Agricultural commodity price forecasting accuracy: futures markets versus commercial econometric models
AbstractNo abstract is available for this item.
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Bibliographic InfoPaper provided by Department of Agricultural & Resource Economics, UC Berkeley in its series Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series with number qt6k44c5zv.
Date of creation: 01 May 1979
Date of revision:
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More information through EDIRC
econometrics; future trading; prices; Agricultural and Resource Economics; Economics; Agriculture; Agriculture Operations; and Related Sciences;
Other versions of this item:
- Rausser, Gordon C. & Just, Richard E., 1979. "Agricultural commodity price forecasting accuracy: futures markets versus commercial econometric models," CUDARE Working Paper Series 66, University of California at Berkeley, Department of Agricultural and Resource Economics and Policy.
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.:
- Figlewski, Stephen C, 1978. "Market "Efficiency" in a Market with Heterogeneous Information," Journal of Political Economy, University of Chicago Press, vol. 86(4), pages 581-97, August.
- 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(01), July.
- Hoffman, Linwood A. & Beachler, Michael, 2001. "Evaluating The Use Of Futures Prices To Forecast The Farm Level U.S. Corn Price," 2001 Annual meeting, August 5-8, Chicago, IL 20612, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
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