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Citations of
Matthew T. Holt

For current contact information and a more complete listing of works, please see here

The citations below have been collected in an experimental project, CitEc. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.

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Working papers

  1. Goodwin, Barry K. & Holt, Matthew T. & Prestemon, Jeffery P., 2008. "The Commodity Terms of Trade, Unit Roots, and Nonlinear Alternatives: A Smooth Transition Approach," MPRA Paper 9684, University Library of Munich, Germany. [Downloadable!]
    Published as:

    Cited by:

    1. Bekkerman, Anton & Goodwin, Barry D. & Piggott, Nicholas E., 2009. "Spatial Analysis of Market Linkages in North Carolina Using Threshold Autoregression Models with Variable Transaction Costs," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49282, Agricultural and Applied Economics Association. [Downloadable!]

  2. Moschini, Giancarlo & Holt, M., 2004. "Alternative Measures of Risk in Commodity Supply Models: An Analysis of Sow Farrowing Decisions in the United States," Staff General Research Papers 11252, Iowa State University, Department of Economics.
    Published as:

    Cited by:

    1. Mathews, Kenneth H., Jr. & Short, Sara D., 2001. "The Beef Cow Replacement Decision," Journal of Agribusiness, Agricultural Economics Association of Georgia, vol. 19(2). [Downloadable!]
    2. Rulon Pope & Jeffrey LaFrance & Richard E. Just, 2007. "Agricultural Arbitrage and Risk Preferences," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series 1041, Department of Agricultural & Resource Economics, UC Berkeley. [Downloadable!]
      Other versions:
    3. Holt, Matthew T., 1994. "Price-Band Stabilization Programs And Risk: An Application To The U.S. Corn Market," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 19(02), December. [Downloadable!]

  3. Haigh, Michael S. & Holt, Matthew T., 2002. "Hedging Foreign Currency, Freight And Commodity Futures Portfolios: A Note," Working Papers 28573, University of Maryland, Department of Agricultural and Resource Economics. [Downloadable!]

    Cited by:

    1. 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. [Downloadable!]

  4. Beach, Robert H. & Holt, Matthew T., 1999. "Incorporating Quadratic Scale Curves In Inverse Demand Systems," 1999 Annual meeting, August 8-11, Nashville, TN 21579, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    Published as:

    Cited by:

    1. Park, Hoanjae & Thurman, Walter N. & Easley, J.E., Jr., 2004. "Modeling Inverse Demands For Fish: Empirical Welfare Measurement In Gulf And South Atlantic Fisheries," Marine Resource Economics, Marine Resources Foundation, vol. 19(3). [Downloadable!]
    2. Vasiliki Fourmouzi & Margarita Genius & Vangelis Tzouvelekas, 2006. "The Demand for Organic, Integrated-Agriculture, and Conventional Fresh Vegetables: A Censored Inverse Almost Ideal Demand System," Working Papers 0618, University of Crete, Department of Economics. [Downloadable!]
    3. Michele Baggio & Jean-Paul Chavas, 2006. "On the Consumer Value of Environmental Diversity," Working Papers 35, Università di Verona, Dipartimento di Scienze economiche. [Downloadable!]
    4. Gary K.K. Wong & Keith R. McLaren, 2002. "Regular and Estimable Inverse Demand Systems: A Distance Function Approach," Monash Econometrics and Business Statistics Working Papers 6/02, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
    5. Keith R. McLaren & K. K. Gary Wong, 2008. "The Benefit Function Approach to Modeling Price-Dependent Demand Systems: An Application of Duality Theory," Monash Econometrics and Business Statistics Working Papers 8/08, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
      Other versions:
    6. Liu, Kang E., 2006. "A Quadratic Generalization of the Almost Ideal and Translog Demand Systems: An Application to Food Demand in Urban China," 2006 Annual meeting, July 23-26, Long Beach, CA 21387, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]

  5. McKenzie, Andrew M. & Holt, Matthew T., 1998. "Market Efficiency In Agricultural Futures Markets," 1998 Annual meeting, August 2-5, Salt Lake City, UT 20933, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    Published as:

    Cited by:

    1. Wang, H. Holly & Ke, Bingfan, 2003. "Is China'S Agricultural Futures Market Efficient?," 2003 Annual Meeting, August 16-22, 2003, Durban, South Africa 25806, International Association of Agricultural Economists. [Downloadable!]
    2. Zhao, Huan & Du, Xiaodong (Sheldon) & Hennessy, David A., 2009. "Pass-Through in United States Beef Cattle Prices," Staff General Research Papers 13093, Iowa State University, Department of Economics. [Downloadable!]
      Other versions:
    3. 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). [Downloadable!]
    4. Ramaprasad Bhar & Shigeyuki Hamori, 2006. "Component structures of agricultural commodity futures traded on the Tokyo Grain Exchange," Asia-Pacific Financial Markets, Springer, vol. 13(1), pages 1-9, March. [Downloadable!] (restricted)
    5. Sanders, Dwight R. & Manfredo, Mark R., 2005. "A Test of Forecast Consistency Using USDA Livestock Price Forecasts," 2005 Conference, April 18-19, 2005, St. Louis, Missouri 19042, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [Downloadable!]

