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David A. Bessler

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

RePEc Biblio mentions

As found on the RePEc Biblio, the curated bibliography of Economics:
  1. Witsanu Attavanich & Bruce A. McCarl & David Bessler, 2011. "The Effect of H1N1 (Swine Flu) Media Coverage on Agricultural Commodity Markets," Applied Economic Perspectives and Policy, Agricultural and Applied Economics Association, vol. 33(2), pages 241-259.

    Mentioned in:

    1. > Economics of Welfare > Health Economics > Economics of Pandemics > Specific pandemics > Swine Influenza (H1N1)

Working papers

  1. Shen, Ze & Bessler, David & Leatham, David, 2019. "How Cryptocurrencies Prices Affect Each Other?," 2019 Annual Meeting, February 2-5, 2019, Birmingham, Alabama 284301, Southern Agricultural Economics Association.

    Cited by:

    1. Theodore Pelagidis & Eleftheria Kostika, 2022. "Investigating the role of central banks in the interconnection between financial markets and cryptoassets," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 49(3), pages 481-507, September.

  2. Ruoxi Lu & David A. Bessler & David J. Leatham, 2018. "The transmission of liquidity shocks via China's segmented money market: evidence from recent market events," Papers 1811.08949, arXiv.org.

    Cited by:

    1. Elsayed, Ahmed H. & Ahmed, Habib & Husam Helmi, Mohamad, 2023. "Determinants of financial stability and risk transmission in dual financial system: Evidence from the COVID pandemic," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 85(C).
    2. Cai, Yu & Wang, Qing, 2022. "Money funds manage returns," Pacific-Basin Finance Journal, Elsevier, vol. 71(C).
    3. Morteza Alaeddini & Philippe Madiès & Paul J. Reaidy & Julie Dugdale, 2023. "Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature," Journal of Economic Surveys, Wiley Blackwell, vol. 37(2), pages 573-654, April.

  3. Dharmasena, Senarath & Bessler, David A. & Todd, Jessica, 2016. "Socioeconomic, Demographic and Geographic Factors Affecting Household Food Purchase and Acquisition Decisions in the United States as a Complex Economic System," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235646, Agricultural and Applied Economics Association.

    Cited by:

    1. Morteza Akbari & Pantea Foroudi & Mohana Shahmoradi & Hamid Padash & Zahra Shahabaldini Parizi & Ala Khosravani & Pouria Ataei & Maria Teresa Cuomo, 2022. "The Evolution of Food Security: Where Are We Now, Where Should We Go Next?," Sustainability, MDPI, vol. 14(6), pages 1-27, March.

  4. Bizimana, Jean-Claude & Bessler, David A. & Angerer, Jay P., 2016. "The 2010-2011 Drought Impacts on Cattle Market Integration in the Horn of Africa: A preliminary Evaluation using VAR and Structural Break Analysis," 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas 229991, Southern Agricultural Economics Association.

    Cited by:

    1. Pauline Liru & Lindy Heinecken, 2021. "Building Resilience: The Gendered Effect of Climate Change on Food Security and Sovereignty in Kakamega-Kenya," Sustainability, MDPI, vol. 13(7), pages 1-13, March.

  5. Chen, Junyi & McCarl, Bruce A. & Price, Edwin & Wu, Ximing & Bessler, David A., 2016. "Climate as a Cause of Conflict: An Econometric Analysis," 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas 229783, Southern Agricultural Economics Association.

    Cited by:

    1. Khalifa, Sherin & Henning, Christian H. C. A., 2020. "Climate change and civil conflict in SSA and MENA: The same phenomena, but different mechanisms?," Working Papers of Agricultural Policy WP2020-03, University of Kiel, Department of Agricultural Economics, Chair of Agricultural Policy.

  6. Palma, Marco & Li, Yajuan & Vedenov, Dmitry & Bessler, David, 2016. "The Order of Variables, Simulation Noise and Accuracy of Mixed Logit Estimates," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235990, Agricultural and Applied Economics Association.

    Cited by:

    1. Laura Enthoven & Goedele Van den Broeck, 2021. "Promoting Food Safety in Local Value Chains: The Case of Vegetables in Vietnam," Sustainability, MDPI, vol. 13(12), pages 1-17, June.
    2. De Salvo, Maria & Scarpa, Riccardo & Capitello, Roberta & Begalli, Diego, 2020. "Multi-country stated preferences choice analysis for fresh tomatoes," Bio-based and Applied Economics Journal, Italian Association of Agricultural and Applied Economics (AIEAA), vol. 9(3), December.
    3. Elin Spegel & Kristina Ek, 2022. "Valuing the Impacts of Landslides: A Choice Experiment Approach," Economics of Disasters and Climate Change, Springer, vol. 6(1), pages 163-181, March.

  7. Dharmasena, Senarath & Wang, Jing & Bessler, David A., 2015. "Import Demand for Milk in China: Dynamics and Market Integration," 2015 Annual Meeting, January 31-February 3, 2015, Atlanta, Georgia 196792, Southern Agricultural Economics Association.

    Cited by:

    1. Chatellier Vincent, 2017. "International, European and French trade in dairy products: trends and competitive dynamics," Working Papers 258070, Institut National de la recherche Agronomique (INRA), Departement Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2).

  8. Carvalho, Glauco Rodrigues & Bessler, David & Hemme, Torsten & Schröer-Merker, Eva, 2015. "Understanding International Milk Price Relationships," 2015 Annual Meeting, January 31-February 3, 2015, Atlanta, Georgia 196692, Southern Agricultural Economics Association.

    Cited by:

    1. Svetlana Kresova & Sebastian Hess, 2022. "Identifying the Determinants of Regional Raw Milk Prices in Russia Using Machine Learning," Agriculture, MDPI, vol. 12(7), pages 1-18, July.
    2. Kresova, Svetlana & Hess, Sebastian, 2021. "Determinants of Regional Raw Milk Prices in Russia," 2021 Conference, August 17-31, 2021, Virtual 315064, International Association of Agricultural Economists.
    3. Kresova, Svetlana & Hess, Sebastian, 2021. "Determinants of Regional Raw Milk Prices in Russia," 61st Annual Conference, Berlin, Germany, September 22-24, 2021 317051, German Association of Agricultural Economists (GEWISOLA).
    4. Szenderák, János & Popp, József & Harangi-Rákos, Mónika, 2019. "Price and Volatility Spillovers of the Producer Price of Milk between some EU Member States," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 68(2), June.

  9. Duangnate, Kannika & Mjelde, James W. & Bessler, David A., 2015. "Price Dynamics under Structural Changes with Unknown Break Points among North America Natural Gas Spot Markets," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205661, Agricultural and Applied Economics Association.

    Cited by:

    1. Scarcioffolo, Alexandre Ribeiro & Etienne, Xiaoli L., 2019. "How connected are the U.S. regional natural gas markets in the post-deregulation era? Evidence from time-varying connectedness analysis," Journal of Commodity Markets, Elsevier, vol. 15(C), pages 1-1.
    2. Zoltán Bartha, 2016. "Hungarian Energy Prices in an OECD Comparison," Theory Methodology Practice (TMP), Faculty of Economics, University of Miskolc, vol. 12(01), pages 9-18.

  10. Chen, Junyi & Kibriya, Shahriar & Bessler, David & Price, Edwin, 2015. "A Causal Exploration of Conflict Events and Commodity Prices of Sudan," MPRA Paper 62461, University Library of Munich, Germany.

    Cited by:

    1. Anton-Erxleben, Katharina & Kibriya, Shahriar & Zhang, Yu, 2016. "Bullying as the main driver of low performance in schools: Evidence from Botswana, Ghana, and South Africa," MPRA Paper 75555, University Library of Munich, Germany.

  11. Dharmasena, Senarath & Ishdorj, Ariun & Capps, Oral, Jr. & Bessler, David A., 2014. "Dynamics of Macroeconomic Shocks on Food Assistance Programs in the United States," 2014 Annual Meeting, February 1-4, 2014, Dallas, Texas 162368, Southern Agricultural Economics Association.

    Cited by:

    1. Dharmasena, Senarath & Bessler, David A. & Capps, Oral, 2016. "Food environment in the United States as a complex economic system," Food Policy, Elsevier, vol. 61(C), pages 163-175.

  12. Bessler, David & Kibriya, Shahriar & Chen, Junyi & Price, Ed, 2014. "On Forecasting Conflict in Sudan: 2009-2012," MPRA Paper 60069, University Library of Munich, Germany.

    Cited by:

    1. Chen, Junyi & Kibriya, Shahriar & Bessler, David & Price, Edwin, 2018. "The relationship between conflict events and commodity prices in Sudan," Journal of Policy Modeling, Elsevier, vol. 40(4), pages 663-684.
    2. Naureen Fatema & Shahriar Kibriya, 2018. "Givers of great dinners know few enemies: The impact of household food sufficiency and food sharing on low intensity interhousehold and community conflict in Eastern Democratic Republic of Congo," HiCN Working Papers 267, Households in Conflict Network.
    3. Mark Musumba & Naureen Fatema & Shahriar Kibriya, 2021. "Prevention Is Better Than Cure: Machine Learning Approach to Conflict Prediction in Sub-Saharan Africa," Sustainability, MDPI, vol. 13(13), pages 1-18, July.
    4. Brück, Tilman & d'Errico, Marco, 2019. "Food security and violent conflict: Introduction to the special issue," World Development, Elsevier, vol. 117(C), pages 167-171.
    5. Duangnate, Kannika & Mjelde, James W., 2017. "Comparison of data-rich and small-scale data time series models generating probabilistic forecasts: An application to U.S. natural gas gross withdrawals," Energy Economics, Elsevier, vol. 65(C), pages 411-423.
    6. Fatema, Naureen & Kibriya, Shahriar, 2017. "Givers of great dinners know few enemies: The impact of household food security on micro-level communal conflict in Eastern Democratic Republic of Congo," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258482, Agricultural and Applied Economics Association.

  13. Dharmasena, Senarath & Bessler, David A. & Todd, Jessica & Capps, Oral, Jr., 2014. "Dynamics of the Food Environment in the United States," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 169797, Agricultural and Applied Economics Association.

    Cited by:

    1. Dharmasena, Senarath & Bessler, David A. & Capps, Oral, 2016. "Food environment in the United States as a complex economic system," Food Policy, Elsevier, vol. 61(C), pages 163-175.

  14. Shiva, Layla & Bessler, David A. & McCarl, Bruce A., 2014. "On the Dynamics of Price Discovery: Energy and Agricultural Markets with and without the Renewable Fuels Mandate," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 169780, Agricultural and Applied Economics Association.

    Cited by:

    1. Brorsen, B. Wade, 2017. "2016 WAEA Presidential Address: Comments on Agricultural Economics Research," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 42(1), pages 1-9, January.

  15. Ayinde, Opeyemi Eyitayo & Bessler, David A., 2014. "Analysis Of Supply Response And Price Risk On Rice Production In Nigeria," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 170347, Agricultural and Applied Economics Association.

    Cited by:

    1. Muhammad Aamir, Shahzad, 2017. "Price Forecasting Model for Perishable Commodities: A Case of Tomatoes in Punjab, Pakistan," MPRA Paper 81531, University Library of Munich, Germany, revised 01 Aug 2017.
    2. Mosadegh Sedghy, Bahareh & Tamini, Lota Dabio & Lambert, Remy, 2018. "Effects of Price Insurance Programs on Supply Response: A Case Study of Corn Farmers in Quebec," MPRA Paper 93816, University Library of Munich, Germany, revised 30 Nov 2018.

  16. Bizimana, Jean-Claude & Bessler, David A. & Angerer, Jay P., 2013. "Impact of Market Information System (E-Soko) on Beans Markets Integration: Case of Rwanda," 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida 142734, Southern Agricultural Economics Association.

    Cited by:

    1. Chris Huggins & Alvaro Valverde, 2018. "Information technology approaches to agriculture and nutrition in the developing world: a systems theory analysis of the mNutrition program in Malawi," Food Security: The Science, Sociology and Economics of Food Production and Access to Food, Springer;The International Society for Plant Pathology, vol. 10(1), pages 151-168, February.

  17. Bizimana, Jean-Claude & Angerer, Jay P. & Bessler, David A., 2012. "Cattle Markets Integration and Price Discovery in Three Developing Countries of Mali, Kenya, and Tanzania," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124550, Agricultural and Applied Economics Association.

    Cited by:

    1. Li, Yarui & Woodard, Joshua D. & Leatham, David J., 2013. "Causality among Foreign Direct Investment and Economic Growth: A Directed Acyclic Graph Approach," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 45(4), pages 1-20, November.

  18. Dharmasena, Senarath & Capps, Oral, Jr. & Bessler, David A., 2012. "Modeling Advertising Expenditures and Spillover Effects Applied to the U.S. Non-Alcoholic Beverage Industry: Vector Autoregression (VAR) and Polynomial Distributed Lag (PDL) Approaches," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124363, Agricultural and Applied Economics Association.

    Cited by:

    1. Gvillo, Rejeana & Dharmasena, Senarath & Capps, Oral, Jr., 2014. "Dynamics of Advertising and Demand for Milk in the United States Delineated by Milk Fat Type," 2014 Annual Meeting, February 1-4, 2014, Dallas, Texas 162265, Southern Agricultural Economics Association.

  19. Costa, Rafael F. & Bessler, David A. & Rosson, C. Parr, III, 2011. "The Impacts of Foot and Mouth Disease Outbreaks on the Brazilian Meat Market," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 103811, Agricultural and Applied Economics Association.

    Cited by:

    1. Yang, Shang-Ho & Reed, Michael R. & Saghaian, Sayed H., 2012. "International Pork Trade and Foot-and-Mouth Disease," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124356, Agricultural and Applied Economics Association.
    2. Diego Arias & Jorge Caballero, 2015. "Paraiba State, Brazil," World Bank Publications - Reports 23344, The World Bank Group.
    3. Amanda M. Countryman & Amy D. Hagerman, 2017. "Retrospective Economic Analysis of Foot and Mouth Disease Eradication in the Latin American Beef Sector," Agribusiness, John Wiley & Sons, Ltd., vol. 33(2), pages 257-273, April.
    4. Jurkėnaitė, Nelė & Djuric, Ivan, 2018. "Impact of the Russian trade bans on Lithuanian pork sector," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 40(4), pages 481-491.
    5. Bowman, Maria S., 2016. "Impact of foot-and-mouth disease status on deforestation in Brazilian Amazon and cerrado municipalities between 2000 and 2010," Journal of Environmental Economics and Management, Elsevier, vol. 75(C), pages 25-40.
    6. Pavleska, Marija & Kerr, William A., 2020. "Importer's risk, smuggling and the role of incentives in the management of animal diseases," Ecological Economics, Elsevier, vol. 175(C).

  20. Ahmedov, Zafarbek & Bessler, David A., 2011. "Structure of interdependencies among international stock markets and contagion patterns of 2008 global financial crisis," 2011 Annual Meeting, February 5-8, 2011, Corpus Christi, Texas 98858, Southern Agricultural Economics Association.

    Cited by:

    1. Leonidas Sandoval Junior, 2011. "Pruning a Minimum Spanning Tree," Papers 1109.0642, arXiv.org.

  21. Bryant, Henry L. & Bessler, David A., 2011. "Proving causal relationships using observational data," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 103238, Agricultural and Applied Economics Association.

    Cited by:

    1. Nikolay Arefiev, 2014. "A Theory Of Data-Oriented Identification With A Svar Application," HSE Working papers WP BRP 79/EC/2014, National Research University Higher School of Economics.
    2. Nikolay Arefiev, 2016. "Graphical Interpretations of Rank Conditions For Identification of Linear Gaussian Models," HSE Working papers WP BRP 124/EC/2016, National Research University Higher School of Economics.

  22. Bizimana, Jean-Claude & Bessler, David A. & Angerer, Jay P., 2011. "Livestock Market Integration and Price Discovery: Case of Mali," 2011 Annual Meeting, February 5-8, 2011, Corpus Christi, Texas 98856, Southern Agricultural Economics Association.

    Cited by:

    1. Denis Gautier & Hélène Dessard & Houria Djoudi & Laurent Gazull & Mamy Soumaré, 2020. "Savannah gendered transition: how woodlands dynamics and changes in fuelwood delivery influence economic autonomy in Mali," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 22(4), pages 3097-3117, April.

  23. Qin, Xiaoyan & Bessler, David A. & Leatham, David J. & Wu, Ximing & Gan, Li, 2010. "Fundamentals and US natural gas price dynamics," 2010 Annual Meeting, February 6-9, 2010, Orlando, Florida 56501, Southern Agricultural Economics Association.

    Cited by:

    1. Feng, Gen-Fu & Wang, Quan-Jing & Chu, Yin & Wen, Jun & Chang, Chun-Ping, 2021. "Does the shale gas boom change the natural gas price-production relationship? Evidence from the U.S. market," Energy Economics, Elsevier, vol. 93(C).
    2. Wiggins, Seth & Etienne, Xiaoli L., 2017. "Turbulent times: Uncovering the origins of US natural gas price fluctuations since deregulation," Energy Economics, Elsevier, vol. 64(C), pages 196-205.
    3. Fatih Çemrek & Hakkı Polat, 2014. "Modeling Natural Gas Prices Volatility," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 2(1), pages 1-12, June.

  24. Lai, Pei-Chun & Bessler, David A., 2010. "On aggregation bias in structural demand models," 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado 61523, Agricultural and Applied Economics Association.

    Cited by:

    1. Jinyang Zheng & Zhengling Qi & Yifan Dou & Yong Tan, 2019. "How Mega Is the Mega? Exploring the Spillover Effects of WeChat Using Graphical Model," Information Systems Research, INFORMS, vol. 30(4), pages 1343-1362, December.

  25. Williams, Gary W. & Capps, Oral, Jr. & Bessler, David A., 2009. "Is the Soybean Checkoff Program Working?," Reports 90495, Texas A&M University, Agribusiness, Food, and Consumer Economics Research Center.

    Cited by:

    1. Capps, Oral, Jr. & Williams, Gary W. & Dang, Trang, 2010. "Effects of Lamb Promotion on Lamb Demand and Imports," Reports 90492, Texas A&M University, Agribusiness, Food, and Consumer Economics Research Center.
    2. Batie, Cicely M. & Dennis, Elliott J. & Lubben, Bradley D., 2020. "Do state-level agricultural promotion programs increase agricultural output? The case of the Livestock Friendly County designation program in Nebraska," 2020 Annual Meeting, July 26-28, Kansas City, Missouri 304399, Agricultural and Applied Economics Association.
    3. Ghosh, Somali & Williams, Gary W., 2015. "Returns to Stakeholders from the American Lamb Checkoff Program: A Supply Chain Analysis," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205413, Agricultural and Applied Economics Association.
    4. Luo, Ji & Williams, Gary W., 2015. "The Impacts of Chinese Exchange Rate Policy on World Soybean and Products Markets," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205075, Agricultural and Applied Economics Association.

  26. Palma, Marco A. & Ribera, Luis A. & Bessler, David A. & Paggi, Mechel S. & Knutson, Ronald D., 2009. "Potential Impacts of Food Borne Ill Incidence on Market Movements and Prices of Fresh Produce in the US," 2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia 46745, Southern Agricultural Economics Association.

    Cited by:

    1. Knutson, Ronald D. & Currier, Russell W. & Ribera, Luis A. & Goeringer, L. Paul, 2010. "Asymmetry In Raw Milk Safety Perceptions And Information: Implications For Risk In Fresh Produce Marketing And Policy," 115th Joint EAAE/AAEA Seminar, September 15-17, 2010, Freising-Weihenstephan, Germany 116440, European Association of Agricultural Economists.

  27. Bessler, David A., 2009. "Effects of Soybean Checkoff Research Expenditures on U.S. Soybean Yields and Net Revenue: A Time Series Analysis," Reports 90494, Texas A&M University, Agribusiness, Food, and Consumer Economics Research Center.

    Cited by:

    1. Williams, Gary W. & Capps, Oral, Jr. & Bessler, David A., 2009. "Is the Soybean Checkoff Program Working?," Reports 90495, Texas A&M University, Agribusiness, Food, and Consumer Economics Research Center.

  28. Zohrabyan, Tatevik & Leatham, David J. & Bessler, David A., 2008. "Cointegration Analysis of Regional House Prices in U.S," 2007 Agricultural and Rural Finance Markets in Transition, October 4-5, 2007, St. Louis, Missouri 48138, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition.

    Cited by:

    1. Nicholas Apergis & James Payne, 2012. "Convergence in U.S. house prices by state: evidence from the club convergence and clustering procedure," Letters in Spatial and Resource Sciences, Springer, vol. 5(2), pages 103-111, July.
    2. Rangan Gupta & Christophe André & Luis Gil-Alana, 2015. "Comovement in Euro area housing prices: A fractional cointegration approach," Urban Studies, Urban Studies Journal Limited, vol. 52(16), pages 3123-3143, December.
    3. Hernán Enríquez Sierra & Jacobo Campo Robledo & Antonio Avendaño Arosemena, 2015. "Relaciones regionales en los precios de vivienda nueva en Colombia," Revista Ecos de Economía, Universidad EAFIT, vol. 19(40), pages 25-47, June.
    4. Payne, James E., 2012. "The Long-Run Relationship among Regional Housing Prices: An Empirical Analysis of the U.S," Journal of Regional Analysis and Policy, Mid-Continent Regional Science Association, vol. 42(1), pages 1-8.
    5. Francisco Blanco & Victor Martín & Guillermo Vazquez, 2016. "Regional house price convergence in Spain during the housing boom," Urban Studies, Urban Studies Journal Limited, vol. 53(4), pages 775-798, March.
    6. Geoffrey Ngene & Charles Lambert & Ali Darrat, 2015. "Testing Long Memory in the Presence of Structural Breaks: An Application to Regional and National Housing Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 50(4), pages 465-483, May.
    7. Carlos P. Barros & Luis A. Gil-Alana, 2013. "The Housing Markets in Spain and Portugal: Evidence of Persistence," Review of Economics & Finance, Better Advances Press, Canada, vol. 3, pages 19-32, November.
    8. Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Floros, Christos, 2015. "Dynamic Connectedness of UK Regional Property Prices," MPRA Paper 68421, University Library of Munich, Germany.
    9. Michael A. Flor & Torben Klarl, 2015. "On the Cyclicity of Regional House Prices: New Evidence for U.S. Metropolitan Statistical Areas," CESifo Working Paper Series 5471, CESifo.
    10. Alan Tidwell & Yan (Olivia) Lu & Junsoo Lee & Piyali Banerjee, 2023. "Nature of comovements in US state and MSA housing prices," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 51(4), pages 959-989, July.
    11. Barros, Carlos Pestana & Gil-Alana, Luis A. & Payne, James E., 2012. "Comovements among U.S. state housing prices: Evidence from fractional cointegration," Economic Modelling, Elsevier, vol. 29(3), pages 936-942.

