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Price Discovery In The Soybean Complex

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  • Beutler, Martin K.
  • Brorsen, B. Wade

Abstract

In this study, the lead-lag relationships between the cash prices of soybeans, soybean oil, and soybean meal were examined following a Granger-causality framework and using daily data. The cash price for soybeans was found to have the most significant impact with respect to price discovery in the three markets.

Suggested Citation

  • Beutler, Martin K. & Brorsen, B. Wade, 1984. "Price Discovery In The Soybean Complex," 1984 Annual Meeting, August 5-8, Ithaca, New York 278959, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    • Handle: RePEc:ags:aaea84:278959
    DOI: 10.22004/ag.econ.278959
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    File URL: https://ageconsearch.umn.edu/record/278959/files/aaea-1984-038.pdf
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    References listed on IDEAS

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