  6. Satheesh V. Aradhyula & Matthew T. Holt, 1988. "Risk Behavior and Rational Expectations in the U.S. Broiler Market," Center for Agricultural and Rural Development (CARD) Publications 88-wp33, Center for Agricultural and Rural Development (CARD) at Iowa State University. [Downloadable!]
    Other versions:

    Cited by:

    1. Carter, Joy & Maynard, Leigh J. & Dillon, Carl R., 2000. "Perfect Cross-Hedging Opportunities Via Formula Pricing: The Case Of The Broiler Industry," 2000 Annual meeting, July 30-August 2, Tampa, FL 21765, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    2. Willett, Lois Schertz, 1991. "An Application Of The Rational Expectations Hypothesis In The U.S. Beekeeping Industry," Northeastern Journal of Agricultural and Resource Economics, Northeastern Agricultural and Resource Economics Association, vol. 20(2), October. [Downloadable!]
    3. Kapombe, Crispin M. & Colyer, Dale, 1998. "Modeling U.S. Broiler Supply Response: A Structural Time Series Approach," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 27(2), October. [Downloadable!]
    4. Baker, Mindy L. & Hayes, Dermot J. & Babcock, Bruce A., 2008. "Crop-Based Biofuel Production under Acreage Constraints and Uncertainty," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6352, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
      Other versions:
    5. Mbaga, Msafiri & 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(03), December. [Downloadable!]
    6. Colyer, Dale, 2000. "A Comparison Of Annual, Quarterly And Monthly Turkey Export Models," Conference Papers 19106, West Virginia University, Department of Agricultural Resource Economics. [Downloadable!]
    7. Vukina, Tomislav, 2001. "Vertical Integration And Contracting In The U.S. Poultry Sector," Journal of Food Distribution Research, Food Distribution Research Society, vol. 32(02), July. [Downloadable!]
    8. Rulon Pope & Jeffrey LaFrance & Richard E. Just, 2007. "Agricultural Arbitrage and Risk Preferences," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series 1041, Department of Agricultural & Resource Economics, UC Berkeley. [Downloadable!]
      Other versions:
    9. Aradhyula, Satheesh V. & Holt, Matthew T., 1988. "Garch Time-Series Models: An Application To Retail Livestock Prices," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 13(02), December. [Downloadable!]
      Other versions:
    10. Mendoza, Meyra S. & Rosegrant, Mark W. & Brorsen, Wade, 1992. "Aggregate Corn Area Response Under Risk: Some Implications for Price Stabilization Programs," Philippine Journal of Development, Philippine Institute for Development Studies, vol. 0(2), pages 99-111. [Downloadable!]
    11. Marsh, John M., 2007. "Cross-Sector Relationships Between the Corn Feed Grains and Livestock and Poultry Economies," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 32(01), April. [Downloadable!]
    12. Burton, Diana M. & Love, H. Alan, 1996. "A Review Of Alternative Expectations Regimes In Commodity Markets: Specification, Estimation, And Hypothesis Testing Using Structural Models," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 25(2), October. [Downloadable!]

  7. Satheesh V. Aradhyula & Matthew T. Holt, 1988. "GARCH Time Series Models: An Application to Retail Livestock Prices," Center for Agricultural and Rural Development (CARD) Publications 88-wp29, Center for Agricultural and Rural Development (CARD) at Iowa State University. [Downloadable!]
    Published as:

    Cited by:

    1. Yang, Seung-Ryong & Koo, Won W. & Wilson, William W., 1992. "Heteroskedasticity In Crop Yield Models," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 17(01), July. [Downloadable!]
    2. Rezitis, Anthony, 2003. "Volatility Spillover Effects in Greek Consumer Meat Prices," Agricultural Economics Review, Greek Association of Agricultural Economists, vol. 4(1), January. [Downloadable!]

  8. Matthew T. Holt & Stanley R. Johnson, 1986. "Supply Dynamics in the U.S. Hog Industry," Center for Agricultural and Rural Development (CARD) Publications 86-wp12, Center for Agricultural and Rural Development (CARD) at Iowa State University. [Downloadable!]

    Cited by:

    1. Jacinto F. Fabiosa, 1999. "General Conceptual Approach to Modeling the Livestock Sector: Application to the Japanese Swine-Pork Sector Model with Analysis of the," Center for Agricultural and Rural Development (CARD) Publications 99-tr43, Center for Agricultural and Rural Development (CARD) at Iowa State University. [Downloadable!]
    2. Mathews, Kenneth H., Jr., 2001. "Antimicrobial Drug Use And Veterinary Costs In U.S. Livestock Production," Agricultural Information Bulletins 33695, United States Department of Agriculture, Economic Research Service. [Downloadable!]
    3. Jacinto F. Fabiosa, 1999. "General Conceptual Approach to Modeling the Livestock Sector: Application to the Japanese Swine-Pork Sector Model with Analysis of the," Food and Agricultural Policy Research Institute (FAPRI) Publications 99-tr43, Food and Agricultural Policy Research Institute (FAPRI) at Iowa State University. [Downloadable!]
    4. Boetel, Brenda L. & Hoffmann, Ruben & Liu, Donald J., 2004. "Estimating Investment Rigidity Within A Threshold Regression Framework: The Case Of U.S. Hog Production Sector," Staff Papers 13790, University of Minnesota, Department of Applied Economics. [Downloadable!]