  29. Park, Moon-Soo & Jin, Yanhong H. & Bessler, David A., 2008. "The Impacts of Animal Disease Crises on the Korean Meat Market," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6365, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

    Cited by:

    1. GwanSeon Kim & Tyler Mark, 2017. "Impacts of corn price and imported beef price on domestic beef price in South Korea," Agricultural and Food Economics, Springer;Italian Society of Agricultural Economics (SIDEA), vol. 5(1), pages 1-13, December.
    2. Lan Yi & Jianping Tao & Caifeng Tan & Zhongkun Zhu, 2019. "Avian Influenza, Public Opinion, and Risk Spillover: Measurement, Theory, and Evidence from China’s Broiler Market," Sustainability, MDPI, vol. 11(8), pages 1-44, April.
    3. Alejandro Acosta & Carlos Barrantes & Rico Ihle, 2020. "Animal disease outbreaks and food market price dynamics: Evidence from regime‐dependent modelling and connected scatterplots," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 64(3), pages 960-976, July.
    4. Acosta, Alejandro & McCorriston, Steve & Nicolli, Francesco & Venturelli, Ester & Wickramasinghe, Upali & ArceDiaz, Eduardo & Scudiero, Lavinia & Sammartino, Alejandro & Schneider, Fritz & Steinfeld, , 2021. "Immediate effects of COVID-19 on the global dairy sector," Agricultural Systems, Elsevier, vol. 192(C).
    5. Hernandez, Manuel & Colin-Castillo, Sergio & Capps, Oral, Jr., 2011. "Do marketing margins change with food scares?: Examining the effects of food recalls and disease outbreaks in the us red meat industry," IFPRI discussion papers 1104, International Food Policy Research Institute (IFPRI).
    6. Arnaud Rault & Stéphane Krebs, 2011. "Catastrophic risk and risk management, what do we know about livestock epidemics? State of the art and prospects," Working Papers SMART 11-05, INRAE UMR SMART.
    7. Chen‐Ti Chen & John M. Crespi & William Hahn & Lee L. Schulz & Fawzi Taha, 2020. "Long‐run impacts of trade shocks and export competitiveness: Evidence from the U.S. BSE event," Agricultural Economics, International Association of Agricultural Economists, vol. 51(6), pages 941-958, November.
    8. Balogh, Peter & Ertsey, Imre & Szucs, Istvan, 2009. "Answer to the challenges of the 21st century in the Hungarian pig sector," 2009 Conference, August 16-22, 2009, Beijing, China 51027, International Association of Agricultural Economists.
    9. Marc Zenzius & Christian Flore & Dirk Schiereck, 2022. "Tough times for seasoned equity offerings: performance during the COVID pandemic," Journal of Business Economics, Springer, vol. 92(9), pages 1491-1510, November.
    10. Moonsoo Park & Yanhong Jin & Alan Love, 2011. "Dynamic and contemporaneous causality in a supply chain: an application of the US beef industry," Applied Economics, Taylor & Francis Journals, vol. 43(30), pages 4785-4801.
    11. Ahmad Bash, 2020. "International Evidence of COVID-19 and Stock Market Returns: An Event Study Analysis," International Journal of Economics and Financial Issues, Econjournals, vol. 10(4), pages 34-38.
    12. Costa, Rafael & Bessler, David & Rosson, C. Parr, 2015. "The Impacts of Foot and Mouth Disease Outbreaks on the Brazilian Meat Market," Journal of Food Distribution Research, Food Distribution Research Society, vol. 46(3), pages 1-19, November.
    13. Chi, Junwook, 2014. "Income and Exchange Rate Sensitivities of Cross-Border Freight Flows: Evidence from U.S.-Canada Exports and Imports by Truck, Rail, Air, and Pipeline," Journal of the Transportation Research Forum, Transportation Research Forum, vol. 53(2).
    14. Johnson, Kamina K. & Hagerman, Amy D. & Thompson, Jada M. & Kopral, Christine A., 2015. "Factors Influencing Export Value Recovery after Highly Pathogenic Poultry Disease Outbreaks," International Food and Agribusiness Management Review, International Food and Agribusiness Management Association, vol. 18(A), pages 1-16, July.
    15. Christopher M. Durugbo & Zainab Al-Balushi, 2023. "Supply chain management in times of crisis: a systematic review," Management Review Quarterly, Springer, vol. 73(3), pages 1179-1235, September.
    16. Acosta, Alejandro & Barrantes, Carlos & Ihle, Rico, 2020. "Animal disease outbreaks and food market price dynamics: Evidence from regime-dependent modelling and connected scatterplots," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 64(3), July.
    17. Rault, Arnaud & Krebs, Stephane, 2011. "Livestock epidemics and catastrophic risk management: State of the art and prospects on economic dynamics," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114793, European Association of Agricultural Economists.
    18. Dunia Rassy & Richard D. Smith, 2013. "The economic impact of H1N1 on Mexico's tourist and pork sectors," Health Economics, John Wiley & Sons, Ltd., vol. 22(7), pages 824-834, July.
    19. H. Holly Wang & Paul Gardner de Beville, 2017. "The media impact of animal disease on the US meat demand," Agribusiness, John Wiley & Sons, Ltd., vol. 33(4), pages 493-504, September.
    20. Omid Zamani & Thomas Bittmann & Jens‐Peter Loy, 2022. "The role of temperature for seasonal market integration: a case study of poultry in Iran," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 66(1), pages 187-215, January.
    21. Timothy J. Richards & William Nganje, 2014. "Welfare Effects of Food Safety Recalls," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 62(1), pages 107-124, March.
    22. Seok, Jun Ho & Kim, GwanSeon & Reed, Michael R. & Kim, Soo-Eun, 2018. "The impact of avian influenza on the Korean egg market: Who benefited?," Journal of Policy Modeling, Elsevier, vol. 40(1), pages 151-165.

  30. Yu, Tun-Hsiang (Edward) & Bessler, David A. & Fuller, Stephen W., 2006. "Cointegration and Causality Analysis of World Vegetable Oil and Crude Oil Prices," 2006 Annual meeting, July 23-26, Long Beach, CA 21439, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

    Cited by:

    1. Mohcine Bakhat & Klaas WŸrzburg, 2013. "Co-integration of Oil and Commodity Prices: A Comprehensive ApproachAbstract," Working Papers fa05-2013, Economics for Energy.
    2. Karakotsios, Achillefs & Katrakilidis, Constantinos & Kroupis, Nikolaos, 2021. "The dynamic linkages between food prices and oil prices. Does asymmetry matter?," The Journal of Economic Asymmetries, Elsevier, vol. 23(C).
    3. Yoon, Seong-Min, 2022. "On the interdependence between biofuel, fossil fuel and agricultural food prices: Evidence from quantile tests," Renewable Energy, Elsevier, vol. 199(C), pages 536-545.
    4. Mutuc, Maria & Pan, Suwen & Hudson, Darren, 2011. "Response of Cotton to Oil Price Shocks," Agricultural Economics Review, Greek Association of Agricultural Economists, vol. 12(2).
    5. Peri, Massimo & Baldi, Lucia, 2008. "Biodiesel and vegetable oil market in European Union: some evidences from threshold cointegration analysis," 2008 International Congress, August 26-29, 2008, Ghent, Belgium 43971, European Association of Agricultural Economists.
    6. Subhani, Muhammad Imtiaz & Hasan, Syed Akif & Osman, Ms. Amber, 2012. "Are the Prices of Light Diesel Oil, Gasoline, CNG and Kerosene Oil Co-Integrated?," MPRA Paper 45142, University Library of Munich, Germany.
    7. Nazlioglu, Saban & Soytas, Ugur, 2012. "Oil price, agricultural commodity prices, and the dollar: A panel cointegration and causality analysis," Energy Economics, Elsevier, vol. 34(4), pages 1098-1104.
    8. Ciaian, Pavel & Kancs, d'Artis, 2011. "Food, energy and environment: Is bioenergy the missing link?," Food Policy, Elsevier, vol. 36(5), pages 571-580, October.
    9. Rosa, Franco & Vasciaveo, Michela & Weaver, Robert D., 2014. "Agricultural and oil commodities: price transmission and market integration between US and Italy," Bio-based and Applied Economics Journal, Italian Association of Agricultural and Applied Economics (AIEAA), vol. 3(2), pages 1-25, August.
    10. Vasciaveo, M. & Rosa, F. & Weaver, R., 2013. "Agricultural market integration: price transmission and policy intervention," 2013 Second Congress, June 6-7, 2013, Parma, Italy 149887, Italian Association of Agricultural and Applied Economics (AIEAA).
    11. Aynur Pala, 2013. "Structural Breaks, Cointegration, and Causality by VECM Analysis of Crude Oil and Food Price," International Journal of Energy Economics and Policy, Econjournals, vol. 3(3), pages 238-246.
    12. Filip, Ondrej & Janda, Karel & Kristoufek, Ladislav & Zilberman, David, 2019. "Food versus fuel: An updated and expanded evidence," Energy Economics, Elsevier, vol. 82(C), pages 152-166.
    13. Ciaian, Pavel & Kancs, d'Artis, 2010. "Interdependencies in the Energy-Bioenergy-Food Price Systems: A Cointegration Analysis," 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado 61009, Agricultural and Applied Economics Association.
    14. Maitra, Debasish & Guhathakurta, Kousik & Kang, Sang Hoon, 2021. "The good, the bad and the ugly relation between oil and commodities: An analysis of asymmetric volatility connectedness and portfolio implications," Energy Economics, Elsevier, vol. 94(C).
    15. Irene Scher & Jonathan Koomey, 2011. "Is accurate forecasting of economic systems possible?," Climatic Change, Springer, vol. 104(3), pages 473-479, February.
    16. Musunuru, Naveen Musunuru, 2017. "Causal Relationships Between Grain, Meat Prices And Exchange Rates," International Journal of Food and Agricultural Economics (IJFAEC), Alanya Alaaddin Keykubat University, Department of Economics and Finance, vol. 5(4), October.
    17. Nazlioglu, Saban & Soytas, Ugur, 2011. "World oil prices and agricultural commodity prices: Evidence from an emerging market," Energy Economics, Elsevier, vol. 33(3), pages 488-496, May.
    18. Potori, Norbert & Stark, András, 2015. "Do crude oil prices influence new crop sunflower seed futures price discovery in Hungary?," Studies in Agricultural Economics, Research Institute for Agricultural Economics, vol. 117(3), pages 1-5, December.
    19. Diermeier, Matthias & Schmidt, Torsten, 2012. "Oil Price Effects on Land Use Competition – An Empirical Analysis," Ruhr Economic Papers 340, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    20. Rini Yayuk Priyati, 2018. "Determinants of Global Palm Oil Demand: A Gravity Approach," Economic Journal of Emerging Markets, Universitas Islam Indonesia, vol. 10(2), pages 148-164, Oktober.
    21. Burakov, D., 2016. "Oil Prices, Exchange Rate and Prices for Agricultural Commodities: Empirical Evidence from Russia," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 8(2), pages 1-15, June.
    22. Zhang, Qiang & Reed, Michael R., 2008. "Examining the Impact of the World Crude Oil Price on China's Agricultural Commodity Prices: The Case of Corn, Soybean, and Pork," 2008 Annual Meeting, February 2-6, 2008, Dallas, Texas 6797, Southern Agricultural Economics Association.
    23. Peri, Massimo & Baldi, Lucia, 2010. "Vegetable oil market and biofuel policy: An asymmetric cointegration approach," Energy Economics, Elsevier, vol. 32(3), pages 687-693, May.
    24. Phillip A. Cartwright & Natalija Riabko, 2019. "Do spot food commodity and oil prices predict futures prices?," Review of Quantitative Finance and Accounting, Springer, vol. 53(1), pages 153-194, July.
    25. Campiche, Jody L. & Bryant, Henry L. & Richardson, James W. & Outlaw, Joe L., 2007. "Examining the Evolving Correspondence Between Petroleum Prices and Agricultural Commodity Prices," 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon 9881, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    26. Nazlioglu, Saban, 2011. "World oil and agricultural commodity prices: Evidence from nonlinear causality," Energy Policy, Elsevier, vol. 39(5), pages 2935-2943, May.
    27. Natanelov, Valeri & Alam, Mohammad Jahangir & McKenzie, Andrew M. & Van Huylenbroeck, Guido, 2011. "Is There Co-Movement of Agricultural Commodities Futures Prices and Crude Oil?," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114626, European Association of Agricultural Economists.
    28. Reboredo, Juan C., 2012. "Do food and oil prices co-move?," Energy Policy, Elsevier, vol. 49(C), pages 456-467.
    29. Serra, Teresa & Zilberman, David, 2013. "Biofuel-related price transmission literature: A review," Energy Economics, Elsevier, vol. 37(C), pages 141-151.
    30. Chuangchid, Kantaporn & Sriboonchitta, Songsak & Rahman, Sanzidur & Wiboonpongse, Aree, 2013. "Predicting Malaysian palm oil price using Extreme Value Theory," International Journal of Agricultural Management, Institute of Agricultural Management, vol. 2(2), pages 1-9, January.
    31. Phillip A. Cartwright & Natalija Riabko, 2016. "Further evidence on the explanatory power of spot food and energy commodities market prices for futures prices," Review of Quantitative Finance and Accounting, Springer, vol. 47(3), pages 579-605, October.
    32. Mohcine Bakhat & Klaas WŸrzburg, 2013. "Price Relationships of Crude Oil and Food Commodities," Working Papers fa06-2013, Economics for Energy.
    33. Stevens, Jeremiah H. & Taheripour, Farzad, 2020. "A stochastic techno-economic analysis of aviation biofuel production from pennycress seed oil," 2020 Annual Meeting, July 26-28, Kansas City, Missouri 304524, Agricultural and Applied Economics Association.
    34. Jha, Girish & Kumar, Rajeev & Singh, Alka & Pal, Suresh, 2015. "Changing pattern of energy use in Indian agriculture and linkage between energy and commodity prices," 2015 Conference, August 9-14, 2015, Milan, Italy 211805, International Association of Agricultural Economists.
    35. Peri, Massimo & Baldi, Lucia, 2013. "The effect of biofuel policies on feedstock market: Empirical evidence for rapeseed oil prices in EU," Resource and Energy Economics, Elsevier, vol. 35(1), pages 18-37.
    36. Dervis Kirikkaleli & Hasan Güngör, 2021. "Co-movement of commodity price indexes and energy price index: a wavelet coherence approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-18, December.
    37. Manuel Monge & Luis A. Gil-Alana, 2020. "The Lithium Industry and Analysis of the Beta Term Structure of Oil Companies," Risks, MDPI, vol. 8(4), pages 1-17, December.
    38. Dmitry Burakov, 2016. "Elasticity of Agricultural Prices in Russia: An Empirical Study of Energy and Monetary Channels," International Journal of Energy Economics and Policy, Econjournals, vol. 6(3), pages 551-562.
    39. Hanif, Waqas & Areola Hernandez, Jose & Shahzad, Syed Jawad Hussain & Yoon, Seong-Min, 2021. "Tail dependence risk and spillovers between oil and food prices," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 195-209.
    40. Karel Janda & Ladislav Kristoufek, 2019. "The relationship between fuel and food prices: Methods, outcomes, and lessons for commodity price risk management," CAMA Working Papers 2019-20, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    41. Guellil, Mohammed Seghir & Benbouziane, Mohamed, 2018. "Volatility Linkages between Agricultural Commodity Prices, Oil Prices and Real USD Exchange Rate || Vínculos de volatilidad entre precios de productos agrícolas, precios del petróleo y tipo de cambio ," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 26(1), pages 71-83, Diciembre.
    42. Sanders, Daniel J. & Balagtas, Joseph Valdes & Gruere, Guillaume P., 2011. "Revisiting the palm oil boom: An examination of consumption in the oils complex," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 103726, Agricultural and Applied Economics Association.
    43. Janda, Karel & Kravec, Peter, 2022. "VECM Modelling of the Price Dynamics for Fuels, Agricultural Commodities and Biofuels," EconStor Preprints 259404, ZBW - Leibniz Information Centre for Economics.
    44. Tiwari, Aviral Kumar & Nasreen, Samia & Shahbaz, Muhammad & Hammoudeh, Shawkat, 2020. "Time-frequency causality and connectedness between international prices of energy, food, industry, agriculture and metals," Energy Economics, Elsevier, vol. 85(C).
    45. Sima Siami-Namini, 2019. "Volatility Transmission Among Oil Price, Exchange Rate and Agricultural Commodities Prices," Applied Economics and Finance, Redfame publishing, vol. 6(4), pages 41-61, July.
    46. Warsono Warsono & Edwin Russel & Almira Rizka Putri & Wamiliana Wamiliana & Widiarti Widiarti & Mustofa Usman, 2020. "Dynamic Modeling Using Vector Error-correction Model: Studying the Relationship among Data Share Price of Energy PGAS Malaysia, AKRA, Indonesia, and PTT PCL-Thailand," International Journal of Energy Economics and Policy, Econjournals, vol. 10(2), pages 360-373.
    47. Nairobi Nairobi & Ambya Ambya & Edwin Russel & Sipa Paujiah & D. N. Pratama & Wamiliana Wamiliana & Mustofa Usman, 2022. "Analysis of Data Inflation Energy and Gasoline Price by Vector Autoregressive Model," International Journal of Energy Economics and Policy, Econjournals, vol. 12(2), pages 120-126, March.
    48. Hasanov, Akram Shavkatovich & Do, Hung Xuan & Shaiban, Mohammed Sharaf, 2016. "Fossil fuel price uncertainty and feedstock edible oil prices: Evidence from MGARCH-M and VIRF analysis," Energy Economics, Elsevier, vol. 57(C), pages 16-27.
    49. Siami-Namini, Sima & Hudson, Darren, 2017. "Volatility Spillover Between Oil Prices, Us Dollar Exchange Rates And International Agricultural Commodities Prices," 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama 252845, Southern Agricultural Economics Association.
    50. Wang, Xiao & Zhang, Chuanguo, 2014. "The impacts of global oil price shocks on China׳s fundamental industries," Energy Policy, Elsevier, vol. 68(C), pages 394-402.
    51. Aye, Goodness C., 2016. "Causality between Oil Price and South Africa's Food Price: Time Varying Approach - Relazione di causalità tra prezzo del petrolio e pr ezzo dei prodotti alimentari in Sud Africa: un approccio time var," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 69(3), pages 193-212.

  31. Bryant, Henry L. & Bessler, David A. & Haigh, Michael S., 2006. "Disproving Causal Relationships Using Observational Data," 2006 Annual meeting, July 23-26, Long Beach, CA 21166, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

    Cited by:

    1. Alessio Moneta & Doris Entner & Patrik O. Hoyer & Alex Coad, 2013. "Causal Inference by Independent Component Analysis: Theory and Applications," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(5), pages 705-730, October.
    2. Dharmasena, Senarath & Bessler, David A. & Todd, Jessica, 2016. "Socioeconomic, Demographic and Geographic Factors Affecting Household Food Purchase and Acquisition Decisions in the United States as a Complex Economic System," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235646, Agricultural and Applied Economics Association.
    3. Hogun Chong & Mary Zey & David A. Bessler, 2010. "On corporate structure, strategy, and performance: a study with directed acyclic graphs and PC algorithm," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 31(1), pages 47-62.
    4. David Bessler & Zijun Wang, 2012. "D-separation, forecasting, and economic science: a conjecture," Theory and Decision, Springer, vol. 73(2), pages 295-314, August.
    5. Michael Margolis, 2017. "Graphs as a Tool for the Close Reading of Econometrics (Settler Mortality is not a Valid Instrument for Institutions)," Economic Thought, World Economics Association, vol. 6(1), pages 56-82, March.
    6. Alex Coad & Dominik Janzing & Paul Nightingale, 2018. "Tools for causal inference from cross-sectional innovation surveys with continuous or discrete variables: Theory and applications," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, vol. 37(75), pages 779-808, March.
    7. Anton-Erxleben, Katharina & Kibriya, Shahriar & Zhang, Yu, 2016. "Bullying as the main driver of low performance in schools: Evidence from Botswana, Ghana, and South Africa," MPRA Paper 75555, University Library of Munich, Germany.
    8. Henry L. Bryant & David A. Bessler, 2016. "Conditions Sufficient to Infer Causal Relationships Using Instrumental Variables and Observational Data," Computational Economics, Springer;Society for Computational Economics, vol. 48(1), pages 29-57, June.
    9. Xiaojie Xu, 2017. "Contemporaneous causal orderings of US corn cash prices through directed acyclic graphs," Empirical Economics, Springer, vol. 52(2), pages 731-758, March.

  32. Babula, Ronald A. & Bessler, David A. & Reeder, John & Somwaru, Agapi, 2004. "Modeling U.S. Soy-Based Markets with Directed Acyclic Graphs and Time Series Econometrics: Evaluating the U.S. Market Impacts of High Soy Meal Prices," Working Paper ID Series 15885, United States International Trade Commission, Office of Industries.

    Cited by:

    1. Andrea Pierini, 2016. "Blue Chip Italian Bank Stocks: Chain Graph models for VAR And MARCH parameters shrinking," Departmental Working Papers of Economics - University 'Roma Tre' 0205, Department of Economics - University Roma Tre.

  33. Yu, Tun-Hsiang (Edward) & Bessler, David A. & Fuller, Stephen W., 2004. "Analysis Of Dynamic Interrelationships Between Transportation Rates And Grain Prices," 2004 Annual meeting, August 1-4, Denver, CO 20339, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

    Cited by:

    1. Moon, Sang & Koo, Won W., 2006. "Effects of the Panama Canal on U.S. Competitiveness on the World Soybean Market," 2006 Annual meeting, July 23-26, Long Beach, CA 21418, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

  34. Babula, Ronald A. & Bessler, David A. & Payne, Warren S., 2003. "Dynamic Relationships Among Selected U.S. Commodity-Based, Value Added Markets: Applying Directed Acyclic Graphs to a Time Series Model," Working Paper ID Series 15879, United States International Trade Commission, Office of Industries.

    Cited by:

    1. VAN BINH, Tu & DUMONT, Michel, 2008. "A fishing expedition in the Mekong Delta: Market volatility and price substitutes for Vietnamese fresh water fish," Working Papers 2008002, University of Antwerp, Faculty of Business and Economics.

  35. Bryant, Henry L. & Bessler, David A. & Haigh, Michael S., 2003. "Causality In Futures Markets," Working Papers 28574, University of Maryland, Department of Agricultural and Resource Economics.

    Cited by:

    1. Sung Je Byun, 2016. "Speculation in Commodity Futures Markets, Inventories and the Price of Crude Oil," Occasional Papers 16-3, Federal Reserve Bank of Dallas.
    2. Çınar, Gökhan & Uzmay, Ayse, 2017. "Does Fear (Vix Index) Incite Volatility In Food Prices?," International Journal of Food and Agricultural Economics (IJFAEC), Alanya Alaaddin Keykubat University, Department of Economics and Finance, vol. 5(2), April.
    3. Scott H. Irwin & Dwight R. Sanders, 2011. "Index Funds, Financialization, and Commodity Futures Markets," Applied Economic Perspectives and Policy, Agricultural and Applied Economics Association, vol. 33(1), pages 1-31.
    4. Gary B. Gorton & Fumio Hayashi & K. Geert Rouwenhorst, 2007. "The Fundamentals of Commodity Futures Returns," NBER Working Papers 13249, National Bureau of Economic Research, Inc.
    5. Delphine Lautier & Franck Raynaud & Michel Robe, 2017. "Information Flows across the Futures Term Structure: Evidence from Crude Oil Prices," Post-Print hal-01781761, HAL.
    6. Slutskin, L., 2017. "Graphical Statistical Methods for Studying Causal Effects. Bayesian Networks," Journal of the New Economic Association, New Economic Association, vol. 36(4), pages 12-30.
    7. Dwight R. Sanders and Scott H. Irwin, 2013. "Measuring Index Investment in Commodity Futures Markets," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3).
    8. Boyd, Naomi E. & Harris, Jeffrey H. & Li, Bingxin, 2018. "An update on speculation and financialization in commodity markets," Journal of Commodity Markets, Elsevier, vol. 10(C), pages 91-104.
    9. Tore S. Kleppe & Atle Oglend, 2019. "Can limits‐to‐arbitrage from bounded storage improve commodity term‐structure modeling?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(7), pages 865-889, July.
    10. Sanders, Dwight R. & Irwin, Scott H. & Merrin, Robert P., 2009. "A Speculative Bubble in Commodity Futures Prices? Cross-Sectional Evidence," 2009 Conference, April 20-21, 2009, St. Louis, Missouri 53050, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    11. Ji, Qiang & Bahloul, Walid & Geng, Jiang-Bo & Gupta, Rangan, 2020. "Trading behaviour connectedness across commodity markets: Evidence from the hedgers’ sentiment perspective," Research in International Business and Finance, Elsevier, vol. 52(C).
    12. Qingjie Zhou & Panpan Zhu & You Wu & Yinpeng Zhang, 2022. "Research on the Volatility of the Cotton Market under Different Term Structures: Perspective from Investor Attention," Sustainability, MDPI, vol. 14(21), pages 1-20, November.
    13. Jabir Ali & Kriti Bardhan Gupta, 2011. "Efficiency in agricultural commodity futures markets in India," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 71(2), pages 162-178, August.
    14. Adam E. Clements & Neda Todorova, 2016. "Information Flow, Trading Activity and Commodity Futures Volatility," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 36(1), pages 88-104, January.
    15. Hoang, Nam & Grieb, Terrance, 2018. "Hedging Positions, Basis, and Futures Risk Premium: A Disaggregated Data Analysis on US Wheat Markets," 2018 Annual Meeting, August 5-7, Washington, D.C. 273799, Agricultural and Applied Economics Association.
    16. Christian Koziol & Tilo Treuter, 2019. "How do speculators in agricultural commodity markets impact production decisions and commodity prices? A theoretical analysis," European Financial Management, European Financial Management Association, vol. 25(3), pages 718-743, June.
    17. Lee A. Smales, 2022. "Trading Behavior in Agricultural Commodity Futures around the 52-Week High," Commodities, MDPI, vol. 1(1), pages 1-15, June.
    18. Mayer, Herbert & Rathgeber, Andreas & Wanner, Markus, 2017. "Financialization of metal markets: Does futures trading influence spot prices and volatility?," Resources Policy, Elsevier, vol. 53(C), pages 300-316.
    19. Antonakakis, Nikolaos & Floros, Christos & Kizys, Renatas, 2016. "Dynamic spillover effects in futures markets: UK and US evidence," International Review of Financial Analysis, Elsevier, vol. 48(C), pages 406-418.
    20. Georg Lehecka, 2015. "Do hedging and speculative pressures drive commodity prices, or the other way round?," Empirical Economics, Springer, vol. 49(2), pages 575-603, September.
    21. Christina Sklibosios Nikitopoulos & Alice Carole Thomas & Jianxin Wang, 2024. "Hedging pressure and oil volatility: Insurance versus liquidity demands," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(2), pages 252-280, February.
    22. Ziran Li & Dermot J. Hayes, 2022. "The hedging pressure hypothesis and the risk premium in the soybean reverse crush spread," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(3), pages 428-445, March.
    23. Aliaga Lordemann, Javier & Mora-García, Claudio & Mulder, Nanno, 2021. "Speculation and price volatility in the coffee market," Documentos de Proyectos 46923, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).

  36. Haigh, Michael S. & Bessler, David A., 2002. "Causality And Price Discovery: An Application Of Directed Acyclic Graphs," Working Papers 28588, University of Maryland, Department of Agricultural and Resource Economics.

