Results on Price Effects of Index Trading in Agricultural Commodity Markets," Journal of Agricultural Economics, Wiley Blackwell, vol. 65(2), pages 279-302, June.
    10. Coffey, Brian K. & Tonsor, Glynn T. & Schroeder, Ted C., 2018. "Impacts of Changes in Market Fundamentals and Price Momentum on Hedging Live Cattle," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 43(1), January.
    11. Anastassiadis, Friederike & Feil, Jan-Henning & Mußhoff, Oliver & Schilling, Philipp, 2014. "Analysing Farmers’ Use Of Price Hedging In-Struments: An Experimental Approach," 54th Annual Conference, Goettingen, Germany, September 17-19, 2014 187361, German Association of Agricultural Economists (GEWISOLA).
    12. Klomp, Jeroen, 2020. "The impact of Russian sanctions on the return of agricultural commodity futures in the EU," Research in International Business and Finance, Elsevier, vol. 51(C).
    13. Frank, Julieta & Garcia, Philip, 2005. "Time-Varying Risk Premium or Informational Inefficiency? Further Evidence in Agricultural Futures Markets," 2005 Conference, April 18-19, 2005, St. Louis, Missouri 19051, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    14. Sanders, Dwight R. & Garcia, Philip & Manfredo, Mark R., 2008. "Information Content in Deferred Futures Prices: Live Cattle and Hogs," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 33(1), pages 1-12, April.
    15. Etienne, Xiaoli L. & Irwin, Scott H. & Garcia, Philip, 2014. "Bubbles in food commodity markets: Four decades of evidence," Journal of International Money and Finance, Elsevier, vol. 42(C), pages 129-155.
    16. Jayne, T.S. & Sturgess, Chris & Kopicki, Ron & Sitko, Nicholas, 2014. "Agricultural Commodity Exchanges and the Development of Grain Markets and Trade in Africa: A Review of Recent Experience," Food Security Collaborative Working Papers 188568, Michigan State University, Department of Agricultural, Food, and Resource Economics.
    17. Henry Leung & Frank Furfaro, 2020. "Comovement of dairy product futures and firm value: returns and volatility," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 64(3), pages 632-654, July.
    18. Gutierrez, Luciano, 2011. "Looking for Rational Bubbles in Agricultural Commodity Markets," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 120377, European Association of Agricultural Economists.
    19. Phélippé-Guinvarc'h, Martial & Cordier, Jean, 2015. "Machine Learning for Semi-Strong Efficiency Test of Inter-Market Wheat Futures," MPRA Paper 68410, University Library of Munich, Germany.
    20. Mattos, Fabio & Garcia, Philip & Nelson, Carl H., 2005. "Relaxing Standard Hedging Assumptions in the Presence of Downside Risk," 2005 Conference, April 18-19, 2005, St. Louis, Missouri 19040, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    21. Mattos, Fabio & Garcia, Philip & Pennings, Joost M.E., 2008. "Probability weighting and loss aversion in futures hedging," Journal of Financial Markets, Elsevier, vol. 11(4), pages 433-452, November.
    22. Lucia BALDI & Massimo PERI & Daniela VANDONE, 2011. "Spot and future prices of agricultural commodities: fundamentals and speculation," Departmental Working Papers 2011-03, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
    23. Ahmed, Osama, 2021. "Do future markets protect the spot markets in developing countries? The case of the Egyptian wheat market," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 20(5), pages 65-83.
    24. Nyingchia Yvette & Mveme Olougou Mireille Michée & Adama Farida & Nso’ngang Andre & Dickmi Vaillam Claudette & Nossi Eric Joel & Simo Brice & Okolle Justine & Tata Ngome Precillia, 2021. "An Analysis of Household Consumers’ Awareness, Perceptions, Attitudes and Behaviour Towards Irish Potato Procurement and Consumption in Urban Areas in Cameroon," Journal of Agriculture and Crops, Academic Research Publishing Group, vol. 7(3), pages 98-107, 07-2021.
    25. Aliaga Lordemann, Javier & Mora-García, Claudio & Mulder, Nanno, 2021. "The main drivers of arabica coffee prices in Latin America," Documentos de Proyectos 46729, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).
    26. Pedersen, Michael Friis, 2012. "Reallocation of price risk among members," 123rd Seminar, February 23-24, 2012, Dublin, Ireland 122529, European Association of Agricultural Economists.
    27. Leung, Henry & Furfaro, Frank, 2020. "Comovement of dairy product futures and firm value: returns and volatility," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 64(3), July.
    28. Strydom, D.B. & Grove, Bennie & Kruger, Y. & Willemse, B.J., 2010. "Stochastic Efficiency Analysis Of Alternative Basic Maize Marketing Strategies," 2010 AAAE Third Conference/AEASA 48th Conference, September 19-23, 2010, Cape Town, South Africa 96812, African Association of Agricultural Economists (AAAE).
    29. Adam Zaremba, 2015. "Portfolio Diversification with Commodities in Times of Financialization," International Journal of Finance & Banking Studies, Center for the Strategic Studies in Business and Finance, vol. 4(1), pages 18-36, January.
    30. Aulerich, Nicole M. & Irwin, Scott H. & Nelson, Carl H., 2007. "The Impact of Measurement Error on Estimates of the Price Reaction to USDA Crop Reports," 2007 Conference, April 16-17, 2007, Chicago, Illinois 37579, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    31. Craig D. Broadbent & David S. Brookshire & Don Coursey & Vince Tidwell, 2017. "Futures Contracts in Water Leasing: An Experimental Analysis Using Basin Characteristics of the Rio Grande, NM," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 68(3), pages 569-594, November.
    32. Hedtrich, F. & Loy, J.-P. & Müller, R.A.E., 2010. "Prognosen auf Agrarmärkten: Prediction Markets – eine innovative Prognosemethode auch für die Landwirtschaft?," Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.”, German Association of Agricultural Economists (GEWISOLA), vol. 45, March.
    33. Ana I. Sanjuán-López & Philip J. Dawson, 2017. "Volatility Effects of Index Trading and Spillovers on US Agricultural Futures Markets: A Multivariate GARCH Approach," Journal of Agricultural Economics, Wiley Blackwell, vol. 68(3), pages 822-838, September.
    34. Power, Gabriel J. & Vedenov, Dmitry, 2023. "Who's afraid of a Texas hedge?," Energy Economics, Elsevier, vol. 127(PB).
    35. Joshua Huang & Teresa Serra & Philip Garcia, 2021. "The Value of USDA Announcements in the Electronically Traded Corn Futures Market: A Modified Sufficient Test with Risk Adjustments," Journal of Agricultural Economics, Wiley Blackwell, vol. 72(3), pages 712-734, September.
    36. Franken, Jason R.V. & Garcia, Philip & Irwin, Scott H., 2006. "Do Interest Rates Explain Disaggregate Commodity Price Growth?," 2006 Annual meeting, July 23-26, Long Beach, CA 21319, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    37. Rashid, Shahidur & Winter-Nelson, Alex & Garcia, Philip, 2010. "Purpose and potential for commodity exchanges in African economies:," IFPRI discussion papers 1035, International Food Policy Research Institute (IFPRI).
    38. Elisson Andrade & Fabio Mattos & Roberto Arruda de Souza Lima, 2018. "New Insights on Hedge Ratios in the Presence of Stochastic Transaction Costs," Risks, MDPI, vol. 6(4), pages 1-15, October.
    39. Monika Harčariková, 2018. "Managing Price Risk in the Corn Market Using Option Strategies," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 66(3), pages 767-779.
    40. Georg Lehecka, 2015. "Do hedging and speculative pressures drive commodity prices, or the other way round?," Empirical Economics, Springer, vol. 49(2), pages 575-603, September.
    41. Baldi, Lucia & Peri, Massimo & Vandone, Daniela, 2011. "Price Discovery in Agricultural Commodities: The Shifting Relationship Between Spot and Future Prices," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114237, European Association of Agricultural Economists.
    42. Pedersen, Michael, 2015. "Reallocation of Price Risk among Cooperative Members," 2015 Conference, August 9-14, 2015, Milan, Italy 212616, International Association of Agricultural Economists.
    43. Jędrzej Białkowski & Martin T. Bohl & Devmali Perera, 2022. "Commodity Futures Hedge Ratios: A Meta-Analysis," Working Papers in Economics 22/12, University of Canterbury, Department of Economics and Finance.
    44. Massimo Peri & Lucia Baldi & Daniela Vandone, 2013. "Price discovery in commodity markets," Applied Economics Letters, Taylor & Francis Journals, vol. 20(4), pages 397-403, March.
    45. Baldi, Lucia & Peri, Massimo & Vandone, Daniela, 2011. "Spot and Futures Prices of Agricultural Commodities: Fundamentals and Speculation," 2011 International European Forum, February 14-18, 2011, Innsbruck-Igls, Austria 122002, International European Forum on System Dynamics and Innovation in Food Networks.

  50. Pennings, Joost M. E. & Garcia, Philip, 2004. "Hedging behavior in small and medium-sized enterprises: The role of unobserved heterogeneity," Journal of Banking & Finance, Elsevier, vol. 28(5), pages 951-978, May.

    Cited by:

    1. Cardak, Buly A. & Martin, Vance L., 2023. "Household willingness to take financial risk: Stockmarket movements and life‐cycle effects," Journal of Banking & Finance, Elsevier, vol. 149(C).
    2. Dorfman, Jeffrey H. & Karali, Berna, 2008. "Do Farmers Hedge Optimally or by Habit? A Bayesian Partial-Adjustment Model of Farmer Hedging," 2008 Conference, April 21-22, 2008, St. Louis, Missouri 37596, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    3. Pennings, Joost M.E. & Isengildina, Olga & Irwin, Scott H. & Good, Darrel L. & Garcia, Philip & Frank, Julieta & Kuiper, W. Erno, 2005. "Complex Choices: Producers Risk Management Strategies," 2005 Annual meeting, July 24-27, Providence, RI 19550, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    4. Gordon M. Bodnar & Costanza Consolandi & Giampaolo Gabbi & Ameeta Jaiswal†Dale, 2013. "Risk Management for Italian Non†Financial Firms: Currency and Interest Rate Exposure," European Financial Management, European Financial Management Association, vol. 19(5), pages 887-910, November.
    5. José G. Dias & Sofia B. Ramos, 2015. "An Analysis of Industry Regimes Synchronization in the Eurozone," Journal of Common Market Studies, Wiley Blackwell, vol. 53(2), pages 255-273, March.
    6. Zhang, Tong & Brorsen, B. Wade, 2006. "Heterogeneity in Producer's Marketing Strategy," 2006 Annual Meeting, February 5-8, 2006, Orlando, Florida 35299, Southern Agricultural Economics Association.
    7. Joost M.E. Pennings & Olga Isengildina-Massa & Scott H. Irwin & Philip Garcia & Darrel L. Good, 2008. "Producers' complex risk management choices," Agribusiness, John Wiley & Sons, Ltd., vol. 24(1), pages 31-54.
    8. Hyytinen, Ari & Pajarinen, Mika, 2004. "Opacity of Young Firms: Faith or Fact?," Discussion Papers 923, The Research Institute of the Finnish Economy.
    9. Dias, José G. & Ramos, Sofia B., 2014. "Energy price dynamics in the U.S. market. Insights from a heterogeneous multi-regime framework," Energy, Elsevier, vol. 68(C), pages 327-336.
    10. Pennings, Joost M.E. & Garcia, Philip & Irwin, Scott H. & Good, Darrel L., 2003. "How To Group Market Participants? Heterogeneity In Hedging Behavior," 2003 Annual meeting, July 27-30, Montreal, Canada 21963, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    11. Aymeric Ricome & Arnaud Reynaud, 2022. "Marketing contract choices in agriculture: The role of price expectation and price risk management," Agricultural Economics, International Association of Agricultural Economists, vol. 53(1), pages 170-186, January.
    12. Bank, Matthias & Wiesner, Robert, 2011. "Determinants of weather derivatives usage in the Austrian winter tourism industry," Tourism Management, Elsevier, vol. 32(1), pages 62-68.
    13. Röthig, Andreas & Semmler, Willi & Flaschel, Peter, 2005. "Corporate Currency Hedging and Currency Crises," Darmstadt Discussion Papers in Economics 147, Darmstadt University of Technology, Department of Law and Economics.
    14. Sharma, Susan Sunila & Narayan, Paresh Kumar, 2014. "New evidence on turn-of-the-month effects," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 29(C), pages 92-108.
    15. Aderajew, Tamirat S. & Du, Xiaoxue & Pennings, Joost M. E. & Trujillo-Barrera, Andres, 2020. "Farm-Level Risk-Balancing Behavior and the Role of Latent Heterogeneity," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 45(2), March.
    16. Andreas Pyka & Uwe Cantner & Alfred Greiner & Thomas Kuhn (ed.), 2009. "Recent Advances in Neo-Schumpeterian Economics," Books, Edward Elgar Publishing, number 12982.
    17. Pennings, Joost M.E. & Garcia, Philip & Irwin, Scott H., 2011. "Accounting for Heterogeneity in Hedging Behavior: Comparing & Evaluating Grouping Methods," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114787, European Association of Agricultural Economists.
    18. Nikos Kalogeras & Joost M.E. Pennings & Ivo. A. van der Lans & Philip Garcia & Gert van Dijk, 2009. "Understanding heterogeneous preferences of cooperative members," Agribusiness, John Wiley & Sons, Ltd., vol. 25(1), pages 90-111.
    19. Andreas Röthig, 2009. "Microeconomic Risk Management and Macroeconomic Stability," Lecture Notes in Economics and Mathematical Systems, Springer, number 978-3-642-01565-6, December.
    20. Arianna Dal Forno & Ugo Merlone, 2019. "Heterogeneous Society in Binary Choices with Externalities," Dynamic Games and Applications, Springer, vol. 9(2), pages 433-457, June.
    21. Kagie, M. & van der Loos, M.J.H.M. & van Wezel, M.C., 2008. "Including Item Characteristics in the Probabilistic Latent Semantic Analysis Model for Collaborative Filtering," ERIM Report Series Research in Management ERS-2008-053-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    22. Saint-Cyr, Legrand D. F., 2016. "Accounting for farm heterogeneity in the assessment of agricultural policy impacts on structural change," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235778, Agricultural and Applied Economics Association.
    23. Consuela-Elena Popescu & Georgiana Vrinceanu & Alexandra Horobet & Lucian Belascu, 2020. "Managing Exchange Rate Risk with Derivatives: An Application of the Hedge Ratio," Business & Management Compass, University of Economics Varna, issue 3, pages 316-327.
    24. Dias, José G. & Ramos, Sofia B., 2013. "A core–periphery framework in stock markets of the euro zone," Economic Modelling, Elsevier, vol. 35(C), pages 320-329.
    25. Pedersen, Michael Friis, 2012. "Reallocation of price risk among members," 123rd Seminar, February 23-24, 2012, Dublin, Ireland 122529, European Association of Agricultural Economists.
    26. Pennings, Joost M.E. & Egelkraut, Thorsten M., 2003. "Research in Agricultural Futures Markets: Integrating the Finance and Marketing Approach," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 52(06), pages 1-9.
    27. Vollmer, Teresa & von Cramon-Taubadel, Stephan, 2020. "The Optimal Wheat Futures Hedge at the Euronext Paris from a Farmer’s Perspective," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 69(1), March.
    28. Westerlund, Joakim & Narayan, Paresh, 2016. "Testing for predictability in panels of any time series dimension," International Journal of Forecasting, Elsevier, vol. 32(4), pages 1162-1177.
    29. Ferreira de Araújo Lima, Priscila & Crema, Maria & Verbano, Chiara, 2020. "Risk management in SMEs: A systematic literature review and future directions," European Management Journal, Elsevier, vol. 38(1), pages 78-94.
    30. Belghitar, Yacine & Clark, Ephraim & Dropsy, Vincent & Mefteh-Wali, Salma, 2021. "The effect of exchange rate fluctuations on the performance of small and medium sized enterprises: Implications for Brexit," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 399-410.
    31. Matthias Pelster & Annette Hofmann & Nina Klocke & Sonja Warkulat, 2023. "Dark Triad Personality Traits and Selective Hedging," Journal of Business Ethics, Springer, vol. 182(1), pages 261-286, January.
    32. Pedersen, Michael, 2015. "Reallocation of Price Risk among Cooperative Members," 2015 Conference, August 9-14, 2015, Milan, Italy 212616, International Association of Agricultural Economists.
    33. Christine Brown & James Ma, 2011. "The collapse of Pasminco: misjudgment, misfortune and miscalculation," Australian Journal of Management, Australian School of Business, vol. 36(2), pages 287-312, August.
    34. Franken, Jason R.V. & Pennings, Joost M.E., 2005. "Changing Agricultural Marketing Channel Structures: Interdependences & Risk Preferences," 2005 Annual meeting, July 24-27, Providence, RI 19414, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    35. Joshua D. Woodard & Leslie Verteramo Chiu & Gabriel Power & Dmitry Vedenov & Steven Klose, 2017. "Factors Affecting Changes in Managerial Decisions," Agribusiness, John Wiley & Sons, Ltd., vol. 33(3), pages 443-465, June.

  51. Keith Bollman & Philip Garcia & Sarahelen Thompson, 2003. "What Killed the Diammonium Phosphate Futures Contract?," Review of Agricultural Economics, Agricultural and Applied Economics Association, vol. 25(2), pages 483-505.

    Cited by:

    1. Rashid, Shahidur, 2015. "Commodity Exchanges and Market Development: What Have we Learned?," 2015 Conference, August 9-14, 2015, Milan, Italy 212488, International Association of Agricultural Economists.
    2. Quintino, Derick David & David, Sergio Adriani, 2013. "Quantitative analysis of feasibility of hydrous ethanol futures contracts in Brazil," Energy Economics, Elsevier, vol. 40(C), pages 927-935.
    3. Necla Ilter Kucukcolak, 2019. "Evaluation of Commodity Market Experiences: More Than a Design Issue," International Journal of Economics and Financial Issues, Econjournals, vol. 9(1), pages 66-78.
    4. Rashid, Shahidur & Winter-Nelson, Alex & Garcia, Philip, 2010. "Purpose and potential for commodity exchanges in African economies:," IFPRI discussion papers 1035, International Food Policy Research Institute (IFPRI).

  52. Egelkraut, Thorsten M. & Garcia, Philip & Irwin, Scott H. & Good, Darrel L., 2003. "An Evaluation of Crop Forecast Accuracy for Corn and Soybeans: USDA and Private Information Agencies," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 35(1), pages 79-95, April.

