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The informational content of USDA crop reports: Impacts on uncertainty and expectations in grain futures markets

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  • Kevin P. McNew
  • Juan Andres Espinosa

Abstract

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Suggested Citation

  • Kevin P. McNew & Juan Andres Espinosa, 1994. "The informational content of USDA crop reports: Impacts on uncertainty and expectations in grain futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 14(4), pages 475-492, June.
    • Handle: RePEc:wly:jfutmk:v:14:y:1994:i:4:p:475-492
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    Cited by:

    1. Cao, An N.Q. & Heckelei, Thomas & Ionici, Octavian & Robe, Michel A., 2024. "USDA reports affect the stock market, too," Journal of Commodity Markets, Elsevier, vol. 34(C).
    2. Ioannis Chalkiadakis & Gareth W Peters & Guillaume Bagnarosa & Alexandre Gohin, 2025. "Structural changes and statistical causal relationships in agricultural commodities markets: the impact of public news sentiment and institutional announcements," Post-Print hal-05280276, HAL.
    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. Olga Isengildina Massa & Berna Karali & Scott H. Irwin, 2024. "What do we know about the value and market impact of the US Department of Agriculture reports?," Applied Economic Perspectives and Policy, John Wiley & Sons, vol. 46(2), pages 698-736, June.
    5. Bunek, Gabriel D. & Janzen, Joseph P., 2024. "Does public information facilitate price consensus? Characterizing USDA announcement effects using realized volatility," Journal of Commodity Markets, Elsevier, vol. 33(C).
    6. An N. Q. Cao & Michel A. Robe, 2022. "Market uncertainty and sentiment around USDA announcements," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(2), pages 250-275, February.
    7. Erica Juvercina Sobrinho & Rodrigo Fernandes Malaquias, 2025. "Government Announcements Through Harvest Reports, Extreme Market Conditions, and Commodity Price Volatility," Commodities, MDPI, vol. 4(4), pages 1-16, September.
    8. Bunek, Gabriel D. & Janzen, Joseph P., 2015. "Characterizing the Effect of USDA Report Announcements in the Winter Wheat Futures Market Using Realized Volatility," 2015 Conference, April 20-21, 2015, St. Louis, Missouri 285838, NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    9. Fan, Zaifeng & Jump, Jeff & Tse, Yiuman & Yu, Linda, 2023. "Volatility in US dairy futures markets," Journal of Commodity Markets, Elsevier, vol. 29(C).
    10. 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.
    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. Xie, Ran & Isengildina-Massa, Olga Isengildina- & Sharp, Julia L., 2014. "Quantifying Public and Private Information Effects on the Cotton Market," 2014 Conference, April 21-22, 2014, St. Louis, Missouri 285815, NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    13. Yao Yang & Andrew McKenzie, 2025. "Do Corn Options Update Volatility Expectations in the Wake of USDA Reports?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 45(10), pages 1852-1868, October.
    14. Yang, Yao & McKenzie, Andrew, 2024. "The Impacts of USDA Reports on Pre-Harvest Volatility Expectations: the Case of Corn New Crop Futures," 2024 Conference, April 22-23, 2024, St. Louis, Missouri 379014, NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    15. Arnade, Carlos & Hoffman, Linwood & Effland, Anne, "undated". "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. Shaffer, John A. & Sherrick, Bruce J., 1999. "The Term Structure of Uncertainty Implied by Option Premia," 1981-1999 Conference Archive 285747, NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    17. Brooks, Kathleen & Mattos, Fabio, 2014. "How Do Agricultural Futures Prices Respond To New Information About Drought Conditions?," 2014 Conference, April 21-22, 2014, St. Louis, Missouri 285821, NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    18. Goyal, Raghav & Adjemian, Michael K., 2021. "The 2019 government shutdown increased uncertainty in major agricultural commodity markets," Food Policy, Elsevier, vol. 102(C).

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