    Cited by:

    1. Ayyagari, Meghana & Demirguc-Kunt, Asli & Maksimovic, Vojislav, 2006. "How important are financing constraints ? The role of finance in the business environment," Policy Research Working Paper Series 3820, The World Bank.
    2. Andrew Rettenmaier & Zijun Wang, 2013. "What determines health: a causal analysis using county level data," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 14(5), pages 821-834, October.
    3. Xiaojie Xu, 2019. "Contemporaneous Causal Orderings of CSI300 and Futures Prices through Directed Acyclic Graphs," Economics Bulletin, AccessEcon, vol. 39(3), pages 2052-2077.
    4. Alessio Moneta & Peter Spirtes, 2005. "Graph-Based Search Procedure for Vector Autoregressive Models," LEM Papers Series 2005/14, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    5. Franken, Jason R.V. & Cook, Michael L., 2013. "Impact of Board Structure and Process on Cooperative Performance," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 149420, Agricultural and Applied Economics Association.
    6. Alessio Moneta, 2003. "Graphical Models for Structural Vector Autoregressions," LEM Papers Series 2003/07, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    7. Wetzstein, Brian & Florax, Raymond & Foster, Kenneth & Binkley, James, 2021. "Transportation costs: Mississippi River barge rates," Journal of Commodity Markets, Elsevier, vol. 21(C).
    8. Peter G. Fennell & David O'Sullivan & Antoine Godin & Stephen Kinsella, 2014. "Visualising stock flow consistent models as directed acyclic graphs," Papers 1409.4541, arXiv.org.
    9. Yang, Jian, 2005. "International bond market linkages: a structural VAR analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 15(1), pages 39-54, January.
    10. David Bessler & James Kolari & Thein Maung, 2011. "Dynamic linkages among equity markets: local versus basket currencies," Applied Economics, Taylor & Francis Journals, vol. 43(14), pages 1703-1719.
    11. Delphine Lautier & Franck Raynaud & Michel Robe, 2017. "Information Flows across the Futures Term Structure: Evidence from Crude Oil Prices," Post-Print hal-01781761, HAL.
    12. Henry L. Bryant & David A. Bessler & Michael S. Haigh, 2006. "Causality in futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 26(11), pages 1039-1057, November.
    13. Wang, Zijun, 2012. "The causal structure of bond yields," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(1), pages 93-102.
    14. Jason R. V. Franken & Michael L. Cook, 2019. "Do Corporate Governance Recommendations Apply to U.S. Agricultural Cooperatives?," Sustainability, MDPI, vol. 11(19), pages 1-16, September.
    15. Delphine Lautier & Franck Raynaud & Michel Robe, 2017. "Shocks propagation across the futures term structure : evidence from crude oil prices," Post-Print hal-01781765, HAL.
    16. Bryant, Henry L. & Bessler, David A. & Haigh, Michael S., 2006. "Disproving Causal Relationships Using Observational Data," 2006 Annual meeting, July 23-26, Long Beach, CA 21166, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    17. Xiaojie Xu & Yun Zhang, 2022. "Contemporaneous causality among one hundred Chinese cities," Empirical Economics, Springer, vol. 63(4), pages 2315-2329, October.
    18. Bizimana, Jean-Claude & Bessler, David A. & Angerer, Jay P., 2013. "Impact of Market Information System (E-Soko) on Beans Markets Integration: Case of Rwanda," 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida 142734, Southern Agricultural Economics Association.
    19. Yang, Jian & Bessler, David A., 2008. "Contagion around the October 1987 stock market crash," European Journal of Operational Research, Elsevier, vol. 184(1), pages 291-310, January.
    20. Tejeda, Hernan A. & Kim, Man-Keun & Feuz, Dillon M., 2015. "Dynamic Relationships and Price Discovery of Western Alfalfa Markets," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205686, Agricultural and Applied Economics Association.
    21. Michael Margolis, 2017. "Graphs as a Tool for the Close Reading of Econometrics (Settler Mortality is not a Valid Instrument for Institutions)," Economic Thought, World Economics Association, vol. 6(1), pages 56-82, March.
    22. Wang, Zijun, 2010. "Dynamics and causality in industry-specific volatility," Journal of Banking & Finance, Elsevier, vol. 34(7), pages 1688-1699, July.
    23. Etienne, Xiaoli L. & Irwin, Scott H. & Garcia, Philip, 2013. "Dissecting Corn Price Movements with Directed Acyclic Graphs," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 151279, Agricultural and Applied Economics Association.
    24. Aramayis Dallakyan, 2021. "Nonparanormal Structural VAR for Non-Gaussian Data," Computational Economics, Springer;Society for Computational Economics, vol. 57(4), pages 1093-1113, April.
    25. John Baffes & Varun Kshirsagar, 2020. "Shocks to food market systems: A network approach," Agricultural Economics, International Association of Agricultural Economists, vol. 51(1), pages 111-129, January.
    26. Vangelis Tsioumas & Stratos Papadimitriou, 2018. "The dynamic relationship between freight markets and commodity prices revealed," Maritime Economics & Logistics, Palgrave Macmillan;International Association of Maritime Economists (IAME), vol. 20(2), pages 267-279, June.
    27. Etienne, Xiaoli L. & Hoffman, Linwood A., 2015. "Price Discovery and Risk Management in the U.S. Distiller’s Grain Markets," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205125, Agricultural and Applied Economics Association.
    28. Babula, Ronald A. & Bessler, David A. & Reeder, John & Somwaru, Agapi, 2004. "Modeling U.S. Soy-Based Markets with Directed Acyclic Graphs and Bernanke Structural VAR Methods: The Impacts of High Soy Meal and Soybean Prices," Journal of Food Distribution Research, Food Distribution Research Society, vol. 35(3), pages 1-24, November.
    29. Bizimana, Jean-Claude & Bessler, David A. & Angerer, Jay P., 2016. "The 2010-2011 Drought Impacts on Cattle Market Integration in the Horn of Africa: A preliminary Evaluation using VAR and Structural Break Analysis," 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas 229991, Southern Agricultural Economics Association.
    30. Zihui Yang & Yinggang Zhou, 2017. "Quantitative Easing and Volatility Spillovers Across Countries and Asset Classes," Management Science, INFORMS, vol. 63(2), pages 333-354, February.
    31. Bradley Isbell & Andrew M. McKenzie & B. Wade Brorsen, 2020. "The cost of forward contracting in the Mississippi barge freight river market," Agribusiness, John Wiley & Sons, Ltd., vol. 36(2), pages 226-241, April.
    32. Anton-Erxleben, Katharina & Kibriya, Shahriar & Zhang, Yu, 2016. "Bullying as the main driver of low performance in schools: Evidence from Botswana, Ghana, and South Africa," MPRA Paper 75555, University Library of Munich, Germany.
    33. Power, Gabriel J. & Vedenov, Dmitry V., 2009. "The Price Shock Transmission during the 2007-2008 Commodity Bull Cycle: A Structural Vector Auto-Regression Approach to the "Chicken-or-Egg" Problem," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49538, Agricultural and Applied Economics Association.
    34. Carlos Arnade & Gary Vocke, 2016. "Seasonal Variation in the Price Discovery Process of International Wheat," Agribusiness, John Wiley & Sons, Ltd., vol. 32(1), pages 16-32, January.
    35. Yu, Tun-Hsiang & Bessler, David A. & Fuller, Stephen W., 2006. "The Influence of Transportation Rates on Grain Prices: A Dynamic Analysis," 47th Annual Transportation Research Forum, New York, New York, March 23-25, 2006 208036, Transportation Research Forum.
    36. Xu, Xiaojie, 2014. "Causality and Price Discovery in U.S. Corn Markets: An Application of Error Correction Modeling and Directed Acyclic Graphs," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 169806, Agricultural and Applied Economics Association.
    37. Bessler, David A., 2013. "On Agricultural Econometrics," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 45, pages 1-8, August.
    38. Alessio Moneta, 2008. "Graphical causal models and VARs: an empirical assessment of the real business cycles hypothesis," Empirical Economics, Springer, vol. 35(2), pages 275-300, September.
    39. Xiaojie Xu, 2017. "Contemporaneous causal orderings of US corn cash prices through directed acyclic graphs," Empirical Economics, Springer, vol. 52(2), pages 731-758, March.
    40. Dallakyan, Aramayis & Bessler, David A., 2018. "Gaussian Copulas for Imposing Structure on VAR," 2018 Annual Meeting, August 5-7, Washington, D.C. 274401, Agricultural and Applied Economics Association.
    41. Delphine Lautier & Franck Raynaud, 2012. "Systemic risk in energy derivative markets: a graph theory analysis," Post-Print halshs-00738201, HAL.

  37. 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.

    Cited by:

    1. Peterson, Steven K. & Jessup, Eric L., 2007. "Transportation Infrastructure And Economic Activity: Evidence Using Vector Autoregression, Error Correction And Directed Acyclic Graphs," 48th Annual Transportation Research Forum, Boston, Massachusetts, March 15-17, 2007 207917, Transportation Research Forum.

  38. Capps Jr., Oral & Bessler, David A. & Davis, George C. & Nichols, John P., 1996. "Economic Evaluation of the Cotton Checkoff Program," Economic Evaluation of Commodity Promotion Programs in the Current Legal and Political Environment, October 7-8, 1996, Monterey, California 279664, Regional Research Projects > NECC-63: Research Committee on Commodity Promotion.

    Cited by:

    1. Williams, Gary W. & Capps, Oral, Jr. & Bessler, David A., 2009. "Is the Soybean Checkoff Program Working?," Reports 90495, Texas A&M University, Agribusiness, Food, and Consumer Economics Research Center.
    2. MacDonald, Stephen, 1997. "Global End-Use Demand for Cotton: A Time-Varying Parameter Model," MPRA Paper 70911, University Library of Munich, Germany.
    3. Gary W. Williams, 1999. "Commodity checkoff programs as alternative producer investment opportunities: The case of soybeans," Agribusiness, John Wiley & Sons, Ltd., vol. 15(4), pages 539-552.

  39. Chen, Dean T. & Bessler, David A., 1988. "Forecasting Monthly Cotton Price: Structural and Time Series Approaches," Staff Reports 257920, Texas A&M University, Agricultural and Food Policy Center.

    Cited by:

    1. Walter C. Labys, 2003. "New Directions in the Modeling and Forecasting of Commodity Markets," Mondes en développement, De Boeck Université, vol. 122(2), pages 3-19.
    2. Xiaojie Xu & Yun Zhang, 2023. "Coking coal futures price index forecasting with the neural network," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 36(2), pages 349-359, June.

  40. Bessler, David A. & Chamberlain, Peter J., 1986. "On Bayesian Composite Forecasting," 1986 Annual Meeting, July 27-30, Reno, Nevada 278166, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

    Cited by:

    1. McIntosh, Christopher S. & Bessler, David A., 1988. "Forecasting Agricultural Prices Using a Bayesian Composite Approach," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 20(2), pages 73-80, December.
    2. Luis Manuel León Anaya & Víctor Manuel Landassuri Moreno & Héctor Rafael Orozco Aguirre & Maricela Quintana López, 2018. "Predicción del IPC mexicano combinando modelos econométricos e inteligencia artificial," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 13(4), pages 603-629, Octubre-D.
    3. Mostaghimi, Mehdi, 1996. "Combining ranked mean value forecasts," European Journal of Operational Research, Elsevier, vol. 94(3), pages 505-516, November.

  41. Bessler, David, 1985. "Risk Analysis For Agricultural Production Firms: Concepts, Information Requirements And Policy Issues: The Forecast In Risk Analysis," Staff Paper Series 302392, Michigan State University, Department of Agricultural, Food, and Resource Economics.

    Cited by:

    1. Sonka, S.T. & Mjelde, J.W. & Dixon, B.L. & Lamb, P.K, 1986. "Information As A Risk Management Tool: An Illustration For Climate Forecasts," Regional Research Projects > 1986: S-180 Annual Meeting, March 23-26, 1986, Tampa, Florida 272002, Regional Research Projects > S-180: An Economic Analysis of Risk Management Strategies for Agricultural Production Firms.

  42. Bessler, David A., 1985. "The Forecast In Risk Analysis," Regional Research Projects > 1985: S-180 Annual Meeting, March 24-27, 1985, Charleston, South Carolina 271795, Regional Research Projects > S-180: An Economic Analysis of Risk Management Strategies for Agricultural Production Firms.

    Cited by:

    1. Hanson, Gregory D., 1985. "The Forecast In Risk Analysis: Discussion," Regional Research Projects > 1985: S-180 Annual Meeting, March 24-27, 1985, Charleston, South Carolina 271796, Regional Research Projects > S-180: An Economic Analysis of Risk Management Strategies for Agricultural Production Firms.
    2. Xiaojie Xu, 2020. "Corn Cash Price Forecasting," American Journal of Agricultural Economics, John Wiley & Sons, vol. 102(4), pages 1297-1320, August.

  43. Barnett, Richard C. & Bessler, David A. & Thompson, Robert L., 1981. "Agricultural Prices in the 1970's and the Quantity Theory of Money," 1981 Annual Meeting, July 26-29, Clemson, South Carolina 279398, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

    Cited by:

    1. Seale, James L., Jr. & Moss, Charles B., 1989. "The Overshooting Hypothesis: Are Agricultural Exports More Sensitive?," 1989 Annual Meeting, July 30-August 2, Baton Rouge, Louisiana 270704, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

  44. Bessler, David A. & Moore, Charles V., 1975. "Risk Transfer, Information and Production Contracts: A Suggested Analytical Methodology," 1975 Annual Meeting, August 10-13, Columbus, Ohio 284107, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

    Cited by:

    1. Fox, Virginia A., 1976. "Economic Research Of Interest To Agriculture, 1973-1975," Economic Research of Interest to Agriculture 7277, University of California, Berkeley, Department of Agricultural and Resource Economics.

Articles

  1. Marco A. Palma & Dmitry V. Vedenov & David Bessler, 2020. "The order of variables, simulation noise, and accuracy of mixed logit estimates," Empirical Economics, Springer, vol. 58(5), pages 2049-2083, May.
    See citations under working paper version above.
  2. Shahriar Kibriya & David Bessler & Edwin Price, 2019. "Linkages between poverty and income inequality of urban–rural sector: a time series analysis of India’s urban-based aspirations from 1951 to 1994," Applied Economics Letters, Taylor & Francis Journals, vol. 26(6), pages 446-453, March.

    Cited by:

    1. Haoyun Meng & Peidong Deng & Jinbo Zhang, 2022. "Nonlinear Impact of Circulation-Industry Intelligentization on the Urban–Rural Income Gap: Evidence from China," Sustainability, MDPI, vol. 14(15), pages 1-26, August.
    2. Lili Li & Yiwu Zeng & Zi Ye & Hongdong Guo, 2021. "E‐commerce development and urban‐rural income gap: Evidence from Zhejiang Province, China," Papers in Regional Science, Wiley Blackwell, vol. 100(2), pages 475-494, April.
    3. Tang, Le & Sun, Shiyu, 2022. "Fiscal incentives, financial support for agriculture, and urban-rural inequality," International Review of Financial Analysis, Elsevier, vol. 80(C).
    4. Komatsu, Sho & Suzuki, Aya, 2021. "The Impact of Rural E-Commerce Development on Rural Income and Urban-Rural Income Inequality in China: A Panel Data Analysis," 2021 Conference, August 17-31, 2021, Virtual 315050, International Association of Agricultural Economists.
    5. Chen Shi & Zhou Zhang, 2021. "Institutional Diversity of Transferring Land Development Rights in China—Cases from Zhejiang, Hubei, and Sichuan," Sustainability, MDPI, vol. 13(23), pages 1-16, December.

  3. Huang, Wei & Lai, Pei-Chun & Bessler, David A., 2018. "On the changing structure among Chinese equity markets: Hong Kong, Shanghai, and Shenzhen," European Journal of Operational Research, Elsevier, vol. 264(3), pages 1020-1032.

    Cited by:

    1. Chen, Yanhua & Li, Youwei & Pantelous, Athanasios A. & Stanley, H. Eugene, 2022. "Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach," International Review of Financial Analysis, Elsevier, vol. 79(C).
    2. Výrost, Tomas & Lyócsa, Štefan & Baumöhl, Eduard, 2019. "Network-based asset allocation strategies," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 516-536.
    3. Bhattacharjee, Biplab & Kumar, Rajiv & Senthilkumar, Arunachalam, 2022. "Unidirectional and bidirectional LSTM models for edge weight predictions in dynamic cross-market equity networks," International Review of Financial Analysis, Elsevier, vol. 84(C).
    4. Wang, Weishen, 2020. "Shanghai-Hong Kong Stock Exchange Connect Program: A story of two markets and different groups of stocks," Journal of Multinational Financial Management, Elsevier, vol. 55(C).
    5. Yajie Yang & Longfeng Zhao & Lin Chen & Chao Wang & Jihui Han, 2021. "Portfolio optimization with idiosyncratic and systemic risks for financial networks," Papers 2111.11286, arXiv.org.
    6. Ellington, Michael & Stamatogiannis, Michalis P. & Zheng, Yawen, 2022. "A study of cross-industry return predictability in the Chinese stock market," International Review of Financial Analysis, Elsevier, vol. 83(C).
    7. Xiaojie Xu & Yun Zhang, 2023. "Neural network predictions of the high-frequency CSI300 first distant futures trading volume," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 37(2), pages 191-207, June.

  4. Lu Fang & David A. Bessler, 2018. "Is it China that leads the Asian stock market contagion in 2015?," Applied Economics Letters, Taylor & Francis Journals, vol. 25(11), pages 752-757, June.

    Cited by:

    1. Zhenya Liu & Shanglin Lu & Shixuan Wang, 2021. "Asymmetry, tail risk and time series momentum," Post-Print hal-03511436, HAL.
    2. Marcos Albuquerque Junior & José António Filipe & Paulo de Melo Jorge Neto & Cristiano da Costa da Silva, 2021. "Assessing the Time-Frequency Co-Movements among the Five Largest Engineering Consulting Companies: A Wavelet-Base Metrics of Contagion and VaR Ratio," Mathematics, MDPI, vol. 9(5), pages 1-16, March.
    3. Vo, Duc, 2019. "Portfolio Optimization and Diversification in China: Policy Implications for Vietnam and other Emerging Markets," MPRA Paper 103276, University Library of Munich, Germany.
    4. Mudassar Hasan & Muhammad Abubakr Naeem & Muhammad Arif & Syed Jawad Hussain Shahzad & Safwan Mohd Nor, 2020. "Role of Economic Policy Uncertainty in the Connectedness of Cross-Country Stock Market Volatilities," Mathematics, MDPI, vol. 8(11), pages 1-17, October.
    5. Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You, 2019. "Stock market linkages between the ASEAN countries, China and the US: a fractional cointegration approach," CESifo Working Paper Series 7537, CESifo.
    6. Wang, Ruting & Althof, Michael & Härdle, Wolfgang Karl, 2023. "A financial risk meter for China," Emerging Markets Review, Elsevier, vol. 56(C).
    7. Wang, Ruting & Althof, Michael & Härdle, Wolfgang, 2021. "A financial risk meter for China," IRTG 1792 Discussion Papers 2021-022, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
    8. Muhammad Abubakr Naeem & Mudassar Hasan & Abraham Agyemang & Md Iftekhar Hasan Chowdhury & Faruk Balli, 2023. "Time‐frequency dynamics between fear connectedness of stocks and alternative assets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 2188-2201, April.
    9. Chen, Yufeng & Li, Wenqi & Qu, Fang, 2019. "Dynamic asymmetric spillovers and volatility interdependence on China’s stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 523(C), pages 825-838.
    10. Wu, Xu & Wang, Pei-Yu & Wang, Kun, 2023. "The effect of stabilization fund to rescue stock market based on expected return-capita circulation equation," Socio-Economic Planning Sciences, Elsevier, vol. 87(PB).

  5. Lu, Ruoxi & Bessler, David A. & Leatham, David J., 2018. "The transmission of liquidity shocks via China's segmented money market: Evidence from recent market events," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 57(C), pages 110-126.
    See citations under working paper version above.
  6. Chen, Junyi & Kibriya, Shahriar & Bessler, David & Price, Edwin, 2018. "The relationship between conflict events and commodity prices in Sudan," Journal of Policy Modeling, Elsevier, vol. 40(4), pages 663-684.

    Cited by:

    1. Ding, Qian & Huang, Jianbai & Gao, Wang & Zhang, Hongwei, 2022. "Does political risk matter for gold market fluctuations? A structural VAR analysis," Research in International Business and Finance, Elsevier, vol. 60(C).
    2. Olexandr Yemelyanov & Tetyana Petrushka & Lilia Lesyk & Anatolii Havryliak & Nataliya Yanevych & Oksana Kurylo & Volodymyr Bodakovskyy & Iryna Skoropad & Taras Danylovych & Kateryna Petrushka, 2023. "Assessing the Sustainability of the Consumption of Agricultural Products with Regard to a Possible Reduction in Its Imports: The Case of Countries That Import Corn and Wheat," Sustainability, MDPI, vol. 15(12), pages 1-29, June.
    3. Mark Musumba & Naureen Fatema & Shahriar Kibriya, 2021. "Prevention Is Better Than Cure: Machine Learning Approach to Conflict Prediction in Sub-Saharan Africa," Sustainability, MDPI, vol. 13(13), pages 1-18, July.

  7. Ayinde, Opeyemi Eyitayo & Bessler, David Arnold & Oni, Femi Emmanuel, 2017. "Analysis Of Supply Response And Price Risk On Rice Production In Nigeria," Journal of Agribusiness and Rural Development, University of Life Sciences, Poznan, Poland, vol. 43(1), March.
    See citations under working paper version above.
  8. Lu Fang & David A. Bessler, 2017. "Stock returns and interest rates in China: the prequential approach," Applied Economics, Taylor & Francis Journals, vol. 49(53), pages 5412-5425, November.

    Cited by:

    1. Salem Alshihab & Nayef AlShammari, 2020. "Are Kuwaiti Stock Returns Affected by Fluctuations in Oil Prices?," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 11(6), pages 1-9, December.
    2. Yongsheng Yi & Feng Ma & Dengshi Huang & Yaojie Zhang, 2019. "Interest rate level and stock return predictability," Review of Financial Economics, John Wiley & Sons, vol. 37(4), pages 506-522, October.
    3. Yutaka Kurihara & Akio Fukushima & Shinichiro Maeda, 2020. "Can Bitcoin’S Price Be A Predictor Of Stock Prices?," Noble International Journal of Economics and Financial Research, Noble Academic Publsiher, vol. 5(4), pages 50-55, April.
    4. Salem Alshihab, 2021. "Macroeconomic Determinants of Stock Market Returns in the Gulf Cooperation Council," International Journal of Economics and Financial Issues, Econjournals, vol. 11(2), pages 56-66.

  9. Dharmasena, Senarath & Bessler, David A. & Capps, Oral, 2016. "Food environment in the United States as a complex economic system," Food Policy, Elsevier, vol. 61(C), pages 163-175.

    Cited by:

    1. Antelo, Manel & Magdalena, Pilar & Reboredo, Juan C., 2017. "Economic crisis and the unemployment effect on household food expenditure: The case of Spain," Food Policy, Elsevier, vol. 69(C), pages 11-24.
    2. Galli, Francesca & Prosperi, Paolo & Favilli, Elena & D'Amico, Simona & Bartolini, Fabio & Brunori, Gianluca, 2020. "How can policy processes remove barriers to sustainable food systems in Europe? Contributing to a policy framework for agri-food transitions," Food Policy, Elsevier, vol. 96(C).
    3. Hawkins, Hannah & Dharmasena, Senarath, . "Price Discovery and Integration in U.S. Peanut Markets," Journal of Food Distribution Research, Food Distribution Research Society, vol. 51(1).
    4. Shao, Yongtong & Xiong, Tao & Li, Minghao & Hayes, Dermot & Zhang, Wendong & Xie, Wei, 2020. "China's Missing Pigs: Correcting China's Hog Inventory Data Using a Machine Learning Approach," ISU General Staff Papers 202001010800001619, Iowa State University, Department of Economics.
    5. Seung Jin Cho & Brent Kreider & John V. Winters, 2023. "Resource booms, state economic conditions, and child food security," Applied Economic Perspectives and Policy, John Wiley & Sons, vol. 45(3), pages 1734-1752, September.
    6. Clare Y. Cho & Jill K. Clark, 2020. "Disparities in Access to Supplemental Nutrition Assistance Program Retailers Over Time and Space," Population Research and Policy Review, Springer;Southern Demographic Association (SDA), vol. 39(1), pages 99-118, February.
    7. Nathalie Mathieu‐Bolh, 2022. "The elusive link between income and obesity," Journal of Economic Surveys, Wiley Blackwell, vol. 36(4), pages 935-968, September.
    8. Seung Jin Cho, 2022. "The effect of aging out of the Women, Infants, and Children (WIC) program on food insecurity," Health Economics, John Wiley & Sons, Ltd., vol. 31(4), pages 664-685, April.
    9. Senia, Mark C. & Dharmasena, Senarath & Todd, Jessica E., 2018. "A Complex Model of Consumer Food Acquisitions: Applying Machine Learning and Directed Acyclic Graphs to the National Household Food Acquisition and Purchase Survey (FoodAPS)," 2018 Annual Meeting, February 2-6, 2018, Jacksonville, Florida 266536, Southern Agricultural Economics Association.

  10. Huang, Wei & Hagerman, Amy & Bessler, David A., 2016. "The Impact of Highly Pathogenic Avian Influenza on Table Egg Prices," Choices: The Magazine of Food, Farm, and Resource Issues, Agricultural and Applied Economics Association, vol. 31(2), pages 1-7.

    Cited by:

    1. Juarez-Torres, Miriam & Arellano-Gonzalez, Jesus & Astiazarán, Benjamín Contreras, 2023. "The Effect of Avian Influenza in Egg Domestic Prices: Evidence from Mexican Markets," 2023 Annual Meeting, July 23-25, Washington D.C. 335945, Agricultural and Applied Economics Association.

  11. Capps, Oral & Bessler, David A. & Williams, Gary W., 2016. "The Ramifications of Nearly Going Dark: A Natural Experiment in the Case of U.S. Generic Orange Juice Advertising," Agricultural and Resource Economics Review, Cambridge University Press, vol. 45(1), pages 68-97, April.