    Cited by:

    1. Christophe Gouel, 2020. "The Value of Public Information in Storable Commodity Markets: Application to the Soybean Market," American Journal of Agricultural Economics, John Wiley & Sons, vol. 102(3), pages 846-865, May.
    2. Karali, Berna & Isengildina Massa, Olga & Irwin, Scott H., 2018. "Does Noise in Market Expectations Dilute Price Reactions to USDA Reports?," 2018 Annual Meeting, August 5-7, Washington, D.C. 273973, Agricultural and Applied Economics Association.
    3. Covey, Theodore & Erickson, Kenneth W., 2003. "Evaluating USDA Forecasts of Farm Assets: 1986-2002," 2003 Regional Committee NCT-194, October 6-7, 2003; Kansas City, Missouri 132405, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition.
    4. Michael K. Adjemian & Valentina G. Bruno & Michel A. Robe, 2020. "Incorporating Uncertainty into USDA Commodity Price Forecasts," American Journal of Agricultural Economics, John Wiley & Sons, vol. 102(2), pages 696-712, March.
    5. Williams, Brian R. & Pounds-Barnett, Gayle, 2023. "Producer Supply Response for Area Planted of Seven Major U.S. Crops," Economic Research Report 340567, United States Department of Agriculture, Economic Research Service.
    6. Michael K Adjemian & Robert Johansson & Andrew McKenzie & Michael Thomsen, 2018. "Was the Missing 2013 WASDE Missed?," Applied Economic Perspectives and Policy, John Wiley & Sons, vol. 40(4), pages 653-671, December.
    7. Xiao, Jinzhi & Lence, Sergio H. & Hart, Chad, 2014. "Usda And Private Analysts' Forecasts Of Ending Stocks: How Good Are They?," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 170642, Agricultural and Applied Economics Association.
    8. Ying, Jiahui & Shonkwiler, J. Scott, 2017. "A Temporal Impact Assessment Method for the Informational Content of USDA Reports in Corn and Soybean Futures Markets," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258201, Agricultural and Applied Economics Association.
    9. Bahram Sanginabadi, 2018. "USDA Forecasts: A meta-analysis study," Papers 1801.06575, arXiv.org.
    10. Andrew M. McKenzie & Jessica L. Darby, 2017. "Information Content of USDA Rice Reports and Price Reactions of Rice Futures," Agribusiness, John Wiley & Sons, Ltd., vol. 33(4), pages 552-568, September.
    11. Boussios, David & Skorbiansky, Sharon Raszap & MacLachlan, Matthew, 2021. "Evaluating U.S. Department of Agriculture’s Long-Term Forecasts for U.S. Harvested Area," Economic Research Report 327201, United States Department of Agriculture, Economic Research Service.
    12. Lehecka, Georg V., 2014. "The Value of USDA Crop Progress and Condition Information: Reactions of Corn and Soybean Futures Markets," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 39(1), pages 1-18, April.
    13. Isengildina-Massa, Olga & Karali, Berna & Irwin, Scott H., 2016. "Market Reaction to Inefficiencies in USDA Crop Production Forecasts," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235507, Agricultural and Applied Economics Association.
    14. Taylor, Christopher W., 2012. "Market Reactions to USDA Reports: State Analysis of Corn Price Response," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124661, Agricultural and Applied Economics Association.
    15. Fritz, Steffen & See, Linda & Bayas, Juan Carlos Laso & Waldner, François & Jacques, Damien & Becker-Reshef, Inbal & Whitcraft, Alyssa & Baruth, Bettina & Bonifacio, Rogerio & Crutchfield, Jim & Rembo, 2019. "A comparison of global agricultural monitoring systems and current gaps," Agricultural Systems, Elsevier, vol. 168(C), pages 258-272.
    16. Sanders, Dwight R. & Manfredo, Mark R., 2004. "Predicting Pork Supplies: An Application of Multiple Forecast Encompassing," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 36(3), pages 605-615, December.
    17. Isengildina-Massa, Olga & Sharp, Julia L., 2013. "Interval Forecast Comparison," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150791, Agricultural and Applied Economics Association.
    18. Karali, Berna & Isengildina-Massa, Olga & Irwin, Scott H. & Adjemian, Michael K., 2016. "Changes in Informational Value and the Market Reaction to USDA Reports in the Big Data Era," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235580, Agricultural and Applied Economics Association.
    19. Adjemian, Michael K. & Bruno, Valentina G. & Robe, Michel A., 2016. "Forward‐Looking USDA Price Forecasts," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235931, Agricultural and Applied Economics Association.
    20. MacDonald, Stephen & Ash, Mark & Cooke, Bryce, 2017. "The Evolution of Inefficiency in USDA’s Forecasts of U.S. and World Soybean Markets," MPRA Paper 87545, University Library of Munich, Germany.
    21. Botto, Augusto C. & Isengildina, Olga & Irwin, Scott H. & Good, Darrel L., 2006. "Accuracy Trends and Sources of Forecast Errors in WASDE Balance Sheet Categories for Corn and Soybeans," 2006 Annual meeting, July 23-26, Long Beach, CA 21332, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    22. Xiao, Jinzhi, 2015. "Essays on the forecasts of ending stocks," ISU General Staff Papers 201501010800005902, Iowa State University, Department of Economics.
    23. Aulerich, Nicole M. & Irwin, Scott H. & Nelson, Carl H., 2007. "The Impact of Measurement Error on Estimates of the Price Reaction to USDA Crop Reports," 2007 Conference, April 16-17, 2007, Chicago, Illinois 37579, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    24. Boussios, David & Skorbiansky, Sharon Raszap & Maclachlan, Matthew, 2021. "Evaluating U.S. Department of Agriculture’s Long-Term Forecasts for U.S. Harvested Area," USDA Miscellaneous 309616, United States Department of Agriculture.
    25. Xiao, Jinzhi & Lence, Sergio H. & Hart, Chad E., 2015. "Do analysts forecast the ending stocks or the USDA forecasts?," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205759, Agricultural and Applied Economics Association.
    26. Isengildina, Olga & Irwin, Scott H. & Good, Darrel L., 2004. "Does The Market Anticipate Smoothing In Usda Crop Production Forecasts?," 2004 Annual meeting, August 1-4, Denver, CO 20145, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    27. Goyal, Raghav & Adjemian, Michael K., 2020. "The 2019 Government Shutdown Increased Uncertainty in Major Agricultural Commodity Markets," 2020 Annual Meeting, July 26-28, Kansas City, Missouri 304256, Agricultural and Applied Economics Association.
    28. Olga Isengildina-Massa & Scott H. Irwin & Darrel L. Good & Jennifer K. Gomez, 2008. "Impact of WASDE reports on implied volatility in corn and soybean markets," Agribusiness, John Wiley & Sons, Ltd., vol. 24(4), pages 473-490.
    29. Boussios, David & Skoriansky, Sharon Raszap & MacLachlan, Matthew, 2021. "Evaluating U.S. Department of Agriculture’s Long-Term Forecasts for U.S. Harvested Area," USDA Miscellaneous 309619, United States Department of Agriculture.
    30. Unknown, 2004. "Agricultural Finance Markets in Transition Proceedings of The Annual Meeting of NCT-194 Hosted by the Center for the Study of Rural America, Federal Reserve Bank of Kansas City October 6 - 7, 2003," Research Bulletins 122103, Cornell University, Department of Applied Economics and Management.
    31. GwanSeon Kim & Mehdi Nemati & Steven Buck & Nicholas Pates & Tyler Mark, 2020. "Recovering Forecast Distributions of Crop Composition: Method and Application to Kentucky Agriculture," Sustainability, MDPI, vol. 12(7), pages 1-17, April.

  53. Philip Garcia & Carl H. Nelson, 2003. "Engaging Students in Research: The Use of Professional Dialogue," Review of Agricultural Economics, Agricultural and Applied Economics Association, vol. 25(2), pages 569-577.

    Cited by:

    1. Clark, Richard & Griffith, Garry & Madzivhandila, Tshilidzi & Mulholland, Cynthia & Nengovhela, Nkhanedzeni & Timms, Janice, 2012. "Learning by Writing: Applying Continuous Improvement and Innovation Principles to Project Management by Formal Documentation and Publication," Papers 234293, University of Melbourne, Melbourne School of Land and Environment.
    2. Norbert L.W. Wilson & Robert G. Nelson, 2009. "A Laboratory Science Approach to Teaching in the Agricultural Economics Curriculum," Review of Agricultural Economics, Agricultural and Applied Economics Association, vol. 31(2), pages 331-343.

  54. Jeong, Kyeong-Soo & Garcia, Philip & Bullock, David S., 2003. "A statistical method of multi-market welfare analysis applied to Japanese beef policy liberalization," Journal of Policy Modeling, Elsevier, vol. 25(3), pages 237-256, April.

    Cited by:

    1. Dadakas, Dimitrios & Katranidis, Stelios D., 2006. "MFA Quotas Elimination: the Case of Cotton Yarn in Greece - a Multi-Market vs. a Single Market Analysis," 2006 Annual meeting, July 23-26, Long Beach, CA 21390, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    2. Dimitrios Dadakas & Stelios D Katranidis & David S. Bullock, 2009. "On the effects of technology improvements in multi-market models: Theory and evidence," Discussion Paper Series 2009_04, Department of Economics, University of Macedonia, revised Mar 2009.
    3. Streicher, Gerhard & Schmid, Erwin & Salhofer, Klaus, 2006. "Testing for the Efficiency of a Policy Intended to Meet Objectives: General Model and Application," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 31(2), pages 1-22, August.
    4. Dimitrios, Dadakas & Stelios, Katranidis D., 2006. "The Effects of Trade Liberalization in Textiles and Clothing on the Greek Market for Cotton Yarn: A Multi-Market Analysis," 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia 25779, International Association of Agricultural Economists.
    5. Dimitrios Dadakas & Stelios D Katranidis, 2009. "Trade Liberalization in T&C: An Overview of the Welfare Effects," Discussion Paper Series 2009_15, Department of Economics, University of Macedonia, revised Nov 2009.
    6. Patino, Maria Jose & Frank, Julieta & Ferreira, Manuel, 2012. "Gains and Losses in the Paraguayan Beef Market After the Boom of Beef Exports," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124787, Agricultural and Applied Economics Association.
    7. Bullock, David S. & Salhofer, Klaus, 2003. "Judging agricultural policies: a survey," Agricultural Economics, Blackwell, vol. 28(3), pages 225-243, May.
    8. Dimitrios Dadakas & Stelios Katranidis, 2008. "Single Versus Multi-market Approach: An Application to the Greek Cotton Market," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 36(4), pages 469-481, December.
    9. Bullock, David S. & Dadakas, Dimitrios & Katranidis, Stelios D., 2009. "Measuring the Effects of Technology Change in Multiple Markets : Application to the Greek Cotton Yarn Industry," MPRA Paper 67204, University Library of Munich, Germany, revised 2012.
    10. David S. Bullock & Klaus Salhofer & Jukka Kola, 1999. "The Normative Analysis of Agricultural Policy: A General Framework and Review," Journal of Agricultural Economics, Wiley Blackwell, vol. 50(3), pages 512-535, September.
    11. Rich, Karl M. & Winter-Nelson, Alex, 2004. "A Spatial Model Of Animal Disease Control In Livestock: Empirical Analysis Of Foot And Mouth Disease In The Southern Cone," 2004 Annual meeting, August 1-4, Denver, CO 20015, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

  55. Kosarek, Jennifer L. & Garcia, Philip & Morris, Michael L., 2001. "Factors explaining the diffusion of hybrid maize in Latin America and the Caribbean region," Agricultural Economics, Blackwell, vol. 26(3), pages 267-280, December.

    Cited by:

    1. Holloway, Garth & Nicholson, Charles & Delgado, Chris & Staal, Steve & Ehui, Simeon, 2004. "A revised Tobit procedure for mitigating bias in the presence of non-zero censoring with an application to milk-market participation in the Ethiopian highlands," Agricultural Economics, Blackwell, vol. 31(1), pages 97-106, July.
    2. Zavale, Helder & Mabaya, Edward T. & Christy, Ralph D., 2005. "Adoption of Improved Maize Seed by Smallholder Farmers in Mozambique," Staff Papers 121065, Cornell University, Department of Applied Economics and Management.
    3. Morris, Michael L., 2002. "Impacts Of International Maize Breeding Research In Developing Countries, 1966-98," Impact Studies 23722, CIMMYT: International Maize and Wheat Improvement Center.

  56. Anna A. Temu & Alex Winter‐Nelson & Philip Garcia, 2001. "Market Liberalisation, Vertical Integration and Price Behaviour in Tanzania's Coffee Auction," Development Policy Review, Overseas Development Institute, vol. 19(2), pages 205-222, June.

    Cited by:

    1. Kartikeya Puranam & Michael Katehakis, 2014. "On optimal bidding and inventory control in sequential procurement auctions: the multi period case," Annals of Operations Research, Springer, vol. 217(1), pages 447-462, June.
    2. Winter-Nelson, Alex & Temu, Anna, 2002. "Institutional Adjustment and Transaction Costs: Product and Inputs Markets in the Tanzanian Coffee System," World Development, Elsevier, vol. 30(4), pages 561-574, April.
    3. Morrissey, Oliver & Leyaro, Vincent, 2007. "Distortions to Agricultural Incentives in Tanzania," Agricultural Distortions Working Paper Series 48550, World Bank.

  57. Joost M.E. Pennings & Philip Garcia, 2001. "Measuring Producers' Risk Preferences: A Global Risk-Attitude Construct," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 83(4), pages 993-1009.

    Cited by:

    1. Pennings, Joost M.E. & Isengildina, Olga & Irwin, Scott H. & Good, Darrel L. & Garcia, Philip & Frank, Julieta & Kuiper, W. Erno, 2005. "Complex Choices: Producers Risk Management Strategies," 2005 Annual meeting, July 24-27, Providence, RI 19550, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    2. Scott Fausti & Jeffrey Gillespie, 2006. "Measuring risk attitude of agricultural producers using a mail survey: how consistent are the methods?," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 50(2), pages 171-188, June.
    3. Pennings, Joost M.E. & Isengildina, Olga & Irwin, Scott H. & Good, Darrel L., 2004. "The Impact Of Marketing Advisory Service Recommendations On Producers' Marketing Decisions," 2004 Annual meeting, August 1-4, Denver, CO 20389, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    4. de Mey, Yann & Wauters, Erwin & Lips, Markus & Schmid, Dirk & Vancauteren, Mark & Van Passel, Steven, 2014. "Farm household risk balancing in Switzerland and Belgium: an econometric and survey approach," 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia 186678, European Association of Agricultural Economists.
    5. Canales, Elizabeth & Bergtold, Jason S. & Williams, Jeffery & Peterson, Jeffrey, 2015. "Estimating farmers’ risk attitudes and risk premiums for the adoption of conservation practices under different contractual arrangements: A stated choice experiment," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205640, Agricultural and Applied Economics Association.
    6. Joost M.E. Pennings & Olga Isengildina-Massa & Scott H. Irwin & Philip Garcia & Darrel L. Good, 2008. "Producers' complex risk management choices," Agribusiness, John Wiley & Sons, Ltd., vol. 24(1), pages 31-54.
    7. Franken, Jason R.V. & Cook, Michael L., 2013. "Impact of Board Structure and Process on Cooperative Performance," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 149420, Agricultural and Applied Economics Association.
    8. Pennings, Joost M.E. & Garcia, Philip & Irwin, Scott H. & Good, Darrel L., 2003. "How To Group Market Participants? Heterogeneity In Hedging Behavior," 2003 Annual meeting, July 27-30, Montreal, Canada 21963, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    9. Yutaka Arimoto & Tetsuji Okazaki & Masaki Nakabayashi, 2008. "Agrarian Land Tenancy in Prewar Japan: Contract Choice and Implications on Productivity," CIRJE F-Series CIRJE-F-549, CIRJE, Faculty of Economics, University of Tokyo.
    10. De Salvo, Maria & Capitello, Roberta & Gaudenzi, Barbara & Begalli, Diego, 2019. "Risk management strategies and residual risk perception in the wine industry: A spatial analysis in Northeast Italy," Land Use Policy, Elsevier, vol. 83(C), pages 47-62.
    11. Bazzani, Guido Maria & di Pasquale, S. & Gallerani, Vittorio & Viaggi, Davide, 2002. "Water Policy And The Sustainability Of Irrigated Systems In Italy," Working Papers 14401, University of Minnesota, Center for International Food and Agricultural Policy.
    12. Rejesus, Roderick M. & Knight, Thomas O. & Jaramillo, Mauricio & Coble, Keith H. & Patrick, George F. & Baquet, Alan, 2008. "Preference for Risk Management Information Sources: Implications for Extension and Outreach Programming," Agricultural and Resource Economics Review, Cambridge University Press, vol. 37(1), pages 106-116, April.
    13. Frode Alfnes & Kyrre Rickertsen & Øydis Ueland, 2008. "Consumer attitudes toward low stake risk in food markets," Applied Economics, Taylor & Francis Journals, vol. 40(23), pages 3039-3049.
    14. Pope, Kelsey Frasier & Schroeder, Ted C. & Langemeier, Michael R. & Herbel, Kevin L., 2011. "Cow-Calf Producer Risk Preference Impacts on Retained Ownership Strategies," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 43(4), pages 497-513, November.
    15. Belhenniche, Geoffroy & Duvaleix-Treguer, Sabine & Cordier, Jean, 2009. "Milk Farmers' Risk Attitudes: Influence of the Dairy Processing Company," 2009 International European Forum, February 15-20, 2009, Innsbruck-Igls, Austria 58711, International European Forum on System Dynamics and Innovation in Food Networks.
    16. Jason R.V. Franken & Joost M.E. Pennings & Philip Garcia, 2014. "Measuring the effect of risk attitude on marketing behavior," Agricultural Economics, International Association of Agricultural Economists, vol. 45(5), pages 525-535, September.
    17. Hofenk, Dianne & Pennings, Joost & Trujillo-Barrera, Andres, 2014. "Understanding producers’ motives to adopt sustainable practices: the role of expected rewards, risk perception, and risk tolerance," 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia 182740, European Association of Agricultural Economists.
    18. Karin Hakelius & Helena Hansson, 2016. "Measuring Changes in Farmers’ Attitudes to Agricultural Cooperatives: Evidence from Swedish Agriculture 1993–2013," Agribusiness, John Wiley & Sons, Ltd., vol. 32(4), pages 531-546, November.
    19. Hakelius, Karin & Hansson, Helena, 2016. "Members’ attitudes towards cooperatives and their perception of agency problems," International Food and Agribusiness Management Review, International Food and Agribusiness Management Association, vol. 19(4), October.
    20. Aderajew, Tamirat S. & Du, Xiaoxue & Pennings, Joost M. E. & Trujillo-Barrera, Andres, 2020. "Farm-Level Risk-Balancing Behavior and the Role of Latent Heterogeneity," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 45(2), March.
    21. Pennings, Joost M.E. & Garcia, Philip, 2004. "Strategic Risk Management Behavior: What Can Utility Functions Tell Us?," 2004 Annual meeting, August 1-4, Denver, CO 20388, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    22. Kuiper, W. Erno & Kuwornu, John K.M. & Pennings, Joost M.E., 2003. "Time Series Analysis Of A Principal-Agent Model To Assess Risk Shifting And Bargaining Power In Commodity Marketing Channels," 2003 Annual meeting, July 27-30, Montreal, Canada 22046, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    23. Petrolia, Daniel, 2015. "Risk Preferences, Risk Perceptions, and Risky Food," Working Papers 212481, Mississippi State University, Department of Agricultural Economics.
    24. Pennings, Joost M.E. & Garcia, Philip & Irwin, Scott H., 2011. "Accounting for Heterogeneity in Hedging Behavior: Comparing & Evaluating Grouping Methods," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114787, European Association of Agricultural Economists.
    25. Syster C. Maart-Noelck & Oliver Musshoff, 2014. "Measuring the risk attitude of decision-makers: are there differences between groups of methods and persons?," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 58(3), pages 336-352, July.
    26. François J Dessart & Jesús Barreiro-Hurlé & René van Bavel, 2019. "Behavioural factors affecting the adoption of sustainable farming practices: a policy-oriented review," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 46(3), pages 417-471.
    27. Jason R. V. Franken & Michael L. Cook, 2019. "Do Corporate Governance Recommendations Apply to U.S. Agricultural Cooperatives?," Sustainability, MDPI, vol. 11(19), pages 1-16, September.
    28. Orduño, Miguel Angel & Kallas, Zein & Ornelas, Selene Ivette, 2021. "Climate Change Adaptation and Mitigation Actions Based on Farmers' Environmental Preferences and Perceptions. Sustainable Agriculture, Mexico," 2021 Conference, August 17-31, 2021, Virtual 314967, International Association of Agricultural Economists.
    29. Awlad Hosen Sagar & Md Abu Bakkar Siddik & Rubayet Hasan, 2020. "The Determinants of Risk-Sharing Strategies of Food-Retailers: A Study on Chittagong, Bangladesh," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 11(6), pages 337-347, December.
    30. Helena Hansson & Carl Johan Lagerkvist, 2014. "Decision Making for Animal Health and Welfare: Integrating Risk‐Benefit Analysis with Prospect Theory," Risk Analysis, John Wiley & Sons, vol. 34(6), pages 1149-1159, June.
    31. Egelkraut, Thorsten M. & Garcia, Philip & Pennings, Joost M.E. & Sherrick, Bruce J., 2006. "Producers' Yield and Yield Risk: Perceptions versus Reality and Crop Insurance Use," 2006 Annual meeting, July 23-26, Long Beach, CA 21369, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    32. Verspecht, Ann & Van Huylenbroeck, Guido & Buysse, Jeroen, 2014. "Extreme weather events in Belgium: calamity fund and on-farm strategies hand in hand?," 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia 183050, European Association of Agricultural Economists.
    33. Jason R.V. Franken & Joost M.E. Pennings & Philip Garcia, 2017. "Risk attitudes and the structure of decision†making: evidence from the Illinois hog industry," Agricultural Economics, International Association of Agricultural Economists, vol. 48(1), pages 41-50, January.
    34. Shakir Hussain Parrey & Suhail Ahmad Bhat, 2019. "Individual risk propensity and agri-entrepreneurial financing effectiveness: strategy for sustainable agri-financing," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, vol. 46(1), pages 75-90, March.
    35. Orduño Torres, Miguel Angel & Kallas, Zein & Ornelas Herrera, Selene Ivette, 2020. "Farmers’ environmental perceptions and preferences regarding climate change adaptation and mitigation actions; towards a sustainable agricultural system in México," Land Use Policy, Elsevier, vol. 99(C).
    36. Arnaud A. Reynaud & Stéphane S. Couture, 2011. "Stability of risk preference measures: results from a field experiment on french farmers," Post-Print hal-02803766, HAL.
    37. Glynn T. Tonsor & Ted C. Schroeder & Joost M. E. Pennings, 2009. "Factors Impacting Food Safety Risk Perceptions," Journal of Agricultural Economics, Wiley Blackwell, vol. 60(3), pages 625-644, September.
    38. Zein Kallas & Teresa Serra & José Maria Gil, 2010. "Farmers’ objectives as determinants of organic farming adoption: the case of Catalonian vineyard production," Agricultural Economics, International Association of Agricultural Economists, vol. 41(5), pages 409-423, September.
    39. Joost M.E. Pennings & Scott H. Irwin & Darrel L. Good & Olga Isengildina, 2005. "Heterogeneity in the likelihood of market advisory service use by U.S. crop producers," Agribusiness, John Wiley & Sons, Ltd., vol. 21(1), pages 109-128.
    40. David S. Bullock & Philip Garcia & Kie‐Yup Shin, 2005. "Measuring producer welfare under output price uncertainty and risk non‐neutrality," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 49(1), pages 1-21, March.
    41. Maart, Syster Christin & Musshoff, Oliver & Ewald, Jorn, 2012. "Ermittlung Der Individuellen Risikoeinstellung: Vergleich Verschiedener Methoden Und Personengruppen," 52nd Annual Conference, Stuttgart, Germany, September 26-28, 2012 137384, German Association of Agricultural Economists (GEWISOLA).
    42. Aijun Guo & Xiaoyun Wei & Fanglei Zhong & Penglong Wang & Xiaoyu Song, 2022. "Does Cognition of Resources and the Environment Affect Farmers’ Production Efficiency? Study of Oasis Agriculture in China," Agriculture, MDPI, vol. 12(5), pages 1-18, April.
    43. Vassalos, Michael & Hu, Wuyang & Woods, Timothy A. & Schieffer, Jack & Dillon, Carl R., 2013. "Fresh Vegetable Growers' Risk Perception, Risk Preference and Choice of Marketing Contracts: A Choice Experiment," 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida 142506, Southern Agricultural Economics Association.
    44. Vassalos, Michael & Li, Yingbo, 2016. "Assessing the Impact of Fresh Vegetable Growers’ Risk Aversion Levels and Risk Preferences on the Probability of Adopting Marketing Contracts: A Bayesian Approach," International Food and Agribusiness Management Review, International Food and Agribusiness Management Association, vol. 19(1), pages 1-18, February.
    45. Cipollaro, Maria & Sacchelli, Sandro, 2018. "Demand and potential subsidy level for forest insurance market in Demand and potential subsidy level for forest insurance market in Italy," 2018 Seventh AIEAA Conference, June 14-15, Conegliano, Italy 275647, Italian Association of Agricultural and Applied Economics (AIEAA).
    46. van Winsen, Frankwin & Wauters, Erwin & Lauwers, Ludwig H. & de Mey, Yann & Van Passel, Steven & Vancauteren, Mark, 2011. "Combining risk perception and risk attitude: A comprehensive individual risk behavior model," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 115749, European Association of Agricultural Economists.
    47. Alfnes, Frode & Rickertsen, Kyrre & Ueland, Oydis, 2005. "Experimental Evidence of Risk Aversion in Consumer Markets: The Case of Beef Tenderness," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark 24553, European Association of Agricultural Economists.
    48. Peter Howley & Emma Dillon & Kevin Heanue & David Meredith, 2017. "Worth the Risk? The Behavioural Path to Well-Being," Journal of Agricultural Economics, Wiley Blackwell, vol. 68(2), pages 534-552, June.
    49. Caroline Roussy & Aude Ridier & Karim Chaib & Marie Boyet, 2018. "Marketing contracts and risk management for cereal producers," Agribusiness, John Wiley & Sons, Ltd., vol. 34(3), pages 616-630, June.
    50. Khanal, Aditya R. & Mishra, Ashok K. & Lien, Gudbrand, 2022. "Effects of Risk Attitude and Risk Perceptions on Risk Management Decisions: Evidence from Farmers in an Emerging Economy," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 47(3), September.
    51. Pennings, Joost M.E. & van Ittersum, Koert, 2004. "Understanding And Managing Consumer Risk Behavior," 2004 Annual meeting, August 1-4, Denver, CO 20163, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    52. Robert Finger & David Wüpper & Chloe McCallum, 2023. "The (in)stability of farmer risk preferences," Journal of Agricultural Economics, Wiley Blackwell, vol. 74(1), pages 155-167, February.
    53. Tonsor, Glynn T. & Wolf, Christopher & Olynk, Nicole, 2009. "Consumer voting and demand behavior regarding swine gestation crates," Food Policy, Elsevier, vol. 34(6), pages 492-498, December.
    54. Schroeder, Ted C. & Tonsor, Glynn T. & Pennings, Joost M.E. & Mintert, James R., 2007. "The Role of Consumer Risk Perceptions and Attitudes in Cross Cultural Beef Consumption Changes," 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon 10254, Western Agricultural Economics Association.
    55. Hailu, Getu & Jeffrey, Scott R. & Goddard, Ellen W., 2004. "Impact Of Decision Makers Divergence In Risk Attitudes And Perceptions On Co-Operative Management In Canada," 2004 Annual meeting, August 1-4, Denver, CO 20246, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    56. Erwin WAUTERS & Frankwin van WINSEN & Yann de MEY & Ludwig LAUWERS, 2014. "Risk perception, attitudes towards risk and risk management: evidence and implications," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 60(9), pages 389-405.
    57. Bazzani, Guido Maria & di Pasquale, S. & Gallerani, Vittorio & Viaggi, Davide, 2002. "Water Regulation and Irrigated Agriculture Under the EU Water Framework Directive," 2002 International Congress, August 28-31, 2002, Zaragoza, Spain 24898, European Association of Agricultural Economists.
    58. Franken, Jason R.V. & Pennings, Joost M.E., 2009. "What Drives How Much Crop Producers Sell in Spot, Forward, and Futures Markets?," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49237, Agricultural and Applied Economics Association.
    59. Michael Vassalos & Wuyang Hu & Timothy Woods & Jack Schieffer & Carl Dillon, 2016. "Risk Preferences, Transaction Costs, and Choice of Marketing Contracts: Evidence from a Choice Experiment with Fresh Vegetable Producers," Agribusiness, John Wiley & Sons, Ltd., vol. 32(3), pages 379-396, July.
    60. Sulewski, Piotr & Kłoczko-Gajewska, Anna, 2014. "Farmers’ risk perception, risk aversion and strategies to cope with production risk: an empirical study from Poland," Studies in Agricultural Economics, Research Institute for Agricultural Economics, vol. 116(3), pages 1-8, December.
    61. Tonsor, Glynn T. & Wolf, Christopher A., 2011. "On mandatory labeling of animal welfare attributes," Food Policy, Elsevier, vol. 36(3), pages 430-437, June.
    62. Massfeller, Anna & Meraner, Manuela & Hüttel, Silke & Uehleke, Reinhard, 2022. "Farmers' acceptance of results-based agri-environmental schemes: A German perspective," Land Use Policy, Elsevier, vol. 120(C).
    63. Franken, Jason R.V. & Pennings, Joost M.E. & Garcia, Philip, 2012. "Measuring Risk Attitude and Relation to Marketing Behavior," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124471, Agricultural and Applied Economics Association.
    64. Yutaka Arimoto & Tetsuji Okazaki & Masaki Nakabayashi, 2005. "Risk, Transaction Costs, and Geographic Distribution of Share Tenancy: A Case of Pre-War Japan," CARF F-Series CARF-F-024, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    65. Kalogeras, Nikos & Pennings, Joost M.E. & Garcia, Philip, 2006. "What Drives Strategic Behavior? A Framework to Explain and Predict SMEs' Transition to Sustainable Production Systems," 2006 Annual meeting, July 23-26, Long Beach, CA 21354, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    66. Wauters, Erwin & De Cock, Lieve & Wit, Jan de & Lauwers, Ludwig H., 2011. "The foregone risk premium: a communicative and practical method for the evaluation of risk-return profiles in agriculture," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 115737, European Association of Agricultural Economists.
    67. Rosburg, Alicia & Menapace, Luisa, 2018. "Factors Influencing Corn Fungicide Treatment Decisions," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 43(2), May.
    68. Howard, Gregory E. & Roe, Brian E., 2011. "Comparing the Risk Attitudes of U.S. and German Farmers," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114528, European Association of Agricultural Economists.
    69. Franken, Jason R.V. & Pennings, Joost M.E., 2005. "Changing Agricultural Marketing Channel Structures: Interdependences & Risk Preferences," 2005 Annual meeting, July 24-27, Providence, RI 19414, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    70. Miguel Angel Orduño Torres & Zein Kallas & Selene Ivette Ornelas Herrera & Bouali Guesmi, 2019. "Is Technical Efficiency Affected by Farmers’ Preference for Mitigation and Adaptation Actions against Climate Change? A Case Study in Northwest Mexico," Sustainability, MDPI, vol. 11(12), pages 1-15, June.

  58. David S. Bullock & Philip Garcia, 1999. "Testing the Efficient Redistribution Hypothesis: An Application to Japanese Beef Policy," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 81(2), pages 408-423.

    Cited by:

    1. Bullock, David S., 2005. "Should We Expect Government Policy to Be Pareto Efficient?: The Consequences of an Arrow-Debreu Economy with Violable Property Rights," 2005 Annual meeting, July 24-27, Providence, RI 19444, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    2. David Bullock & E. Rutström, 2007. "Policy making and rent-dissipation: An experimental test," Experimental Economics, Springer;Economic Science Association, vol. 10(1), pages 21-36, March.
    3. Earl L. Grinols & Peri Silva, 2012. "Intervention Efficiency, Incentive Symmetry, and Information," Development Working Papers 334, Centro Studi Luca d'Agliano, University of Milano, revised 16 Jul 2012.
    4. Bullock, David S. & Salhofer, Klaus, 2003. "Judging agricultural policies: a survey," Agricultural Economics, Blackwell, vol. 28(3), pages 225-243, May.
    5. Bullock, David S. & Rutstrom, Elisabet E., 2001. "The Size Of The Prize: Testing Rent-Dissipation When Transfer Quantity Is Endogenous," 2001 Annual meeting, August 5-8, Chicago, IL 20447, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

  59. Laurian J. Unnevehr & Miguel I. Gómez & Philip Garcia, 1998. "The Incidence of Producer Welfare Losses from Food Safety Regulation in the Meat Industry," Review of Agricultural Economics, Agricultural and Applied Economics Association, vol. 20(1), pages 186-201.

    Cited by:

    1. Zhigang Wang & Huina Yuan & Fred Gale, 2009. "Costs of Adopting a Hazard Analysis Critical Control Point System: Case Study of a Chinese Poultry Processing Firm," Review of Agricultural Economics, Agricultural and Applied Economics Association, vol. 31(3), pages 574-588, September.
    2. Rude, James I. & Meilke, Karl D., 2004. "Developing Policy Relevant Agrifood Models," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 36(2), pages 369-382, August.
    3. Ragona, Maddalena & Mazzocchi, Mario, 2008. "Impact Evaluation of Food Safety Regulations: A Review of Quantitative Methods," 110th Seminar, February 18-22, 2008, Innsbruck-Igls, Austria 49887, European Association of Agricultural Economists.
    4. Ragona, Maddalena & Mazzocchi, Mario, 2008. "Measuring the Impacts of Food Safety Regulations: A Methodological Review," 2008 International Congress, August 26-29, 2008, Ghent, Belgium 43864, European Association of Agricultural Economists.
    5. Lusk, Jayson L. & Anderson, John D., 2003. "Modeling The Effects Of Country Of Origin Labeling On Meat Producers And Consumers," Staff Papers 28660, Purdue University, Department of Agricultural Economics.
    6. Giovannucci, Daniele & Reardon, Thomas, 2000. "Understanding Grades and Standards: and how to apply them," MPRA Paper 13549, University Library of Munich, Germany.
    7. Shiptsova, Rimma & Thomsen, Michael R. & Goodwin, Harold L., Jr., 2002. "Producer Welfare Changes From Meat And Poultry Recalls," Journal of Food Distribution Research, Food Distribution Research Society, vol. 33(2), pages 1-9, July.
    8. Roland Herrmann & Gerhard Scherhorn & Stefan Tangermann & Christoph Weiss & Martin Wille, 2001. "Will more regulations achieve better consumer protection?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 54(06), pages 3-18, September.
    9. Martinez, Stephen W. & Zering, Kelly D., 2004. "Pork Quality And The Role Of Market Organizaton," Agricultural Economic Reports 33973, United States Department of Agriculture, Economic Research Service.

  60. Koontz, Stephen R. & Garcia, Philip, 1997. "Meat-Packer Conduct In Fed Cattle Pricing: Multiple-Market Oligopsony Power," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 22(1), pages 1-17, July.

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    1. Zavelberg, Yvonne & Wieck, Christine & Heckelei, Thomas, 2015. "How can differences in German raw milk prices be explained? An empirical investigation of market power asymmetries," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205489, Agricultural and Applied Economics Association.
    2. Perekhozhuk Oleksandr & Hockmann Heinrich & Fertő Imre & Bakucs Lajos Zoltán, 2013. "Identification of Market Power in the Hungarian Dairy Industry: A Plant-Level Analysis," Journal of Agricultural & Food Industrial Organization, De Gruyter, vol. 11(1), pages 1-13, January.
    3. Tostao, Emilio & Chung, Chanjin & Brorsen, B. Wade, 2006. "Integrating the Structural Auction Approach and Traditional Measures of Market Power," 2006 Annual meeting, July 23-26, Long Beach, CA 21244, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    4. Xiaowei Cai & Kyle Stiegert & Stephen Koontz, 2011. "Regime switching and oligopsony power: the case of U.S. beef processing," Agricultural Economics, International Association of Agricultural Economists, vol. 42(1), pages 99-109, January.
    5. Fausti, Scott W. & Qasmi, Bashir A. & Diersen, Matthew A & Adamson, Bill, 2014. "Grid Valuation of Beef Carcass Quality: Market Power and Market Trends," Economics Staff Papers 171423, South Dakota State University, Department of Economics.
    6. Coatney, Kalyn T. & Shaffer, Sherrill L. & Menkhaus, Dale J., 2012. "Auction prices, market share, and a common agent," Journal of Economic Behavior & Organization, Elsevier, vol. 81(1), pages 61-73.
    7. Panagiotou, Dimitrios & Stavrakoudis, Athanassios, 2015. "A stochastic production frontier estimator of the degree of oligopsony power in the U.S. cattle industry," MPRA Paper 73525, University Library of Munich, Germany, revised 2016.
    8. Perekhozhuk, Oleksandr & Grings, Michael & Glauben, Thomas, 2009. "Oligopsony Power in the Ukrainian Milk Processing Industry: Evidence from the Regional Markets for Raw Milk," MPRA Paper 16991, University Library of Munich, Germany.
    9. Rao Fu & Chenguang Li & Liming Wang, 2021. "Market Power in the Irish Beef Processing Industry," Sustainability, MDPI, vol. 13(11), pages 1-18, June.
    10. Love, H. Alan & Burton, Diana M., 1999. "A Strategic Rationale For Captive Supplies," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 24(1), pages 1-18, July.
    11. Marsh, John M., 2000. "U.S. Feeder Cattle Prices: Effects of Finance and Risk, Cow-Calf and Feedlot Technology, and Mexican and Canadian Feeder Imports," Research Discussion Papers 256824, Montana State University, Department of Agricultural Economics and Economics, Trade Research Center.
    12. Cai, Xiaowei & Stiegert, Kyle W. & Koontz, Stephen R., 2009. "Oligopsony Power: Evidence from the U.S. Beef Packing Industry," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49364, Agricultural and Applied Economics Association.
    13. Alan Barkema & Mark Drabenstott & Nancy Novack, 2001. "The new U.S. meat industry," Economic Review, Federal Reserve Bank of Kansas City, vol. 86(Q II), pages 33-56.
    14. Marsh, John M., 2001. "U.S. Feeder Cattle Prices: Effects Of Finance And Risk, Cow-Calf And Feedlot Technologies, And Mexican Feeder Imports," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 26(2), pages 1-15, December.
    15. Rahman, Mohammad Chhiddikur, 2018. "Welfare Impact of Asymmetric Price Transmission on Bangladesh Rice Consumers," EconStor Theses, ZBW - Leibniz Information Centre for Economics, number 251114, July.
    16. Inbae Ji & Chanjin Chung & Jungmin Lee, 2017. "Measuring Oligopsony Power in the U.S. Cattle Procurement Market: Packer Concentration, Cattle Cycle, and Seasonality," Agribusiness, John Wiley & Sons, Ltd., vol. 33(1), pages 16-29, January.
    17. Franz Sinabell, 2005. "Marktspannen und Erzeugeranteil an den Ausgaben für Nahrungsmittel," WIFO Studies, WIFO, number 25398, April.
    18. Azzam, Azzeddine M., 1998. "Competition in the US meatpacking industry: is it history?," Agricultural Economics, Blackwell, vol. 18(2), pages 107-126, March.
    19. Trechter, David D. & McGregor, Murray J. & Murray-Prior, Roy B., 2003. "A Neo-Institutional Assessment of Cooperative Evolution: Comparing the Australian Wheat Board and the Fonterra Dairy Group," 2003 Annual Meeting, October 29 31801, NCERA-194 Research on Cooperatives.
    20. Love, H. Alan & Capps, Oral, Jr. & Williams, Gary W., 2009. "Concentration in Beef Packing and Slaughter Cattle Pricing," Reports 90493, Texas A&M University, Agribusiness, Food, and Consumer Economics Research Center.
    21. Jebaraj Asirvatham & Sanjib Bhuyan, 2018. "Incentives and Impacts of Vertical Coordination in a Food Production-Marketing Chain: A Non-cooperative Multi-Stage, Multi-Player Analysis," Journal of Industry, Competition and Trade, Springer, vol. 18(1), pages 59-95, March.
    22. Pritchett, James G. & Liu, Donald J., 1998. "Estimating Backward Integration In A Primary Input Market: The Case Of U.S. Hog Industry," Conference Papers 14480, University of Minnesota, Center for International Food and Agricultural Policy.
    23. Rahman, Mohammad Chhiddikur, 2020. "Welfare Impact of Asymmetric Price Transmission on Bangladesh Rice Consumers," EconStor Theses, ZBW - Leibniz Information Centre for Economics, number 242248, July.
    24. Trechter, D.D. & Murray-Prior, R.B., 2003. "Collaborative Groups: Themes for Success and the Role of Universities," Papers 234164, University of Melbourne, Melbourne School of Land and Environment.
    25. Jared G. Carlberg & Robert J. Hogan & Clement E. Ward, 2009. "Game theory application to Fed Cattle procurement in an experimental market," Agribusiness, John Wiley & Sons, Ltd., vol. 25(1), pages 56-69.

  61. Garcia, Philip & Irwin, Scott H. & Leuthold, Raymond M. & Yang, Li, 1997. "The value of public information in commodity futures markets," Journal of Economic Behavior & Organization, Elsevier, vol. 32(4), pages 559-570, April.