  9. Stanley R. Johnson & Matthew T. Holt, 1986. "Value of Climate Information, The," Center for Agricultural and Rural Development (CARD) Publications 86-sr6, Center for Agricultural and Rural Development (CARD) at Iowa State University. [Downloadable!]

    Cited by:

    1. Macauley, Molly, 2005. "The Value of Information: A Background Paper on Measuring the Contribution of Space-Derived Earth Science Data to National Resource Management," Discussion Papers dp-05-26, Resources For the Future. [Downloadable!]

Articles

  1. Joseph V. Balagtas & Matthew T. Holt, 2009. "The Commodity Terms of Trade, Unit Roots, and Nonlinear Alternatives: A Smooth Transition Approach," American Journal of Agricultural Economics, American Agricultural Economics Association, vol. 91(1), pages 87-105, 02. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  2. Matthew T. Holt & Lee A. Craig, 2006. "Nonlinear Dynamics and Structural Change in the U.S. Hog-Corn Cycle: A Time-Varying STAR Approach," American Journal of Agricultural Economics, American Agricultural Economics Association, vol. 88(1), pages 215-233, 02. [Downloadable!] (restricted)

    Cited by:

    1. Balagtas, Joseph V. & Holt, Matthew T., 2006. "Unit Roots, TV-STARs, and the Commodity Terms of Trade: A Further Assessment of the Prebisch-Singer Hypothesis," 2006 Annual meeting, July 23-26, Long Beach, CA 21405, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    2. Pede, Valerien O. & Florax, Raymond J.G.M. & Holt, Matthew T., 2008. "Modeling Non-Linear Spatial Dynamics: A Family of Spatial STAR Models and an Application to U.S. Economic Growth," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6518, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    3. Funke, Michael & Gronwald, Marc, 2007. "The Undisclosed Renminbi Basket: Are The Markets Telling Us Something About Where The Renminbi - US Dollar Exchange Rate Is Going?," BOFIT Discussion Papers 20/2007, Bank of Finland, Institute for Economies in Transition. [Downloadable!]
      Other versions:
    4. Hamm, Sandra J. & Goodwin, H.L., Jr. & McKenzie, Andrew, 2008. "A Comparative Assessment of the Broiler:Corn Ratio and Its Impact on Broiler Processors' Profitability," 2008 Annual Meeting, February 2-6, 2008, Dallas, Texas 6665, Southern Agricultural Economics Association. [Downloadable!]

  3. McKenzie, Andrew M & Holt, Matthew T, 2002. "Market Efficiency in Agricultural Futures Markets," Applied Economics, Taylor and Francis Journals, vol. 34(12), pages 1519-32, August. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  4. Goodwin, Barry K & Holt, Matthew T, 2002. " Parametric and Semiparametric Modeling of the Off-Farm Labor Supply of Agrarian Households in Transition Bulgaria," American Journal of Agricultural Economics, American Agricultural Economics Association, vol. 84(1), pages 184-209, February. [Downloadable!] (restricted)

    Cited by:

    1. Sumon Kumar Bhaumik & Ralitza Dimova & Jeffrey B. Nugent, 2006. "Pulls, Pushes and Entitlement Failures in Labor Markets: Does the State of Development Matter?," CEDI Discussion Paper Series 06-07, Centre for Economic Development and Institutions(CEDI), Brunel University. [Downloadable!]
      Other versions:
    2. Boisvert, Richard N., 2002. "Analysis of a Re-Focused Agricultural Policy within a Farm-Household Framework Some Data Requirements," Workshop on the Farm Household-Firm Unit: Its Importance in Agriculture and Implications for Statistics, April 12-13, 2002, Wye Campus,Imperial College 15727, International Agricultural Policy Reform and Adjustment Project (IAPRAP). [Downloadable!]
    3. Boisvert, Richard N. & Chang, Hung-Hao, 2006. "Does Participation in the Conservation Reserve Program and Off-Farm Work Affect the Level and Distribution of Farm Household Incomes?," 2006 Annual meeting, July 23-26, Long Beach, CA 21277, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    4. Ooms, Daan L. & Hall, Alastair R., 2005. "On- and Off-Farm Labour Supply of Dutch Dairy Farmers: Estimation and Policy Simulations," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark 24506, European Association of Agricultural Economists. [Downloadable!]
    5. Ooms, Daan L. & Hall, Alastair R., 2005. "EU policy reform simulation based on panel data estimation of on- and off-farm labour supply equations for Dutch dairy farmers," 2005 Annual meeting, July 24-27, Providence, RI 19434, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]