    Cited by:

    1. Batie, Cicely M. & Dennis, Elliott J. & Lubben, Bradley D., 2020. "Do state-level agricultural promotion programs increase agricultural output? The case of the Livestock Friendly County designation program in Nebraska," 2020 Annual Meeting, July 26-28, Kansas City, Missouri 304399, Agricultural and Applied Economics Association.
    2. Shew, Aaron M. & Nalley, Lawton L. & Durand-Morat, Alvaro & Meredith, Kylie & Parajuli, Ranjan & Thoma, Greg & Henry, Christopher G., 2021. "Holistically valuing public investments in agricultural water conservation," Agricultural Water Management, Elsevier, vol. 252(C).
    3. Capps, O., . "Targeted Advertising and Promotion Campaigns_A Case Study of the National Pork Board," Journal of Agribusiness, Agricultural Economics Association of Georgia, vol. 38(1).
    4. Oral Capps, 2023. "On the robustness/replication of econometric analyses from nonlinear models using various commonplace software packages," Applied Economic Perspectives and Policy, John Wiley & Sons, vol. 45(3), pages 1292-1331, September.

  12. Henry L. Bryant & David A. Bessler, 2016. "Conditions Sufficient to Infer Causal Relationships Using Instrumental Variables and Observational Data," Computational Economics, Springer;Society for Computational Economics, vol. 48(1), pages 29-57, June.

    Cited by:

    1. Huang, Wei & Lai, Pei-Chun & Bessler, David A., 2018. "On the changing structure among Chinese equity markets: Hong Kong, Shanghai, and Shenzhen," European Journal of Operational Research, Elsevier, vol. 264(3), pages 1020-1032.

  13. David A. Bessler & Shahriar Kibriya & Junyi Chen & Edwin Price, 2016. "On Forecasting Conflict in the Sudan: 2009–2012," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 35(2), pages 179-188, March.
    See citations under working paper version above.
  14. Kyle Olsen & James Mjelde & David Bessler, 2015. "Price formulation and the law of one price in internationally linked markets: an examination of the natural gas markets in the USA and Canada," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 54(1), pages 117-142, January.

    Cited by:

    1. Nadiia Pysar & Victoria Dergacheva, 2018. "Determination of Parity Price for Gas and Electricity in Terms of Estimation of Household Incomes and Energy Costs," International Journal of Energy Economics and Policy, Econjournals, vol. 8(5), pages 342-346.
    2. Scarcioffolo, Alexandre Ribeiro & Etienne, Xiaoli L., 2019. "How connected are the U.S. regional natural gas markets in the post-deregulation era? Evidence from time-varying connectedness analysis," Journal of Commodity Markets, Elsevier, vol. 15(C), pages 1-1.
    3. Dukhanina, Ekaterina & Massol, Olivier & Lévêque, François, 2019. "Policy measures targeting a more integrated gas market: Impact of a merger of two trading zones on prices and arbitrage activity in France," Energy Policy, Elsevier, vol. 132(C), pages 583-593.
    4. Chen, Yufeng & Wang, Chuwen & Zhu, Zhitao, 2022. "Toward the integration of European gas futures market under COVID-19 shock: A quantile connectedness approach," Energy Economics, Elsevier, vol. 114(C).
    5. Ekaterina Dukhanina & Olivier Massol, 2018. "Spatial Integration of Natural Gas Markets: a Literature Review," Post-Print hal-01939648, HAL.
    6. Harold Glenn A. Valera & Mark J. Holmes & Valerien O. Pede & Jean Balié, 2023. "How convergent are rice export prices in the international market?," Agricultural Economics, International Association of Agricultural Economists, vol. 54(1), pages 127-141, January.
    7. Kannika Duangnate & James W. Mjelde, 2020. "Prequential forecasting in the presence of structure breaks in natural gas spot markets," Empirical Economics, Springer, vol. 59(5), pages 2363-2384, November.
    8. Sang-Hyun Kim & Yeon-Yi Lim & Dae-Wook Kim & Man-Keun Kim, 2020. "Swing Suppliers and International Natural Gas Market Integration," Energies, MDPI, vol. 13(18), pages 1-12, September.
    9. Tadahiro Nakajima & Yuki Toyoshima, 2019. "Measurement of Connectedness and Frequency Dynamics in Global Natural Gas Markets," Energies, MDPI, vol. 12(20), pages 1-15, October.
    10. Wiggins, Seth & Etienne, Xiaoli L., 2017. "Turbulent times: Uncovering the origins of US natural gas price fluctuations since deregulation," Energy Economics, Elsevier, vol. 64(C), pages 196-205.
    11. Idris Julizar & Hakim Abdul & Sarwono Sarwono & Haryono Bambang Santoso, 2019. "The Political Process in the Preparation of Public Policy A Case Study on the Preparation of the Constitution of Oil and Gas in the Republic of Indonesia’s House of Representatives," HOLISTICA – Journal of Business and Public Administration, Sciendo, vol. 10(1), pages 88-111, April.
    12. Núñez, Héctor M. & Trujillo-Barrera, Andres & Etienne, Xiaoli, 2022. "Declining integration in the US natural gas market," Resources Policy, Elsevier, vol. 78(C).
    13. Bennett, Max & Yuan, Yue, 2016. "On the Price Spread of Benchmark Crude Oils: A Spatial Price Equilibrium Model," MPRA Paper 76024, University Library of Munich, Germany.
    14. Karali, Berna & McNew, Kevin & Thurman, Walter N., 2018. "Price Discovery and the Basis Effects of Failures to Converge in Soft RedWinter Wheat Futures Markets," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 43(1), January.
    15. Drachal, Krzysztof, 2018. "Comparison between Bayesian and information-theoretic model averaging: Fossil fuels prices example," Energy Economics, Elsevier, vol. 74(C), pages 208-251.
    16. Bravo Caro, José Manuel & Golpe, Antonio A. & Iglesias, Jesús & Vides, José Carlos, 2020. "A new way of measuring the WTI – Brent spread. Globalization, shock persistence and common trends," Energy Economics, Elsevier, vol. 85(C).
    17. Olivier Massol & Albert Banal-Estañol, 2017. "Market Power and Spatial Arbitrage beween Interconnected Gas Hubs," Working Papers hal-03186965, HAL.

  15. Costa, Rafael & Bessler, David & Rosson, C. Parr, 2015. "The Impacts of Foot and Mouth Disease Outbreaks on the Brazilian Meat Market," Journal of Food Distribution Research, Food Distribution Research Society, vol. 46(3), pages 1-19, November.
    See citations under working paper version above.
  16. Pei-Chun Lai & David A. Bessler, 2015. "Price discovery between carbonated soft drink manufacturers and retailers: A disaggregate analysis with PC and LiNGAM algorithms," Journal of Applied Economics, Universidad del CEMA, vol. 18, pages 173-198, May.

    Cited by:

    1. Xiaojie Xu, 2019. "Contemporaneous Causal Orderings of CSI300 and Futures Prices through Directed Acyclic Graphs," Economics Bulletin, AccessEcon, vol. 39(3), pages 2052-2077.
    2. Xiaojie Xu & Yun Zhang, 2022. "Contemporaneous causality among one hundred Chinese cities," Empirical Economics, Springer, vol. 63(4), pages 2315-2329, October.
    3. Kim, Man-Keun & Tejeda, Hernan & Yu, T. Edward, 2017. "U.S. milled rice markets and integration across regions and types," International Food and Agribusiness Management Review, International Food and Agribusiness Management Association, vol. 20(5).
    4. Tejeda, Hernan A. & Kim, Man-Keun, 2020. "Dynamic price relationships and price discovery among cheese markets," International Food and Agribusiness Management Review, International Food and Agribusiness Management Association, vol. 24(1), September.
    5. Huang, Wei & Lai, Pei-Chun & Bessler, David A., 2018. "On the changing structure among Chinese equity markets: Hong Kong, Shanghai, and Shenzhen," European Journal of Operational Research, Elsevier, vol. 264(3), pages 1020-1032.
    6. Xiaojie Xu, 2017. "Contemporaneous causal orderings of US corn cash prices through directed acyclic graphs," Empirical Economics, Springer, vol. 52(2), pages 731-758, March.
    7. Senia, Mark C. & Dharmasena, Senarath & Todd, Jessica E., 2018. "A Complex Model of Consumer Food Acquisitions: Applying Machine Learning and Directed Acyclic Graphs to the National Household Food Acquisition and Purchase Survey (FoodAPS)," 2018 Annual Meeting, February 2-6, 2018, Jacksonville, Florida 266536, Southern Agricultural Economics Association.

  17. Jean-Claude Bizimana & Jay P. Angerer & David A. Bessler & Francis Keita, 2015. "Cattle Markets Integration and Price Discovery: The Case of Mali," Journal of Development Studies, Taylor & Francis Journals, vol. 51(3), pages 319-334, March.

    Cited by:

    1. Chelanga, Philemon & Jensen, Nathaniel & Muendo, Kavoi Mutuku, 2022. "Pastoral livestock market integration amidst improvements in physical and communication infrastructure: Evidence from northern Kenya," African Journal of Agricultural and Resource Economics, African Association of Agricultural Economists, vol. 17(4), December.
    2. Xiaojie Xu & Yun Zhang, 2022. "Contemporaneous causality among one hundred Chinese cities," Empirical Economics, Springer, vol. 63(4), pages 2315-2329, October.
    3. Louis Amprako & Hanna Karg & Regina Roessler & Jennifer Provost & Edmund Kyei Akoto-Danso & Seydou Sidibe & Andreas Buerkert, 2020. "Vehicular Livestock Mobility in West Africa: Seasonal Traffic Flows of Cattle, Sheep, and Goats across Bamako," Sustainability, MDPI, vol. 13(1), pages 1-16, December.

  18. Ariel M. Viale & David A. Bessler & James W. Kolari, 2014. "On the structure of financial contagion: Econometric tests and Mercosur evidence," Journal of Applied Economics, Universidad del CEMA, vol. 17, pages 373-400, November.

    Cited by:

    1. Jayech, Selma, 2016. "The contagion channels of July–August-2011 stock market crash: A DAG-copula based approach," European Journal of Operational Research, Elsevier, vol. 249(2), pages 631-646.
    2. Matos, Paulo Rogério Faustino & Correa, Joaquim, 2017. "What drives the inequality of Brazilian cross-states household credit?," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 71(3), September.
    3. Carvalho, João Vinícius de França & Chiann, Chang, 2013. "Redes Bayesianas: Um método para avaliação de interdependência e contágio em séries temporais multivariadas," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 67(2), June.

  19. Jin Zhang & David A. Bessler & David J. Leatham, 2013. "Aggregate business failures and macroeconomic conditions: A VAR look at the U.S. between 1980 and 2004," Journal of Applied Economics, Universidad del CEMA, vol. 16, pages 179-202, May.

    Cited by:

    1. Rémi Stellian & Gabriel I. Penagos & Jenny P. Danna-Buitrago, 2021. "Firms in financial distress: evidence from inter-firm payment networks with volatility driven by ‘animal spirits’," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 16(1), pages 59-101, January.
    2. Edeoba William Edobor & Maria I. Marshall, 2021. "Earth, wind, water, fire and man: How disasters impact firm births in the USA," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 107(1), pages 395-421, May.
    3. Rémi Stellian & Jenny P. Danna‐Buitrago, 2020. "Financial distress, free cash flow, and interfirm payment network: Evidence from an agent‐based model," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 25(4), pages 598-616, October.
    4. Sanjay Sehgal & Ritesh Kumar Mishra & Ajay Jaisawal, 2021. "A search for macroeconomic determinants of corporate financial distress," Indian Economic Review, Springer, vol. 56(2), pages 435-461, December.

  20. Palma, Marco A. & Ribera, Luis A. & Bessler, David A., 2013. "Implications of U.S. Trade Agreements and U.S. Nutrition Policies for Produce Production, Demand, and Trade," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 45, pages 1-16, August.

    Cited by:

    1. Fonsah, Esendugue G. & Awondo, Sebastain Nde, 2013. "Discussion: Future Domestic and International Competitiveness of the Southern Fruit and Vegetable Industry," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 45, pages 1-4, August.

  21. David Bessler & Zijun Wang, 2012. "D-separation, forecasting, and economic science: a conjecture," Theory and Decision, Springer, vol. 73(2), pages 295-314, August.

    Cited by:

    1. Andrew Rettenmaier & Zijun Wang, 2013. "What determines health: a causal analysis using county level data," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 14(5), pages 821-834, October.
    2. Kannika Duangnate & James W. Mjelde, 2020. "Prequential forecasting in the presence of structure breaks in natural gas spot markets," Empirical Economics, Springer, vol. 59(5), pages 2363-2384, November.
    3. Xiaojie Xu & Yun Zhang, 2023. "Coking coal futures price index forecasting with the neural network," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 36(2), pages 349-359, June.
    4. Kannika Duangnate & James W. Mjelde, 2022. "The Role of Pre-Commitments and Engle Curves in Thailand’s Aggregate Energy Demand System," Energies, MDPI, vol. 15(4), pages 1-16, February.
    5. Bessler, David & Kibriya, Shahriar & Chen, Junyi & Price, Ed, 2014. "On Forecasting Conflict in Sudan: 2009-2012," MPRA Paper 60069, University Library of Munich, Germany.
    6. Xiaojie Xu & Yun Zhang, 2022. "Commodity price forecasting via neural networks for coffee, corn, cotton, oats, soybeans, soybean oil, sugar, and wheat," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 29(3), pages 169-181, July.
    7. Xiaojie Xu & Yun Zhang, 2023. "Neural network predictions of the high-frequency CSI300 first distant futures trading volume," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 37(2), pages 191-207, June.

  22. Witsanu Attavanich & Bruce A. McCarl & David Bessler, 2011. "The Effect of H1N1 (Swine Flu) Media Coverage on Agricultural Commodity Markets," Applied Economic Perspectives and Policy, Agricultural and Applied Economics Association, vol. 33(2), pages 241-259.

    Cited by:

    1. Valentina G. Bruno & Bahattin Büyükşahin & Michel A. Robe, 2017. "The Financialization of Food?," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 99(1), pages 243-264.
    2. Matthew Houser & Jeffrey H Dorfman & Roderick M Rejesus, 2019. "The Long‐Term Effects of Meat Recalls on Futures Markets," Applied Economic Perspectives and Policy, John Wiley & Sons, vol. 41(2), pages 235-248, June.
    3. Stéphanie Truchet & Nicolas Mauhe & Marie Herve, 2017. "Veterinarian shortage areas: what determines the location of new graduates?," Review of Agricultural, Food and Environmental Studies, Springer, vol. 98(4), pages 255-282, December.
    4. Costa, Rafael & Bessler, David & Rosson, C. Parr, 2015. "The Impacts of Foot and Mouth Disease Outbreaks on the Brazilian Meat Market," Journal of Food Distribution Research, Food Distribution Research Society, vol. 46(3), pages 1-19, November.
    5. Fałkowski, Jan & Curzi, Daniele & Olper, Alessandro, 2016. "Contract (in)completeness, product quality and trade – evidence from the food industry," 2016 Fifth AIEAA Congress, June 16-17, 2016, Bologna, Italy 242321, Italian Association of Agricultural and Applied Economics (AIEAA).
    6. Holderieath, Jason, 2016. "Spatiotemporal management under heterogeneous damage and uncertain parameters. An agent-based approach," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235850, Agricultural and Applied Economics Association.
    7. Houser, Dwight M. & Karali, Berna, 2017. "How Scary Are Food Scares? Evidence from Animal Disease Outbreaks," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258500, Agricultural and Applied Economics Association.
    8. Pozo, Veronica F. & Schroeder, Ted C., 2016. "Evaluating the costs of meat and poultry recalls to food firms using stock returns," Food Policy, Elsevier, vol. 59(C), pages 66-77.
    9. Coslovsky, Salo V., 2014. "Economic Development without Pre-Requisites: How Bolivian Producers Met Strict Food Safety Standards and Dominated the Global Brazil-Nut Market," World Development, Elsevier, vol. 54(C), pages 32-45.
    10. H. Holly Wang & Paul Gardner de Beville, 2017. "The media impact of animal disease on the US meat demand," Agribusiness, John Wiley & Sons, Ltd., vol. 33(4), pages 493-504, September.
    11. Michael Hachula & Malte Rieth, 2020. "Estimating the Impact of Financial Investments on Agricultural Futures Prices using Changes in Volatility," American Journal of Agricultural Economics, John Wiley & Sons, vol. 102(3), pages 759-785, May.

  23. David Bessler & James Kolari & Thein Maung, 2011. "Dynamic linkages among equity markets: local versus basket currencies," Applied Economics, Taylor & Francis Journals, vol. 43(14), pages 1703-1719.

    Cited by:

    1. Huang, Wei & Lai, Pei-Chun & Bessler, David A., 2018. "On the changing structure among Chinese equity markets: Hong Kong, Shanghai, and Shenzhen," European Journal of Operational Research, Elsevier, vol. 264(3), pages 1020-1032.
    2. Zohrabyan, Tatevik & Bessler, David A., 2006. "On Price Dynamics in International Wheat Markets," 2006 Conference (50th), February 8-10, 2006, Sydney, Australia 137782, Australian Agricultural and Resource Economics Society.

  24. David A. Bessler & Jeffrey H. Dorfman & Matthew T. Holt & Jeffrey T. LaFrance, 2010. "Econometric Developments in Agricultural and Resource Economics: The First 100 Years," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 92(2), pages 571-589.

    Cited by:

    1. Vasylieva, Natalia, 2017. "Economic Aspects of Food Security in Ukrainian Meat and Milk Clusters," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 9(3), September.
    2. Pokorný, Jiří & Froněk, Pavel, 2021. "Price Forecasting Accuracy of the OECD-FAO's Agricultural Outlook and the European Commission DG AGRI's Medium-Term Agricultural Outlook Report," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 13(3), September.

  25. Palma, Marco A. & Ribera, Luis A. & Bessler, David A. & Paggi, Mechel S. & Knutson, Ronald D., 2010. "Potential Impacts of Foodborne Illness Incidences on Market Movements and Prices of Fresh Produce in the U.S," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 42(4), pages 1-11, November.

    Cited by:

    1. Palma, Marco A. & Ribera, Luis A. & Bessler, David, 2013. "Implications of U.S. Trade Agreements and U.S. Nutrition Policies for Produce Production, Demand, and Trade," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 45(3), pages 465-480, August.
    2. Sporleder, Thomas L. & Boland, Michael A., 2011. "Exclusivity of Agrifood Supply Chains: Seven Fundamental Economic Characteristics," International Food and Agribusiness Management Review, International Food and Agribusiness Management Association, vol. 14(5), pages 1-15, December.
    3. Lemus, David Magaña & Bessler, David A., 2014. "Price Dynamics in Agricultural Markets: Relationships between the U.S. and Mexico," 88th Annual Conference, April 9-11, 2014, AgroParisTech, Paris, France 169736, Agricultural Economics Society.
    4. Mahdu, Omchand & Boys, Kathryn A. & Geyer, Leon & Ollinger, Michael, 2015. "Penalties for Foodborne Illness: Jury Decisions and Awards in Foodborne Illness Lawsuits," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205810, Agricultural and Applied Economics Association.
    5. Thomas Sporleder & Michael Boland, 2013. "Seven Fundamental Economic Characteristics Exclusivity of Agrifood Supply Chains (part 1)," Economy of region, Centre for Economic Security, Institute of Economics of Ural Branch of Russian Academy of Sciences, vol. 1(3), pages 238-246.
    6. Rejesus, Roderick M. & Safley, Charles D. & Strik, Bernadine C, 2014. "Demand and Welfare Impacts of a Potential Food Safety Event in the Blackberry Industry," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 169452, Agricultural and Applied Economics Association.
    7. Ray Huffaker & Monika Hartmann, 2021. "Reconstructing dynamics of foodborne disease outbreaks in the US cattle market from monitoring data," PLOS ONE, Public Library of Science, vol. 16(1), pages 1-15, January.
    8. Paggi, Mechel S. & Yamazaki, Fumiko & Ribera, Luis & Palma, Marco & Knutson, Ron, 2013. "Domestic and Trade Implications of Leafy Green Marketing Agreement Type Policies and the Food Safety Modernization Act for the Southern Produce Industry," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 45(3), pages 453-464, August.
    9. Samantha L. Durborow & Chanjin Chung & Seon‐woong Kim, 2017. "Implications of the 2006 E. coli outbreak on spatial price transmission in the U.S. fresh spinach market," Agribusiness, John Wiley & Sons, Ltd., vol. 33(4), pages 475-492, September.
    10. Paggi, Mechel S. & Yamazaki, Fumiko & Ribera, Luis A. & Knutson, Ronald D. & Anciso, Juan & Palma, Marco A. & Noel, Jay E., 2010. "Comparative Producer Costs Of Gap And Ghp Standards: Can The Playing Field Be Made Level?," 115th Joint EAAE/AAEA Seminar, September 15-17, 2010, Freising-Weihenstephan, Germany 116406, European Association of Agricultural Economists.

  26. Stockton, Matthew C. & Bessler, David A. & Wilson, Roger K., 2010. "Price Discovery in Nebraska Cattle Markets," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 42(1), pages 1-14, February.

    Cited by:

    1. Franken, Jason R.V. & Parcell, Joseph L. & Tonsor, Glynn T., 2011. "Impact of Mandatory Price Reporting on Hog Market Integration," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 43(2), pages 1-13, May.
    2. Kim, Man-Keun & Tejeda, Hernan & Yu, T. Edward, 2016. "Dynamic and Spatial Relationships in US Rice Markets," 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas 229784, Southern Agricultural Economics Association.
    3. Kim, Man-Keun & Tejeda, Hernan & Yu, T. Edward, 2017. "U.S. milled rice markets and integration across regions and types," International Food and Agribusiness Management Review, International Food and Agribusiness Management Association, vol. 20(5).

  27. Henry L. Bryant & David A. Bessler & Michael S. Haigh, 2009. "Disproving Causal Relationships Using Observational Data," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(3), pages 357-374, June.
    See citations under working paper version above.
  28. Mjelde, James W. & Bessler, David A., 2009. "Market integration among electricity markets and their major fuel source markets," Energy Economics, Elsevier, vol. 31(3), pages 482-491, May.