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    1. Prilly Oktoviany & Robert Knobloch & Ralf Korn, 2021. "A machine learning-based price state prediction model for agricultural commodities using external factors," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(2), pages 1063-1085, December.
    2. Adjemian, Michael K. & Johansson, Robert & McKenzie, Andrew & Thomsen, Michael, 2016. "The Value of Government Information in an Era of Declining Budgets," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235811, Agricultural and Applied Economics Association.
    3. Isengildina-Massa, Olga & Cao, Xiang & Karali, Berna & Irwin, Scott H. & Adjemian, Michael & Johansson, Robert C., 2021. "When does USDA information have the most impact on crop and livestock markets?," Journal of Commodity Markets, Elsevier, vol. 22(C).
    4. Lehecka, Georg V., 2013. "The Reaction of Corn and Soybean Futures Markets to USDA Crop Progress and Condition Information," 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida 142491, Southern Agricultural Economics Association.
    5. McKenzie, Andrew M. & Thomsen, Michael R., 2001. "The Effect Of E. Coli O157:H7 On Beef Prices," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 26(2), pages 1-14, December.
    6. Isengildina-Massa, Olga & Irwin, Scott H. & Good, Darrel L. & Gomez, Jennifer K., 2008. "The Impact of Situation and Outlook Information in Corn and Soybean Futures Markets: Evidence from WASDE Reports," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 40(1), pages 89-103, April.
    7. Michael K Adjemian & Robert Johansson & Andrew McKenzie & Michael Thomsen, 2018. "Was the Missing 2013 WASDE Missed?," Applied Economic Perspectives and Policy, John Wiley & Sons, vol. 40(4), pages 653-671, December.
    8. Egelkraut, Thorsten M. & Garcia, Philip & Irwin, Scott H. & Good, Darrel L., 2002. "An Evaluation Of Crop Forecast Accuracy For Corn And Soybeans: Usda And Private Information Services," 2002 Conference, April 22-23, 2002, St. Louis, Missouri 19068, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    9. Adrian Fernandez‐Perez & Bart Frijns & Ivan Indriawan & Alireza Tourani‐Rad, 2019. "Surprise and dispersion: informational impact of USDA announcements," Agricultural Economics, International Association of Agricultural Economists, vol. 50(1), pages 113-126, January.
    10. Joseph, Kishore & Garcia, Philip, 2016. "Intraday Market Effects in Electronic Soybean Futures Market during Non-Trading and Trading Hour Announcements," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235772, Agricultural and Applied Economics Association.
    11. Xiao, Jinzhi & Lence, Sergio H. & Hart, Chad, 2014. "Usda And Private Analysts' Forecasts Of Ending Stocks: How Good Are They?," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 170642, Agricultural and Applied Economics Association.
    12. Ying, Jiahui & Shonkwiler, J. Scott, 2017. "A Temporal Impact Assessment Method for the Informational Content of USDA Reports in Corn and Soybean Futures Markets," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258201, Agricultural and Applied Economics Association.
    13. R. Xie & O. Isengildina-Massa & G. P. Dwyer & J. L. Sharp, 2016. "The impact of public and semi-public information on cotton futures market," Applied Economics, Taylor & Francis Journals, vol. 48(36), pages 3416-3431, August.
    14. Andrew M. McKenzie & Jessica L. Darby, 2017. "Information Content of USDA Rice Reports and Price Reactions of Rice Futures," Agribusiness, John Wiley & Sons, Ltd., vol. 33(4), pages 552-568, September.
    15. Lehecka, Georg V., 2014. "The Value of USDA Crop Progress and Condition Information: Reactions of Corn and Soybean Futures Markets," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 39(1), pages 1-18, April.
    16. Peterson, Hikaru Hanawa & Tomek, William G., 2000. "Commodity Price Behavior: A Rational Expectations Storage Model of Corn," Working Papers 127682, Cornell University, Department of Applied Economics and Management.
    17. Isengildina-Massa, Olga & Karali, Berna & Irwin, Scott H., 2016. "Market Reaction to Inefficiencies in USDA Crop Production Forecasts," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235507, Agricultural and Applied Economics Association.
    18. Jesse Tack & Keith H. Coble & Robert Johansson & Ardian Harri & Barry J. Barnett, 2019. "The Potential Implications of “Big Ag Data” for USDA Forecasts," Applied Economic Perspectives and Policy, John Wiley & Sons, vol. 41(4), pages 668-683, December.
    19. Isengildina, Olga & Irwin, Scott H. & Good, Darrel L., 2005. "The Value of USDA Situation and Outlook Information in Hog and Cattle Markets," 2005 Conference, April 18-19, 2005, St. Louis, Missouri 19050, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    20. Guo, Jian-Feng & Ji, Qiang, 2013. "How does market concern derived from the Internet affect oil prices?," Applied Energy, Elsevier, vol. 112(C), pages 1536-1543.
    21. Karali, Berna & Isengildina-Massa, Olga & Irwin, Scott H. & Adjemian, Michael K., 2016. "Changes in Informational Value and the Market Reaction to USDA Reports in the Big Data Era," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235580, Agricultural and Applied Economics Association.
    22. Good, Darrel L. & Irwin, Scott H., 2006. "Understanding USDA Corn and Soybean Production Forecasts: Methods, Performance and Market Impacts over 1970 - 2005," AgMAS Project Research Reports 37514, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics.
    23. Good, Darrel L. & Irwin, Scott H., 2003. "Understanding USDA Corn and Soybean Production Forecasts: An Overview of Methods, Performance and Market Impacts," AgMAS Project Research Reports 37496, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics.
    24. Sanders, Dwight R. & Manfredo, Mark R., 2002. "Usda Production Forecasts For Pork, Beef, And Broilers: An Evaluation," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 27(1), pages 1-14, July.
    25. Sonia Marongiu & Barbara Bimbati & Mauro Santamgelo, 2021. "Use and users of FADN data in Italy," Economia agro-alimentare, FrancoAngeli Editore, vol. 23(3), pages 1-21.
    26. Kaus, Taylor T. & Mattos, Fabio L., 2017. "Too much information? How relevant are agricultural reports that provide similar information?," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258367, Agricultural and Applied Economics Association.
    27. Xiao, Jinzhi, 2015. "Essays on the forecasts of ending stocks," ISU General Staff Papers 201501010800005902, Iowa State University, Department of Economics.
    28. Pruitt, J. Ross & Tonsor, Glynn T. & Brooks, Kathleen R. & Johnson, Rachel J., 2013. "End User Preferences for USDA Market Information," 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida 143007, Southern Agricultural Economics Association.
    29. Pierrick Piette, 2019. "Can Satellite Data Forecast Valuable Information from USDA Reports ? Evidences on Corn Yield Estimates," Working Papers hal-02149355, HAL.
    30. Sanders, Dwight R. & Manfredo, Mark R. & Boris, Keith, 2009. "Evaluating information in multiple horizon forecasts: The DOE's energy price forecasts," Energy Economics, Elsevier, vol. 31(2), pages 189-196.
    31. Aulerich, Nicole M. & Irwin, Scott H. & Nelson, Carl H., 2007. "The Impact of Measurement Error on Estimates of the Price Reaction to USDA Crop Reports," 2007 Conference, April 16-17, 2007, Chicago, Illinois 37579, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    32. Isengildina, Olga & Irwin, Scott H. & Good, Darrel L., 2004. "Does The Market Anticipate Smoothing In Usda Crop Production Forecasts?," 2004 Annual meeting, August 1-4, Denver, CO 20145, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    33. Joshua Huang & Teresa Serra & Philip Garcia, 2021. "The Value of USDA Announcements in the Electronically Traded Corn Futures Market: A Modified Sufficient Test with Risk Adjustments," Journal of Agricultural Economics, Wiley Blackwell, vol. 72(3), pages 712-734, September.
    34. Olga Isengildina-Massa & Scott H. Irwin & Darrel L. Good & Jennifer K. Gomez, 2008. "Impact of WASDE reports on implied volatility in corn and soybean markets," Agribusiness, John Wiley & Sons, Ltd., vol. 24(4), pages 473-490.
    35. Sanders, Dwight R. & Manfredo, Mark R., 2006. "Multiple Horizons and Information in USDA Production Forecasts," 2006 Conference, April 17-18, 2006, St. Louis, Missouri 18997, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    36. Ji, Qiang & Guo, Jian-Feng, 2015. "Market interdependence among commodity prices based on information transmission on the Internet," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 426(C), pages 35-44.
    37. Etienne, Xiaoli L. & Farhangdoost, Sara & Hoffman, Linwood A. & Adam, Brian D., 2023. "Forecasting the U.S. season-average farm price of corn: Derivation of an alternative futures-based forecasting model," Journal of Commodity Markets, Elsevier, vol. 30(C).

  62. Philip Garcia & Dwight R. Sanders, 1996. "Ex ante basis risk in the live hog futures contract: Has hedgers' risk increased?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 16(4), pages 421-440, June.

    Cited by:

    1. Patrick L. Brockett & Mulong Wang & Chuanhou Yang, 2005. "Weather Derivatives and Weather Risk Management," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 8(1), pages 127-140, March.
    2. Coffey, Brian K. & Tonsor, Glynn T. & Schroeder, Ted C., 2018. "Impacts of Changes in Market Fundamentals and Price Momentum on Hedging Live Cattle," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 43(1), January.
    3. Bohl, Martin T. & Gross, Christian & Souza, Waldemar, 2019. "The role of emerging economies in the global price formation process of commodities: Evidence from Brazilian and U.S. coffee markets," International Review of Economics & Finance, Elsevier, vol. 60(C), pages 203-215.
    4. Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S., 2006. "The Derivatives Sourcebook," Foundations and Trends(R) in Finance, now publishers, vol. 1(5–6), pages 365-572, April.
    5. Fabio C. Zanini & Philip Garcia, 1997. "Did Producer Hedging Opportunities in the Live Hog Contract Decline?," Finance 9712005, University Library of Munich, Germany.

  63. Sarahelen Thompson & Philip Garcia & Lynne Dallafior Wildman, 1996. "The demise of the high fructose corn syrup futures contract: A case study," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 16(6), pages 697-724, September.

    Cited by:

    1. Dwight R. Sanders & Mark R. Manfredo, 2002. "The white shrimp futures market: Lessons in contract design and marketing," Agribusiness, John Wiley & Sons, Ltd., vol. 18(4), pages 505-522.
    2. Keith Bollman & Philip Garcia & Sarahelen Thompson, 2003. "What Killed the Diammonium Phosphate Futures Contract?," Review of Agricultural Economics, Agricultural and Applied Economics Association, vol. 25(2), pages 483-505.
    3. Florian Fizaine, 2018. "Toward generalization of futures contracts for raw materials: A probabilistic answer applied to metal markets," Post-Print halshs-01957410, HAL.
    4. Bharat Ramaswami & Jatinder Bir Singh, 2006. "Underdeveloped spot markets and futures trading: The Soya Oil exchange in India," Discussion Papers 06-03, Indian Statistical Institute, Delhi.
    5. Quintino, Derick David & David, Sergio Adriani, 2013. "Quantitative analysis of feasibility of hydrous ethanol futures contracts in Brazil," Energy Economics, Elsevier, vol. 40(C), pages 927-935.
    6. Manfredo Mark R & Sanders Dwight R, 2003. "Contract Design: A Note on Cash Settled Futures," Journal of Agricultural & Food Industrial Organization, De Gruyter, vol. 1(1), pages 1-14, February.
    7. Jingjing Wang & Xiaoyang Wang, 2023. "Why is water illiquid?: The NQH2O water index futures," Applied Economic Perspectives and Policy, John Wiley & Sons, vol. 45(1), pages 602-621, March.
    8. Manolis Kavussanos & Nikos Nomikos, 2003. "Price Discovery, Causality and Forecasting in the Freight Futures Market," Review of Derivatives Research, Springer, vol. 6(3), pages 203-230, October.
    9. Lee, Yunkyung & Giannakas, Konstantinos, 2021. "Market and Welfare Effects on the U.S. Nationwide Sugar-Sweetened Beverages Tax," 2021 Conference, August 17-31, 2021, Virtual 315203, International Association of Agricultural Economists.
    10. A.N. Vijayakumar, 2023. "Declining trade interest in Indian commodity derivatives: a survey-based study on cardamom futures contract," Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 28(3), pages 333-346.
    11. Thompson, Sarahelen R. & Kunda, Eugene L., 2000. "The Role Of Organized Exchanges And Standardized Contracts In Marketing New Commodities," 2000 Producer Marketing and Risk Management Conference, January 13-14, Orlando, FL 19575, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    12. Dummu, Tata Rao, 2009. "Commodity Futures Markets in India: Its Impact on Production and Prices," Indian Journal of Agricultural Economics, Indian Society of Agricultural Economics, vol. 64(3), pages 1-24.
    13. Joost M.E. Pennings & Raymond M. Leuthold, 1999. "Commodity Futures Contract Viability: A Multidisciplinary Approach," Finance 9905002, University Library of Munich, Germany.

  64. Brian D. Adam & Philip Garcia & Robert J. Hauser, 1996. "The Value of Information to Hedgers in the Presence of Futures and Options," Review of Agricultural Economics, Agricultural and Applied Economics Association, vol. 18(3), pages 437-447.

    Cited by:

    1. Colino, Evelyn V. & Irwin, Scott H., 2007. "Outlook vs. Futures: Three Decades of Evidence in Hog and Cattle Markets," 2007 Conference, April 16-17, 2007, Chicago, Illinois 37577, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    2. Taylor, Christopher W., 2012. "Market Reactions to USDA Reports: State Analysis of Corn Price Response," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124661, Agricultural and Applied Economics Association.
    3. Xu Xiaojie, 2018. "Using Local Information to Improve Short-Run Corn Price Forecasts," Journal of Agricultural & Food Industrial Organization, De Gruyter, vol. 16(1), pages 1-15, January.
    4. Yan, Lei & Garcia, Philip, 2017. "Portfolio investment: Are commodities useful?," Journal of Commodity Markets, Elsevier, vol. 8(C), pages 43-55.

  65. Bruce J. Sherrick & Philip Garcia & Viswanath Tirupattur, 1996. "Recovering probabilistic information from option markets: Tests of distributional assumptions," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 16(5), pages 545-560, August.

    Cited by:

    1. Jukka Sihvonen & Sami Vähämaa, 2014. "Forward‐Looking Monetary Policy Rules and Option‐Implied Interest Rate Expectations," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 34(4), pages 346-373, April.
    2. Preston, Richard & Walters, Cory G., 2015. "Risk Management Properties of the 2014 Farm Bill," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 206435, Agricultural and Applied Economics Association.
    3. Peter Christoffersen & Kris Jacobs & Bo Young Chang, 2011. "Forecasting with Option Implied Information," CREATES Research Papers 2011-46, Department of Economics and Business Economics, Aarhus University.
    4. Jia-Han Shih & Takeshi Emura, 2018. "Likelihood-based inference for bivariate latent failure time models with competing risks under the generalized FGM copula," Computational Statistics, Springer, vol. 33(3), pages 1293-1323, September.
    5. David Mauler & James McDonald, 2015. "Option Pricing and Distribution Characteristics," Computational Economics, Springer;Society for Computational Economics, vol. 45(4), pages 579-595, April.
    6. Michael K. Adjemian & Valentina G. Bruno & Michel A. Robe, 2020. "Incorporating Uncertainty into USDA Commodity Price Forecasts," American Journal of Agricultural Economics, John Wiley & Sons, vol. 102(2), pages 696-712, March.
    7. Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S., 2006. "The Derivatives Sourcebook," Foundations and Trends(R) in Finance, now publishers, vol. 1(5–6), pages 365-572, April.
    8. Majdah Badr & Muhammad Ijaz, 2021. "The Exponentiated Exponential Burr XII distribution: Theory and application to lifetime and simulated data," PLOS ONE, Public Library of Science, vol. 16(3), pages 1-20, March.
    9. Bogdan Negrea & Bertrand Maillet & Emmanuel Jurczenko, 2002. "Revisited Multi-moment Approximate Option," FMG Discussion Papers dp430, Financial Markets Group.
    10. Bronka Rzepkowski, 2002. "Heterogeneous expectations, currency options and the euro/dollar," Quantitative Finance, Taylor & Francis Journals, vol. 2(2), pages 147-157.
    11. Andres Trujillo-Barrera & Philip Garcia & Mindy L Mallory, 2018. "Short-term price density forecasts in the lean hog futures market," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 45(1), pages 121-142.
    12. Marin Bozic, 2010. "Pricing Options on Commodity Futures: The Role of Weather and Storage," Working Papers 1003, The Institute of Economics, Zagreb.
    13. Siddiqi, Hammad, 2015. "Analogy Based Valuation of Commodity Options," Risk and Sustainable Management Group Working Papers 197334, University of Queensland, School of Economics.
    14. Nessim Souissi, 2017. "The Implied Risk Neutral Density Dynamics: Evidence from the S&P TSX 60 Index," Journal of Applied Mathematics, Hindawi, vol. 2017, pages 1-10, June.
    15. Rihab Bedoui & Haykel Hamdi, 2010. "Implied Risk-Neutral probability Density functions from options prices: A comparison of estimation methods," Working Papers hal-04140913, HAL.

  66. Dixon, Bruce L. & Hollinger, Steven E. & Garcia, Philip & Tirupattur, Viswanath, 1994. "Estimating Corn Yield Response Models To Predict Impacts Of Climate Change," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 19(1), pages 1-11, July.

    Cited by:

    1. Quiroga, Sonia & Iglesias, Ana, 2009. "A comparison of the climate risks of cereal, citrus, grapevine and olive production in Spain," Agricultural Systems, Elsevier, vol. 101(1-2), pages 91-100, June.
    2. Buaha, Gabriel Toichoa & Apland, Jeffrey & Hicks, Dale, 1995. "A Regression Analysis Of The Effects Of Planting Date And Variety On Corn Yields In Minnesota," Staff Papers 13872, University of Minnesota, Department of Applied Economics.
    3. Woodard, Joshua D. & Garcia, Philip, 2008. "Weather Derivatives, Spatial Aggregation, and Systemic Risk: Implications for Reinsurance Hedging," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 33(1), pages 1-18, April.
    4. Moonju Kim & Befekadu Chemere & Kyungil Sung, 2019. "Effect of Heavy Rainfall Events on the Dry Matter Yield Trend of Whole Crop Maize ( Zea mays L.)," Agriculture, MDPI, vol. 9(4), pages 1-11, April.
    5. Deal, John, 2006. "The Relationship Between Economically and Environmentally Marginal Land," 2006 Annual meeting, July 23-26, Long Beach, CA 21119, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    6. Yun, Seong Do & Gramig, Benjamin M & Delgado, Michael S. & Florax, Raymond J.G.M., 2015. "Does Spatial Correlation Matter in Econometric Models of Crop Yield Response and Weather?," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205465, Agricultural and Applied Economics Association.
    7. Lehecka, Georg V., 2014. "The Value of USDA Crop Progress and Condition Information: Reactions of Corn and Soybean Futures Markets," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 39(1), pages 1-18, April.
    8. Chang, Ching-Cheng, 2002. "The potential impact of climate change on Taiwan's agriculture," Agricultural Economics, Blackwell, vol. 27(1), pages 51-64, May.
    9. Jesse Tack & Andrew Barkley & Lawton Nalley, 2014. "Heterogeneous effects of warming and drought on selected wheat variety yields," Climatic Change, Springer, vol. 125(3), pages 489-500, August.
    10. Guenter Lang, 2003. "Land Prices and Climate Conditions - Evaluating the Greenhouse Damage for the German Agricultural Sector," Discussion Paper Series 233, Universitaet Augsburg, Institute for Economics.
    11. Cai, Ruohong & Yu, Danlin & Oppenheimer, Michael, 2014. "Estimating the Spatially Varying Responses of Corn Yields toWeather Variations using GeographicallyWeighted Panel Regression," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 39(2), pages 1-23.
    12. Gramig, Benjamin M. & Yun, Seong Do, 2016. "Days Suitable for Fieldwork in the US Corn Belt:Climate, Soils and Spatial Heterogeneity," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235726, Agricultural and Applied Economics Association.
    13. Chavas, Jean-Paul & Kim, Kwansoo & Lauer, Joseph G. & Klemme, Richard M. & Bland, William L., 2001. "An Economic Analysis Of Corn Yield, Corn Profitability, And Risk At The Edge Of The Corn Belt," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 26(1), pages 1-18, July.
    14. Günter Lang, 2001. "Global Warming and German Agriculture Impact Estimations Using a Restricted Profit Function," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 19(2), pages 97-112, June.
    15. Raza, Amar & Ahmad, Munir, 2015. "Analysing the Impact of Climate Change on Cotton Productivity in Punjab and Sindh, Pakistan," MPRA Paper 72867, University Library of Munich, Germany.
    16. Yun, Seong Do & Gramig, Ben, 2017. "Crop Yield Response Function and Ex Post Economic Thresholds: The Impacts of Crop Growth Stage-specific Weather Conditions on Crop Yield," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258339, Agricultural and Applied Economics Association.
    17. Yi, Fujin & Jiang, Fei & Zhong, Funing & Ding, Aijun & Zhou, Xun, 2015. "Impacts of Surface Ozone Pollution on Crop Productivity: Evidence from Winter Wheat in China," 2015 Conference, August 9-14, 2015, Milan, Italy 211866, International Association of Agricultural Economists.
    18. Ortiz-Bobea, Ariel, 2011. "Improving Agronomic Structure in Econometric Models of Climate Change Impacts," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 103656, Agricultural and Applied Economics Association.
    19. Guenter Lang, 1999. "Global Warming and German Agriculture," Discussion Paper Series 185, Universitaet Augsburg, Institute for Economics.
    20. Zulfiqar, Farhad, 2010. "Estimation of Wheat Yield Response under different Economic, Location and Climatic Conditions in Punjab," MPRA Paper 26503, University Library of Munich, Germany.
    21. Jee W. Hwang & Okmyung Bin, 2019. "Effects Of Changes In Climatic Conditions On New Mexico Pecan Production, Price, And Cash Receipts," Climate Change Economics (CCE), World Scientific Publishing Co. Pte. Ltd., vol. 10(02), pages 1-11, May.

