Volatility in Wheat Spot and Futures Markets, 1950-1993: Government Farm Programs, Seasonality, and Causality
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- Maurice J. Roche & Kieran McQuinn, 2003.
"Grain price volatility in a small open economy,"
European Review of Agricultural Economics,
Foundation for the European Review of Agricultural Economics, vol. 30(1), pages 77-98, March.
- Roche, M.J. & McQuinn, K., 2002. "Grain Price Volatility in a Small Open Economy," Economics, Finance and Accounting Department Working Paper Series n1130202.pdf, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
- Jerry Coakley & Jian Dollery & Neil Kellard, 2011. "Long memory and structural breaks in commodity futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 31(11), pages 1076-1113, November.
- repec:ebl:ecbull:eb-17-00592 is not listed on IDEAS
- repec:eee:finana:v:57:y:2018:i:c:p:122-133 is not listed on IDEAS
- Bekkerman, Anton & Pelletier, Denis, 2009. "Basis Volatilities of Corn and Soybean in Spatially Separated Markets: The Effect of Ethanol Demand," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49281, Agricultural and Applied Economics Association.
- 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.
- 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 Innovation and System Dynamics in Food Networks.
- Antonios Antypas & Phoebe Koundouri & Nikolaos Kourogenis, "undated". "Volatility Trends and Optimal Portfolios: the Case of Agricultural Commodities," DEOS Working Papers 1113, Athens University of Economics and Business.
- repec:bla:sajeco:v:84:y:2016:i:4:p:636-653 is not listed on IDEAS
- 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.
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