    Cited by:

    1. Yasir Alsaedi & Gurudeo Anand Tularam & Victor Wong, 2020. "Assessing the Effects of Solar and Wind Prices on the Australia Electricity Spot and Options Markets Using a Vector Autoregression Analysis," International Journal of Energy Economics and Policy, Econjournals, vol. 10(1), pages 120-133.
    2. Xia, Tongshui & Ji, Qiang & Geng, Jiang-Bo, 2020. "Nonlinear dependence and information spillover between electricity and fuel source markets: New evidence from a multi-scale analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 537(C).
    3. Uddin, Gazi Salah & Tang, Ou & Sahamkhadam, Maziar & Taghizadeh-Hesary, Farhad & Yahya, Muhammad & Cerin, Pontus & Rehme, Jakob, 2021. "Analysis of Forecasting Models in an Electricity Market under Volatility," ADBI Working Papers 1212, Asian Development Bank Institute.
    4. Böckers, Veit & Heimeshoff, Ulrich, 2012. "The extent of European power markets," DICE Discussion Papers 50, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
    5. Christian Pape & Oliver Woll & Christoph Weber, "undated". "Estimating the value of flexibility from real options: On the accuracy of hybrid electricity price models," EWL Working Papers 1804, University of Duisburg-Essen, Chair for Management Science and Energy Economics.
    6. Cristina Bencivenga & Giulia Sargenti, 2010. "Crucial relationship among energy commodity prices," Working Papers 5, Doctoral School of Economics, Sapienza University of Rome, revised 2010.
    7. Egil Ferkingstad & Anders L{o}land & Mathilde Wilhelmsen, 2011. "Causal modeling and inference for electricity markets," Papers 1110.5429, arXiv.org.
    8. Kyle E. Binder & James W. Mjelde, 2017. "Fuel inventory and price relationships in the U.S. electric power sector under regulatory and market change," Journal of Regulatory Economics, Springer, vol. 51(2), pages 197-219, April.
    9. Kyle Olsen & James Mjelde & David Bessler, 2015. "Price formulation and the law of one price in internationally linked markets: an examination of the natural gas markets in the USA and Canada," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 54(1), pages 117-142, January.
    10. Dias, José G. & Ramos, Sofia B., 2014. "Energy price dynamics in the U.S. market. Insights from a heterogeneous multi-regime framework," Energy, Elsevier, vol. 68(C), pages 327-336.
    11. Matteo Gardini & Edoardo Santilli, 2023. "A Heath-Jarrow-Morton framework for energy markets: a pragmatic approach," Papers 2305.01485, arXiv.org, revised Nov 2023.
    12. Furió, Dolores & Chuliá, Helena, 2012. "Price and volatility dynamics between electricity and fuel costs: Some evidence for Spain," Energy Economics, Elsevier, vol. 34(6), pages 2058-2065.
    13. Ma, Hengyun & Oxley, Les, 2010. "The integration of major fuel source markets in China: Evidence from panel cointegration tests," Energy Economics, Elsevier, vol. 32(5), pages 1139-1146, September.
    14. Marc Joëts, 2013. "Energy price transmissions during extreme movements," Working Papers 2013-28, Department of Research, Ipag Business School.
    15. Arnaut, Javier L., 2022. "The importance of uranium prices and structural shocks: Some implications for Greenland," Energy Policy, Elsevier, vol. 161(C).
    16. Lips Johannes, 2017. "Do They Still Matter? – Impact of Fossil Fuels on Electricity Prices in the Light of Increased Renewable Generation," Journal of Time Series Econometrics, De Gruyter, vol. 9(2), pages 1-30, July.
    17. Jin Zhang and David C. Broadstock, 2016. "The Causality between Energy Consumption and Economic Growth for China in a Time-varying Framework," The Energy Journal, International Association for Energy Economics, vol. 0(China Spe).
    18. Nakajima, Tadahiro & Hamori, Shigeyuki, 2013. "Testing causal relationships between wholesale electricity prices and primary energy prices," Energy Policy, Elsevier, vol. 62(C), pages 869-877.
    19. Themistoclis Pantos & Stathis Polyzos & Aggelos Armenatzoglou & Ilias Kampouris, 2019. "Volatility Spillovers in Electricity Markets: Evidence from the United States," International Journal of Energy Economics and Policy, Econjournals, vol. 9(4), pages 131-143.
    20. Escoffier, Margaux & Hache, Emmanuel & Mignon, Valérie & Paris, Anthony, 2021. "Determinants of solar photovoltaic deployment in the electricity mix: Do oil prices really matter?," Energy Economics, Elsevier, vol. 97(C).
    21. Raymond Li & David C. Broadstock, 2021. "Coal Pricing in China: Is It a Bit Too Crude?," Energies, MDPI, vol. 14(13), pages 1-13, June.
    22. Joëts, Marc & Mignon, Valérie, 2012. "On the link between forward energy prices: A nonlinear panel cointegration approach," Energy Economics, Elsevier, vol. 34(4), pages 1170-1175.
    23. Broadstock, David C. & Filis, George, 2014. "Oil price shocks and stock market returns: New evidence from the United States and China," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 33(C), pages 417-433.
    24. Chae, Yeoungjin & Kim, Myunghwan & Yoo, Seung-Hoon, 2012. "Does natural gas fuel price cause system marginal price, vice-versa, or neither? A causality analysis," Energy, Elsevier, vol. 47(1), pages 199-204.
    25. Yasir Alsaedi & Gurudeo Anand Tularam & Victor Wong, 2020. "Impact of Solar and Wind Prices on the Integrated Global Electricity Spot and Options Markets: A Time Series Analysis," International Journal of Energy Economics and Policy, Econjournals, vol. 10(2), pages 337-353.
    26. Marc Joëts, 2012. "Energy price transmissions during extreme movements," Working Papers hal-04141047, HAL.
    27. Papież, Monika & Śmiech, Sławomir, 2015. "Dynamic steam coal market integration: Evidence from rolling cointegration analysis," Energy Economics, Elsevier, vol. 51(C), pages 510-520.
    28. Kalantzis, Fotis G. & Milonas, Nikolaos T., 2013. "Analyzing the impact of futures trading on spot price volatility: Evidence from the spot electricity market in France and Germany," Energy Economics, Elsevier, vol. 36(C), pages 454-463.
    29. Binder, Kyle E. & Mjelde, James W. & Woodward, Richard T., 2015. "Price Interaction in State Level Renewable Energy Credit Trading Programs," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205644, Agricultural and Applied Economics Association.
    30. Lindström, Erik & Regland, Fredrik, 2012. "Modeling extreme dependence between European electricity markets," Energy Economics, Elsevier, vol. 34(4), pages 899-904.
    31. Ferkingstad, Egil & Løland, Anders & Wilhelmsen, Mathilde, 2011. "Causal modeling and inference for electricity markets," Energy Economics, Elsevier, vol. 33(3), pages 404-412, May.
    32. Thoenes, Stefan, 2011. "Understanding the Determinants of Electricity Prices and the Impact of the German Nuclear Moratorium in 2011," EWI Working Papers 2011-6, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI).
    33. Etienne, Xiaoli L. & Irwin, Scott H. & Garcia, Philip, 2013. "Dissecting Corn Price Movements with Directed Acyclic Graphs," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 151279, Agricultural and Applied Economics Association.
    34. Matsumoto, Takuji & Yamada, Yuji, 2021. "Simultaneous hedging strategy for price and volume risks in electricity businesses using energy and weather derivatives1," Energy Economics, Elsevier, vol. 95(C).
    35. Davide Ciferri & Maria Chiara D’Errico & Paolo Polinori, 2020. "Integration and convergence in European electricity markets," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 37(2), pages 463-492, July.
    36. Miljkovic, Dragan & Dalbec, Nathan & Zhang, Lei, 2016. "Estimating dynamics of US demand for major fossil fuels," Energy Economics, Elsevier, vol. 55(C), pages 284-291.
    37. Song, Nianfu & Aguilar, Francisco X. & Shifley, Stephen R. & Goerndt, Michael E., 2012. "Analysis of U.S. residential wood energy consumption: 1967–2009," Energy Economics, Elsevier, vol. 34(6), pages 2116-2124.
    38. Lips, Johannes, 2016. "Do they still matter? – Impact of Fossil Fuels on Electricity Prices in the Light of Increased Renewable Generation," VfS Annual Conference 2016 (Augsburg): Demographic Change 145601, Verein für Socialpolitik / German Economic Association.
    39. de Menezes, Lilian M. & Houllier, Melanie A. & Tamvakis, Michael, 2016. "Time-varying convergence in European electricity spot markets and their association with carbon and fuel prices," Energy Policy, Elsevier, vol. 88(C), pages 613-627.
    40. Ohler, Adrienne & Mohammadi, Hassan & Loomis, David G., 2020. "Electricity restructuring and the relationship between fuel costs and electricity prices for industrial and residential customers," Energy Policy, Elsevier, vol. 142(C).
    41. Moutinho, Victor & Vieira, Joel & Carrizo Moreira, António, 2011. "The crucial relationship among energy commodity prices: Evidence from the Spanish electricity market," Energy Policy, Elsevier, vol. 39(10), pages 5898-5908, October.
    42. Andr s Oviedo-G mez & Sandra Milena Londo o-Hern ndez & Diego Fernando Manotas-Duque, 2023. "Directional Spillover of Fossil Fuels Prices on a Hydrothermal Power Generation Market," International Journal of Energy Economics and Policy, Econjournals, vol. 13(1), pages 85-90, January.
    43. Morales, Lucía & Hanly, Jim, 2018. "European power markets–A journey towards efficiency," Energy Policy, Elsevier, vol. 116(C), pages 78-85.
    44. de Menezes, Lilian M. & Houllier, Melanie A., 2015. "Germany's nuclear power plant closures and the integration of electricity markets in Europe," Energy Policy, Elsevier, vol. 85(C), pages 357-368.
    45. Abdurrahman Nazif ÇATIK, 2020. "A Time-varying VAR Investigation of the Relationship among Electricity, Fossil Fuel Prices and Exchange Rate in Turkey," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 60-77, September.
    46. Tadahiro Nakajima, 2019. "Expectations for Statistical Arbitrage in Energy Futures Markets," JRFM, MDPI, vol. 12(1), pages 1-12, January.
    47. Kentaka Aruga & Shunsuke Managi, 2013. "Linkages among the US energy futures markets," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, vol. 36(1), pages 13-26.
    48. Carlo Mari, 2020. "Stochastic NPV Based vs Stochastic LCOE Based Power Portfolio Selection Under Uncertainty," Energies, MDPI, vol. 13(14), pages 1-18, July.
    49. Freitas, Carlos J. Pereira & Silva, Patrícia Pereira da, 2015. "European Union emissions trading scheme impact on the Spanish electricity price during phase II and phase III implementation," Utilities Policy, Elsevier, vol. 33(C), pages 54-62.
    50. He, Yongxiu & Wang, Bing & Wang, Jianhui & Xiong, Wei & Xia, Tian, 2013. "Correlation between Chinese and international energy prices based on a HP filter and time difference analysis," Energy Policy, Elsevier, vol. 62(C), pages 898-909.
    51. Tadahiro Nakajima & Yuki Toyoshima, 2020. "Examination of the Spillover Effects among Natural Gas and Wholesale Electricity Markets Using Their Futures with Different Maturities and Spot Prices," Energies, MDPI, vol. 13(7), pages 1-14, March.
    52. Scarcioffolo, Alexandre R. & Etienne, Xiaoli, 2021. "Testing directional predictability between energy prices: A quantile-based analysis," Resources Policy, Elsevier, vol. 74(C).
    53. Olga Y. Uritskaya & Vadim M. Uritsky, 2015. "Predictability of price movements in deregulated electricity markets," Papers 1505.08117, arXiv.org.
    54. Uritskaya, Olga Y. & Uritsky, Vadim M., 2015. "Predictability of price movements in deregulated electricity markets," Energy Economics, Elsevier, vol. 49(C), pages 72-81.
    55. Mohammad Althaqafi, 2023. "The Impact of Natural Gas Prices on Electricity Tariffs in the UK," International Journal of Energy Economics and Policy, Econjournals, vol. 13(2), pages 86-91, March.
    56. Stefan Thoenes, 2014. "Understanding the Determinants of Electricity Prices and the Impact of the German Nuclear Moratorium in 2011," The Energy Journal, International Association for Energy Economics, vol. 0(Number 4).
    57. Zhao, Jing, 2022. "Exploring the influence of the main factors on the crude oil price volatility: An analysis based on GARCH-MIDAS model with Lasso approach," Resources Policy, Elsevier, vol. 79(C).
    58. Dolores Furio & Javier Poblacion, 2018. "Electricity and Natural Gas Prices Sharing the Long-term Trend: Some Evidence from the Spanish Market," International Journal of Energy Economics and Policy, Econjournals, vol. 8(5), pages 173-180.
    59. Melanie Houllier & Lilian M. De Menezes & Michael Tamvakis, 2014. "Time Varying Long Run Dynamics And Convergence In The Uk Energy Market," EcoMod2014 6970, EcoMod.
    60. Mount, Timothy D. & Ju, Jaeuk, 2014. "An econometric framework for evaluating the efficiency of a market for transmission congestion contracts," Energy Economics, Elsevier, vol. 46(C), pages 176-185.
    61. Ma, Hengyun & Oxley, Les, 2011. "Are China's energy markets cointegrated?," China Economic Review, Elsevier, vol. 22(3), pages 398-407, September.
    62. Tiantian Liu & Xie He & Tadahiro Nakajima & Shigeyuki Hamori, 2020. "Influence of Fluctuations in Fossil Fuel Commodities on Electricity Markets: Evidence from Spot and Futures Markets in Europe," Energies, MDPI, vol. 13(8), pages 1-20, April.

  29. Yang, Jian & Bessler, David A., 2008. "Contagion around the October 1987 stock market crash," European Journal of Operational Research, Elsevier, vol. 184(1), pages 291-310, January.

    Cited by:

    1. Jayech, Selma, 2016. "The contagion channels of July–August-2011 stock market crash: A DAG-copula based approach," European Journal of Operational Research, Elsevier, vol. 249(2), pages 631-646.
    2. Barunik, Jozef & Krehlik, Tomas & Vacha, Lukas, 2016. "Modeling and forecasting exchange rate volatility in time-frequency domain," European Journal of Operational Research, Elsevier, vol. 251(1), pages 329-340.
    3. Ye, Wuyi & Luo, Kebing & Liu, Xiaoquan, 2017. "Time-varying quantile association regression model with applications to financial contagion and VaR," European Journal of Operational Research, Elsevier, vol. 256(3), pages 1015-1028.
    4. Lucia Bellenzier & J{o}rgen Vitting Andersen & Giulia Rotundo, 2016. "Contagion in the world's stock exchanges seen as a set of coupled oscillators," Papers 1602.07452, arXiv.org.
    5. Bello, Jaliyyah & Guo, Jiaqi & Newaz, Mohammad Khaleq, 2022. "Financial contagion effects of major crises in African stock markets," International Review of Financial Analysis, Elsevier, vol. 82(C).
    6. Peter G. Fennell & David O'Sullivan & Antoine Godin & Stephen Kinsella, 2014. "Visualising stock flow consistent models as directed acyclic graphs," Papers 1409.4541, arXiv.org.
    7. Park, Moon-Soo & Jin, Yanhong H. & Bessler, David A., 2008. "The Impacts of Animal Disease Crises on the Korean Meat Market," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6365, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    8. Hsien-Yi LEE, 2011. "Contagion in International Stock Markets During the sub Prime Mortgage Crisis," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 8, pages 141-158, December.
    9. Vassilios Babalos & Guglielmo Maria Caporale & Nicola Spagnolo, 2016. "Equity Fund Flows and Stock Market Returns in the US before and after the Global Financial Crisis: A VAR-GARCH-in-mean Analysis," CESifo Working Paper Series 5932, CESifo.
    10. Kim, Woo Chang & Kim, Jang Ho & Mulvey, John M. & Fabozzi, Frank J., 2015. "Focusing on the worst state for robust investing," International Review of Financial Analysis, Elsevier, vol. 39(C), pages 19-31.
    11. Yangguang Zhu & Feng Yang & Wuyi Ye, 2018. "Financial contagion behavior analysis based on complex network approach," Annals of Operations Research, Springer, vol. 268(1), pages 93-111, September.
    12. Lucia Bellenzier & Jørgen Vitting Andersen & Giulia Rotundo, 2015. "Contagion in the world's stock exchanges seen as a set of coupled oscillators," Documents de travail du Centre d'Economie de la Sorbonne 15078, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    13. Ye, Wuyi & Liu, Xiaoquan & Miao, Baiqi, 2012. "Measuring the subprime crisis contagion: Evidence of change point analysis of copula functions," European Journal of Operational Research, Elsevier, vol. 222(1), pages 96-103.
    14. Lucia Bellenzier & Jørgen Vitting Andersen & Giulia Rotundo, 2016. "Contagion in the World's Stock Exchanges Seen as a Set of Coupled Oscillators," Post-Print hal-01215620, HAL.
    15. Lucia Bellenzier & Jørgen Vitting Andersen & Giulia Rotundo, 2015. "Contagion in the world's stock exchanges seen as a set of coupled oscillators," Post-Print halshs-01242303, HAL.
    16. Lei Wu & Qingbin Meng & Kuan Xu, 2014. "“Slow-Burn” Spillover and “Fast and Furious” Contagion: A Study of International Stock Markets," Working Papers daleconwp2014-04, Dalhousie University, Department of Economics.
    17. Lucia Bellenzier & Jørgen Vitting Andersen & Giulia Rotundo, 2015. "Contagion in the world's stock exchanges seen as a set of coupled oscillators," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01242303, HAL.
    18. Leitao, Joao & Armada, Manuel Rocha & Ferreira, Joaaquim, 2012. "Corruption and Co-Movements in European Listed Sport Companies: Did Calciocaos really matter?," MPRA Paper 42474, University Library of Munich, Germany.
    19. Huang, Wei & Lai, Pei-Chun & Bessler, David A., 2018. "On the changing structure among Chinese equity markets: Hong Kong, Shanghai, and Shenzhen," European Journal of Operational Research, Elsevier, vol. 264(3), pages 1020-1032.
    20. Bellenzier, Lucia & Vitting Andersen, Jørgen & Rotundo, Giulia, 2016. "Contagion in the world's stock exchanges seen as a set of coupled oscillators," Economic Modelling, Elsevier, vol. 59(C), pages 224-236.
    21. Ji, Qiang & Zhang, Hai-Ying & Geng, Jiang-Bo, 2018. "What drives natural gas prices in the United States? – A directed acyclic graph approach," Energy Economics, Elsevier, vol. 69(C), pages 79-88.
    22. Ye, Wuyi & Jiang, Kunliang & Liu, Xiaoquan, 2021. "Financial contagion and the TIR-MIDAS model," Finance Research Letters, Elsevier, vol. 39(C).
    23. Esmaeili, Parisa & Rafei, Meysam, 2021. "Dynamics analysis of factors affecting electricity consumption fluctuations based on economic conditions: Application of SVAR and TVP-VAR models," Energy, Elsevier, vol. 226(C).
    24. Berger, Dave & Turtle, H.J., 2011. "Emerging market crises and US equity market returns," Global Finance Journal, Elsevier, vol. 22(1), pages 32-41.
    25. Yfanti, Stavroula & Karanasos, Menelaos & Zopounidis, Constantin & Christopoulos, Apostolos, 2023. "Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics," European Journal of Operational Research, Elsevier, vol. 304(2), pages 813-831.
    26. Yaxue Yan & Weijuan Liang & Banban Wang & Xiaoling Zhang, 2023. "Spillover effect among independent carbon markets: evidence from China’s carbon markets," Economic Change and Restructuring, Springer, vol. 56(5), pages 3065-3093, October.
    27. Goetz, Cole & Miljkovic, Dragan & Barabanov, Nikita, 2021. "New empirical evidence in support of the theory of price volatility of storable commodities under rational expectations in spot and futures markets," Energy Economics, Elsevier, vol. 100(C).
    28. Hsien-Yi Lee, 2012. "Contagion in International Stock Markets during the Sub Prime Mortgage Crisis," International Journal of Economics and Financial Issues, Econjournals, vol. 2(1), pages 41-53.
    29. Lucia Bellenzier & Jørgen Vitting Andersen & Giulia Rotundo, 2016. "Contagion in the World's Stock Exchanges Seen as a Set of Coupled Oscillators," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01215620, HAL.
    30. Seok, Jun Ho & Kim, GwanSeon & Reed, Michael R. & Kim, Soo-Eun, 2018. "The impact of avian influenza on the Korean egg market: Who benefited?," Journal of Policy Modeling, Elsevier, vol. 40(1), pages 151-165.
    31. Corbet, Shaen & Larkin, Charles & McMullan, Caroline, 2018. "Chemical industry disasters and the sectoral transmission of financial market contagion," Research in International Business and Finance, Elsevier, vol. 46(C), pages 490-501.

  30. Moonsoo Park & Yanhong H. Jin & David A. Bessler, 2008. "The impacts of animal disease crises on the Korean meat market," Agricultural Economics, International Association of Agricultural Economists, vol. 39(2), pages 183-195, September.
    See citations under working paper version above.
  31. Park, Haesun & Mjelde, James W. & Bessler, David A., 2008. "Price interactions and discovery among natural gas spot markets in North America," Energy Policy, Elsevier, vol. 36(1), pages 290-302, January.

    Cited by:

    1. Scarcioffolo, Alexandre Ribeiro & Etienne, Xiaoli L., 2019. "How connected are the U.S. regional natural gas markets in the post-deregulation era? Evidence from time-varying connectedness analysis," Journal of Commodity Markets, Elsevier, vol. 15(C), pages 1-1.
    2. Dukhanina, Ekaterina & Massol, Olivier & Lévêque, François, 2019. "Policy measures targeting a more integrated gas market: Impact of a merger of two trading zones on prices and arbitrage activity in France," Energy Policy, Elsevier, vol. 132(C), pages 583-593.
    3. Ekaterina Dukhanina & Olivier Massol, 2018. "Spatial Integration of Natural Gas Markets: a Literature Review," Post-Print hal-01939648, HAL.
    4. Renou-Maissant, Patricia, 2012. "Toward the integration of European natural gas markets:A time-varying approach," Energy Policy, Elsevier, vol. 51(C), pages 779-790.
    5. Cristina Bencivenga & Giulia Sargenti, 2010. "Crucial relationship among energy commodity prices," Working Papers 5, Doctoral School of Economics, Sapienza University of Rome, revised 2010.
    6. Ren, Xiaohang & Lu, Zudi & Cheng, Cheng & Shi, Yukun & Shen, Jian, 2019. "On dynamic linkages of the state natural gas markets in the USA: Evidence from an empirical spatio-temporal network quantile analysis," Energy Economics, Elsevier, vol. 80(C), pages 234-252.
    7. Egil Ferkingstad & Anders L{o}land & Mathilde Wilhelmsen, 2011. "Causal modeling and inference for electricity markets," Papers 1110.5429, arXiv.org.
    8. Kyle Olsen & James Mjelde & David Bessler, 2015. "Price formulation and the law of one price in internationally linked markets: an examination of the natural gas markets in the USA and Canada," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 54(1), pages 117-142, January.
    9. Zhishuang Zhu & Huaming Zhang & Gege Tao & Feng Yu, 2016. "Effects of gas pricing reform on China’s price level and total output," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 84(1), pages 167-178, November.
    10. Bastianin, Andrea & Galeotti, Marzio & Polo, Michele, 2019. "Convergence of European natural gas prices," Energy Economics, Elsevier, vol. 81(C), pages 793-811.
    11. Ma, Hengyun & Oxley, Les, 2010. "The integration of major fuel source markets in China: Evidence from panel cointegration tests," Energy Economics, Elsevier, vol. 32(5), pages 1139-1146, September.
    12. Ciarreta Antuñano, Aitor & Zárraga Alonso, Ainhoa, 2012. "Analysis of volatility transmissions in integrated and interconnected markets: The case of the Iberian and French markets," BILTOKI 1134-8984, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
    13. Duangnate, Kannika & Mjelde, James W. & Bessler, David A., 2015. "Price Dynamics under Structural Changes with Unknown Break Points among North America Natural Gas Spot Markets," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205661, Agricultural and Applied Economics Association.
    14. R. Andrew Butters & Daniel F. Spulber, 2020. "The Extent Of The Market And Integration Through Factor Markets: Evidence From Wholesale Electricity," Economic Inquiry, Western Economic Association International, vol. 58(3), pages 1076-1108, July.
    15. Kannika Duangnate & James W. Mjelde, 2020. "Prequential forecasting in the presence of structure breaks in natural gas spot markets," Empirical Economics, Springer, vol. 59(5), pages 2363-2384, November.
    16. Kannika Duangnate & James W. Mjelde, 2017. "Effects of the structural change on transaction costs between North America natural gas spot markets," Applied Economics, Taylor & Francis Journals, vol. 49(7), pages 650-663, February.
    17. Nicolau, Mihaela & Palomba, Giulio, 2015. "Dynamic relationships between spot and futures prices. The case of energy and gold commodities," Resources Policy, Elsevier, vol. 45(C), pages 130-143.
    18. Mihaela NICOLAU & Giulio PALOMBA & Ilaria TRAINI, 2013. "Are Futures Prices Influenced by Spot;Prices or Vice-versa? An Analysis of Crude;Oil, Natural Gas and Gold Markets," Working Papers 394, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    19. Ferkingstad, Egil & Løland, Anders & Wilhelmsen, Mathilde, 2011. "Causal modeling and inference for electricity markets," Energy Economics, Elsevier, vol. 33(3), pages 404-412, May.
    20. Mjelde, James W. & Bessler, David A., 2009. "Market integration among electricity markets and their major fuel source markets," Energy Economics, Elsevier, vol. 31(3), pages 482-491, May.
    21. Arano, Kathleen & Velikova, Marieta, 2010. "Estimating the long-run equilibrium relationship: The case of city-gate and residential natural gas prices," Energy Economics, Elsevier, vol. 32(4), pages 901-907, July.
    22. Dharmasena, Senarath & Fang, Lu & Bessler, David A. & Jing, Wang, 2014. "Price Discovery of World and China Vegetable Oil Markets and Causality with Non-Gaussian Innovations," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 169781, Agricultural and Applied Economics Association.
    23. Ghoddusi, Hamed, 2016. "Integration of physical and futures prices in the US natural gas market," Energy Economics, Elsevier, vol. 56(C), pages 229-238.
    24. Olivier Massol & Albert Banal-Estañol, 2014. "Market power across the Channel: Are Continental European gas markets isolated ?," Working Papers hal-02475017, HAL.
    25. Apergis, Nicholas & Bowden, Nicholas & Payne, James E., 2015. "Downstream integration of natural gas prices across U.S. states: Evidence from deregulation regime shifts," Energy Economics, Elsevier, vol. 49(C), pages 82-92.
    26. Ma, Hengyun & Oxley, Les, 2011. "Are China's energy markets cointegrated?," China Economic Review, Elsevier, vol. 22(3), pages 398-407, September.
    27. Olivier Massol & Albert Banal-Estañol, 2017. "Market Power and Spatial Arbitrage beween Interconnected Gas Hubs," Working Papers hal-03186965, HAL.
    28. Potts, Todd B. & Yerger, David B., 2016. "Marcellus Shale and structural breaks in oil and gas markets: The case of Pennsylvania," Energy Economics, Elsevier, vol. 57(C), pages 50-58.
    29. Broadstock, David C. & Li, Raymond & Wang, Linjin, 2020. "Integration reforms in the European natural gas market: A rolling-window spillover analysis," Energy Economics, Elsevier, vol. 92(C).

  32. Matthew C. Stockton & Oral Capps Jr. & David A. Bessler, 2008. "Samuelson´s full duality and the use of directed acyclical graphs," Journal of Applied Economics, Universidad del CEMA, vol. 11, pages 167-191, May.

    Cited by:

    1. Huang, Kuo S., 2013. "Consumer Welfare Effects of Quantity Changes in Demand," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 45(2), pages 1-11, May.

  33. Tun‐Hsiang (Edward) Yu & David A. Bessler & Stephen W. Fuller, 2007. "Price Dynamics in U.S. Grain and Freight Markets," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 55(3), pages 381-397, September.