  67. Leuthold, Raymond M & Garcia, Philip & Lu, Richard, 1994. "The Returns and Forecasting Ability of Large Traders in the Frozen Pork Bellies Futures Market," The Journal of Business, University of Chicago Press, vol. 67(3), pages 459-473, July.

    Cited by:

    1. Carl R. Zulauf & Scott H. Irwin, 1998. "Market Efficiency and Marketing to Enhance Income of Crop Producers," Review of Agricultural Economics, Agricultural and Applied Economics Association, vol. 20(2), pages 308-331.
    2. Guillermo Llorente & Jiang Wang, 2020. "Trading and information in futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(8), pages 1231-1263, August.
    3. Robert Weiner, 2006. "Do Birds of a Feather Flock Together? Speculator Herding in the World Oil Market," RFF Working Paper Series dp-06-31, Resources for the Future.
    4. Büyükşahin, Bahattin & Robe, Michel A., 2014. "Speculators, commodities and cross-market linkages," Journal of International Money and Finance, Elsevier, vol. 42(C), pages 38-70.
    5. Locke, Peter R. & Sarkar, Asani & Wu, Lifan, 1999. "Market Liquidity and Trader Welfare in Multiple Dealer Markets: Evidence from Dual Trading Restrictions," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 34(1), pages 57-88, March.
    6. Aaron Tornell & Chunming Yuan, "undated". "Speculation and Hedging in the Currency Futures Markets: Are They Informative to the Spot Exchange Rates," UMBC Economics Department Working Papers 09-116, UMBC Department of Economics, revised 01 Nov 2009.
    7. Chakravarty, Sugato & Li, Kai, 2003. "A Bayesian analysis of dual trader informativeness in futures markets," Journal of Empirical Finance, Elsevier, vol. 10(3), pages 355-371, May.
    8. Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S., 2006. "The Derivatives Sourcebook," Foundations and Trends(R) in Finance, now publishers, vol. 1(5–6), pages 365-572, April.
    9. Nicole M. Moran & Scott H. Irwin & Philip Garcia, 2020. "Who Wins and Who Loses? Trader Returns and Risk Premiums in Agricultural Futures Markets," Applied Economic Perspectives and Policy, John Wiley & Sons, vol. 42(4), pages 611-652, December.
    10. Sang Hyuk Kim & Hee Soo Lee & Han Jun Ko & Seung Hwan Jeong & Hyun Woo Byun & Kyong Joo Oh, 2018. "Pattern Matching Trading System Based on the Dynamic Time Warping Algorithm," Sustainability, MDPI, vol. 10(12), pages 1-18, December.
    11. Buchanan, W. K. & Hodges, P. & Theis, J., 2001. "Which way the natural gas price: an attempt to predict the direction of natural gas spot price movements using trader positions," Energy Economics, Elsevier, vol. 23(3), pages 279-293, May.
    12. Mutafoglu, Takvor H. & Tokat, Ekin & Tokat, Hakki A., 2012. "Forecasting precious metal price movements using trader positions," Resources Policy, Elsevier, vol. 37(3), pages 273-280.
    13. Sanders, Dwight R. & Boris, Keith & Manfredo, Mark, 2004. "Hedgers, funds, and small speculators in the energy futures markets: an analysis of the CFTC's Commitments of Traders reports," Energy Economics, Elsevier, vol. 26(3), pages 425-445, May.
    14. Sanders, Dwight R. & Boris, Keith, 2000. "Does The Cftc Commitments Of Traders Report Contain Useful Information?," 2000 Conference, April 17-18 2000, Chicago, Illinois 18929, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    15. Sanders, Dwight R. & Irwin, Scott H. & Merrin, Robert P., 2009. "Smart Money: The Forecasting Ability of CFTC Large Traders in Agricultural Futures Markets," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 34(2), pages 1-21, August.
    16. Holt, Bryce R. & Irwin, Scott H., 2000. "The Effects Of Futures Trading By Large Hedge Funds And Ctas On Market Volatility," 2000 Conference, April 17-18 2000, Chicago, Illinois 18935, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    17. Chen, Haojun & Maher, Daniela, 2013. "On the predictive role of large futures trades for S&P500 index returns: An analysis of COT data as an informative trading signal," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 27(C), pages 177-201.
    18. Sanders, Dwight R. & Irwin, Scott H. & Merrin, Robert P., 2007. "Smart Money? The Forecasting Ability of CFTC Large Traders," 2007 Conference, April 16-17, 2007, Chicago, Illinois 37556, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    19. Wang, Changyun, 2001. "The behavior and performance of major types of futures traders," MPRA Paper 36426, University Library of Munich, Germany, revised Jul 2002.
    20. Emmanuel Acar & Stephen Satchell, 1997. "A theoretical analysis of trading rules: an application to the moving average case with Markovian returns," Applied Mathematical Finance, Taylor & Francis Journals, vol. 4(3), pages 165-180.
    21. Lee A. Smales, 2022. "Trading Behavior in Agricultural Commodity Futures around the 52-Week High," Commodities, MDPI, vol. 1(1), pages 1-15, June.
    22. Weiner, Robert J., 2000. "Sheep in Wolves' Clothing?," Cahiers de recherche 0001, GREEN.
    23. Robe, Michel A. & Roberts, John S., 2021. "20 Years of CFTC Data: Who Holds Positions in Agricultural Futures Markets?," 2021 Annual Meeting, August 1-3, Austin, Texas 313995, Agricultural and Applied Economics Association.
    24. Quanbiao Shang & Teresa Serra & Philip Garcia, 2023. "Ride the trend: Is there spread momentum profit in the US commodity markets?," Journal of Agricultural Economics, Wiley Blackwell, vol. 74(1), pages 24-47, February.
    25. Andersson, Patric, 2004. "How well do financial experts perform? A review of empirical research on performance of analysts, day-traders, forecasters, fund managers, investors, and stockbrokers," SSE/EFI Working Paper Series in Business Administration 2004:9, Stockholm School of Economics.
    26. Young‐Rae Song & Yong‐Jun Yang & Hyung‐Sik Oh, 2009. "Interaction between Foreign and Domestic Investors in the Korean Stock and Futures Markets," Asian Economic Journal, East Asian Economic Association, vol. 23(2), pages 249-267, June.

  68. Garcia, Philip & Adam, Brian D. & Hauser, Robert J., 1994. "The Use Of Mean-Variance For Commodity Futures And Options Hedging Decisions," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 19(1), pages 1-14, July.

    Cited by:

    1. Buchholz, Matthias & Musshoff, Oliver, 2014. "The role of weather derivatives and portfolio effects in agricultural water management," Agricultural Water Management, Elsevier, vol. 146(C), pages 34-44.
    2. Mullally, Conner & Boucher, Steve & Carter, Michael, 2010. "Encouragement Designs and Heterogeneous Effects in Agricultural Insurance: Challenges for Impact Evaluations in Agricultural Insurance Interventions," 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado 271511, Agricultural and Applied Economics Association.
    3. Tonsor, Glynn T., 2008. "Hedging in Presence of Market Access Risk," 2008 Conference, April 21-22, 2008, St. Louis, Missouri 37621, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    4. Irwin, Scott H. & Martines-Filho, Joao Gomes & Good, Darrel L., 2003. "The Performance Of Agricultural Market Advisory Services In Corn And Soybeans," 2003 Annual meeting, July 27-30, Montreal, Canada 22256, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    5. Songjiao Chen & William Wilson & Ryan Larsen & Bruce Dahl, 2016. "Risk Management for Grain Processors and “Copulas”," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 64(2), pages 365-382, June.
    6. Batts, Ryan M. & Irwin, Scott & Good, Darrel, 2009. "The Pricing Performance of Market Advisory Services in Wheat Over 1995-2004," AgMAS Project Research Reports 183426, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics.
    7. Irwin, Scott H. & Martines-Filho, Joao Gomes & Good, Darrel L., 2003. "The Pricing Performance Of Market Advisory Services In Corn And Soybeans Over 1995-2001," AgMAS Project Research Reports 14773, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics.
    8. Mahul, Olivier & Vermersch, Dominique, 1999. "Hedging Crop Risk With Yield Insurance Futures And Options," 1999 Annual meeting, August 8-11, Nashville, TN 21672, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    9. Good, Darrel L. & Martines-Filho, Joao Gomes & Irwin, Scott H., 2002. "The Pricing Performance Of Market Advisory Services In Corn And Soybeans Over 1995-2000," AgMAS Project Research Reports 14784, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics.
    10. Pluske, Johanna & Fraser, Rob, 1995. "Production, Risk and Survey Data," 1995 Conference (39th), February 14-16, 1995, Perth, Australia 171080, Australian Agricultural and Resource Economics Society.
    11. Joost M. E. Pennings & Matthew T. G. Meulenberg, 1998. "New Futures Markets in Agricultural Production Rights: Possibilities and Constraints for the British and Dutch Milk Quota Markets," Journal of Agricultural Economics, Wiley Blackwell, vol. 49(1), pages 50-66, March.
    12. Mullally, Conner & Boucher, Stephen R. & Carter, Michael R., 2010. "Perceptions and Participation: Mistaken Beliefs, Encouragement Designs, and Demand for Index Insurance," 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado 61002, Agricultural and Applied Economics Association.
    13. Irwin, Scott H. & Good, Darrel L. & Martines-Filho, Joao Gomes & Batts, Ryan M., 2006. "The Pricing Performance of Market Advisory Services in Corn and Soybeans Over 1995-2004," AgMAS Project Research Reports 37513, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics.
    14. Good, Darrel L. & Irwin, Scott H. & Martines-Filho, Joao Gomes & Hagedorn, Lewis A., 2005. "The Pricing Performance of Market Advisory Services in Corn and Soybeans over 1995-2003," AgMAS Project Research Reports 14775, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics.

  69. Yumkella, K. K. & Unnevehr, L. J. & Garcia, P., 1994. "Noncompetitive Pricing and Exchange Rate Pass-Through in Selected U.S. and Thai Rice Markets," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 26(2), pages 406-416, December.

    Cited by:

    1. Taylor, Earl L. & Bessler, David A. & Waller, Mark L. & Rister, M. Edward, 1996. "Dynamic relationships between US and Thai rice prices," Agricultural Economics, Blackwell, vol. 14(2), pages 123-133, July.
    2. Poornima Varma & Akash Issar, 2016. "Pricing to market behaviour of India's high value agri-food exporters: an empirical analysis of major destination markets," Agricultural Economics, International Association of Agricultural Economists, vol. 47(1), pages 129-137, January.
    3. Swift, Robyn, 2004. "The pass-through of exchange rate changes to the prices of Australian exports of dairy and livestock products," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 48(1), pages 1-27.
    4. Farajzadeh, Z. & Amiraslany, A., 2018. "Examination of the international market power for Iranian pistachios," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277345, International Association of Agricultural Economists.
    5. Risti Permani, 2021. "FTA, Exchange rate pass‐through and export price behavior – Lessons from the Australian dairy sector," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 65(1), pages 192-221, January.
    6. Reimer, Jeffrey J. & Stiegert, Kyle W., 2006. "Evidence on Imperfect Competition and Strategic Trade Theory," Staff Papers 12609, University of Wisconsin-Madison, Department of Agricultural and Applied Economics.
    7. Mahanaseth Itthipong & Tauer Loren W., 2014. "Thailand’s Market Power in Its Rice Export Markets," Journal of Agricultural & Food Industrial Organization, De Gruyter, vol. 12(1), pages 1-12, January.
    8. Fedoseeva, Svetlana, 2013. "Do German exporters PTM? Searching for right answers in sugar confectionery exports," Discussion Papers 62, Justus Liebig University Giessen, Center for international Development and Environmental Research (ZEU).
    9. Griffith, Garry R. & Mullen, John D., 2001. "Pricing-to-market in NSW rice export markets," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 45(3), pages 1-12.
    10. Reimer, Jeffrey J. & Steigert, Kyle W., 2006. "Imperfect Competition and Strategic Trade Theory: What Have We Learned?," Working Papers 201528, University of Wisconsin-Madison, Department of Agricultural and Applied Economics, Food System Research Group.
    11. Gafarova, Gulmira & Perekhozhuk, Oleksandr & Glauben, Thomas, 2015. "Price discrimination and pricing-to-market behavior of Black Sea region wheat exporters," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 47(3), pages 287-316.
    12. Chen, Kevin & Hui, Jianguo & Chen, Peter, 1997. "Does China Discriminate Among Origins in the Pricing of its Wheat Imports?," 1997 Conference, August 10-16, 1997, Sacramento, California 197067, International Association of Agricultural Economists.
    13. Robyn Swift, 2004. "The pass‐through of exchange rate changes to the prices of Australian exports of dairy and livestock products," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 48(1), pages 159-185, March.
    14. Rakotoarisoa, Manitra A. & Shapouri, Shahla, 2001. "Market power and the pricing of commodities imported from developing countries: the case of US vanilla bean imports," Agricultural Economics, Blackwell, vol. 25(2-3), pages 285-294, September.
    15. Reimer Jeffrey J & Stiegert Kyle, 2006. "Imperfect Competition and Strategic Trade Theory: Evidence for International Food and Agricultural Markets," Journal of Agricultural & Food Industrial Organization, De Gruyter, vol. 4(1), pages 1-27, September.
    16. Akash Issar & Poornima Varma, 2016. "Are Indian rice exporters able to price discriminate? Empirical evidence for basmati and non-basmati rice," Applied Economics, Taylor & Francis Journals, vol. 48(60), pages 5897-5908, December.

  70. Wayne I. Park & Philip Garcia, 1994. "Aggregate Versus Disaggregate Analysis: Corn and Soybean Acreage Response in Illinois," Review of Agricultural Economics, Agricultural and Applied Economics Association, vol. 16(1), pages 17-26.

    Cited by:

    1. Jones, Rodney & Purcell, Wayne & Driscoll, Paul & Peterson, Everett, 1996. "Issues and Cautions in Employing Behavioral Modeling Approaches to Test for Market Power," Staff Papers 232517, Virginia Polytechnic Institute and State University, Department of Agricultural and Applied Economics.
    2. Shumway, C. Richard & Davis, George C., 2000. "Does Consistent Aggregation Really Matter?," Ag Econ Series 12966, Washington State University, School of Economic Sciences.
    3. David S. Bullock & Philip Garcia & Kie‐Yup Shin, 2005. "Measuring producer welfare under output price uncertainty and risk non‐neutrality," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 49(1), pages 1-21, March.

  71. Stephen R. Koontz & Philip Garcia & Michael A. Hudson, 1993. "Meatpacker Conduct in Fed Cattle Pricing: An Investigation of Oligopsony Power," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 75(3), pages 537-548.

    Cited by:

    1. Philip L. Paarlberg & Mildred M. Haley, 2001. "Market concentration and vertical coordination in the pork industry: Implications for public policy analysis," Agribusiness, John Wiley & Sons, Ltd., vol. 17(2), pages 197-212.
    2. Richards, Timothy J. & Patterson, Paul M., 2004. "Causes of retail price fixity: an empirical analysis," Journal of Economics and Business, Elsevier, vol. 56(2), pages 117-136.
    3. Hunnicutt, Lynn & Bailey, DeeVon & Crook, Michelle, 2002. "Measuring Market Power With Variables Other Than Price," 2002 Annual meeting, July 28-31, Long Beach, CA 19799, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    4. Muth, Mary K. & Wohlgenant, Michael K., 1998. "A Model Of Imperfect Competition Using Marginal Input And Output Prices: Application To The Beef Packing Industry," 1998 Annual meeting, August 2-5, Salt Lake City, UT 20853, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    5. Jones, Rodney & Purcell, Wayne & Driscoll, Paul & Peterson, Everett, 1996. "Issues and Cautions in Employing Behavioral Modeling Approaches to Test for Market Power," Staff Papers 232517, Virginia Polytechnic Institute and State University, Department of Agricultural and Applied Economics.
    6. Alexandre Gohin & Hervé Guyomard, 2000. "Measuring Market Power for Food Retail Activities: French Evidence," Journal of Agricultural Economics, Wiley Blackwell, vol. 51(2), pages 181-195, May.
    7. Muth, Mary K. & Wohlgenant, Michael K., 1999. "Measuring The Degree Of Oligopsony Power In The Beef Packing Industry In The Absence Of Marketing Input Quantity Data," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 24(2), pages 1-14, December.
    8. Sexton, Richard J., 1994. "A Survey of Noncooperative Game Theory with Reference to Agricultural Markets: Part 2. Potential Applications in Agriculture," Review of Marketing and Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 62(02), pages 1-18, August.
    9. Xiaowei Cai & Kyle Stiegert & Stephen Koontz, 2011. "Regime switching and oligopsony power: the case of U.S. beef processing," Agricultural Economics, International Association of Agricultural Economists, vol. 42(1), pages 99-109, January.
    10. Lynn Hunnicutt & David Aadland, 2002. "Market Power with Dynamic Inventory Constraints: The Bias in Standard Measures," Industrial Organization 0211024, University Library of Munich, Germany.
    11. Fausti, Scott W. & Qasmi, Bashir A. & Diersen, Matthew A & Adamson, Bill, 2014. "Grid Valuation of Beef Carcass Quality: Market Power and Market Trends," Economics Staff Papers 171423, South Dakota State University, Department of Economics.
    12. Hunnicutt, Lynn & Weninger, Quinn, 1999. "Testing for Market Power in Beef Packing: Where Are We and What's Next?," Staff Papers 232538, Virginia Polytechnic Institute and State University, Department of Agricultural and Applied Economics.
    13. Adjemian, Michael & Brorsen, B. Wade & Hahn, William & Saitone, Tina L. & Sexton, Richard J., 2016. "Thinning Markets in U.S. Agriculture," Economic Information Bulletin 232928, United States Department of Agriculture, Economic Research Service.
    14. Ji, In Bae & Chung, Chanjin, 2011. "Dynamic Assessment of Bertrand Oligopsony in the U.S. Cattle Procurement Market," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 103558, Agricultural and Applied Economics Association.
    15. Panagiotou, Dimitrios & Stavrakoudis, Athanassios, 2015. "A stochastic production frontier estimator of the degree of oligopsony power in the U.S. cattle industry," MPRA Paper 73525, University Library of Munich, Germany, revised 2016.
    16. Holloway, Garth J. & Hertel, Thomas W. & Han, Frank M., 1997. "Does Market Power Matter?," Working Papers 225884, University of California, Davis, Department of Agricultural and Resource Economics.
    17. Panagiotou, Dimitrios, 2005. "Cointegration, Error Correction, And The Measurement Of Oligopsony Conduct In The U.S. Cattle Market," 2005 Annual meeting, July 24-27, Providence, RI 19201, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    18. Griffith, G.R., 2000. "Competition in the Food Marketing Chain," 2000 Conference (44th), January 23-25, 2000, Sydney, Australia 171911, Australian Agricultural and Resource Economics Society.
    19. Cai, Xiaowei & Stiegert, Kyle W. & Koontz, Stephen R., 2009. "Oligopsony Power: Evidence from the U.S. Beef Packing Industry," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49364, Agricultural and Applied Economics Association.
    20. Griffith, Garry R., 2000. "Competition in the food marketing chain," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 44(3), pages 1-35.
    21. Seo, Jeong-Yun, 1998. "Exchange rate and market power in import price," ISU General Staff Papers 1998010108000013522, Iowa State University, Department of Economics.
    22. Inbae Ji & Chanjin Chung & Jungmin Lee, 2017. "Measuring Oligopsony Power in the U.S. Cattle Procurement Market: Packer Concentration, Cattle Cycle, and Seasonality," Agribusiness, John Wiley & Sons, Ltd., vol. 33(1), pages 16-29, January.
    23. Guci, Ledia & Brown, Mark G., 2007. "Changes in the Structure of the Florida Processed Orange Industry and Potential Impacts on Competition," Research papers 36811, Florida Department of Citrus.
    24. Crespi, John M. & Xia, Tian & Jones, Rodney D., 2008. "Competition, Bargaining Power, and the Cattle Cycle," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6263, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    25. Vickner, Steven S. & Davies, Stephen P., 1999. "Estimating Market Power And Pricing Conduct In A Product-Differentiated Oligopoly: The Case Of The Domestic Spaghetti Sauce Industry," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 31(1), pages 1-13, April.
    26. Liang, Jing, 2010. "Three essays on food safety and foodborne illness," ISU General Staff Papers 201001010800002782, Iowa State University, Department of Economics.
    27. Azzam, Azzeddine M., 1998. "Competition in the US meatpacking industry: is it history?," Agricultural Economics, Blackwell, vol. 18(2), pages 107-126, March.
    28. Key, Nigel D. & MacDonald, James M., 2008. "Local Monopsony Power in the Market for Broilers - Evidence from a Farm Survey," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6073, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    29. Liang, Jing & Fabiosa, Jacinto F. & Jensen, Helen H. & Miller, Gay Y., 2010. "Potential HPAI Shocks and Welfare Implications of Market Power in the U.S. Broiler Industry," ISU General Staff Papers 201001010800001021, Iowa State University, Department of Economics.
    30. Koontz, Stephen R. & Garcia, Philip, 1997. "Meat-Packer Conduct In Fed Cattle Pricing: Multiple-Market Oligopsony Power," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 22(1), pages 1-17, July.
    31. Hamilton, Stephen F., 1999. "Demand shifts and market structure in free-entry oligopoly equilibria," International Journal of Industrial Organization, Elsevier, vol. 17(2), pages 259-275, February.
    32. Pritchett, James G. & Liu, Donald J., 1998. "Estimating Backward Integration In A Primary Input Market: The Case Of U.S. Hog Industry," Conference Papers 14480, University of Minnesota, Center for International Food and Agricultural Policy.
    33. Chen, Yuquan & Yu, Xiaohua, 2018. "Does the centralized slaughtering policy create market power for pork industry in China?," China Economic Review, Elsevier, vol. 50(C), pages 59-71.
    34. Alessandro Bonanno & Carlo Russo & Luisa Menapace, 2018. "Market power and bargaining in agrifood markets: A review of emerging topics and tools," Agribusiness, John Wiley & Sons, Ltd., vol. 34(1), pages 6-23, December.
    35. Hunnicutt Lynn & Aadland David, 2003. "Inventory Constraints in a Dynamic Model of Imperfect Competition: An Application to Beef Packing," Journal of Agricultural & Food Industrial Organization, De Gruyter, vol. 1(1), pages 1-24, March.
    36. Jared G. Carlberg & Robert J. Hogan & Clement E. Ward, 2009. "Game theory application to Fed Cattle procurement in an experimental market," Agribusiness, John Wiley & Sons, Ltd., vol. 25(1), pages 56-69.