  5. Richard C. Bishop & Matthew T. Holt, 2002. "A semiflexible normalized quadratic inverse demand system: an application to the price formation of fish," Empirical Economics, Springer, vol. 27(1), pages 23-47. [Downloadable!] (restricted)

    Cited by:

    1. Thomas L. Marsh & Allen M. Featherstone & Thomas A. Garrett, 2003. "Input inefficiency in commercial banks: a normalized quadratic input distance approach," Working Papers 2003-036, Federal Reserve Bank of St. Louis. [Downloadable!]
    2. Dong, Fengxia & Marsh, Thomas L. & Stiegert, Kyle W., 2003. "State Trading Enterprises in a Differentiated Environment: The Case of Global Malting Barley Markets," Staff General Research Papers 11163, Iowa State University, Department of Economics. [Downloadable!]
      Other versions:
    3. Michele Baggio & Jean-Paul Chavas, 2006. "On the Consumer Value of Environmental Diversity," Working Papers 35, Università di Verona, Dipartimento di Scienze economiche. [Downloadable!]
    4. Beach, Robert H. & Holt, Matthew T., 1999. "Incorporating Quadratic Scale Curves In Inverse Demand Systems," 1999 Annual meeting, August 8-11, Nashville, TN 21579, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
      Other versions:
    5. Marsh, Thomas L. & Featherstone, Allen M., 2003. "Inverse Demand Relationships For Wheat Food Use By Class," 2003 Annual meeting, July 27-30, Montreal, Canada 22001, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    6. Xie, Jinghua & Kinnucan, Henry W. & Myrland, Oystein, 2008. "The Effects of Exchange Rates on Export Prices of Farmed Salmon," Marine Resource Economics, Marine Resources Foundation, vol. 23(4). [Downloadable!]
    7. Gary K.K. Wong & Keith R. McLaren, 2002. "Regular and Estimable Inverse Demand Systems: A Distance Function Approach," Monash Econometrics and Business Statistics Working Papers 6/02, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
    8. Bishop, Richard C. & Holt, Matthew T. & Hilmer, Christiana E., 2004. "Bootstrapping Your Fish Or Fishing For Bootstraps?: Precision Of Welfare Loss Estimates From A Globally Concave Inverse Demand Model Of Commercial Fish Landings In The U.S. Great Lakes," 2004 Annual meeting, August 1-4, Denver, CO 20272, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]

  6. Holt, Matthew T., 2002. "Inverse demand systems and choice of functional form," European Economic Review, Elsevier, vol. 46(1), pages 117-142, January. [Downloadable!] (restricted)

    Cited by:

    1. Matthew T. Holt & Andrew M. McKenzie, 2003. "Quasi-rational and ex ante price expectations in commodity supply models: an empirical analysis of the US broiler market," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(4), pages 407-426. [Downloadable!]
    2. Gary K.K. Wong & Keith R. McLaren, 2002. "Regular and Estimable Inverse Demand Systems: A Distance Function Approach," Monash Econometrics and Business Statistics Working Papers 6/02, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
    3. Keith R. McLaren & K. K. Gary Wong, 2008. "The Benefit Function Approach to Modeling Price-Dependent Demand Systems: An Application of Duality Theory," Monash Econometrics and Business Statistics Working Papers 8/08, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
      Other versions:
    4. Debaere, Peter, 2005. "Small Fish - Big Issues The Effect of Trade Policy on the Global Shrimp Market," CEPR Discussion Papers 5254, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    5. Holt, Matthew T. & Goodwin, Barry K., 2009. "The Almost Ideal and Translog Demand Systems," MPRA Paper 15092, University Library of Munich, Germany. [Downloadable!]
    6. Holt, Matthew T. & Balagtas, Joseph V., 2009. "Estimating Structural Change with Smooth Transition Regressions: an Application to Meat Demand," MPRA Paper 15331, University Library of Munich, Germany. [Downloadable!]

  7. Beach, Robert H & Holt, Matthew T, 2001. " Incorporating Quadratic Scale Curves in Inverse Demand Systems," American Journal of Agricultural Economics, American Agricultural Economics Association, vol. 83(1), pages 230-45, February. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  8. Haigh, Michael S & Holt, Matthew T, 2000. " Hedging Multiple Price Uncertainty in International Grain Trade," American Journal of Agricultural Economics, American Agricultural Economics Association, vol. 82(4), pages 881-96, November. [Downloadable!] (restricted)

    Cited by:

    1. Du, Wen, 2004. "International Market Integration Under Wto: Evidence In The Price Behaviors Of Chinese And Us Wheat Futures," 2004 Annual meeting, August 1-4, Denver, CO 20115, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    2. 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. [Downloadable!]
    3. Haigh, Michael S. & Holt, Matthew T., 2002. "Hedging Foreign Currency, Freight And Commodity Futures Portfolios: A Note," Working Papers 28573, University of Maryland, Department of Agricultural and Resource Economics. [Downloadable!]
    4. Haigh, Michael S. & Bessler, David A., 2002. "Causality And Price Discovery: An Application Of Directed Acyclic Graphs," 2002 Conference, April 22-23, 2002, St. Louis, Missouri 19057, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [Downloadable!]
      Other versions:
    5. Fei Chen & Charles Sutcliffe, 2007. "Better cross hedges with composite hedging? Hedging equity portfoloios using financial and commodity features," ICMA Centre Discussion Papers in Finance icma-dp2007-04, Henley Business School, Reading University. [Downloadable!]
    6. Bryant, Henry L. & Haigh, Michael S., 2003. "Comparing The Performances Of The Partial Equilibrium And Time-Series Approaches To Hedging," Working Papers 28580, University of Maryland, Department of Agricultural and Resource Economics. [Downloadable!]
    7. 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. [Downloadable!]
    8. Andreas Röthig, 2008. "The Impact of Backwardation on Hedgers' Demand for Currency Futures Contracts: Theory versus Empirical Evidence," Darmstadt Discussion Papers in Economics 190, Institut für Volkswirtschaftslehre (Department of Economics), Technische Universität Darmstadt (Darmstadt University of Technology). [Downloadable!]
    9. Haigh, Michael S. & Holt, Matthew T., 2002. "Combining Time-Varying And Dynamic Multi-Period Optimal Hedging Models," Working Papers 28593, University of Maryland, Department of Agricultural and Resource Economics. [Downloadable!]
      Other versions:
    10. Yang, Jian & Awokuse, Titus, 2002. "Asset Storability And Hedging Effectiveness In Commodity Futures Markets," Staff Papers 15826, University of Delaware, Department of Food and Resource Economics. [Downloadable!]
      Other versions:
    11. Haigh, Michael S. & Nomikos, Nikos K. & Bessler, David A., 2002. "Integration And Causality In International Freight Markets--Modeling With Error Correction And Directed Acyclic Graphs," Working Papers 28558, University of Maryland, Department of Agricultural and Resource Economics. [Downloadable!]
      Other versions:

  9. Holt, Matthew T., 1999. "A Linear Approximate Acreage Allocation Model," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 24(02), December. [Downloadable!]

    Cited by:

    1. Sunil Kanwar, 2004. "Price Incentives, Nonprice factors, and Crop Supply Response:The Indian Cash Crops," Working papers 132, Centre for Development Economics, Delhi School of Economics. [Downloadable!]
      Other versions:
    2. Bayou Demeke & Ian Coxhead, 2005. "The Effect of National Policies and Labor Market on Land Use Decisions in Developing Countries: An Application of Maximum Simulated Likelihood to System of Censored Acreages with Panel Data," Others 0503007, EconWPA. [Downloadable!]
    3. Sunil Kanwar, 2004. "Relative Profitability, Supply Shifters and Dynamic Output Response:The Indian Foodgrains," Working papers 133, Centre for Development Economics, Delhi School of Economics. [Downloadable!]
    4. Davies, Stephen P. & Erickson, Kenneth & Vickner, Steve & Hoag, Dana & Nehring, Richard, 2005. "An Error-Components Three-Stage Least-Squares Model of Investment Allocation by Farm Households," 2005 Annual meeting, July 24-27, Providence, RI 19249, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    5. Lin, William & Dismukes, Robert, 2005. "Risk Considerations in Supply Response: Implications for Counter-Cyclical Payments' Production Impact," 2005 Annual meeting, July 24-27, Providence, RI 19304, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]

  10. Holt, Matthew T., 1998. "Autocorrelation specification in singular equation systems: A further look," Economics Letters, Elsevier, vol. 58(2), pages 135-141, February. [Downloadable!] (restricted)

    Cited by:

    1. Holt, Matthew T. & Goodwin, Barry K., 2009. "The Almost Ideal and Translog Demand Systems," MPRA Paper 15092, University Library of Munich, Germany. [Downloadable!]
    2. Holt, Matthew T. & Balagtas, Joseph V., 2009. "Estimating Structural Change with Smooth Transition Regressions: an Application to Meat Demand," MPRA Paper 15331, University Library of Munich, Germany. [Downloadable!]
    3. Bishop, Richard C. & Holt, Matthew T. & Hilmer, Christiana E., 2004. "Bootstrapping Your Fish Or Fishing For Bootstraps?: Precision Of Welfare Loss Estimates From A Globally Concave Inverse Demand Model Of Commercial Fish Landings In The U.S. Great Lakes," 2004 Annual meeting, August 1-4, Denver, CO 20272, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]

  11. Holt, Matthew T. & Aradhyula, Satheesh V., 1998. "Endogenous risk in rational-expectations commodity models: A multivariate generalized ARCH-M approach," Journal of Empirical Finance, Elsevier, vol. 5(2), pages 99-129, June. [Downloadable!] (restricted)

    Cited by:

    1. He, Dequan & Holt, Matt, 2004. "Efficiency Of Forest Commodity Futures Markets," 2004 Annual meeting, August 1-4, Denver, CO 20344, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    2. Matthew T. Holt & Andrew M. McKenzie, 2003. "Quasi-rational and ex ante price expectations in commodity supply models: an empirical analysis of the US broiler market," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(4), pages 407-426. [Downloadable!]
    3. Rulon Pope & Jeffrey LaFrance & Richard E. Just, 2007. "Agricultural Arbitrage and Risk Preferences," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series 1041, Department of Agricultural & Resource Economics, UC Berkeley. [Downloadable!]
      Other versions:

  12. Holt, Matthew T & Goodwin, Barry K, 1997. "Generalized Habit Formation in an Inverse Almost Ideal Demand System: An Application to Meat Expenditures in the U.S," Empirical Economics, Springer, vol. 22(2), pages 293-320.