    Cited by:

    1. Ngo Thai Hung, 2020. "Identifying the Dynamic Connectedness between Propane and Oil Prices: Evidence from Wavelet Analysis," International Journal of Energy Economics and Policy, Econjournals, vol. 10(5), pages 315-326.
    2. Axarloglou, Kostas & Visvikis, Ilias & Zarkos, Stefanos, 2012. "The Time Dimension And Value Of Flexibility In Resource Allocation: The Case Of The Maritime Industry," DUTH Research Papers in Economics 2-2012, Democritus University of Thrace, Department of Economics.
    3. Wetzstein, Brian & Florax, Raymond & Foster, Kenneth & Binkley, James, 2021. "Transportation costs: Mississippi River barge rates," Journal of Commodity Markets, Elsevier, vol. 21(C).
    4. Olagunju, Kehinde Oluseyi & Feng, Siyi & Patton, Myles, 2021. "Dynamic relationships among phosphate rock, fertilisers and agricultural commodity markets: Evidence from a vector error correction model and Directed Acyclic Graphs," Resources Policy, Elsevier, vol. 74(C).
    5. Kim, Man-Keun & Tejeda, Hernan & Yu, T. Edward, 2016. "Dynamic and Spatial Relationships in US Rice Markets," 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas 229784, Southern Agricultural Economics Association.
    6. Peri, Massimo & Baldi, Lucia, 2010. "Vegetable oil market and biofuel policy: An asymmetric cointegration approach," Energy Economics, Elsevier, vol. 32(3), pages 687-693, May.
    7. Lemus, David Magaña & Bessler, David A., 2014. "Price Dynamics in Agricultural Markets: Relationships between the U.S. and Mexico," 88th Annual Conference, April 9-11, 2014, AgroParisTech, Paris, France 169736, Agricultural Economics Society.
    8. Angelopoulos, Jason & Sahoo, Satya & Visvikis, Ilias D., 2020. "Commodity and transportation economic market interactions revisited: New evidence from a dynamic factor model," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 133(C).
    9. Vangelis Tsioumas & Stratos Papadimitriou, 2018. "The dynamic relationship between freight markets and commodity prices revealed," Maritime Economics & Logistics, Palgrave Macmillan;International Association of Maritime Economists (IAME), vol. 20(2), pages 267-279, June.
    10. Bradley Isbell & Andrew M. McKenzie & B. Wade Brorsen, 2020. "The cost of forward contracting in the Mississippi barge freight river market," Agribusiness, John Wiley & Sons, Ltd., vol. 36(2), pages 226-241, April.
    11. Bai, Xiwen & Lam, Jasmine Siu Lee, 2019. "A copula-GARCH approach for analyzing dynamic conditional dependency structure between liquefied petroleum gas freight rate, product price arbitrage and crude oil price," Energy Economics, Elsevier, vol. 78(C), pages 412-427.

  34. Kim, J.W. & Leatham, D.J. & Bessler, D.A., 2007. "REITs' dynamics under structural change with unknown break points," Journal of Housing Economics, Elsevier, vol. 16(1), pages 37-58, March.

    Cited by:

    1. Rehman, Mobeen Ur & Shahzad, Syed Jawad Hussain & Ahmad, Nasir & Vo, Xuan Vinh, 2022. "Dependence dynamics of US REITs," International Review of Financial Analysis, Elsevier, vol. 81(C).
    2. Brad Case & Massimo Guidolin & Yildiray Yildirim, 2014. "Markov Switching Dynamics in REIT Returns: Univariate and Multivariate Evidence on Forecasting Performance," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 42(2), pages 279-342, June.
    3. Dennis R. Capozza & Ryan D. Israelsen, 2007. "Predictability in Equilibrium: The Price Dynamics of Real Estate Investment Trusts," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 35(4), pages 541-567, December.
    4. Bizimana, Jean-Claude & Bessler, David A. & Angerer, Jay P., 2016. "The 2010-2011 Drought Impacts on Cattle Market Integration in the Horn of Africa: A preliminary Evaluation using VAR and Structural Break Analysis," 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas 229991, Southern Agricultural Economics Association.
    5. Saban Nazlioglu & Rangan Gupta & Alper Gormus & Ugur Soytas, 2019. "Price and Volatility Linkages between International REITs and Oil Markets," Working Papers 201954, University of Pretoria, Department of Economics.
    6. Zohrabyan, Tatevik & Leatham, David J. & Bessler, David A., 2008. "Cointegration Analysis of Regional House Prices in U.S," 2007 Agricultural and Rural Finance Markets in Transition, October 4-5, 2007, St. Louis, Missouri 48138, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition.
    7. MeiChi Huang, 2013. "The Role of People’s Expectation in the Recent US Housing Boom and Bust," The Journal of Real Estate Finance and Economics, Springer, vol. 46(3), pages 452-479, April.
    8. Huang, MeiChi & Wu, Chih-Chiang & Liu, Shih-Min & Wu, Chang-Che, 2016. "Facts or fates of investors' losses during crises? Evidence from REIT-stock volatility and tail dependence structures," International Review of Economics & Finance, Elsevier, vol. 42(C), pages 54-71.
    9. Lee, Chien-Chiang & Chen, Mei-Ping & Chang, Chi-Hung, 2013. "Dynamic relationships between industry returns and stock market returns," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 119-144.
    10. Lee, Chien-Chiang & Chien, Mei-Se & Lin, Tsoyu Calvin, 2012. "Dynamic modelling of real estate investment trusts and stock markets," Economic Modelling, Elsevier, vol. 29(2), pages 395-407.
    11. Jian Zhou & Zhixin Kang, 2011. "A Comparison of Alternative Forecast Models of REIT Volatility," The Journal of Real Estate Finance and Economics, Springer, vol. 42(3), pages 275-294, April.

  35. Haesun Park & James Mjelde & David Bessler, 2007. "Time-varying threshold cointegration and the law of one price," Applied Economics, Taylor & Francis Journals, vol. 39(9), pages 1091-1105.

    Cited by:

    1. Scarcioffolo, Alexandre Ribeiro & Etienne, Xiaoli L., 2019. "How connected are the U.S. regional natural gas markets in the post-deregulation era? Evidence from time-varying connectedness analysis," Journal of Commodity Markets, Elsevier, vol. 15(C), pages 1-1.
    2. Mann, Janelle & Sephton, Peter, 2016. "Global relationships across crude oil benchmarks," Journal of Commodity Markets, Elsevier, vol. 2(1), pages 1-5.
    3. Mann, Janelle M., 2013. "Is there a Global Relationship Across Crude Oil Benchmarks?," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150368, Agricultural and Applied Economics Association.
    4. Kyle Olsen & James Mjelde & David Bessler, 2015. "Price formulation and the law of one price in internationally linked markets: an examination of the natural gas markets in the USA and Canada," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 54(1), pages 117-142, January.
    5. Bekkerman, Anton & Goodwin, Barry K. & 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.
    6. Ganneval, S., 2016. "Spatial price transmission on agricultural commodity markets under different volatility regimes," Economic Modelling, Elsevier, vol. 52(PA), pages 173-185.
    7. Guney, Selin, 2015. "An Analysis of the Pass-Through of Exchange Rates in Tropical Forest Product Markets: A Smooth Transition Approach," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205107, Agricultural and Applied Economics Association.
    8. Wiggins, Seth & Etienne, Xiaoli, 2015. "US Natural Gas Price Determination: Fundamentals and the Development of Shale," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205788, Agricultural and Applied Economics Association.
    9. Kannika Duangnate & James W. Mjelde, 2017. "Effects of the structural change on transaction costs between North America natural gas spot markets," Applied Economics, Taylor & Francis Journals, vol. 49(7), pages 650-663, February.
    10. Aruga, Kentaka & Managi, Shunsuke, 2011. "Testing the international linkage in the platinum-group metal futures markets," Resources Policy, Elsevier, vol. 36(4), pages 339-345.
    11. Sang-Hyun Kim & Yeon-Yi Lim & Dae-Wook Kim & Man-Keun Kim, 2020. "Swing Suppliers and International Natural Gas Market Integration," Energies, MDPI, vol. 13(18), pages 1-12, September.
    12. Wiggins, Seth & Etienne, Xiaoli L., 2017. "Turbulent times: Uncovering the origins of US natural gas price fluctuations since deregulation," Energy Economics, Elsevier, vol. 64(C), pages 196-205.
    13. Ihle, Rico & von Cramon-Taubadel, Stephan, 2008. "A Comparison of Threshold Cointegration and Markov-Switching Vector Error Correction Models in Price Transmission Analysis," 2008 Conference, April 21-22, 2008, St. Louis, Missouri 37603, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    14. Chalmers, Neil George & Revoredo-Giha, Cesar & Jumbe, Charles, 2015. "Measuring the Degree of Integration on the Dairy Products Market in Malawi," 89th Annual Conference, April 13-15, 2015, Warwick University, Coventry, UK 204286, Agricultural Economics Society.
    15. Ahmed, Mansur & Goodwin, Barry, 2015. "Copula-Based Modeling of Dependence Structure among International Food Grain Markets," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 206059, Agricultural and Applied Economics Association.
    16. Machado Junior, Pedro Celso & Chung, Chanjin, 2018. "Spatial Price Transmission, Transaction Costs, and Econometric Modelling: How Inference Can Be Improved When Transaction Costs Are Observed?," 2018 Annual Meeting, August 5-7, Washington, D.C. 273993, Agricultural and Applied Economics Association.
    17. Machado Junior, Pedro Celso & Chung, Chanjin, 2018. "Spatial Price Transmission, Transaction Costs, and Econometric Modelling: How Inference Can Be Improved When Transaction Costs Are Observed?," 2018 Annual Meeting, August 5-7, Washington, D.C. 274841, Agricultural and Applied Economics Association.
    18. Núñez, Héctor M. & Trujillo-Barrera, Andres & Etienne, Xiaoli, 2022. "Declining integration in the US natural gas market," Resources Policy, Elsevier, vol. 78(C).
    19. Mendonca, Gui Pedro, 2008. "Structural Breaks, Regime Change and Asymmetric Adjustment: A Short and Long Run Global Approach to the Output/Unemployment Dynamics," MPRA Paper 14648, University Library of Munich, Germany.
    20. Mount, Timothy D. & Ju, Jaeuk, 2014. "An econometric framework for evaluating the efficiency of a market for transmission congestion contracts," Energy Economics, Elsevier, vol. 46(C), pages 176-185.
    21. Barry K. Goodwin & Matthew T. Holt & Gülcan Önel & Jeffrey P. Prestemon, 2018. "Copula-based nonlinear modeling of the law of one price for lumber products," Empirical Economics, Springer, vol. 54(3), pages 1237-1265, May.
    22. Guney, Selin & Goodwin, Barry K., 2013. "Semi-Parametric, Generalized Additive Vector Autoregressive Models of Spatial Price Dynamics," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 151149, Agricultural and Applied Economics Association.

  36. Henry L. Bryant & David A. Bessler & Michael S. Haigh, 2006. "Causality in futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 26(11), pages 1039-1057, November.
    See citations under working paper version above.
  37. Jin Zhang & David Bessler & David Leatham, 2006. "Does consumer debt cause economic recession? Evidence using directed acyclic graphs," Applied Economics Letters, Taylor & Francis Journals, vol. 13(7), pages 401-407.

    Cited by:

    1. Sumei Tang & Antony Selvanathan & Saroja Selvanathan, 2008. "Foreign Direct Investment, Domestic Investment, and Economic Growth in China: A Time Series Analysis," WIDER Working Paper Series RP2008-19, World Institute for Development Economic Research (UNU-WIDER).
    2. Slutskin, L., 2017. "Graphical Statistical Methods for Studying Causal Effects. Bayesian Networks," Journal of the New Economic Association, New Economic Association, vol. 36(4), pages 12-30.

  38. Tun-Hsiang Yu & David Bessler & Stephen Fuller, 2006. "Effect of lock delay on grain barge rates: examination of upper Mississippi and Illinois Rivers," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 40(4), pages 887-908, December.

    Cited by:

    1. Wetzstein, Brian & Florax, Raymond & Foster, Kenneth & Binkley, James, 2021. "Transportation costs: Mississippi River barge rates," Journal of Commodity Markets, Elsevier, vol. 21(C).
    2. Yu, T. Edward & Sharma, Bijay & English, Burton C., 2016. "Determinants of Lock Delays on the Upper Mississippi River: A Spatial Econometrics Approach," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 236257, Agricultural and Applied Economics Association.
    3. T. Edward Yu & Bijay P. Sharma & Burton C. English, 2019. "Investigating Lock Delay on the Upper Mississippi River: a Spatial Panel Analysis," Networks and Spatial Economics, Springer, vol. 19(1), pages 275-291, March.
    4. Brian Wetzstein & Raymond Florax & Kenneth Foster & James Binkley, 2019. "Rejuvenating Mississippi River's Post‐Harvest Shipping," Applied Economic Perspectives and Policy, John Wiley & Sons, vol. 41(4), pages 723-741, December.

  39. Park, Haesun & Mjelde, James W. & Bessler, David A., 2006. "Price dynamics among U.S. electricity spot markets," Energy Economics, Elsevier, vol. 28(1), pages 81-101, January.

    Cited by:

    1. Hasan, Mudassar & Arif, Muhammad & Naeem, Muhammad Abubakr & Ngo, Quang-Thanh & Taghizadeh–Hesary, Farhad, 2021. "Time-frequency connectedness between Asian electricity sectors," Economic Analysis and Policy, Elsevier, vol. 69(C), pages 208-224.
    2. Figueiredo, Nuno Carvalho & Silva, Patrícia Pereira da & Bunn, Derek, 2016. "Weather and market specificities in the regional transmission of renewable energy price effects," Energy, Elsevier, vol. 114(C), pages 188-200.
    3. Jayech, Selma, 2016. "The contagion channels of July–August-2011 stock market crash: A DAG-copula based approach," European Journal of Operational Research, Elsevier, vol. 249(2), pages 631-646.
    4. Jorge Antunes & Luis Alberiko Gil-Alana & Rossana Riccardi & Yong Tan & Peter Wanke, 2022. "Unveiling endogeneity and temporal dependence in energy prices and demand in Iberian countries: a stochastic hidden Markov model approach," Annals of Operations Research, Springer, vol. 313(1), pages 191-229, June.
    5. Rafał Weron, 2009. "Heavy-tails and regime-switching in electricity prices," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 69(3), pages 457-473, July.
    6. Chi-Keung Woo, Ira Horowitz, Brian Horii, Ren Orans, and Jay Zarnikau, 2012. "Blowing in the Wind: Vanishing Payoffs of a Tolling Agreement for Natural-gas-fired Generation of Electricity in Texas," The Energy Journal, International Association for Energy Economics, vol. 0(Number 1).
    7. Zarnikau, J. & Tsai, C.H. & Woo, C.K., 2020. "Determinants of the wholesale prices of energy and ancillary services in the U.S. Midcontinent electricity market," Energy, Elsevier, vol. 195(C).
    8. Woo, C.K. & Shiu, A. & Liu, Y. & Luo, X. & Zarnikau, J., 2018. "Consumption effects of an electricity decarbonization policy: Hong Kong," Energy, Elsevier, vol. 144(C), pages 887-902.
    9. Matteo Pelagatti & Bruno Bosco & Lucia Parisio & Fabio Baldi, 2007. "A Robust Multivariate Long Run Analysis of European Electricity Prices," Working Papers 2007.103, Fondazione Eni Enrico Mattei.
    10. Ladislav KRISTOUFEK & Petra LUNACKOVA, 2013. "Long-term Memory in Electricity Prices: Czech Market Evidence," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 63(5), pages 407-424, November.
    11. Egil Ferkingstad & Anders L{o}land & Mathilde Wilhelmsen, 2011. "Causal modeling and inference for electricity markets," Papers 1110.5429, arXiv.org.
    12. Kyle E. Binder & James W. Mjelde, 2017. "Fuel inventory and price relationships in the U.S. electric power sector under regulatory and market change," Journal of Regulatory Economics, Springer, vol. 51(2), pages 197-219, April.
    13. Matteo Gardini & Edoardo Santilli, 2023. "A Heath-Jarrow-Morton framework for energy markets: a pragmatic approach," Papers 2305.01485, arXiv.org, revised Nov 2023.
    14. Ma, Hengyun & Oxley, Les, 2010. "The integration of major fuel source markets in China: Evidence from panel cointegration tests," Energy Economics, Elsevier, vol. 32(5), pages 1139-1146, September.
    15. Woo, C.K. & Zarnikau, J. & Moore, J. & Horowitz, I., 2011. "Wind generation and zonal-market price divergence: Evidence from Texas," Energy Policy, Elsevier, vol. 39(7), pages 3928-3938, July.
    16. Avci-Surucu, Ezgi & Aydogan, A. Kursat & Akgul, Doganbey, 2016. "Bidding structure, market efficiency and persistence in a multi-time tariff setting," Energy Economics, Elsevier, vol. 54(C), pages 77-87.
    17. Chi-Keung Woo, Ira Horowitz, Jay Zarnikau, Jack Moore, Brendan Schneiderman, Tony Ho, and Eric Leung, 2016. "What Moves the Ex Post Variable Profit of Natural-Gas-Fired Generation in California?," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3).
    18. Ciarreta Antuñano, Aitor & Zárraga Alonso, Ainhoa, 2012. "Analysis of volatility transmissions in integrated and interconnected markets: The case of the Iberian and French markets," BILTOKI 1134-8984, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
    19. Figueiredo, Nuno Carvalho & Silva, Patrícia Pereira da & Cerqueira, Pedro A., 2016. "It is windy in Denmark: Does market integration suffer?," Energy, Elsevier, vol. 115(P2), pages 1385-1399.
    20. Bunn, Derek W. & Gianfreda, Angelica, 2010. "Integration and shock transmissions across European electricity forward markets," Energy Economics, Elsevier, vol. 32(2), pages 278-291, March.
    21. R. Andrew Butters & Daniel F. Spulber, 2020. "The Extent Of The Market And Integration Through Factor Markets: Evidence From Wholesale Electricity," Economic Inquiry, Western Economic Association International, vol. 58(3), pages 1076-1108, July.
    22. Jin Zhang and David C. Broadstock, 2016. "The Causality between Energy Consumption and Economic Growth for China in a Time-varying Framework," The Energy Journal, International Association for Energy Economics, vol. 0(China Spe).
    23. Zarnikau, J. & Woo, C.K. & Zhu, S. & Tsai, C.H., 2019. "Market price behavior of wholesale electricity products: Texas," Energy Policy, Elsevier, vol. 125(C), pages 418-428.
    24. Nuno Carvalho Figueiredo & Patrícia Pereira da Silva & Pedro Cerqueira, 2014. "The Renewables Influence on Market Splitting: the Iberian Spot Electricity Market," GEMF Working Papers 2014-14, GEMF, Faculty of Economics, University of Coimbra.
    25. Chanatásig-Niza, Evelyn & Ciarreta, Aitor & Zarraga, Ainhoa, 2022. "A volatility spillover analysis with realized semi(co)variances in Australian electricity markets," Energy Economics, Elsevier, vol. 111(C).
    26. HFrance Krizanic & Zan Jan Oplotnik, 2013. "Market Changes, Business Cycles and Fluctuations in Electricity Prices - EU Evidence from Germany and Slovenia," International Journal of Energy Economics and Policy, Econjournals, vol. 3(2), pages 118-126.
    27. Yasir Alsaedi & Gurudeo Anand Tularam & Victor Wong, 2020. "Impact of Solar and Wind Prices on the Integrated Global Electricity Spot and Options Markets: A Time Series Analysis," International Journal of Energy Economics and Policy, Econjournals, vol. 10(2), pages 337-353.
    28. Lewis Evans & Graeme Guthrie & Steen Videbeck, 2008. "Assessing The Integration Of Electricity Markets Using Principal Component Analysis: Network And Market Structure Effects," Contemporary Economic Policy, Western Economic Association International, vol. 26(1), pages 145-161, January.
    29. Cao, K.H. & Qi, H.S. & Tsai, C.H. & Woo, C.K. & Zarnikau, J., 2021. "Energy trading efficiency in the US Midcontinent electricity markets," Applied Energy, Elsevier, vol. 302(C).
    30. Dias, José G. & Ramos, Sofia B., 2014. "Heterogeneous price dynamics in U.S. regional electricity markets," Energy Economics, Elsevier, vol. 46(C), pages 453-463.
    31. Damien, Paul & Fuentes-García, Ruth & Mena, Ramsés H. & Zarnikau, Jay, 2019. "Impacts of day-ahead versus real-time market prices on wholesale electricity demand in Texas," Energy Economics, Elsevier, vol. 81(C), pages 259-272.
    32. Kalantzis, Fotis G. & Milonas, Nikolaos T., 2013. "Analyzing the impact of futures trading on spot price volatility: Evidence from the spot electricity market in France and Germany," Energy Economics, Elsevier, vol. 36(C), pages 454-463.
    33. Ferkingstad, Egil & Løland, Anders & Wilhelmsen, Mathilde, 2011. "Causal modeling and inference for electricity markets," Energy Economics, Elsevier, vol. 33(3), pages 404-412, May.
    34. Weron, Rafal, 2008. "Market price of risk implied by Asian-style electricity options and futures," Energy Economics, Elsevier, vol. 30(3), pages 1098-1115, May.
    35. Chenyan Lyu & Hung Xuan Do & Rabindra Nepal & Tooraj Jamasb, 2023. "Volatility Spillovers and Carbon Price in the Nordic Wholesale Electricity Markets," CAMA Working Papers 2023-36, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    36. Le Pen, Yannick & Sévi, Benoît, 2010. "Volatility transmission and volatility impulse response functions in European electricity forward markets," Energy Economics, Elsevier, vol. 32(4), pages 758-770, July.
    37. Mjelde, James W. & Bessler, David A., 2009. "Market integration among electricity markets and their major fuel source markets," Energy Economics, Elsevier, vol. 31(3), pages 482-491, May.
    38. Woo, C.K. & Moore, J. & Schneiderman, B. & Ho, T. & Olson, A. & Alagappan, L. & Chawla, K. & Toyama, N. & Zarnikau, J., 2016. "Merit-order effects of renewable energy and price divergence in California’s day-ahead and real-time electricity markets," Energy Policy, Elsevier, vol. 92(C), pages 299-312.
    39. De Siano, Rita & Sapio, Alessandro, 2022. "Spatial merit order effects of renewables in the Italian power exchange," Energy Economics, Elsevier, vol. 108(C).
    40. Hung Do & Rabindra Nepal & Russell Smyth, 2020. "Interconnectedness in the Australian national electricity market: A higher moment analysis," CAMA Working Papers 2020-49, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    41. DeBenedictis, A. & Hoff, T.E. & Price, S. & Woo, C.K., 2010. "Statistically adjusted engineering (SAE) modeling of metered roof-top photovoltaic (PV) output: California evidence," Energy, Elsevier, vol. 35(10), pages 4178-4183.
    42. Woo, C.K. & Chen, Y. & Olson, A. & Moore, J. & Schlag, N. & Ong, A. & Ho, T., 2017. "Electricity price behavior and carbon trading: New evidence from California," Applied Energy, Elsevier, vol. 204(C), pages 531-543.
    43. Bruno Bosco & Lucia Parisio & Matteo Pelagatti & Fabio Baldi, 2010. "Long-run relations in european electricity prices," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(5), pages 805-832.
    44. Figueiredo, Nuno Carvalho & Silva, Patrícia Pereira da & Cerqueira, Pedro A., 2015. "Evaluating the market splitting determinants: evidence from the Iberian spot electricity prices," Energy Policy, Elsevier, vol. 85(C), pages 218-234.
    45. Mount, Timothy D. & Ju, Jaeuk, 2014. "An econometric framework for evaluating the efficiency of a market for transmission congestion contracts," Energy Economics, Elsevier, vol. 46(C), pages 176-185.
    46. Ma, Hengyun & Oxley, Les, 2011. "Are China's energy markets cointegrated?," China Economic Review, Elsevier, vol. 22(3), pages 398-407, September.
    47. Rammerstorfer, Margarethe & Wagner, Christian, 2009. "Reforming minute reserve policy in Germany: A step towards efficient markets?," Energy Policy, Elsevier, vol. 37(9), pages 3513-3519, September.

  40. Jeffrey Vitale & David A. Bessler, 2006. "On the discovery of millet prices in Mali," Papers in Regional Science, Wiley Blackwell, vol. 85(1), pages 139-162, March.

    Cited by:

    1. Chikwama, Cornilius, 2010. "The role of rural off-farm employment in agricultural development among farm households in low-income countries: Evidence from Zimbabwe," African Journal of Agricultural and Resource Economics, African Association of Agricultural Economists, vol. 4(1), pages 109-109, March.
    2. Jeffrey D. Vitale & Hamady Djourra & Aminata Sidibé, 2009. "Estimating the supply response of cotton and cereal crops in smallholder production systems: recent evidence from Mali," Agricultural Economics, International Association of Agricultural Economists, vol. 40(5), pages 519-533, September.
    3. Bizimana, Jean-Claude & Bessler, David A. & Angerer, Jay P., 2016. "The 2010-2011 Drought Impacts on Cattle Market Integration in the Horn of Africa: A preliminary Evaluation using VAR and Structural Break Analysis," 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas 229991, Southern Agricultural Economics Association.
    4. Smale, Melinda & Diakite, Lamissa & Sidibe, Amadou & Grum, Mikkel & Jones, Hannah & Traore, Issa Seni & Guindo, Hamidou, 2010. "The impact of participation in Diversity Field Fora on farmer management of millet and sorghum varieties in Mali," African Journal of Agricultural and Resource Economics, African Association of Agricultural Economists, vol. 4(1), pages 1-25, March.
    5. Perakis, Sonja Melissa, 2012. "“Changing Spatial Maize Price Relationships in West Africa”," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124910, Agricultural and Applied Economics Association.
    6. Kelly, Valerie A. & Murekezi, Abdoul Karim & Me-Nsope, Nathalie Mongue & Perakis, Sonja Melissa & Mather, David, 2013. "Cereal Market Dynamics: The Malian Experience from the 1990s to Present," Food Security International Development Working Papers 146935, Michigan State University, Department of Agricultural, Food, and Resource Economics.