  72. D. L. Neff & P. Garcia & C. H. Nelson, 1993. "Technical Efficiency: A Comparison Of Production Frontier Methods," Journal of Agricultural Economics, Wiley Blackwell, vol. 44(3), pages 479-489, September.

    Cited by:

    1. Fraser, Iain & Hone, Phillip, 2001. "Farm-level efficiency and productivity measurement using panel data: wool production in south-west Victoria," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 45(2), pages 1-18.
    2. Abdul Wadud, 2013. "Impact of Microcredit on Agricultural Farm Performance and Food Security in Bangladesh," Working Papers 14, Institute of Microfinance (InM).
    3. Temesgen T. Deressa, 2011. "Effects of climatic conditions and agro-ecological settings on the productive efficiencies of small-holder farmers in Ethopia," Working Papers 223, Economic Research Southern Africa.
    4. Álvaro Ramírez Suárez, 2013. "Análisis de eficiencia económica de fincas arroceras: una aplicación de una función determinística de ingresos brutos frontera," Revista Lebret, Universidad Santo Tomás - Bucaramanga, vol. 5, pages 213-240, December.
    5. Gelaw, Fekadu, 2013. "Inefficiency and Incapability Gaps as Causes of Poverty: A Poverty Line-Augmented Efficiency Analysis Using Stochastic Distance Function," African Journal of Agricultural and Resource Economics, African Association of Agricultural Economists, vol. 8(2), pages 1-45, August.
    6. Osborne, Stefan & Trueblood, Michael A., 2001. "An Examination Of Economic Efficiency Of Russian Crop Output In The Reform Period," 2001 Annual meeting, August 5-8, Chicago, IL 20548, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    7. Álvaro Ramírez Suárez, 2013. "Análisis de eficiencia económica de fincas arroceras: una aplicación de una función determinística de ingresos brutos frontera," Revista Lebret, Universidad Santo Tomás - Bucaramanga, vol. 5, pages 213-240, December.
    8. Fertő, Imre, 2002. "A mezőgazdasági termelés szerkezetének változásai a fejlett országokban, II. Az üzemnagyság és a mérethozadék problémája a mezőgazdaságban [Changes in the structure of agricultural production in th," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(9), pages 760-773.
    9. Tadesse, Bedassa & Krishnamoorthy, S., 1997. "Technical efficiency in paddy farms of Tamil Nadu: An analysis based on farm size and ecological zone," Agricultural Economics, Blackwell, vol. 16(3), pages 185-192, August.
    10. Fousekis, Panos & Spathis, Pavlos & Tsimboukas, Konstantinos, 2001. "Assessing the Efficiency of Sheep Farming in Mountainous Areas of Greece. A Non Parametric Approach," Agricultural Economics Review, Greek Association of Agricultural Economists, vol. 2(2), pages 1-11, August.
    11. Tanira T. Kingi & Tom F. Kompas, 2005. "Communal Land Ownership and Agricultural Development: Overcoming Technical Efficiency Constraints Among Fiji’s Indigenous Sugercane Growers," International and Development Economics Working Papers idec05-11, International and Development Economics.
    12. Jennifer K. sesabo & Richard S.J. Tol, 2006. "Technical Efficiency and Small-scale Fishing Households in Tanzanian coastal Villages: An Empirical Analysis," Working Papers FNU-95, Research unit Sustainability and Global Change, Hamburg University, revised Jan 2006.
    13. Sedik, David & Trueblood, Michael & Arnade, Carlos, 1999. "Corporate Farm Performance in Russia, 1991-1995: An Efficiency Analysis," Journal of Comparative Economics, Elsevier, vol. 27(3), pages 514-533, September.

  73. Brian D. Adam & Philip Garcia & Robert J. Hauser, 1993. "Robust live hog pricing strategies under uncertain prices and risk preferences," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 13(8), pages 849-864, December.

    Cited by:

    1. Fabio C. Zanini & Philip Garcia, 1997. "Did Producer Hedging Opportunities in the Live Hog Contract Decline?," Finance 9712005, University Library of Munich, Germany.

  74. Albiac, Jose & Garcia, Philip, 1992. "The Effects of Spain's Entry into the European Community on the Spanish Hog Market," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 19(4), pages 455-471.

    Cited by:

    1. Frank H. Fuller & John C. Beghin & Jacinto F. Fabiosa & Samarendu Mohanty & Cheng Fang & Phillip Kaus, 2000. "Accession of the Czech Republic, Hungary, and Poland to the European Union: Impacts on Agricultural Markets," Center for Agricultural and Rural Development (CARD) Publications 00-wp259, Center for Agricultural and Rural Development (CARD) at Iowa State University.
    2. D.S. Bullock & K. Salhofer, 1998. "Measuring the social costs of suboptimal combinations of policy instruments: A general framework and an example," Agricultural Economics, International Association of Agricultural Economists, vol. 18(3), pages 249-259, May.
    3. Nyars, Levente & Vizvari, Bela, 2008. "On The Supply Function Of The Hungarian Pork Market," Bulletin of the Szent Istvan University 43245, Szent Istvan University, Faculty of Economics and Social Sciences.

  75. Neff, David L. & Garcia, Philip & Hornbaker, Robert H., 1991. "Efficiency Measures Using the Ray-Homothetic Function: A Multiperiod Analysis," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 23(2), pages 113-122, December.

    Cited by:

    1. Boris Bravo-Ureta & Daniel Solís & Víctor Moreira López & José Maripani & Abdourahmane Thiam & Teodoro Rivas, 2007. "Technical efficiency in farming: a meta-regression analysis," Journal of Productivity Analysis, Springer, vol. 27(1), pages 57-72, February.
    2. Neff, David L. & Garcia, Phillip, 1992. "Technical Efficiency: A Comparison of Four Frontier Methods," WAEA/ WFEA Conference Archive (1929-1995) 321397, Western Agricultural Economics Association.
    3. D. L. Neff & P. Garcia & C. H. Nelson, 1993. "Technical Efficiency: A Comparison Of Production Frontier Methods," Journal of Agricultural Economics, Wiley Blackwell, vol. 44(3), pages 479-489, September.

  76. Robert J. Hauser & Philip Garcia & Alan D. Tumblin, 1990. "Basis Expectations and Soybean Hedging Effectiveness," Review of Agricultural Economics, Agricultural and Applied Economics Association, vol. 12(1), pages 125-136.
    See citations under working paper version above.
  77. Zapata, Hector O. & Garcia, Philip, 1990. "Price Forecasting With Time-Series Methods And Nonstationary Data: An Application To Monthly U.S. Cattle Prices," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 15(1), pages 1-10, July.

    Cited by:

    1. Covey, Ted & Bessler, David A., 1991. "The Role of Futures in Daily Forward Pricing," 1991 Annual Meeting, August 4-7, Manhattan, Kansas 271282, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    2. P. Geoffrey Allen & Robert Fildes, 2005. "Levels, Differences and ECMs – Principles for Improved Econometric Forecasting," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(s1), pages 881-904, December.
    3. Florkowski, Wojciech J. & Lai, Yue, 1997. "Cointegration Between Prices of Pecans and Other Edible Nuts: Forecasting and Implications," 1997 Annual Meeting, July 13-16, 1997, Reno\ Sparks, Nevada 35870, Western Agricultural Economics Association.
    4. Colino, Evelyn V. & Irwin, Scott H. & Garcia, Philip, 2008. "How Much Can Outlook Forecasts be Improved? An Application to the U.S. Hog Market," 2008 Conference, April 21-22, 2008, St. Louis, Missouri 37620, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    5. Elham Rahmani & Mohammad Khatami & Emma Stephens, 2024. "Using Probabilistic Machine Learning Methods to Improve Beef Cattle Price Modeling and Promote Beef Production Efficiency and Sustainability in Canada," Sustainability, MDPI, vol. 16(5), pages 1-19, February.

  78. Stephen R. Koontz & Philip Garcia & Michael A. Hudson, 1990. "Dominant‐satellite relationships between live cattle cash and futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 10(2), pages 123-136, April.

    Cited by:

    1. Joseph, Kishore & Garcia, Philip & Peterson, Paul E., 2016. "Does the Boxed Beef Price Inform the Live Cattle Futures Price?," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 236166, Agricultural and Applied Economics Association.
    2. Blank, Steven C. & Saitone, Tina L. & Sexton, Richard J., 2014. "Seller-Offered Forward Contracts: An Additional Benefit to Cattle Producers from Satellite Video Auctions," 2014 Annual Meeting, February 1-4, 2014, Dallas, Texas 162323, Southern Agricultural Economics Association.
    3. Zhepeng Hu & Mindy Mallory & Teresa Serra & Philip Garcia, 2017. "Measuring Price Discovery between Nearby and Deferred Contracts in Storable and Non-Storable Commodity Futures Markets," Papers 1711.03506, arXiv.org.
    4. Raymond M. Leuthold & Philip Garcia & Nabil Chaherli, 1992. "Information, Pricing and Efficiency in Cash and Futures Markets: The Case of Hogs," The Economic Record, The Economic Society of Australia, vol. 68(S1), pages 27-33, December.
    5. Foster, Andrew J., 1996. "Price discovery in oil markets: a time varying analysis of the 1990-1991 Gulf conflict," Energy Economics, Elsevier, vol. 18(3), pages 231-246, July.
    6. Goundan, Anatole & Tankari, Mahamadou Roufahi, 2016. "A dynamic spatial model of agricultural price transmission: Evidence from the Niger millet market:," IFPRI discussion papers 1536, International Food Policy Research Institute (IFPRI).
    7. Gerveni, Maria & Serra, Teresa & Irwin, Scott H. & Hubbs, Todd, 2023. "Price connectedness in U.S. ethanol terminal markets," Energy Economics, Elsevier, vol. 124(C).
    8. Blank, Steven C. & Saitone, Tina L. & Sexton, Richard J., 2016. "Calf and Yearling Prices in the Western United States: Spatial, Quality, and Temporal Factors in Satellite Video Auctions," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 41(3), pages 1-23.
    9. Bhabani Sankar Rout & Nupur Moni Das & K. Chandrasekhara Rao, 2021. "Functional Effectiveness of Commodity Futures Market: A Comparative Assessment of Agricultural and Metal Commodities," Paradigm, , vol. 25(1), pages 42-60, June.
    10. Carlos Arnade & Gary Vocke, 2016. "Seasonal Variation in the Price Discovery Process of International Wheat," Agribusiness, John Wiley & Sons, Ltd., vol. 32(1), pages 16-32, January.
    11. Schroeder, Ted C. & Tonsor, Glynn T. & Coffey, Brian K., 2019. "Commodity futures with thinly traded cash markets: The case of live cattle," Journal of Commodity Markets, Elsevier, vol. 15(C), pages 1-1.
    12. Rahman, Kazi Tamim & Akter, Morsalina & Miah, M.A. Monayem & Palash, M. Salauddin, 2020. "Livestock Market Integration And Price Dynamics In The United States," Bangladesh Journal of Agricultural Economics, Bangladesh Agricultural University, vol. 40(1&2), February.

  79. Margot Anderson & Philip Garcia, 1989. "Exchange Rate Uncertainty and the Demand for U.S. Soybeans," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 71(3), pages 721-729.

    Cited by:

    1. Salamat Ali, 2017. "Exchange Rate Effects on Agricultural Exports: Firm-level Evidence from Pakistan," Discussion Papers 2017-09, University of Nottingham, GEP.
    2. Andrew Muhammad, 2015. "Price Risk and Exporter Competition in China's Soybean Market," Agribusiness, John Wiley & Sons, Ltd., vol. 31(2), pages 188-197, April.
    3. Bouoiyour, Jamal & Selmi, Refk, 2014. "How Does Exchange Rate Uncertainty interact with International Trade? A Meta-Analysis Revisited," MPRA Paper 56201, University Library of Munich, Germany.
    4. Lence, Sergio Horacio, 1991. "Dynamic firm behavior under uncertainty," ISU General Staff Papers 1991010108000010656, Iowa State University, Department of Economics.
    5. Wenting Wang & Longbao Wei, 2021. "Impacts of agricultural price support policy on price variability and welfare: Evidence from China's soybean market," Agricultural Economics, International Association of Agricultural Economists, vol. 52(1), pages 3-17, January.
    6. Hong, Chang & Liefert, William M. & Wang, Sun Ling, 2017. "Exchange Rates, Income Growth, and Chinese Agricultural Imports," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258447, Agricultural and Applied Economics Association.
    7. X. L. Wu, 1992. "A Comparison Of Tobit And Ols Estimates Of Japanese Peanut Import Demand," Journal of Agricultural Economics, Wiley Blackwell, vol. 43(1), pages 38-42, January.
    8. Páll, Zsombor, 2015. "Three essays on the Russian wheat export," Studies on the Agricultural and Food Sector in Transition Economies, Leibniz Institute of Agricultural Development in Transition Economies (IAMO), volume 80, number 80.
    9. Bouoiyour, Jamal & Selmi, Refk, 2015. "A synthesis of the effects of exchange rate uncertainty on international trade via Meta-Regression analysis," MPRA Paper 65737, University Library of Munich, Germany.
    10. Jin, Y. & Jin, S., 2018. "The Heterogeneous Impact of Exchange Rate Volatility on Agricultural Export: Evidence from Chinese Food Firm-level Data," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277197, International Association of Agricultural Economists.

  80. Garcia, Philip & Hudson, Michael A. & Waller, Mark L., 1988. "The Pricing Efficiency Of Agricultural Futures Markets: An Analysis Of Previous Research Results," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 20(1), pages 1-12, July.

    Cited by:

    1. Carl R. Zulauf & Scott H. Irwin, 1998. "Market Efficiency and Marketing to Enhance Income of Crop Producers," Review of Agricultural Economics, Agricultural and Applied Economics Association, vol. 20(2), pages 308-331.
    2. Kastens, Terry L. & Jones, Rodney D. & Schroeder, Ted C., 1998. "Futures-Based Price Forecasts For Agricultural Producers And Businesses," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 23(1), pages 1-14, July.
    3. Kastens, Terry L. & Schroeder, Ted C., 1994. "Cattle Feeder Behavior And Feeder Cattle Placements," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 19(2), pages 1-12, December.
    4. Vergara, Oscar & Coble, Keith H. & Hudson, Darren & Knight, Thomas O. & Patrick, George F. & Baquet, Alan E., 2005. "Target Markets for Grain and Cotton Marketing Consultants and Market Information Systems," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 30(1), pages 1-17, April.
    5. Sanders, Dwight R. & Garcia, Philip & Manfredo, Mark R., 2008. "Information Content in Deferred Futures Prices: Live Cattle and Hogs," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 33(1), pages 1-12, April.
    6. Krzysztof Borowski & Malgorzata Lukasik, 2015. "Analysis of Selected Seasonality Effects in the Following Agricultural Markets: Corn, Wheat, Coffee, Cocoa, Sugar, Cotton and Soybeans," Eurasian Journal of Business and Management, Eurasian Publications, vol. 3(2), pages 12-37.
    7. Roger A. Hinson & Steven C. Turner & John R. Brooker, 1995. "Transactions methods among US wholesale nurseries," Agribusiness, John Wiley & Sons, Ltd., vol. 11(2), pages 147-154.
    8. Tinker, Jonathan N. & Gerlow, Mary E. & Irwin, Scott H. & Zulauf, Carl R., 1989. "Frocasting Soybean Complex Prices: Univariate and Multivariate Time Series Models," 1989 Annual Meeting, July 30-August 2, Baton Rouge, Louisiana 270488, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    9. Blank, Steven C., 1988. "Research On Futures Markets: Issues, Approaches And Empirical Findings," Working Papers 225817, University of California, Davis, Department of Agricultural and Resource Economics.
    10. Kastens, Terry L. & Schroeder, Ted C., 1993. "Expectations of Cattle Feeding Investors in Feeder Cattle Placements," Staff Papers 118159, Kansas State University, Department of Agricultural Economics.
    11. Curtis, Charles E., Jr. & Carriker, Gordon L., 1988. "Estimating Implied Volatility Directly from "Nearest-to-the-Money" Commodity Option Premiums," Working Papers 116875, Clemson University, Department of Agricultural and Applied Economics.
    12. Bhabani Sankar Rout & Nupur Moni Das & K. Chandrasekhara Rao, 2021. "Functional Effectiveness of Commodity Futures Market: A Comparative Assessment of Agricultural and Metal Commodities," Paradigm, , vol. 25(1), pages 42-60, June.
    13. Schroeder, Ted C. & Parcell, Joseph L. & Kastens, Terry L. & Dhuyvetter, Kevin C., 1998. "Perceptions Of Marketing Strategies: Producers Versus Extension Economists," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 23(1), pages 1-15, July.
    14. Funk, Samuel M. & Zook, James E. & Featherstone, Allen M., 2008. "Chicago Board of Trade Ethanol Contract Efficiency," 2008 Annual Meeting, February 2-6, 2008, Dallas, Texas 6811, Southern Agricultural Economics Association.
    15. Shao, Renyuan & Roe, Brian E., 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).
    16. Manfredo, Mark R. & Sanders, Dwight R., 2004. "Forecast Encompassing And Futures Market Efficiency: The Case Of Milk Futures," 2004 Annual meeting, August 1-4, Denver, CO 20267, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    17. 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.
    18. Kastens, Terry L. & Schroeder, Ted C., 1996. "Efficiency Tests Of July Kansas City Wheat Futures," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 21(2), pages 1-12, December.
    19. Stéphane Goutte & David Guerreiro & Bilel Sanhaji & Sophie Saglio & Julien Chevallier, 2019. "International Financial Markets," Post-Print halshs-02183053, HAL.