    Cited by:

    1. Yeboah, Godfred & Maynard, Leigh J., 2004. "The Impact Of Bse, Fmd, And U.S. Export Promotion Expenditures On Japanese Meat Demand," 2004 Annual meeting, August 1-4, Denver, CO 19978, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    2. Goodwin, Barry K. & Harper, Daniel & Schnepf, Randy, 2000. "Short-Run Demand Relationships In The U.S. Fats And Oils Complex," 2000 Conference, April 17-18 2000, Chicago, Illinois 18942, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [Downloadable!]
    3. Hilmer, Christiana E. & Holt, Matthew T., 1999. "The Almost Ideal Supply System And Agricultural Production In The United States," 1999 Annual meeting, August 8-11, Nashville, TN 21659, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    4. Piggott, Nicholas, 2006. "Consumer Price Formation with Demographic Translating," 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia 25252, International Association of Agricultural Economists. [Downloadable!]
    5. 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. [Downloadable!]

  13. Chavas, Jean-Paul & Holt, Matthew T, 1996. "Economic Behavior under Uncertainty: A Joint Analysis of Risk Preferences and Technology," The Review of Economics and Statistics, MIT Press, vol. 78(2), pages 329-35, May. [Downloadable!] (restricted)

    Cited by:

    1. Sunil Kanwar, 2004. "Price Incentives, Nonprice factors, and Crop Supply Response:The Indian Cash Crops," Working papers 132, Centre for Development Economics, Delhi School of Economics. [Downloadable!]
      Other versions:
    2. Moawia Alghalith, 2006. "Hedging under price and output uncertainty: revisited," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 2(4), pages 243-245, July. [Downloadable!] (restricted)
    3. Claire Mosnier & Arnaud Reynaud & Alban Thomas & Michel Lherm & Jacques Agabriel, 2009. "Estimating a production function under production and output price risks: An application to beef cattle in France," Working Papers 09.10.286, LERNA, University of Toulouse. [Downloadable!]
    4. Tveteras, R. & Flaten, O. & Lien, G., 2008. "Production risk in multi-output industries: estimates from Norwegian dairy farms," 2008 International Congress, August 26-29, 2008, Ghent, Belgium 43958, European Association of Agricultural Economists. [Downloadable!]
    5. Marcel Fafchamps & Takashi Kurosaki, 2000. "Insurance Market Efficiency and Crop Choices in Pakistan," Economics Series Working Papers 012, University of Oxford, Department of Economics. [Downloadable!]
      Other versions:
    6. Qiujie Zheng & C. Richard Shumway, 2008. "Washington Biofuel Feedstock Crop Supply Analysis," Working Papers 2008-24, School of Economic Sciences, Washington State University. [Downloadable!]
    7. Liu, Yucan & Shumway, C. Richard, 2005. "Indirect Utility Maximization under Risk: A Heterogeneous Panel Application," 2005 Annual Meeting, July 6-8, 2005, San Francisco, California 36307, Western Agricultural Economics Association. [Downloadable!]
    8. Moawia Alghalith, 2006. "Price and output risk: empirical analysis," Applied Economics Letters, Taylor and Francis Journals, vol. 13(6), pages 391-393, May. [Downloadable!] (restricted)
    9. Roosen, Jutta & Hennessy, David A., 2001. "Tests For The Role Of Risk Aversion On Input Use," 2001 Annual meeting, August 5-8, Chicago, IL 20498, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
      Other versions:
    10. Sunil Kanwar, 2004. "Relative Profitability, Supply Shifters and Dynamic Output Response:The Indian Foodgrains," Working papers 133, Centre for Development Economics, Delhi School of Economics. [Downloadable!]
    11. Davies, Stephen P. & Erickson, Kenneth & Vickner, Steve & Hoag, Dana & Nehring, Richard, 2005. "An Error-Components Three-Stage Least-Squares Model of Investment Allocation by Farm Households," 2005 Annual meeting, July 24-27, Providence, RI 19249, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    12. Thomas Eichner & Rüdiger Pethig, 2009. "Efficient management of insecure fossil fuel imports through taxing (!) domestic green energy?," Volkswirtschaftliche Diskussionsbeitraege 138-09, Universität Siegen, Fachbereich Wirtschaftswissenschaften, Wirtschaftsinformatik und Wirtschaftsrecht. [Downloadable!]
    13. Escalante, Cesar L. & Rejesus, Roderick M., 2005. "Farmland Control Decisions under Different Intertemporal Risk Behavioral Constructs," 2005 Annual meeting, July 24-27, Providence, RI 19113, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    14. Lin, Hua & Fortenbery, T. Randall, 2006. "Risk Premiums and the Storage of Agricultural Commodities," Staff Paper Series 504, University of Wisconsin, Agricultural and Applied Economics. [Downloadable!]
    15. Anton, Jesus & le Mouel, Chantal, 2003. "Do Counter-Cyclical Payments In The Fsri Act Create Incentives To Produce?," 2003 Annual Meeting, August 16-22, 2003, Durban, South Africa 25811, International Association of Agricultural Economists. [Downloadable!]
    16. Simmons, Phil, 1999. "Does Separation Theorem Explain Why Farmers Have So Little Interest In Futures Markets?," Working Papers 12933, University of New England, School of Economics. [Downloadable!]