  41. Casillas-Olvera, Gabriel & Bessler, David A., 2006. "Probability forecasting and central bank accountability," Journal of Policy Modeling, Elsevier, vol. 28(2), pages 223-234, February.

    Cited by:

    1. Carola Conces Binder & Rodrigo Sekkel, 2023. "Central Bank Forecasting: A Survey," Staff Working Papers 23-18, Bank of Canada.
    2. Gamber, Edward N. & Smith, Julie K. & McNamara, Dylan C., 2014. "Where is the Fed in the distribution of forecasters?," Journal of Policy Modeling, Elsevier, vol. 36(2), pages 296-312.
    3. John Galbraith & Simon van Norden, 2008. "The Calibration Of Probabilistic Economic Forecasts," Departmental Working Papers 2008-05, McGill University, Department of Economics.
    4. Jackson, Emerson Abraham & Tamuke, Edmund, 2018. "Probability Forecast Using Fan Chart Analysis: A case of the Sierra Leone Economy," MPRA Paper 88853, University Library of Munich, Germany, revised 04 Sep 2018.
    5. Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F., 2011. "Scoring rules and survey density forecasts," International Journal of Forecasting, Elsevier, vol. 27(2), pages 379-393, April.
    6. Baghestani, Hamid, 2008. "Federal Reserve versus private information: Who is the best unemployment rate predictor," Journal of Policy Modeling, Elsevier, vol. 30(1), pages 101-110.
    7. Geoff Kenny & Thomas Kostka & Federico Masera, 2015. "Density characteristics and density forecast performance: a panel analysis," Empirical Economics, Springer, vol. 48(3), pages 1203-1231, May.
    8. Paul Hubert, 2009. "Informational Advantage and Influence of Communicating Central Banks," Documents de Travail de l'OFCE 2009-04, Observatoire Francais des Conjonctures Economiques (OFCE).
    9. Kannika Duangnate & James W. Mjelde, 2020. "Prequential forecasting in the presence of structure breaks in natural gas spot markets," Empirical Economics, Springer, vol. 59(5), pages 2363-2384, November.
    10. Matthias Neuenkirch & Pierre Siklos, 2011. "What’s in a Second Opinion? Shadowing the ECB and the Bank of England," MAGKS Papers on Economics 201131, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    11. de Mendonça, Helder Ferreira & Simão Filho, José & Abreu, Vanessa Castro, 2023. "Central bank’s forecasts and lack of transparency: An assessment of the effect on private expectations in a large emerging economy," Economic Systems, Elsevier, vol. 47(2).
    12. Paul Hubert, 2015. "Do Central Bank forecasts influence private agents? Forecasting Performance vs. Signals," SciencePo Working papers Main hal-03399242, HAL.
    13. Bessler, David & Kibriya, Shahriar & Chen, Junyi & Price, Ed, 2014. "On Forecasting Conflict in Sudan: 2009-2012," MPRA Paper 60069, University Library of Munich, Germany.
    14. John W. Galbraith & Simon van Norden, 2009. "Calibration and Resolution Diagnostics for Bank of England Density Forecasts," CIRANO Working Papers 2009s-36, CIRANO.
    15. Chen, Junyi & McCarl, Bruce A. & Price, Edwin & Wu, Ximing & Bessler, David A., 2016. "Climate as a Cause of Conflict: An Econometric Analysis," 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas 229783, Southern Agricultural Economics Association.
    16. Graziani, Carlo & Rosner, Robert & Adams, Jennifer M. & Machete, Reason L., 2021. "Probabilistic recalibration of forecasts," International Journal of Forecasting, Elsevier, vol. 37(1), pages 1-27.
    17. Kyle E. Binder & Mohsen Pourahmadi & James W. Mjelde, 2020. "The role of temporal dependence in factor selection and forecasting oil prices," Empirical Economics, Springer, vol. 58(3), pages 1185-1223, March.
    18. Duangnate, Kannika & Mjelde, James W., 2017. "Comparison of data-rich and small-scale data time series models generating probabilistic forecasts: An application to U.S. natural gas gross withdrawals," Energy Economics, Elsevier, vol. 65(C), pages 411-423.
    19. Stohs, Stephen M., 2006. "A Semiparametric Test for Heterogeneous Risk," 2006 Annual meeting, July 23-26, Long Beach, CA 21309, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    20. Galbraith, John W. & van Norden, Simon, 2011. "Kernel-based calibration diagnostics for recession and inflation probability forecasts," International Journal of Forecasting, Elsevier, vol. 27(4), pages 1041-1057, October.
    21. Dag Kolsrud, 2015. "A Time‐Simultaneous Prediction Box for a Multivariate Time Series," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 34(8), pages 675-693, December.
    22. Matthew Greenwood-Nimmo & Viet Hoang Nguyen & Yongcheol Shin, 2012. "International Linkages of the Korean Economy: The Global Vector Error-Correcting Macroeconometric Modelling Approach," Melbourne Institute Working Paper Series wp2012n18, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    23. Paul Hubert, 2010. "Monetary policy, imperfect information and the expectations channel [Politique monétaire,information imparfaite et canal des anticipations]," SciencePo Working papers Main tel-04095385, HAL.
    24. Paul Hubert, 2010. "Monetary Policy, Imperfect Information and the Expectations Channel," Sciences Po publications info:hdl:2441/f4rshpf3v1u, Sciences Po.
    25. Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F., 2008. "Evaluating a three-dimensional panel of point forecasts: The Bank of England Survey of External Forecasters," International Journal of Forecasting, Elsevier, vol. 24(3), pages 354-367.

  42. Zijun Wang & David A. Bessler, 2006. "Price and quantity endogeneity in demand analysis: evidence from directed acyclic graphs," Agricultural Economics, International Association of Agricultural Economists, vol. 34(1), pages 87-95, January.

    Cited by:

    1. Zijun Wang & Andrew J. Rettenmaier, 2008. "Deficits, Explicit Debt, Implicit Debt, and Interest Rates: Some Empirical Evidence," Southern Economic Journal, John Wiley & Sons, vol. 75(1), pages 208-222, July.
    2. Neill, Clinton L. & Lahne, Jacob, 2022. "Matching reality: A basket and expenditure based choice experiment with sensory preferences," Journal of choice modelling, Elsevier, vol. 44(C).
    3. Peter G. Fennell & David O'Sullivan & Antoine Godin & Stephen Kinsella, 2014. "Visualising stock flow consistent models as directed acyclic graphs," Papers 1409.4541, arXiv.org.
    4. Pozo, Veronica F. & Schroeder, Ted C., 2012. "Price and Volatility Spillover between Livestock and Related Commodity Markets," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124798, Agricultural and Applied Economics Association.
    5. Fang, Xin & Huang, Hui & Leung, PingSun, 2018. "Competitiveness of local food: an empirical analysis of the tomato market dynamics," International Food and Agribusiness Management Review, International Food and Agribusiness Management Association, vol. 21(1).
    6. Etienne, Xiaoli L. & Hoffman, Linwood A., 2015. "Price Discovery and Risk Management in the U.S. Distiller’s Grain Markets," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205125, Agricultural and Applied Economics Association.
    7. Zijun Wang, 2010. "Directed graphs, information structure and forecast combinations: an empirical examination of US unemployment rates," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(4), pages 353-366.
    8. Sukhdeep Singh & Indrani Chakraborty, 2021. "Growth of the Firms and Investments in Innovations: An Empirical Investigation of the Indian Manufacturing Industry," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 87-122, March.
    9. Musumba, Mark & Sen Gupta, Rajorshi, 2011. "Price Transmission to Ugandan Coffee Growers in a Liberalized Market," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 103906, Agricultural and Applied Economics Association.
    10. Mu, Jianhong E. & McCarl, Bruce A. & Bessler, David A., 2013. "Impacts of BSE and Avian Influenza on U.S. Meat Demand," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150392, Agricultural and Applied Economics Association.
    11. Xu, Xiaojie, 2014. "Causality and Price Discovery in U.S. Corn Markets: An Application of Error Correction Modeling and Directed Acyclic Graphs," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 169806, Agricultural and Applied Economics Association.
    12. Bessler, David A., 2013. "On Agricultural Econometrics," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 45, pages 1-8, August.

  43. Wang, Zijun & Bessler, David A., 2005. "A Monte Carlo Study On The Selection Of Cointegrating Rank Using Information Criteria," Econometric Theory, Cambridge University Press, vol. 21(3), pages 593-620, June.

    Cited by:

    1. Yan Qian & Zijun Wang, 2021. "A model selection approach to jointly testing for structural breaks and cointegration with application to the Eurocurrency interest rates market," Empirical Economics, Springer, vol. 61(2), pages 799-825, August.
    2. Kyle E. Binder & James W. Mjelde, 2017. "Fuel inventory and price relationships in the U.S. electric power sector under regulatory and market change," Journal of Regulatory Economics, Springer, vol. 51(2), pages 197-219, April.
    3. Xu Cheng & Peter C.B. Phillips, 2008. "Semiparametric Cointegrating Rank Selection," Cowles Foundation Discussion Papers 1658, Cowles Foundation for Research in Economics, Yale University.
    4. Kyle Olsen & James Mjelde & David Bessler, 2015. "Price formulation and the law of one price in internationally linked markets: an examination of the natural gas markets in the USA and Canada," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 54(1), pages 117-142, January.
    5. Seong, Byeongchan, 2013. "Semiparametric selection of seasonal cointegrating ranks using information criteria," Economics Letters, Elsevier, vol. 120(3), pages 592-595.
    6. J. Isaac Miller, 2010. "A Nonlinear IV Likelihood-Based Rank Test for Multivariate Time Series and Long Panels," Working Papers 1001, Department of Economics, University of Missouri.
    7. Park, Moon-Soo & Jin, Yanhong H. & Bessler, David A., 2008. "The Impacts of Animal Disease Crises on the Korean Meat Market," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6365, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    8. Duangnate, Kannika & Mjelde, James W. & Bessler, David A., 2015. "Price Dynamics under Structural Changes with Unknown Break Points among North America Natural Gas Spot Markets," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205661, Agricultural and Applied Economics Association.
    9. Kannika Duangnate & James W. Mjelde, 2020. "Prequential forecasting in the presence of structure breaks in natural gas spot markets," Empirical Economics, Springer, vol. 59(5), pages 2363-2384, November.
    10. Bessler, David A. & Leatham, David J. & Yang, Juan, 2005. "In Search of the "Bank Lending Channel": Causality Analysis for the Transmission Mechanism of U.S. Monetary Policy," 2005 Annual meeting, July 24-27, Providence, RI 19558, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    11. Peri, Massimo & Baldi, Lucia, 2010. "Vegetable oil market and biofuel policy: An asymmetric cointegration approach," Energy Economics, Elsevier, vol. 32(3), pages 687-693, May.
    12. Kersti Harkmann, 2022. "Integration of the Baltic stock markets with developed European markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 506-517, January.
    13. Costa, Rafael & Bessler, David & Rosson, C. Parr, 2015. "The Impacts of Foot and Mouth Disease Outbreaks on the Brazilian Meat Market," Journal of Food Distribution Research, Food Distribution Research Society, vol. 46(3), pages 1-19, November.
    14. Xiaojie Xu, 2020. "Corn Cash Price Forecasting," American Journal of Agricultural Economics, John Wiley & Sons, vol. 102(4), pages 1297-1320, August.
    15. Li, Qiaoling & Pan, Jiazhu & Yao, Qiwei, 2009. "On determination of cointegration ranks," LSE Research Online Documents on Economics 24106, London School of Economics and Political Science, LSE Library.
    16. Huang, Wei & Lai, Pei-Chun & Bessler, David A., 2018. "On the changing structure among Chinese equity markets: Hong Kong, Shanghai, and Shenzhen," European Journal of Operational Research, Elsevier, vol. 264(3), pages 1020-1032.
    17. Mjelde, James W. & Bessler, David A., 2009. "Market integration among electricity markets and their major fuel source markets," Energy Economics, Elsevier, vol. 31(3), pages 482-491, May.
    18. Dharmasena, Senarath & Fang, Lu & Bessler, David A. & Jing, Wang, 2014. "Price Discovery of World and China Vegetable Oil Markets and Causality with Non-Gaussian Innovations," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 169781, Agricultural and Applied Economics Association.
    19. H. Peter Boswijk & Giuseppe Cavaliere & Luca De Angelis & A. M. Robert Taylor, 2023. "Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models," Econometric Reviews, Taylor & Francis Journals, vol. 42(9-10), pages 725-757, November.
    20. Badi H. Baltagi & Zijun Wang, 2006. "Testing for Cointegrating Rank via Model Selection: Evidence from 165 Data Sets," Center for Policy Research Working Papers 83, Center for Policy Research, Maxwell School, Syracuse University.
    21. Miller, J. Isaac & Ratti, Ronald A., 2009. "Crude oil and stock markets: Stability, instability, and bubbles," Energy Economics, Elsevier, vol. 31(4), pages 559-568, July.
    22. Park, Haesun & Mjelde, James W. & Bessler, David A., 2008. "Price interactions and discovery among natural gas spot markets in North America," Energy Policy, Elsevier, vol. 36(1), pages 290-302, January.
    23. Sok Heng Lay & Makoto Kakinaka & Koji Kotani, 2010. "Exchange Rate Movements in a Dollarized Economy: The Case of Cambodia," Working Papers EMS_2010_18, Research Institute, International University of Japan.
    24. Hagerman, Amy D. & Jin, Yanhong H., 2009. "The Buzz In The Pits: Livestock Futures' Response To A Rumor Of Foreign Animal Disease," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49493, Agricultural and Applied Economics Association.
    25. Yu, Tun-Hsiang & Bessler, David A. & Fuller, Stephen W., 2006. "The Influence of Transportation Rates on Grain Prices: A Dynamic Analysis," 47th Annual Transportation Research Forum, New York, New York, March 23-25, 2006 208036, Transportation Research Forum.
    26. Kosei Fukuda, 2011. "Cointegration rank switching model: an application to forecasting interest rates," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 30(5), pages 509-522, August.

  44. Aviral Chopra and David A. Bessler, 2005. "Price Discovery in the Black Pepper Market in Kerala, India," Indian Economic Review, Department of Economics, Delhi School of Economics, vol. 40(1), pages 1-21, January.

    Cited by:

    1. Shernaz Bodhanwala & Harsh Purohit & Nidhi Choudhary, 2020. "The Causal Dynamics in Indian Agriculture Commodity Prices and Macro-Economic Variables in the Presence of a Structural Break," Global Business Review, International Management Institute, vol. 21(1), pages 241-261, February.
    2. Xiaojie Xu & Yun Zhang, 2022. "Contemporaneous causality among one hundred Chinese cities," Empirical Economics, Springer, vol. 63(4), pages 2315-2329, October.

  45. Dharmasena, Senarath & Bessler, David, 2004. "Weak-Form Efficiency Vs Semi-Strong Form Efficiency in Price Discovery: an Application to International Black Tea Markets," Sri Lankan Journal of Agricultural Economics, Sri Lanka Agricultural Economics Association (SAEA), vol. 6, pages 1-25.

    Cited by:

    1. Dharmasena, Senarath & Ishdorj, Ariun & Capps, Oral, Jr. & Bessler, David A., 2014. "Dynamics of Macroeconomic Shocks on Food Assistance Programs in the United States," 2014 Annual Meeting, February 1-4, 2014, Dallas, Texas 162368, Southern Agricultural Economics Association.
    2. Holmes, Madilyn & Dharmasena, Senarath, 2016. "Dynamics Of Macroeconomic Shocks On Food Assistace Programs In The United States," 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas 229953, Southern Agricultural Economics Association.

  46. David A. Bessler & Ernest E. Davis, 2004. "Price discovery in the Texas cash cattle market," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 20(4), pages 355-378, October.

    Cited by:

    1. Unknown, 2009. "End Material," Journal of Food Distribution Research, Food Distribution Research Society, vol. 40(2), pages 1-1, July.

  47. Wang, Zijun & Bessler, David A., 2004. "Forecasting performance of multivariate time series models with full and reduced rank: an empirical examination," International Journal of Forecasting, Elsevier, vol. 20(4), pages 683-695.

    Cited by:

    1. Barakchian , Seyed Mahdi, 2012. "Implications of Cointegration for Forecasting: A Review and an Empirical Analysis," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 7(1), pages 87-118, October.
    2. Osmani Teixeira de Carvalho Guillén & João Victor Issler & George Athanasopoulos, 2005. "Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study," Monash Econometrics and Business Statistics Working Papers 15/05, Monash University, Department of Econometrics and Business Statistics.
    3. Xiaojie Xu, 2017. "Short-run price forecast performance of individual and composite models for 496 corn cash markets," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(14), pages 2593-2620, October.
    4. Xiaojie Xu & Yun Zhang, 2023. "Coking coal futures price index forecasting with the neural network," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 36(2), pages 349-359, June.
    5. Iqbal, Javed, 2011. "Forecasting Performance of Alternative Error Correction Models," MPRA Paper 29826, University Library of Munich, Germany, revised 19 Mar 2011.
    6. Xiaojie Xu, 2020. "Corn Cash Price Forecasting," American Journal of Agricultural Economics, John Wiley & Sons, vol. 102(4), pages 1297-1320, August.
    7. Tu, Yundong & Yi, Yanping, 2017. "Forecasting cointegrated nonstationary time series with time-varying variance," Journal of Econometrics, Elsevier, vol. 196(1), pages 83-98.
    8. Colino, Evelyn V. & Irwin, Scott H. & Garcia, Philip, 2008. "How Much Can Outlook Forecasts be Improved? An Application to the U.S. Hog Market," 2008 Conference, April 21-22, 2008, St. Louis, Missouri 37620, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    9. De Gooijer, Jan G. & Hyndman, Rob J., 2006. "25 years of time series forecasting," International Journal of Forecasting, Elsevier, vol. 22(3), pages 443-473.
    10. Hansen, Bjørn Gunnar & Li, Yushu, 2015. "Future world market prices of milk and feed looking into the crystal ball," Discussion Papers 2015/17, Norwegian School of Economics, Department of Business and Management Science.
    11. Jan G. De Gooijer & Rob J. Hyndman, 2005. "25 Years of IIF Time Series Forecasting: A Selective Review," Monash Econometrics and Business Statistics Working Papers 12/05, Monash University, Department of Econometrics and Business Statistics.
    12. Mu, Jianhong E. & McCarl, Bruce A. & Bessler, David A., 2013. "Impacts of BSE and Avian Influenza on U.S. Meat Demand," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150392, Agricultural and Applied Economics Association.

  48. David Bessler & Robert Ruffley, 2004. "Prequential analysis of stock market returns," Applied Economics, Taylor & Francis Journals, vol. 36(5), pages 399-412.

    Cited by:

    1. Yi-Mien Lin & Yun-Sheng Hsu & Shieh-Liang Chen, 2009. "Cash-flow news, market liquidity and liquidity risk," Applied Economics, Taylor & Francis Journals, vol. 41(9), pages 1137-1156.
    2. Kannika Duangnate & James W. Mjelde, 2020. "Prequential forecasting in the presence of structure breaks in natural gas spot markets," Empirical Economics, Springer, vol. 59(5), pages 2363-2384, November.
    3. Casillas-Olvera, Gabriel & Bessler, David A., 2006. "Probability forecasting and central bank accountability," Journal of Policy Modeling, Elsevier, vol. 28(2), pages 223-234, February.
    4. Dharmasena, Senarath & Bessler, David & Capps, Oral. Jr, 2016. "On the Evaluation of Probability Forecasts: An Application to Qualitative Choice Models," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235424, Agricultural and Applied Economics Association.
    5. Chen, Junyi & McCarl, Bruce A. & Price, Edwin & Wu, Ximing & Bessler, David A., 2016. "Climate as a Cause of Conflict: An Econometric Analysis," 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas 229783, Southern Agricultural Economics Association.
    6. Kyle E. Binder & Mohsen Pourahmadi & James W. Mjelde, 2020. "The role of temporal dependence in factor selection and forecasting oil prices," Empirical Economics, Springer, vol. 58(3), pages 1185-1223, March.
    7. Duangnate, Kannika & Mjelde, James W., 2017. "Comparison of data-rich and small-scale data time series models generating probabilistic forecasts: An application to U.S. natural gas gross withdrawals," Energy Economics, Elsevier, vol. 65(C), pages 411-423.
    8. Juan Yao & Graham Partington & Max Stevenson, 2005. "Run length and the predictability of stock price reversals," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 45(4), pages 653-671, December.
    9. Huong Dang, 2014. "A Competing Risks Dynamic Hazard Approach to Investigate the Insolvency Outcomes of Property-Casualty Insurers," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 39(1), pages 42-76, January.

  49. Babula, Ronald A. & Bessler, David A. & Reeder, John & Somwaru, Agapi, 2004. "Modeling U.S. Soy-Based Markets with Directed Acyclic Graphs and Bernanke Structural VAR Methods: The Impacts of High Soy Meal and Soybean Prices," Journal of Food Distribution Research, Food Distribution Research Society, vol. 35(3), pages 1-24, November.

    Cited by:

    1. Xiaojie Xu & Yun Zhang, 2023. "Coking coal futures price index forecasting with the neural network," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 36(2), pages 349-359, June.
    2. Michael Margolis, 2017. "Graphs as a Tool for the Close Reading of Econometrics (Settler Mortality is not a Valid Instrument for Institutions)," Economic Thought, World Economics Association, vol. 6(1), pages 56-82, March.
    3. Qiu, Cheng & Colson, Gregory & Escalante, Cesar & Wetzstein, Michael, 2012. "Considering macroeconomic indicators in the food before fuel nexus," Energy Economics, Elsevier, vol. 34(6), pages 2021-2028.

  50. Michael S. Haigh & Nikos K. Nomikos & David A. Bessler, 2004. "Integration and Causality in International Freight Markets: Modeling with Error Correction and Directed Acyclic Graphs," Southern Economic Journal, John Wiley & Sons, vol. 71(1), pages 145-162, July.
    See citations under working paper version above.
  51. Jian Yang & David Bessler & Hung-Gay Fung, 2004. "The informational role of open interest in futures markets," Applied Economics Letters, Taylor & Francis Journals, vol. 11(9), pages 569-573.

    Cited by:

    1. Martin T. Bohl & Martin Stefan, 2020. "Return dynamics during periods of high speculation in a thinly traded commodity market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(1), pages 145-159, January.
    2. Christos Floros, 2007. "Price and Open Interest in Greek Stock Index Futures Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 6(2), pages 191-202, May.
    3. Sanders, Dwight R. & Irwin, Scott H. & Merrin, Robert P., 2009. "Smart Money: The Forecasting Ability of CFTC Large Traders in Agricultural Futures Markets," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 34(2), pages 1-21, August.
    4. Bilgili, Faik, 2007. "The Permanent and Transitory Effects on Consumption and Income: Evidence from the Turkish Economy," MPRA Paper 24090, University Library of Munich, Germany, revised 20 Jul 2010.
    5. Souček, Michael, 2013. "Crude oil, equity and gold futures open interest co-movements," Energy Economics, Elsevier, vol. 40(C), pages 306-315.
    6. Zheng, Yao, 2015. "The linkage between aggregate investor sentiment and metal futures returns: A nonlinear approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 58(C), pages 128-142.

  52. Jian Yang & David A. Bessler, 2004. "The International Price Transmission in Stock Index Futures Markets," Economic Inquiry, Western Economic Association International, vol. 42(3), pages 370-386, July.