  81. Philip Garcia & Raymond M. Leuthold & T. Randall Fortenbery & Gboroton F. Sarassoro, 1988. "Pricing Efficiency in the Live Cattle Futures Market: Further Interpretation and Measurement," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 70(1), pages 162-169.

    Cited by:

    1. Andrew M. McKenzie & Bingrong Jiang & Harjanto Djunaidi & Linwood A. Hoffman & Eric J. Wailes, 2002. "Unbiasedness and Market Efficiency Tests of the U.S. Rice Futures Market," Review of Agricultural Economics, Agricultural and Applied Economics Association, vol. 24(2), pages 474-493.
    2. Unterschultz, James R., 2000. "New Instruments For Co-Ordination And Risk Sharing Within The Canadian Beef Industry," Project Report Series 24046, University of Alberta, Department of Resource Economics and Environmental Sociology.
    3. Wiseman, J.A. & Darroch, M.A.G. & Ortmann, G.F., 1999. "Testing The Efficiency Of The South African Futures Market For White Maize," Agrekon, Agricultural Economics Association of South Africa (AEASA), vol. 38(3).
    4. Elfakhani, Said & Visiting Professor & Wionzek, Ritchie J. & Chaudhury, Mohammed, 1999. "Thin trading and mispricing profit opportunities in the Canadian commodity futures," The Quarterly Review of Economics and Finance, Elsevier, vol. 39(1), pages 37-58.
    5. Epperson, James E. & Huang, Wan-Tran, 1992. "The Potential For Intraseasonal Market Flow Management Of Southeastern Sweet Potatoes," Journal of Food Distribution Research, Food Distribution Research Society, vol. 23(2), pages 1-8, June.
    6. Joseph, Kishore & Garcia, Philip & Peterson, Paul E., 2016. "Does the Boxed Beef Price Inform the Live Cattle Futures Price?," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 236166, Agricultural and Applied Economics Association.
    7. Frank, Julieta & Garcia, Philip, 2005. "Time-Varying Risk Premium or Informational Inefficiency? Further Evidence in Agricultural Futures Markets," 2005 Conference, April 18-19, 2005, St. Louis, Missouri 19051, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    8. Sanders, Dwight R. & Garcia, Philip & Manfredo, Mark R., 2008. "Information Content in Deferred Futures Prices: Live Cattle and Hogs," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 33(1), pages 1-12, April.
    9. Barrett, Christopher B. & Chabari, Francis & Bailey, DeeVon & Coppock, D. Layne & Little, Peter D., 2001. "Livestock Pricing In The Northern Kenyan Rangelands," 2001 Annual meeting, August 5-8, Chicago, IL 20460, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    10. Novak, Frank & Eales, James & Munro, Earl, 1993. "Profitability and Risk of Retained Ownership of Beef Calves," Project Report Series 232371, University of Alberta, Department of Resource Economics and Environmental Sociology.
    11. A. J. Aulton & C. T. Ennew & A. J. Rayner, 1997. "Efficiency Tests Of Futures Markets For Uk Agricultural Commodities," Journal of Agricultural Economics, Wiley Blackwell, vol. 48(1‐3), pages 408-424, January.
    12. Unknown, 1990. "Structural Change in Livestock: Causes, Implications, Alternatives," Research Institute on Livestock Pricing 232728, Virginia Polytechnic Institute and State University, Department of Agricultural and Applied Economics.
    13. Blank, Steven C., 1988. "Research On Futures Markets: Issues, Approaches And Empirical Findings," Working Papers 225817, University of California, Davis, Department of Agricultural and Resource Economics.
    14. Novak, Frank S. & Viney, Bruce, 1995. "Alternative Pricing and Delivery Strategies for Alberta Cattle Feeders," Project Report Series 24044, University of Alberta, Department of Resource Economics and Environmental Sociology.
    15. Barry A. Goss & S. Gulay Avsar, 2013. "Simultaneity, Forecasting and Profits in London Copper Futures," Australian Economic Papers, Wiley Blackwell, vol. 52(2), pages 79-96, June.
    16. Epperson, James E. & Huang, Wan-Tran, 1994. "The Potential For Supply Management Of Southeastern Sweet Onions," Journal of Food Distribution Research, Food Distribution Research Society, vol. 25(2), pages 1-7, September.
    17. Elfakhani, Said & Wionzek, Ritchie J., 1997. "Intermarket spread opportunities between Canadian and American agricultural futures," International Review of Economics & Finance, Elsevier, vol. 6(4), pages 361-377.
    18. Novak, Frank & Bauer, Leonard & Dailly, Sally & Melvin, Richard, 1992. "An Analysis of Risk and Return in Hog Finishing," Project Report Series 232358, University of Alberta, Department of Resource Economics and Environmental Sociology.
    19. Manfredo, Mark R. & Sanders, Dwight R., 2004. "Forecast Encompassing And Futures Market Efficiency: The Case Of Milk Futures," 2004 Annual meeting, August 1-4, Denver, CO 20267, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    20. Sathye, Milind, 2006. "US Coffee C Futures: Some results from test of cointegration and GARCH," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 6(3).
    21. Kastens, Terry L. & Schroeder, Ted C., 1996. "Efficiency Tests Of July Kansas City Wheat Futures," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 21(2), pages 1-12, December.

  82. Zapata, Hector O. & Hudson, Michael A. & Garcia, Philip, 1988. "Identifying Causal Relationships Between Nonstationary Stochastic Processes: An Examination Of Alternative Approaches In Small Samples," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 13(2), pages 1-14, December.

    Cited by:

    1. Zapata, Hector O. & Gil, Jose M., 1999. "Cointegration and causality in international agricultural economics research," Agricultural Economics, Blackwell, vol. 20(1), pages 1-9, January.
    2. Ederer, Stefan & Heumesser, Christine & Staritz, Cornelia, 2013. "The role of fundamentals and financialisation in recent commodity price developments: An empirical analysis for wheat, coffee, cotton, and oil," Working Papers 42, Austrian Foundation for Development Research (ÖFSE).
    3. Raymond M. Leuthold & Philip Garcia & Nabil Chaherli, 1992. "Information, Pricing and Efficiency in Cash and Futures Markets: The Case of Hogs," The Economic Record, The Economic Society of Australia, vol. 68(S1), pages 27-33, December.
    4. Emerick, Paula A. & Willett, Lois Schertz & Novakovic, Andrew M., 1993. "Incorporating Price Regulation in Causality Tests for Dairy Markets," Staff Papers 121338, Cornell University, Department of Applied Economics and Management.
    5. Basitan, Chris T. & Carver, Robert D. & Menkhaus, Dale J., 1992. "The Market Efficiency of Feeder Cattle Futures After Cash Settlement," WAEA/ WFEA Conference Archive (1929-1995) 321382, Western Agricultural Economics Association.

  83. Dixon, Bruce L & Garcia, Philip & Anderson, Margot, 1987. "Usefulness of Pretests for Estimating Underlying Technologies Using Dual Profit Functions," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 28(3), pages 623-633, October.

    Cited by:

    1. Simon Feeny & Mark Harris & Mark Rogers, 2005. "A dynamic panel analysis of the profitability of Australian tax entities," Empirical Economics, Springer, vol. 30(1), pages 209-233, January.
    2. Simon Feeny, 2000. "Determinants of Profitability: An Empirical Investigation Using Australian Tax Entities," Melbourne Institute Working Paper Series wp2000n01, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    3. Diop, Hamady & Kazmierczak, Richard F., Jr., 1995. "Technology And Management In Mauritanian Cephalopod Fisheries," Staff Papers 31686, Louisiana State University, Department of Agricultural Economics and Agribusiness.
    4. J. Christina Wang, 2003. "Productivity and economies of scale in the production of bank service value added," Working Papers 03-7, Federal Reserve Bank of Boston.
    5. Petri Rouvinen, 2002. "The existence of R&D spillovers: A cost function estimation with random coefficients," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 11(6), pages 525-541.
    6. Ashwin Madhou & Imad Moosa & Vikash Ramiah, 2015. "Working Capital as a Determinant of Corporate Profitability," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 18(04), pages 1-17, December.
    7. Thompson, Gary D., 1989. "Tariff and Nontariff Barrier Impacts on Illegal Migration: Us Fresh Winter Tomato Market," 1989 Occasional Paper Series No. 5 197682, International Association of Agricultural Economists.
    8. Thompson, Gary D., 1988. "Choice Of Flexible Functional Forms: Review And Appraisal," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 13(2), pages 1-15, December.
    9. Settlage, Daniel M. & Dixon, Bruce L. & Thomsen, Michael R., 2000. "A Comparison Of Various Frontier Estimation Methods Under Differing Data Generation Assumptions," Staff Papers 15773, University of Arkansas, Department of Agricultural Economics and Agribusiness.

  84. Philip Garcia & Susan E. Offutt & Steven T. Sonka, 1987. "Size Distribution and Growth in a Sample of Illinois Cash Grain Farms," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 69(2), pages 471-476.

    Cited by:

    1. Zoltan Bakucs & Stefan Bojnec & Imre Fertő & Laure Latruffe, 2013. "Farm size and growth in field crop and dairy farms in France, Hungary and Slovenia," Post-Print hal-01208897, HAL.
    2. Kim, C.S. & Hallahan, Charles B. & Schaible, Glenn D. & Leath, Mack N., 2000. "A Decomposed Regression Model For Measuring Structural Changes In The Flour Milling Industry," 2000 Annual meeting, July 30-August 2, Tampa, FL 21834, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    3. Legrand D. F, Saint-Cyr, 2017. "Farm heterogeneity and agricultural policy impacts on size dynamics: evidence from France," Working Papers SMART 17-04, INRAE UMR SMART.
    4. Wayne H. Howard & Robb Macmillan, 1991. "In search of excellence on the farm: An example of case research," Agribusiness, John Wiley & Sons, Ltd., vol. 7(1), pages 1-10.
    5. Stokes, Jeffrey R., 2006. "Entry, Exit, and Structural Change in Pennsylvania's Dairy Sector," Agricultural and Resource Economics Review, Cambridge University Press, vol. 35(2), pages 357-373, October.
    6. Howland, Frank M., 1990. "Alternative Empirical Measures Of The Supply Effect Of The Corn Price Support Program," 1990 Annual meeting, August 5-8, Vancouver, Canada 271035, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    7. Fox, Glenn & Dickson, Ed, 1989. "Farm Growth In The Ontario Dairy Industry: A Skeptical Look At Gibrat'S Law," 1989 Conference, January 7-10, Tucson, Arizona 260170, Regional Research Committe NC-181: Determinants of Farm Size and Structure.
    8. Kim, C.S. & McElroy, Robert G. & Mishra, Ashok K. & Hallahan, Charles B., 2002. "Biased Biased Technological Progress In The U.S. Farm Sector: A Structural Perspective," 2002 Annual Meeting, July 28-31, 2002, Long Beach, California 36526, Western Agricultural Economics Association.
    9. Sonka, Steven T. & Khoju, Madhab R., 1989. "Empirical Studies Of Firm Viability, Profitability, And Growth," 1989 Conference, January 7-10, Tucson, Arizona 260159, Regional Research Committe NC-181: Determinants of Farm Size and Structure.
    10. Zier, Patrick, 2013. "Econometric impact assessment of the Common Agricultural Policy in East German agriculture," Studies on the Agricultural and Food Sector in Transition Economies, Leibniz Institute of Agricultural Development in Transition Economies (IAMO), volume 71, number 71.
    11. Hadrich, Joleen C. & Pendell, Dustin L. & Kim, Youngjune, 2018. "The effect of financial structure and efficiency on Kansas farm growth," 2018 Annual Meeting, August 5-7, Washington, D.C. 274110, Agricultural and Applied Economics Association.
    12. Sonka, Steven T., 1988. "Factors We Observe On Successful Midwest Farms Today," 1988 Conference, January 16-19, San Antonio, Texas 260096, Regional Research Committe NC-181: Determinants of Farm Size and Structure.
    13. Dolev, Yuval & Kimhi, Ayal, 2010. "Do family farms really converge to a uniform size? The role of unobserved farm efficiency," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 54(1), pages 1-18.
    14. Alexander Gocht & Norbert Röder & Sebastian Neuenfeldt & Hugo Storm & Thomas Heckelei, 2012. "Modelling farm structural change: A feasibility study for ex-post modelling utilizing FADN and FSS data in Germany and developing an ex-ante forecast module for the CAPRI farm type layer baseline," JRC Research Reports JRC75524, Joint Research Centre.
    15. Temel, Tugrul, 2011. "New facts for old debates: Farm size and productivity in US agriculture," MPRA Paper 31920, University Library of Munich, Germany.
    16. Dries, Liesbeth & Swinnen, Johan F. M., 2004. "Foreign Direct Investment, Vertical Integration, and Local Suppliers: Evidence from the Polish Dairy Sector," World Development, Elsevier, vol. 32(9), pages 1525-1544, September.
    17. C.S. Kim & C. Hallahan & G. Schaible & G. Schluter, 2001. "Economic analysis of the changing structure of the U.S. flour milling industry," Agribusiness, John Wiley & Sons, Ltd., vol. 17(1), pages 161-171.

  85. Philip Garcia & Raymond M. Leuthold & Hector Zapata, 1986. "Lead‐lag relationships between trading volume and price variability: New evidence," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 6(1), pages 1-10, March.

    Cited by:

    1. Alexander, Carol & Deng, Jun & Zou, Bin, 2023. "Hedging with automatic liquidation and leverage selection on bitcoin futures," European Journal of Operational Research, Elsevier, vol. 306(1), pages 478-493.
    2. Go, You-How & Lau, Wee-Yeap, 2020. "The impact of global financial crisis on informational efficiency: Evidence from price-volume relation in crude palm oil futures market," Journal of Commodity Markets, Elsevier, vol. 17(C).
    3. Luo, Jiawen & Demirer, Riza & Gupta, Rangan & Ji, Qiang, 2022. "Forecasting oil and gold volatilities with sentiment indicators under structural breaks," Energy Economics, Elsevier, vol. 105(C).
    4. Han, Xuyuan & Liu, Zhenya & Wang, Shixuan, 2022. "An R-vine copula analysis of non-ferrous metal futures with application in Value-at-Risk forecasting," Journal of Commodity Markets, Elsevier, vol. 25(C).
    5. Erdong Chen & Mengzhong Ma & Zixin Nie, 2024. "Perpetual Future Contracts in Centralized and Decentralized Exchanges: Mechanism and Traders' Behavior," Papers 2402.03953, arXiv.org, revised Feb 2024.
    6. Alexander, Carol & Heck, Daniel F., 2020. "Price discovery in Bitcoin: The impact of unregulated markets," Journal of Financial Stability, Elsevier, vol. 50(C).
    7. Martin T. Bohl & Martin Stefan, 2018. "Return Dynamics During Periods of High Speculation in a Thinly-Traded Commodity Market," CQE Working Papers 7418, Center for Quantitative Economics (CQE), University of Muenster.
    8. Cologni, Alessandro & Scarpa, Elisa & Sitzia, Francesco Giuseppe, 2015. "Big Fish: Oil Markets and Speculation," Energy: Resources and Markets 206220, Fondazione Eni Enrico Mattei (FEEM).
    9. Alessandro Cologni & Elisa Scarpa & Francesco Giuseppe Sitzia, 2015. "Big Fish: Oil Markets and Speculation," Working Papers 2015.52, Fondazione Eni Enrico Mattei.
    10. Lucia, Julio J. & Mansanet-Bataller, Maria & Pardo, Ángel, 2015. "Speculative and hedging activities in the European carbon market," Energy Policy, Elsevier, vol. 82(C), pages 342-351.
    11. Fan, John Hua & Mo, Di & Zhang, Tingxi, 2022. "The “necessary evil” in Chinese commodity markets," Journal of Commodity Markets, Elsevier, vol. 25(C).
    12. Chien-Hung Chen & Nicholas Lee & Fu-Min Chang & Li-Peng Lan, 2021. "Are global gold futures returns volatilities and trading activities threshold cointegrated?," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 13(5), pages 525-538, May.
    13. Martin T. Bohl & Pierre L. Siklos & Claudia Wellenreuther, 2018. "Speculative activity and returns volatility of Chinese major agricultural commodity futures," CAMA Working Papers 2018-06, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    14. Bohl, Martin T. & Siklos, Pierre L. & Wellenreuther, Claudia, 2018. "Speculative activity and returns volatility of Chinese agricultural commodity futures," Journal of Asian Economics, Elsevier, vol. 54(C), pages 69-91.
    15. Tribhuvan N. Puri & George C. Philippatos, 2008. "Asymmetric Volume‐Return Relation and Concentrated Trading in LIFFE Futures," European Financial Management, European Financial Management Association, vol. 14(3), pages 528-563, June.
    16. Yu Xin & Gongmeng Chen & Michael Firth, 2006. "The Efficiency of the Chinese Commodity Futures Markets: Development and Empirical Evidence," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 14(2), pages 79-92, March.
    17. Peña, Juan Ignacio & Rodriguez, Rosa, 2018. "Default supply auctions in electricity markets: Challenges and proposals," Energy Policy, Elsevier, vol. 122(C), pages 142-151.

  86. Garcia, Philip & Dixon, Bruce L. & Mjelde, James W. & Adams, Richard M., 1986. "Measuring the benefits of environmental change using a duality approach: The case of ozone and Illinois cash grain farms," Journal of Environmental Economics and Management, Elsevier, vol. 13(1), pages 69-80, March.

    Cited by:

    1. McConnell, Kenneth E. & Bockstael, Nancy E., 2006. "Valuing the Environment as a Factor of Production," Handbook of Environmental Economics, in: K. G. Mäler & J. R. Vincent (ed.), Handbook of Environmental Economics, edition 1, volume 2, chapter 14, pages 621-669, Elsevier.
    2. Pattanayak, Subhrendu & Evan Mercer, D., 1998. "Valuing soil conservation benefits of agroforestry: contour hedgerows in the Eastern Visayas, Philippines," Agricultural Economics, Blackwell, vol. 18(1), pages 31-46, January.
    3. Cropper, Maureen L & Oates, Wallace E, 1992. "Environmental Economics: A Survey," Journal of Economic Literature, American Economic Association, vol. 30(2), pages 675-740, June.
    4. Neeliah, Harris & Shankar, Bhavani, 2005. "Ozone Externalities on Crop Production: Insights from UK Farm Level Data," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark 24659, European Association of Agricultural Economists.
    5. Cobourn, Kelly M. & Burrack, Hannah J. & Goodhue, Rachael E. & Williams, Jeffrey C. & Zalom, Frank G., 2011. "Implications of simultaneity in a physical damage function," Journal of Environmental Economics and Management, Elsevier, vol. 62(2), pages 278-289, September.
    6. Westenbarger, David A. & Frisvold, George B., 1995. "Air Pollution and Farm-Level Crop Yields: An Empirical Analysis of Corn and Soybeans," Agricultural and Resource Economics Review, Cambridge University Press, vol. 24(2), pages 156-165, October.

  87. Earl Kellogg & Richard Kodl & Philip Garcia, 1986. "The Effects of Agricultural Growth on Agricultural Imports in Developing Countries," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 68(5), pages 1347-1352.
    See citations under working paper version above.
  88. Bruce L. Dixon & Philip Garcia & Mjelde James W., 1985. "Primal versus Dual Methods for Measuring the Impact of Ozone on Cash Grain Farmers," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 67(2), pages 402-406.

    Cited by:

    1. Spash, Clive L., 1994. "The benefits of preventing crop loss due to tropospheric ozone," MPRA Paper 38557, University Library of Munich, Germany.
    2. McConnell, Kenneth E. & Bockstael, Nancy E., 2006. "Valuing the Environment as a Factor of Production," Handbook of Environmental Economics, in: K. G. Mäler & J. R. Vincent (ed.), Handbook of Environmental Economics, edition 1, volume 2, chapter 14, pages 621-669, Elsevier.

  89. Philip Garcia & Raymond M. Leuthold & Mohamed E. Sarhan, 1984. "Basis Risk: Measurement and Analysis of Basis Fluctuations for Selected Livestock Markets," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 66(4), pages 499-504.