    17. Lybbert, Travis J. & Just, David R., 2006. "Is Risk Aversion Really Correlated with Wealth? How estimated probabilities introduce spurious correlation," 2006 Annual meeting, July 23-26, Long Beach, CA 21167, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
      Other versions:
    18. Havlik, Petr & Jacquet, Florence & Boisson, Jean-Marie & Veysset, Patrick & Lherm, Michel, 2005. "Environmental Good Production in the Optimum Activities Portfolio of a Risk Averse Farmer," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark 24594, European Association of Agricultural Economists. [Downloadable!]
    19. Moavia Alghalith, 2003. "Empirical Analysis under Additive/Multiplicative Output Uncertainty," CRIEFF Discussion Papers 0301, Centre for Research into Industry, Enterprise, Finance and the Firm. [Downloadable!]
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    20. Petr Havlik & Geoffroy Enjolras & Jean-Marie Boisson & Florence Jacquet & Michel Lherm & Patrick Veysset, 2008. "Environmental good production in the optimum activities portfolio of a risk averse-farmer," Review of Agricultural and Environmental Studies - Revue d'Etudes en Agriculture et Environnement, INRA Department of Economics, vol. 86(1), pages 9-33. [Downloadable!]
    21. Rejesus, Roderick M. & Nelson, Carl H., 2000. "Determinants Of The Value Of Site-Specific Information (Ssi) In Agriculture: A Unifying Theory To Analyze Its Relative Impacts," 2000 Annual meeting, July 30-August 2, Tampa, FL 21779, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    22. Shankar, Bhavani & Nelson, Carl H. & Braden, John B., 1998. "Stochastic Technology, Risk Preferences, And The Use Of Polluting Inputs," 1998 Annual meeting, August 2-5, Salt Lake City, UT 21011, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    23. Mette Wik & Tewodros Aragie Kebede & Olvar Bergland & Stein T. Holden, 2004. "On the measurement of risk aversion from experimental data," Applied Economics, Taylor and Francis Journals, vol. 36(21), pages 2443-2451, December. [Downloadable!] (restricted)
    24. Mitchell, Paul D. & Knight, Thomas O., 2008. "Economic Analysis of Supplemental Deductible Coverage as Recommended in the USDA's 2007 Farm Bill Proposal," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 37(1), April. [Downloadable!]
      Other versions:
    25. Rulon Pope & Jeffrey LaFrance & Richard E. Just, 2007. "Agricultural Arbitrage and Risk Preferences," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series 1041, Department of Agricultural & Resource Economics, UC Berkeley. [Downloadable!]
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    26. Bontemps, Christophe & Couture, Stephane & Favard, Pascal, 2001. "Is The Irrigation Water Demand Really Convex?," 2001 Annual meeting, August 5-8, Chicago, IL 20508, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    27. Wang, H. Holly & Du, Wen, 2005. "Intertemporal Risk Management Decisions of Farmers under Preference, Market, and Policy Dynamics," 2005 Annual meeting, July 24-27, Providence, RI 19526, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    28. Alghalith Moawia, 2005. "Hedging under price and output uncertainty: estimation methodology," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 1(5), pages 309-312, September. [Downloadable!] (restricted)
    29. Moavia Alghalith, 2003. "Estimation and Econometric Tests Under Simultaneous Price and Output Uncertainty," CRIEFF Discussion Papers 0302, Centre for Research into Industry, Enterprise, Finance and the Firm. [Downloadable!]
    30. Bontems, Philippe & Thomas, Alban, 2001. "Optimal Regulation Under Asymmetric Information And Risk Aversion With An Application To Pollution Control," 2001 Annual meeting, August 5-8, Chicago, IL 20727, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    31. Gomez-Limon, Jose A. & Riesgo, Laura & Arriaza, Manuel, 2002. "Agricultural Risk Aversion Revisited: A Multicriteria Decision-Making Approach," 2002 International Congress, August 28-31, 2002, Zaragoza, Spain 24827, European Association of Agricultural Economists. [Downloadable!]
    32. Villano, Renato A. & O'Donnell, Christopher J. & Battese, George E., 2005. "An Investigation of Production Risk, Risk Preferences and Technical Efficiency: Evidence From Rainfed Lowland Rice Farms in the Philippines," Working Papers 12953, University of New England, School of Economics. [Downloadable!]
    33. Moawia Alghalith, 2005. "Estimation with price and output uncertainty," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 247-257, November. [Downloadable!]
    34. Thomas, Alban & Bontems, Philippe, 1998. "Information Value And Risk Premium In Agricultural Production Under Risk: The Case Of Split Nitrogen Application For Corn," 1998 Annual meeting, August 2-5, Salt Lake City, UT 20844, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    35. Kim, Kwansoo & Chavas, Jean-Paul, 2001. "Technological Change And Risk Management: An Application To The Economics Of Corn Production," 2001 Annual meeting, August 5-8, Chicago, IL 20605, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
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    36. Elie Appelbaum & Alan D. Woodland, 2008. "The Effects of Foreign Price Uncertainty on Australian Production and Trade," Working Papers 2008_03, York University, Department of Economics. [Downloadable!]