    Cited by:

    1. Unterschultz, James R., 2000. "New Instruments For Co-Ordination And Risk Sharing Within The Canadian Beef Industry," Project Report Series 24046, University of Alberta, Department of Resource Economics and Environmental Sociology.
    2. Coffey, Brian K. & Tonsor, Glynn T. & Schroeder, Ted C., 2018. "Impacts of Changes in Market Fundamentals and Price Momentum on Hedging Live Cattle," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 43(1), January.
    3. Evans, Kevin J. & Streeter, Deborah H. & Hudson, Michael A., 1992. "An Integrated Approach to Modeling Price Volatility in the Live Cattle Futures Market," Staff Papers 121352, Cornell University, Department of Applied Economics and Management.
    4. Capitani, Daniel H.D. & Mattos, Fabio, 2015. "Feasibility of new agricultural futures contract: a study in the Brazilian rice market," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205565, Agricultural and Applied Economics Association.
    5. Unknown, 1990. "Structural Change in Livestock: Causes, Implications, Alternatives," Research Institute on Livestock Pricing 232728, Virginia Polytechnic Institute and State University, Department of Agricultural and Applied Economics.
    6. Rochelle, Thereza Christina Pippa & Filho, Joaquim Bento de Souza Ferreira, 2000. "Cash Settlement Impact on Fed Cattle Futures Contract Basis Risk in Brazil," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 54(2), April.
    7. Shafer, Carl E., 1992. "Hedge Ratios and Basis Behavior: An Intuitive Insight?," Faculty Paper Series 257887, Texas A&M University, Department of Agricultural Economics.
    8. Power, Gabriel J. & Vedenov, Dmitry V., 2008. "The Shape of the Optimal Hedge Ratio: Modeling Joint Spot-Futures Prices using an Empirical Copula-GARCH Model," 2008 Conference, April 21-22, 2008, St. Louis, Missouri 37609, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    9. Anaman, Kwabena A. & Boggess, William G., 1986. "A Stochastic Dominance Analysis Of Alternative Marketing Strategies For Mixed Crop Farms In North Florida," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 18(2), pages 1-9, December.

  90. Dixon, Bruce L. & Garcia, Philip & Adams, Richard M. & Mjelde, James W., 1984. "Combining Economic And Biological Data To Estimate The Impact Of Pollution On Crop Production," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 9(2), pages 1-10, December.

    Cited by:

    1. Mjelde, James W. & Hollinger, Steven E., 1987. "Development of Climate Indices for Application in Empirical Crop Production Studies," Staff Paper Series 257982, Texas A&M University, Department of Agricultural Economics.

  91. Philip Garcia & Steven T. Sonka & Michael A. Mazzacco, 1983. "A Multivariate Logit Analysis of Farmers' Use of Financial Information," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 65(1), pages 136-141.

    Cited by:

    1. King, Robert P., 1983. "Crop Insurance Research Needs," 1983: S-180 Annual Meeting, March 28-30, 1983, San Antonio, Texas 271715, Regional Research Projects > S-180: Risk Management Strategies for Agricultural Production Firms: Perspectives and Research Issues.
    2. Josep Argilés & E. Slof, 2003. "The use of financial accounting information and firm performance: an empirical quantification for farms," Accounting and Business Research, Taylor & Francis Journals, vol. 33(4), pages 251-273.
    3. Wadsworth, James J., 1991. "An Analysis of Major Farm Characteristics and Farmers' Use of Cooperatives," Journal of Agricultural Cooperation, National Council of Farmer Cooperatives, vol. 6, pages 1-9.
    4. Josep Maria Argiles & Eric John Slof, 2001. "New opportunities for farm accounting," European Accounting Review, Taylor & Francis Journals, vol. 10(2), pages 361-383.
    5. Josep M. Argilés & Eric J. Slof, 2000. "New opportunities for farm accounting," Economics Working Papers 497, Department of Economics and Business, Universitat Pompeu Fabra.

  92. Philip Garcia & Steven T. Sonka & Man Sik Yoo, 1982. "Farm Size, Tenure, and Economic Efficiency in a Sample of Illinois Grain Farms," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 64(1), pages 119-123.

    Cited by:

    1. Barnes, Andrew P. & Thomson, Steven G. & Ferreira, Joana, 2020. "Disadvantage and economic viability: characterising vulnerabilities and resilience in upland farming systems," Land Use Policy, Elsevier, vol. 96(C).
    2. Li, Xin & Paulson, Nicholas, 2014. "Is Farm Management Skill Persistent?," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 170170, Agricultural and Applied Economics Association.
    3. Ashok Mishra & Barry Goodwin, 2006. "Revenue insurance purchase decisions of farmers," Applied Economics, Taylor & Francis Journals, vol. 38(2), pages 149-159.
    4. Foreman, Linda F. & Livezey, Janet S., 2003. "Factors Contributing To Financially Successful Southern Rice Farms," 2003 Annual Meeting, February 1-5, 2003, Mobile, Alabama 35215, Southern Agricultural Economics Association.
    5. Fletschner, Diana K. & Zepeda, Lydia, 2002. "Efficiency Of Small Landholders In Eastern Paraguay," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 27(2), pages 1-19, December.
    6. Mills, Jeffrey B. & Burton, Robert O., Jr. & Dhuyvetter, Kevin C. & Kastens, Terry L., 2001. "What Can A Kansas Farmer Afford To Pay To Rent Cropland?," 2001 Annual meeting, August 5-8, Chicago, IL 20545, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    7. Fernandez-Cornejo, Jorge, 1994. "Nonradial Technical Efficiency And Chemical Input Use In Agriculture," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 23(1), pages 1-11, April.
    8. Daniel A. Summer & Christopher A. Wolf, 2002. "Diversification, Vertical Integration, and the Regional Pattern of Dairy Farm Size," Review of Agricultural Economics, Agricultural and Applied Economics Association, vol. 24(2), pages 442-457.
    9. Ani L. Katchova & Ana Claudia Sant’Anna, 2019. "Impact of Ethanol Plant Location on Corn Revenues for U.S. Farmers," Sustainability, MDPI, vol. 11(22), pages 1-13, November.
    10. van Schalkwyk, H. D. & van Zyl, J. & Sartorius von Bach, H. J., 1993. "Management And Returns To Farm Size: Results Of A Case Study Using Parametric And Non-Parametric Methodology To Measure Scale Efficiencies," Agrekon, Agricultural Economics Association of South Africa (AEASA), vol. 32(4), December.
    11. Kivanda, Lena & Fox, Glenn, 1993. "Falsification and the Practice of Agricultural Production Economists: A Methodological Assessment," Department of Agricultural Economics and Business 258724, University of Guelph.
    12. Featherstone, Allen M. & Langemeier, Michael R. & Ismet, Mohammad, 1997. "A Nonparametric Analysis Of Efficiency For A Sample Of Kansas Beef Cow Farms," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 29(1), pages 1-10, July.
    13. Adhikari, Arun & Mishra, Ashok K. & Chintawar, Sachin, 2009. "Adoption of Technology and Its Impact on Profitability of Young and Beginning Farmers: A Quantile Regression Approach," 2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia 46830, Southern Agricultural Economics Association.
    14. Ganoza, Victor G. & King, Richard A., 1988. "Measurement of Returns to Fixed Factors on North Carolina Dairy Farms," Department of Economics and Business - Archive 259750, North Carolina State University, Department of Economics.
    15. Helfand, Steven M. & Taylor, Matthew P.H., 2021. "The inverse relationship between farm size and productivity: Refocusing the debate," Food Policy, Elsevier, vol. 99(C).
    16. Sonka, Steven T. & Khoju, Madhab R., 1989. "Empirical Studies Of Firm Viability, Profitability, And Growth," 1989 Conference, January 7-10, Tucson, Arizona 260159, Regional Research Committe NC-181: Determinants of Farm Size and Structure.
    17. Shumway, C. Richard, 1986. "Supply Relationships In The South - What Have We Learned?," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 18(1), pages 1-9, July.
    18. Chambers, Robert G. & Phipps, Tim T., 1988. "Accumulation And Rental Behavior In The Market For Farmland," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 13(2), pages 1-13, December.
    19. Chavas, Jean-Paul & Aliber, Michael, 1993. "An Analysis Of Economic Efficiency In Agriculture: A Nonparametric Approach," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 18(1), pages 1-16, July.
    20. Nicola GALLUZZO, 2016. "An analysis of the efficiency in a sample of small Italian farms part of the FADN dataset," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 62(2), pages 62-70.
    21. Mishra, Ashok K. & El-Osta, Hisham S. & Johnson, James D., 1999. "Factors Contributing to Earnings Success of Cash Grain Farms," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 31(3), pages 623-637, December.
    22. Johnson, James D., 1989. "Firm Level Agricultural Data Collected And Managed By The Federal Government," 1989 Conference, January 7-10, Tucson, Arizona 260161, Regional Research Committe NC-181: Determinants of Farm Size and Structure.
    23. Steven Helfand & Matthew Taylor, 2018. "The Inverse Relationship between Farm Size and Productivity: Refocusing the Debate," Working Papers 201811, University of California at Riverside, Department of Economics.
    24. Gow, Laura R. & Langemeier, Michael R., 1999. "An Efficiency Analysis Of Cattle Backgrounding In Kansas," 1999 Annual Meeting, July 11-14, 1999, Fargo, ND 35701, Western Agricultural Economics Association.
    25. Dixon, Bruce L. & Garcia, Philip & Adams, Richard M. & Mjelde, James W., 1984. "Combining Economic And Biological Data To Estimate The Impact Of Pollution On Crop Production," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 9(2), pages 1-10, December.
    26. Li, Xi & Paulson, Nicholas & Schnitkey, Gary, 2015. "Is Farm Management Skill Persistent?," 2015 Conference, August 9-14, 2015, Milan, Italy 212047, International Association of Agricultural Economists.
    27. Elliott, Matthew & James, Harvey Jr., 2013. "Nature Of The Farm: Revisited," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150726, Agricultural and Applied Economics Association.
    28. Tiberti, Marco & Stefani, Gianluca & Lombardi, Ginevra, 2016. "Efficiency and Capital Structure in the Italian Cereal Sector," 2016 International European Forum (151st EAAE Seminar), February 15-19, 2016, Innsbruck-Igls, Austria 244539, International European Forum on System Dynamics and Innovation in Food Networks.
    29. Galluzzo Nicola, 2018. "A Non-Parametric Analysis of Technical Efficiency in Bulgarian Farms Using the Fadn Dataset," European Countryside, Sciendo, vol. 10(1), pages 58-73, March.

  93. Christopher Hurt & Philip Garcia, 1982. "The Impact of Price Risk on Sow Farrowings, 1967–78," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 64(3), pages 565-568.

    Cited by:

    1. Julie Subervie, 2011. "The impact of world price instability on agricultural supply according to several macroeconomic factors," CERDI Working papers halshs-00564577, HAL.
    2. Hall, Joyce A. & Brorsen, B. Wade, 1989. "The Policy Implications of Corn and Soybean·Supply Response to Risk," 1989 Annual Meeting, July 30-August 2, Baton Rouge, Louisiana 270502, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    3. Rude, James & Surry, Yves, 2013. "Canadian Hog Supply Respose: A Provincial Level Analysis," Working Papers 148590, Structure and Performance of Agriculture and Agri-products Industry (SPAA).
    4. Scott, Ayesha & Schoen, Tilman & Fernandez-Perez, Adrian, 2020. "The Predictive Power of NZX Dairy Futures," 2020 Conference (64th), February 12-14, 2020, Perth, Western Australia 305230, Australian Agricultural and Resource Economics Society.

  94. Larry Martin & Philip Garcia, 1981. "The Price-Forecasting Performance of Futures Markets for Live Cattle and Hogs: A Disaggregated Analysis," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 63(2), pages 209-215.

    Cited by:

    1. Covey, Ted & Bessler, David A., 1991. "The Role of Futures in Daily Forward Pricing," 1991 Annual Meeting, August 4-7, Manhattan, Kansas 271282, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    2. Kauffman, Daniel, 1984. "An Evaluation of the Potential for a Market in Hog Contracts," Agricultural Economic Report Series 201342, Michigan State University, Department of Agricultural, Food, and Resource Economics.
    3. Braga, Francesco S. & Martin, Larry J. & Meilke, Karl D., 1987. "Cross Hedging The Italian Lira/US Dollar Exchange Rate With Deutsche Mark Futures," Working Papers 123557, University of Guelph, Department of Food, Agricultural and Resource Economics.
    4. Wilson, William W., 1982. "Hedging Effectiveness of U.S. Wheat Futures Markets," Agricultural Economics Reports 23215, North Dakota State University, Department of Agribusiness and Applied Economics.
    5. Sergio H. Lence & Dermot J. Hayes, 1995. "Optimal Hedging Under Forward‐Looking Behaviour," The Economic Record, The Economic Society of Australia, vol. 71(4), pages 329-342, December.
    6. Brorsen, B. Wade & Bailey, DeeVon & Richardson, James W., 1984. "Investigation Of Price Discovery And Efficiency For Cash And Futures Cotton Prices," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 9(1), pages 1-7, July.
    7. Frank, Julieta & Garcia, Philip, 2005. "Time-Varying Risk Premium or Informational Inefficiency? Further Evidence in Agricultural Futures Markets," 2005 Conference, April 18-19, 2005, St. Louis, Missouri 19051, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    8. Sanders, Dwight R. & Garcia, Philip & Manfredo, Mark R., 2008. "Information Content in Deferred Futures Prices: Live Cattle and Hogs," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 33(1), pages 1-12, April.
    9. Rausser, Gordon C. & Carter, Colin A., 1982. "Futures market efficiency in the soybean complex," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt7d48x9qc, Department of Agricultural & Resource Economics, UC Berkeley.
    10. Buddhika Patalee & Glynn T. Tonsor, 2021. "Weather effects on U.S. cow‐calf production: A long‐term panel analysis," Agribusiness, John Wiley & Sons, Ltd., vol. 37(4), pages 838-857, October.
    11. Nerlove, Marc & Fornari, Ilaria, 1998. "Quasi-rational expectations, an alternative to fully rational expectations: An application to US beef cattle supply," Journal of Econometrics, Elsevier, vol. 83(1-2), pages 129-161.
    12. Mervish, Philip & Anderson, David P. & Richardson, James W. & Outlaw, Joe L., 2008. "The Impact of Land Fragmentation on Beef Cattle Inventory," 2008 Annual Meeting, February 2-6, 2008, Dallas, Texas 6816, Southern Agricultural Economics Association.
    13. Gordon, J. Douglas & Wang, George H. K., 1988. "Problems with an Econometric Test of Forecast Accuracy," 1988 Annual Meeting, August 1-3, Knoxville, Tennessee 270294, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    14. Michael S. Haigh & Matthew T. Holt, 2002. "Combining time-varying and dynamic multi-period optimal hedging models," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 29(4), pages 471-500, December.
    15. Choi, Jung-Sup & Helmberger, Peter G., 1993. "Acreage Response, Expected Price Functions, And Endogenous Price Expectations," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 18(1), pages 1-10, July.
    16. Shonkwiler, John Scott, 1986. "Are Livestock Futures Prices Rational Forecasts?," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 11(2), pages 1-6, December.
    17. Unknown, 1990. "Structural Change in Livestock: Causes, Implications, Alternatives," Research Institute on Livestock Pricing 232728, Virginia Polytechnic Institute and State University, Department of Agricultural and Applied Economics.
    18. Yun, Won-Cheol & Purcell, Wayne D., 1995. "Impact of Deductibility of Futures Losses on Cattle Feeders' Involvement and the Effectiveness of the Price Discovery Process," Staff Papers 232514, Virginia Polytechnic Institute and State University, Department of Agricultural and Applied Economics.
    19. Bailey, DeeVon & Peterson, Monte C., 1989. "An Analysis of Factors Affecting Prices in Video Cattle Auctions," WAEA/ WFEA Conference Archive (1929-1995) 244937, Western Agricultural Economics Association.
    20. Andrew McKenzie & Matthew Holt, 2002. "Market efficiency in agricultural futures markets," Applied Economics, Taylor & Francis Journals, vol. 34(12), pages 1519-1532.
    21. Kastens, Terry L. & Schroeder, Ted C., 1993. "Expectations of Cattle Feeding Investors in Feeder Cattle Placements," Staff Papers 118159, Kansas State University, Department of Agricultural Economics.
    22. Go, You-How & Lau, Wee-Yeap, 2017. "Investor demand, market efficiency and spot-futures relation: Further evidence from crude palm oil," Resources Policy, Elsevier, vol. 53(C), pages 135-146.
    23. Menkhaus, Dale J. & Adams, Richard M., 1981. "Forecasting Price Movements: An Application Of Discriminant Analysis," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 6(2), pages 1-10, December.
    24. Lucia BALDI & Massimo PERI & Daniela VANDONE, 2011. "Spot and future prices of agricultural commodities: fundamentals and speculation," Departmental Working Papers 2011-03, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
    25. Mbaga, Msafiri Daudi & Coyle, Barry T., 2003. "Beef Supply Response Under Uncertainty: An Autoregressive Distributed Lag Model," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 28(3), pages 1-21, December.
    26. Carter, Colin A., 1984. "An Evaluation Of Pricing Performance And Hedging Effectiveness Of The Barley Futures Market," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 9(1), pages 1-13, July.
    27. Bobst, Barry W. & Grunewald, Orlen C. & Davis, Joe T., 1982. "Efficient Cash And Hedged Enterprise Combinations In Feeder Calf Backgrounding Operations," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 14(2), pages 1-6, December.
    28. Hernandez, Manuel & Torero, Maximo, 2010. "Examining the dynamic relationship between spot and future prices of agricultural commodities," IFPRI discussion papers 988, International Food Policy Research Institute (IFPRI).
    29. Hedtrich, F. & Loy, J.-P. & Müller, R.A.E., 2010. "Prognosen auf Agrarmärkten: Prediction Markets – eine innovative Prognosemethode auch für die Landwirtschaft?," Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.”, German Association of Agricultural Economists (GEWISOLA), vol. 45, March.
    30. Nyankori, James Cyprian Okuk & Hammig, Michael D., 1983. "Empirical Evaluation of the Relative Forecasting Performances of Fixed and Varying Coefficient Demand Models," Working Papers 117654, Clemson University, Department of Agricultural and Applied Economics.
    31. Novak, Frank & Bauer, Leonard & Dailly, Sally & Melvin, Richard, 1992. "An Analysis of Risk and Return in Hog Finishing," Project Report Series 232358, University of Alberta, Department of Resource Economics and Environmental Sociology.
    32. Blank, Steven C., 1985. "Price Dependence And Futures Price Theory," Northeastern Journal of Agricultural and Resource Economics, Northeastern Agricultural and Resource Economics Association, vol. 14(2), pages 1-8, October.
    33. Braga, Francesco S. & Martin, Larry J., 1978. "Hedging the Corn and Wheat Variable Import Levy of the European Economic Community," Working Papers 244825, University of Guelph, Department of Food, Agricultural and Resource Economics.
    34. Baldi, Lucia & Peri, Massimo & Vandone, Daniela, 2011. "Price Discovery in Agricultural Commodities: The Shifting Relationship Between Spot and Future Prices," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114237, European Association of Agricultural Economists.
    35. Chen, Xiangyu & Tongurai, Jittima, 2023. "Informational linkage and price discovery between China's futures and spot markets: Evidence from the US–China trade dispute," Global Finance Journal, Elsevier, vol. 55(C).
    36. Hoffman, Linwood A., 1990. "How Efficient Is The Rough Rice Futures Market?," 1990 Annual meeting, August 5-8, Vancouver, Canada 270860, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    37. Baldi, Lucia & Peri, Massimo & Vandone, Daniela, 2011. "Spot and Futures Prices of Agricultural Commodities: Fundamentals and Speculation," 2011 International European Forum, February 14-18, 2011, Innsbruck-Igls, Austria 122002, International European Forum on System Dynamics and Innovation in Food Networks.
    38. Kastens, Terry L. & Schroeder, Ted C., 1996. "Efficiency Tests Of July Kansas City Wheat Futures," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 21(2), pages 1-12, December.

Chapters

  1. Nicole M. Aulerich & Scott H. Irwin & Philip Garcia, 2014. "Bubbles, Food Prices, and Speculation: Evidence from the CFTC's Daily Large Trader Data Files," NBER Chapters, in: The Economics of Food Price Volatility, pages 211-253, National Bureau of Economic Research, Inc.
    See citations under working paper version above.Sorry, no citations of chapters recorded.
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