  14. Holt, Matthew T., 1994. "Price-Band Stabilization Programs And Risk: An Application To The U.S. Corn Market," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 19(02), December. [Downloadable!]

    Cited by:

    1. Peterson, Hikaru H. & Tomek, William G., 2003. "How Much Of Commodity Price Behavior Can A Rational Expectations Storage Model Explain?," Staff Papers 30712, Kansas State University, Department of Agricultural Economics. [Downloadable!]
    2. Parcell, Joe L. & Kastens, Terry L. & Dhuyvetter, Kevin C. & Schroeder, Ted C., 2000. "Agricultural Economists' Effectiveness In Reporting And Conveying Research Procedures And Results," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 29(2), October. [Downloadable!]

  15. Holt, Matthew T. & Moschini, Giancarlo, 1992. "Alternative Measures Of Risk In Commodity Supply Models: An Analysis Of Sow Farrowing Decisions In The United States," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 17(01), July. [Downloadable!]
    Other versions:

    See citations under working paper version above.

  16. Holt, Matthew T & Johnson, Stanley R, 1989. "Bounded Price Variation and Rational Expectations in an Endogenous Switching Model of the U.S. Corn Market," The Review of Economics and Statistics, MIT Press, vol. 71(4), pages 605-13, November. [Downloadable!] (restricted)

    Cited by:

    1. Ruge-Murcia, F.J., 2002. "Some Implications of the Zero Lower Bound on Interest Rates for the Term Structure and Monetary Policy," Cahiers de recherche 06-2002, Centre interuniversitaire de recherche en économie quantitative, CIREQ. [Downloadable!]
      Other versions:
    2. Peterson, Hikaru H. & Tomek, William G., 2003. "How Much Of Commodity Price Behavior Can A Rational Expectations Storage Model Explain?," Staff Papers 30712, Kansas State University, Department of Agricultural Economics. [Downloadable!]
    3. Chembezi, Duncan M. & Cacho, Joyce A., 1997. "Alternative Price Expectation Formulation and Information Access," 1997 Annual Meeting, July 13-16, 1997, Reno\Sparks, Nevada 35905, Western Agricultural Economics Association. [Downloadable!]
    4. M. Isabel Campos & Zenón Jiménez-Ridruejo, 2003. "Were the peseta exchange rate crises forecastable during target zone period?," Applied Economics, Taylor and Francis Journals, vol. 35(9), pages 1087-1099, January. [Downloadable!] (restricted)
    5. Campos, M. Isabel & Herrera, Julio & Jimenez-Ridruejo, Zenon, 1999. "Censured Exchange Rates in a Discrete Time Target Zones Model: The Spanish Peseta/Deutsche Mark Case," ERSA conference papers ersa99pa183, European Regional Science Association. [Downloadable!]
    6. Ekboir, Javier & Jarvis, Lovell S. & Rey, Carlos, 1998. "Investment Effects Of Endogenous And Exogenous Depreciation: Improved Pastures In Uruguay," 1998 Annual meeting, August 2-5, Salt Lake City, UT 20934, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    7. Chavas, Jean-Paul & Kim, Kwansoo, 2001. "An Econometric Analysis Of The Effects Of Market Liberalization On Price Dynamics And Price Volatility," 2001 Annual meeting, August 5-8, Chicago, IL 20649, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
      Other versions:
    8. Francisco J. Ruge-Murcia, 2000. "Uncovering financial markets' beliefs about inflation targets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(5), pages 483-512. [Downloadable!]
      Other versions:
    9. M. Isabel Campos & Zenón Jiménez-Ridruejo, . "Were the Peseta Exchange Rate Crises Forecastable During Target Zone Period?," Working Papers on International Economics and Finance 00-07, FEDEA. [Downloadable!]

  17. Aradhyula, Satheesh V. & Holt, Matthew T., 1988. "Garch Time-Series Models: An Application To Retail Livestock Prices," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 13(02), December. [Downloadable!]
    Other versions:

    See citations under working paper version above.

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