    Cited by:

    1. Selva Demiralp & Kevin D. Hoover & Stephen J. Perez, 2008. "A Bootstrap Method for Identifying and Evaluating a Structural Vector Autoregression," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(4), pages 509-533, August.
    2. Xiaojie Xu, 2019. "Contemporaneous Causal Orderings of CSI300 and Futures Prices through Directed Acyclic Graphs," Economics Bulletin, AccessEcon, vol. 39(3), pages 2052-2077.
    3. Crentsil Kofi Agyekum & Haifeng Huang & Jianshu Chen, 2017. "The impact of the Chinese cornstarch futures on spot market and corn futures market," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1405580-140, January.
    4. Narayanan Krishna Kumar, 2020. "Brent Prices and Its Impact on Financial Markets of BRIC Nations," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 19(1), pages 91-108, June.
    5. Wang, Zijun & Yang, Jian & Li, Qi, 2007. "Interest rate linkages in the Eurocurrency market: Contemporaneous and out-of-sample Granger causality tests," Journal of International Money and Finance, Elsevier, vol. 26(1), pages 86-103, February.
    6. Selva Demiralp & Kevin Hoover & Stephen Perez, 2014. "Still puzzling: evaluating the price puzzle in an empirically identified structural vector autoregression," Empirical Economics, Springer, vol. 46(2), pages 701-731, March.
    7. Angelos Kanas, 2008. "Modeling regime transition in stock index futures markets and forecasting implications," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(8), pages 649-669.
    8. Xiaojie Xu & Yun Zhang, 2022. "Contemporaneous causality among one hundred Chinese cities," Empirical Economics, Springer, vol. 63(4), pages 2315-2329, October.
    9. Yang, Jian & Bessler, David A., 2008. "Contagion around the October 1987 stock market crash," European Journal of Operational Research, Elsevier, vol. 184(1), pages 291-310, January.
    10. Ismail bin Ahmad & Fahmi bin Abdul Rahim, 2009. "International price relationship and volatility transmission between stock index and stock index futures," Economic Journal of Emerging Markets, Universitas Islam Indonesia, vol. 1(1), pages 61-75, April.
    11. Kung, Ling-Ming & Yu, Shang-Wu, 2008. "Prediction of index futures returns and the analysis of financial spillovers--A comparison between GARCH and the grey theorem," European Journal of Operational Research, Elsevier, vol. 186(3), pages 1184-1200, May.
    12. Chatterjee, Susmita & Bagchi, Bhaskar & Dandapat, Dhruba Ranjan, 2016. "Oil Price Shock and Effects on Stock Markets of Emerging Economies," MPRA Paper 75883, University Library of Munich, Germany.
    13. Dharmasena, Senarath & Fang, Lu & Bessler, David A. & Jing, Wang, 2014. "Price Discovery of World and China Vegetable Oil Markets and Causality with Non-Gaussian Innovations," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 169781, Agricultural and Applied Economics Association.
    14. Ercan Özen & Özdemir Letife & Simon Grima & Frank Bezzina, 2014. "Investigating Causality Effects in Return Volatility among Five Major Futures Markets in European Countries with a Mediterranean Connection," Journal of Financial Management, Markets and Institutions, Società editrice il Mulino, issue 2, pages 207-220, December.
    15. Chen, Jing & Han, Qian & Ryu, Doojin & Tang, Jing, 2022. "Does the world smile together? A network analysis of global index option implied volatilities," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 77(C).
    16. Angelos Kanas, 2009. "Regime switching in stock index and futures markets: a note on the NIKKEI evidence," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 14(4), pages 394-399.
    17. Hui Guo & Zijun Wang & Jian Yang, 2004. "International transmission of inflation among G-7 countries: a data-determined VAR analysis," Working Papers 2004-028, Federal Reserve Bank of St. Louis.
    18. Xu, Xiaojie, 2014. "Causality and Price Discovery in U.S. Corn Markets: An Application of Error Correction Modeling and Directed Acyclic Graphs," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 169806, Agricultural and Applied Economics Association.
    19. Chigbu Emmanuel Ezeji, 2014. "Impact of Long-Run Exchange Rate Volatility on Stock Market Performance in Nigeria," International Journal of Management Sciences, Research Academy of Social Sciences, vol. 2(2), pages 70-77.
    20. Xiaojie Xu, 2017. "Contemporaneous causal orderings of US corn cash prices through directed acyclic graphs," Empirical Economics, Springer, vol. 52(2), pages 731-758, March.
    21. Hasan F. Baklaci & Ömür Süer & Tezer Yelkenci̇, 2018. "Price Linkages Among Emerging Gold Futures Markets," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 63(05), pages 1345-1365, December.

  53. Babula, Ronald A. & Bessler, David A. & Payne, Warren S., 2004. "Dynamic Relationships Among U.S. Wheat-Related Markets: Applying Directed Acyclic Graphs to a Time Series Model," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 36(1), pages 1-22, April.

    Cited by:

    1. Shane, Mathew & Roe, Terry & Somwaru, Agapi, 2008. "Exchange Rates, Foreign Income, and U. S. Agricultural Exports," Agricultural and Resource Economics Review, Cambridge University Press, vol. 37(2), pages 160-175, October.
    2. Roe, Terry L. & Shane, Mathew & Somwaru, Agapi, 2006. "Exchange Rates, Foreign Income and U.S. Agriculture," Bulletins 12975, University of Minnesota, Economic Development Center.
    3. Unknown, 2006. "Journal of International Agricultural Trade and Development, Volume 2, Number 2, Fall 2006," Journal of International Agricultural Trade and Development, Journal of International Agricultural Trade and Development, vol. 2(2).
    4. Babula, Ronald A. & Bessler, David A. & Reeder, John & Somwaru, Agapi, 2004. "Modeling U.S. Soy-Based Markets with Directed Acyclic Graphs and Time Series Econometrics: Evaluating the U.S. Market Impacts of High Soy Meal Prices," Working Paper ID Series 15885, United States International Trade Commission, Office of Industries.
    5. Lemus, David Magaña & Bessler, David A., 2014. "Price Dynamics in Agricultural Markets: Relationships between the U.S. and Mexico," 88th Annual Conference, April 9-11, 2014, AgroParisTech, Paris, France 169736, Agricultural Economics Society.
    6. Adjemian, Michael K. & Janzen, Joseph & Carter, Colin A. & Smith, Aaron, 2014. "Deconstructing Wheat Price Spikes: A Model of Supply and Demand, Financial Speculation, and Commodity Price Comovement," Economic Research Report 167369, United States Department of Agriculture, Economic Research Service.
    7. Pozo, Veronica F. & Schroeder, Ted C., 2012. "Price and Volatility Spillover between Livestock and Related Commodity Markets," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124798, Agricultural and Applied Economics Association.
    8. Babula, Ronald A. & Bessler, David A. & Reeder, John & Somwaru, Agapi, 2004. "Modeling U.S. Soy-Based Markets with Directed Acyclic Graphs and Bernanke Structural VAR Methods: The Impacts of High Soy Meal and Soybean Prices," Journal of Food Distribution Research, Food Distribution Research Society, vol. 35(3), pages 1-24, November.
    9. Babula, Ronald A. & Newman, Douglas & Rogowsky, Robert A., 2006. "A Dynamic Model of U.S. Sugar-Related Markets: A Cointegrated Vector Autoregression Approach," Journal of Food Distribution Research, Food Distribution Research Society, vol. 37(2), pages 1-25, July.
    10. Power, Gabriel J. & Vedenov, Dmitry V., 2009. "The Price Shock Transmission during the 2007-2008 Commodity Bull Cycle: A Structural Vector Auto-Regression Approach to the "Chicken-or-Egg" Problem," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49538, Agricultural and Applied Economics Association.
    11. Sayed H. Saghaian, 2007. "Beef safety shocks and dynamics of vertical price adjustment: The case of BSE discovery in the U.S. beef sector," Agribusiness, John Wiley & Sons, Ltd., vol. 23(3), pages 333-348.
    12. Babula, Ronald A. & Bessler, David A. & Rogowsky, Robert A., 2005. "Dynamic Economic Relationships Among U.S. Soy Product Markets: Using a Cointegrated Vector Autoregression Approach with Directed Acyclic Graphs," Working Paper ID Series 15880, United States International Trade Commission, Office of Industries.
    13. Xu, Xiaojie, 2014. "Causality and Price Discovery in U.S. Corn Markets: An Application of Error Correction Modeling and Directed Acyclic Graphs," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 169806, Agricultural and Applied Economics Association.

  54. Michael S. Haigh & David A. Bessler, 2004. "Causality and Price Discovery: An Application of Directed Acyclic Graphs," The Journal of Business, University of Chicago Press, vol. 77(4), pages 1099-1121, October.
    See citations under working paper version above.
  55. David A Bessler & Jian Yang & Metha Wongcharupan, 2003. "Price Dynamics in the International Wheat Market: Modeling with Error Correction and Directed Acyclic Graphs," Journal of Regional Science, Wiley Blackwell, vol. 43(1), pages 1-33, February.

    Cited by:

    1. Peter G. Fennell & David J. P. O’Sullivan & Antoine Godin & Stephen Kinsella, 2016. "Is It Possible to Visualise Any Stock Flow Consistent Model as a Directed Acyclic Graph?," Computational Economics, Springer;Society for Computational Economics, vol. 48(2), pages 307-316, August.
    2. Xu, Xiaojie, 2014. "Price Discovery in U.S. Corn Cash and Futures Markets: The Role of Cash Market Selection," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 169809, Agricultural and Applied Economics Association.
    3. Lee, Andrew C. & Kim, Man-Keun, 2004. "Causality Among Fed Cattle Market Variables: Directed Acyclic Graphs Analysis Of Captive Supply," 2004 Annual meeting, August 1-4, Denver, CO 20124, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    4. Xiaojie Xu, 2019. "Contemporaneous Causal Orderings of CSI300 and Futures Prices through Directed Acyclic Graphs," Economics Bulletin, AccessEcon, vol. 39(3), pages 2052-2077.
    5. Ghoshray, Atanu, 2006. "Market Delineation and Price Leadership in the World Wheat Market: A Cointegration Analysis," Agricultural and Resource Economics Review, Cambridge University Press, vol. 35(2), pages 311-326, October.
    6. Ubilava, David, 2017. "The ENSO Effect and Asymmetries in Wheat Price Dynamics," World Development, Elsevier, vol. 96(C), pages 490-502.
    7. Nigatu, Getachew & Adjemian, Michael K., 2016. "The U.S. Role in the Price Determination of Major Agricultural Commodities," 2017 Allied Social Sciences Association (ASSA) Annual Meeting, January 6-8, 2017, Chicago, Illinois 250119, Agricultural and Applied Economics Association.
    8. Peter G. Fennell & David O'Sullivan & Antoine Godin & Stephen Kinsella, 2014. "Visualising stock flow consistent models as directed acyclic graphs," Papers 1409.4541, arXiv.org.
    9. Li, Yarui & Woodard, Joshua D. & Leatham, David J., 2013. "Causality among Foreign Direct Investment and Economic Growth: A Directed Acyclic Graph Approach," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 45(4), pages 1-20, November.
    10. Ruth Eegunjobi & Nicholas Ngepah, 2022. "Dynamic Relationships between Seafood Exports, Exchange Rate and Industrial Upgrading," Sustainability, MDPI, vol. 14(13), pages 1-16, June.
    11. Olagunju, Kehinde Oluseyi & Feng, Siyi & Patton, Myles, 2021. "Dynamic relationships among phosphate rock, fertilisers and agricultural commodity markets: Evidence from a vector error correction model and Directed Acyclic Graphs," Resources Policy, Elsevier, vol. 74(C).
    12. Babula, Ronald A. & Bessler, David A. & Payne, Warren S., 2004. "Dynamic Relationships Among U.S. Wheat-Related Markets: Applying Directed Acyclic Graphs to a Time Series Model," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 36(1), pages 1-22, April.
    13. Xiaojie Xu, 2017. "Short-run price forecast performance of individual and composite models for 496 corn cash markets," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(14), pages 2593-2620, October.
    14. Xiaojie Xu, 2019. "Price dynamics in corn cash and futures markets: cointegration, causality, and forecasting through a rolling window approach," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 33(2), pages 155-181, June.
    15. Ubilava, David, 2014. "The ENSO Effect on World Wheat Market Dynamics: Smooth Transitions in Asymmetric Price Transmission," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 170223, Agricultural and Applied Economics Association.
    16. Babula, Ronald A. & Bessler, David A. & Reeder, John & Somwaru, Agapi, 2004. "Modeling U.S. Soy-Based Markets with Directed Acyclic Graphs and Time Series Econometrics: Evaluating the U.S. Market Impacts of High Soy Meal Prices," Working Paper ID Series 15885, United States International Trade Commission, Office of Industries.
    17. Lajos Zoltán Bakucs & Bernhard Brümmer & Stephan von Cramon-Taubadel & Imre Fertő, 2012. "Wheat market integration between Hungary and Germany," Applied Economics Letters, Taylor & Francis Journals, vol. 19(8), pages 785-788, May.
    18. Xiaojie Xu & Yun Zhang, 2022. "Contemporaneous causality among one hundred Chinese cities," Empirical Economics, Springer, vol. 63(4), pages 2315-2329, October.
    19. Xiaojie Xu & Yun Zhang, 2023. "Coking coal futures price index forecasting with the neural network," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 36(2), pages 349-359, June.
    20. Xiaojie Xu, 2020. "Corn Cash Price Forecasting," American Journal of Agricultural Economics, John Wiley & Sons, vol. 102(4), pages 1297-1320, August.
    21. Philipp Adämmer & Martin T. Bohl & Ernst-Oliver Ledebur, 2017. "Dynamics Between North American And European Agricultural Futures Prices During Turmoil And Financialization," Bulletin of Economic Research, Wiley Blackwell, vol. 69(1), pages 57-76, January.
    22. 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).
    23. Babula, Ronald A. & Bessler, David A. & Reeder, John & Somwaru, Agapi, 2004. "Modeling U.S. Soy-Based Markets with Directed Acyclic Graphs and Bernanke Structural VAR Methods: The Impacts of High Soy Meal and Soybean Prices," Journal of Food Distribution Research, Food Distribution Research Society, vol. 35(3), pages 1-24, November.
    24. Zohrabyan, Tatevik & Bessler, David A., 2006. "On Price Dynamics in International Wheat Markets," 2006 Conference (50th), February 8-10, 2006, Sydney, Australia 137782, Australian Agricultural and Resource Economics Society.
    25. Chris Motengwe & Angel Pardo, 2016. "Major International Information Flows Across the Safex Wheat Market," South African Journal of Economics, Economic Society of South Africa, vol. 84(4), pages 636-653, December.
    26. Babula, Ronald A. & Newman, Douglas & Rogowsky, Robert A., 2006. "A Dynamic Model of U.S. Sugar-Related Markets: A Cointegrated Vector Autoregression Approach," Journal of Food Distribution Research, Food Distribution Research Society, vol. 37(2), pages 1-25, July.
    27. Mittal, S & Hariharan, VK & Subash, SP, 2018. "Price volatility trends and price transmission for major staples in India," Agricultural Economics Research Review, Agricultural Economics Research Association (India), vol. 31(1).
    28. Carvalho, Glauco Rodrigues & Bessler, David & Hemme, Torsten & Schröer-Merker, Eva, 2015. "Understanding International Milk Price Relationships," 2015 Annual Meeting, January 31-February 3, 2015, Atlanta, Georgia 196692, Southern Agricultural Economics Association.
    29. Philipp Adämmer & Martin T. Bohl & Ernst-Oliver Ledebur, 2015. "Price Transmissions During Financialization and Turmoil: New Evidence from North American and European Agricultural Futures," CQE Working Papers 3815, Center for Quantitative Economics (CQE), University of Muenster.
    30. Xiaojie Xu, 2018. "Cointegration and price discovery in US corn cash and futures markets," Empirical Economics, Springer, vol. 55(4), pages 1889-1923, December.
    31. Zoltán Bakucs & Štefan Bojnec & Imre Fertő, 2015. "Spatial Product Market Integration between Two Small, Open Neighbouring Economies," Agribusiness, John Wiley & Sons, Ltd., vol. 31(2), pages 171-187, April.
    32. Kim, GwanSeon & Choi, Sun-Ki & Seok, Jun Ho, 2020. "Does biomass energy consumption reduce total energy CO2 emissions in the US?," Journal of Policy Modeling, Elsevier, vol. 42(5), pages 953-967.
    33. Atanu Ghoshray, 2009. "On Price Dynamics for Different Qualities of Coffee," Review of Market Integration, India Development Foundation, vol. 1(1), pages 103-118, April.
    34. Babula, Ronald A. & Bessler, David A. & Rogowsky, Robert A., 2005. "Dynamic Economic Relationships Among U.S. Soy Product Markets: Using a Cointegrated Vector Autoregression Approach with Directed Acyclic Graphs," Working Paper ID Series 15880, United States International Trade Commission, Office of Industries.
    35. Xu Xiaojie, 2018. "Linear and Nonlinear Causality between Corn Cash and Futures Prices," Journal of Agricultural & Food Industrial Organization, De Gruyter, vol. 16(2), pages 1-16, November.
    36. Arnade, Carlos Anthony, 2006. "Shock Absorbing Prices, a Look at Cattle and Feed," 2006 Annual meeting, July 23-26, Long Beach, CA 21408, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    37. Xiaojie Xu, 2018. "Causal structure among US corn futures and regional cash prices in the time and frequency domain," Journal of Applied Statistics, Taylor & Francis Journals, vol. 45(13), pages 2455-2480, October.
    38. Xu, Xiaojie, 2014. "Causality and Price Discovery in U.S. Corn Markets: An Application of Error Correction Modeling and Directed Acyclic Graphs," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 169806, Agricultural and Applied Economics Association.
    39. Xiaojie Xu, 2017. "Contemporaneous causal orderings of US corn cash prices through directed acyclic graphs," Empirical Economics, Springer, vol. 52(2), pages 731-758, March.
    40. Xiaojie Xu, 2015. "Cointegration among regional corn cash prices," Economics Bulletin, AccessEcon, vol. 35(4), pages 2581-2594.
    41. Xiaojie Xu & Yun Zhang, 2022. "Commodity price forecasting via neural networks for coffee, corn, cotton, oats, soybeans, soybean oil, sugar, and wheat," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 29(3), pages 169-181, July.
    42. Dragan Miljkovic & Cole Goetz, 2023. "Futures markets and price stabilisation: An analysis of soybeans markets in North America," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 67(1), pages 104-117, January.
    43. Jian Yang & Jin Zhang & David J. Leatham, 2003. "Price and Volatility Transmission in International Wheat Futures," Annals of Economics and Finance, Society for AEF, vol. 4(1), pages 37-50, May.

  56. Z. Wang & J. Yang & D. A. Bessler, 2003. "Financial crisis and African stock market integration," Applied Economics Letters, Taylor & Francis Journals, vol. 10(9), pages 527-533.

    Cited by:

    1. Xu, Haifeng & Hamori, Shigeyuki, 2012. "Dynamic linkages of stock prices between the BRICs and the United States: Effects of the 2008–09 financial crisis," Journal of Asian Economics, Elsevier, vol. 23(4), pages 344-352.
    2. Lee, Chingnun & Shie, Fu Shuen & Chang, Chiao Yi, 2012. "How close a relationship does a capital market have with other such markets? The case of Taiwan from the Asian financial crisis," Pacific-Basin Finance Journal, Elsevier, vol. 20(3), pages 349-362.
    3. Bello, Jaliyyah & Guo, Jiaqi & Newaz, Mohammad Khaleq, 2022. "Financial contagion effects of major crises in African stock markets," International Review of Financial Analysis, Elsevier, vol. 82(C).
    4. Yuan, Xianghui & Jin, Liwei & Lian, Feng, 2021. "The lead–lag relationship between Chinese mainland and Hong Kong stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 574(C).
    5. Kuttu, Saint, 2014. "Return and volatility dynamics among four African equity markets: A multivariate VAR-EGARCH analysis," Global Finance Journal, Elsevier, vol. 25(1), pages 56-69.
    6. Eduardo Roca & Gurudeo Anand Tularam, 2012. "Which way does water flow? An econometric analysis of the global price integration of water stocks," Applied Economics, Taylor & Francis Journals, vol. 44(23), pages 2935-2944, August.
    7. Boamah, Nicholas Addai, 2022. "Segmentation, business environment and global informational efficiency of emerging financial markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 84(C), pages 52-60.
    8. Moinak Maiti & Darko Vukovic & Yaroslav Vyklyuk & Zoran Grubisic, 2022. "BRICS Capital Markets Co-Movement Analysis and Forecasting," Risks, MDPI, vol. 10(5), pages 1-13, April.
    9. Boamah, Nicholas Addai, 2017. "The dynamics of the relative global sector effects and contagion in emerging markets equity returns," Research in International Business and Finance, Elsevier, vol. 39(PA), pages 433-453.
    10. Boako, Gideon & Alagidede, Paul, 2018. "African stock markets in the midst of the global financial crisis: Recoupling or decoupling?," Research in International Business and Finance, Elsevier, vol. 46(C), pages 166-180.
    11. Rajan Sruthi & Santhakumar Shijin, 2020. "Investigating liquidity constraints as a channel of contagion: a regime switching approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 6(1), pages 1-21, December.
    12. Jorge Andrés Muñoz Mendoza & Carmen Lissette Veloso Ramos & Sandra María Sepúlveda Yelpo & Carlos Leandro Delgado Fuentealba & Edinson Edgardo Cornejo Saavedra, 2022. "Exchange Markets and Stock Markets Integration in Latin-America," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 17(3), pages 1-24, Julio - S.
    13. Ulf Nielsson, 2007. "Interdependence of Nordic and Baltic Stock Markets," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 6(2), pages 9-28, January.
    14. Hammoudeh, Shawkat & Kang, Sang Hoon & Mensi, Walid & Nguyen, Duc Khuong, 2014. "Dynamic global linkages of the BRICS stock markets with the U.S. and Europe under external crisis shocks: Implications for portfolio risk forecasting," MPRA Paper 73400, University Library of Munich, Germany, revised Mar 2016.
    15. Ferreira, Paulo & Dionísio, Andreia & Correia, José, 2018. "Non-linear dependencies in African stock markets: Was subprime crisis an important factor?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 505(C), pages 680-687.
    16. Rahman, Molla Ramizur & Misra, Arun Kumar & Lucey, Brian M. & Mohapatra, Sabyasachi & Kumar, Satish, 2023. "Network structure and risk-adjusted return approach to stock indices integration: A study on Asia-Pacific countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 87(C).
    17. Carlos David Cardona-Arenas & Rafael Gómez-Gómez & Eliana Morales-Zuluaga, 2023. "COVID-19 and its short-term informational impact on the stock markets of the Pacific Alliance countries," SN Business & Economics, Springer, vol. 3(5), pages 1-23, May.
    18. Donou-Adonsou, Ficawoyi, 2019. "Colonialism ties and stock markets: Evidence from Sub-Saharan Africa," Research in International Business and Finance, Elsevier, vol. 47(C), pages 327-343.
    19. Lumengo Bonga-Bonga, 2017. "How financially integrated are trading blocs in Africa?," EcoMod2017 10580, EcoMod.
    20. Adeabah, David & Abakah, Emmanuel Joel Aikins & Tiwari, Aviral Kumar & Hammoudeh, Shawkat, 2023. "How far have we come and where should we go after 30+ years of research on Africa's emerging financial markets? A systematic review and a bibliometric network analysis," Emerging Markets Review, Elsevier, vol. 55(C).
    21. Rakesh Kumar, 2016. "Integration of Stock Returns and Volatility of Emerging Equity Markets," Review of Market Integration, India Development Foundation, vol. 8(1-2), pages 79-102, April.
    22. Yan Zhang, 2018. "China, Japan and the US Stock Markets and the Global Financial Crisis," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 25(1), pages 23-45, March.
    23. Urom, Christian & Ndubuisi, Gideon & Del Lo, Gaye & Yuni, Denis, 2023. "Global commodity and equity markets spillovers to Africa during the COVID-19 pandemic," Emerging Markets Review, Elsevier, vol. 55(C).
    24. Jian Yang & Insik Min & Qi Li, 2003. "European Stock Market Integration: Does EMU Matter?," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 30(9‐10), pages 1253-1276, December.
    25. Gourène, Grakolet Arnold Zamereith & Mendy, Pierre & Ake N'gbo, Gilbert Marie, 2017. "Multiple time-xcales analysis of global stock markets spillovers effects in African stock markets," MPRA Paper 77632, University Library of Munich, Germany.
    26. Babecký, Jan & Komárek, Lubos & Komárková, Zlatuse, 2012. "Integration of Chinese and Russian stock markets with world markets: National and sectoral Perspectives," BOFIT Discussion Papers 4/2012, Bank of Finland Institute for Emerging Economies (BOFIT).
    27. Ijaz Younis & Cheng Longsheng & Muhammad Farhan Basheer & Ahmed Shafique Joyo, 2020. "Stock market comovements among Asian emerging economies: A wavelet-based approach," PLOS ONE, Public Library of Science, vol. 15(10), pages 1-23, October.
    28. Gourène, Grakolet Arnold Zamereith & Mendy, Pierre, 2014. "Beginning an African Stock Markets Integration? A Wavelet Analysis," MPRA Paper 76048, University Library of Munich, Germany.
    29. Michael Graham & Jussi Nikkinen & Jarkko Peltomäki, 2020. "Web-Based Investor Fear Gauge and Stock Market Volatility: An Emerging Market Perspective," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 19(2), pages 127-153, August.
    30. Ahmed, Abdullahi D. & Huo, Rui, 2018. "China–Africa financial markets linkages: Volatility and interdependence," Journal of Policy Modeling, Elsevier, vol. 40(6), pages 1140-1164.
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    32. Mark Humphery‐Jenner, 2013. "Strong Financial Laws Without Strong Enforcement: Is Good Law Always Better than No Law?," Journal of Empirical Legal Studies, John Wiley & Sons, vol. 10(2), pages 288-324, June.
    33. Boamah, Nicholas Addai & Watts, Edward J. & Loudon, Geoffrey, 2016. "Investigating temporal variation in the global and regional integration of African stock markets," Journal of Multinational Financial Management, Elsevier, vol. 36(C), pages 103-118.
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    39. Muhammad Niaz Khan & Suzanne G. M. Fifield & Nongnuch Tantisantiwong & David M. Power, 2022. "Changes in co-movement and risk transmission between South Asian stock markets amidst the development of regional co-operation," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 36(1), pages 87-117, March.
    40. Kazi Sohag & Anna Gainetdinova & Shawkat Hammoudeh & Riad Shams, 2022. "Dynamic Connectedness among Vaccine Companies’ Stock Prices: Before and after Vaccines Released," Mathematics, MDPI, vol. 10(15), pages 1-26, August.

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    Cited by:

    1. Guy Chapda Nana & Bruno Larue, 2012. "Imposing Curvature Conditions on Flexible Functional Forms for GNP Functions," Cahiers de recherche CREATE 2012-5, CREATE.
    2. Chapda Nana, Guy & Larue, Bruno, 2012. "Imposing Curvature Conditions on Flexible Functional Forms to GNP Functions," Working Papers 123308, University of Laval, Center for Research on the Economics of the Environment, Agri-food, Transports and Energy (CREATE).
    3. Mu, Jianhong E. & McCarl, Bruce A. & Bessler, David A., 2013. "Impacts of BSE and Avian Influenza on U.S. Meat Demand," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150392, Agricultural and Applied Economics Association.
    4. Tullaya Boonsaeng & Michael K. Wohlgenant, 2009. "A Dynamic Approach to Estimating and Testing Separability in U.S. Demand for Imported and Domestic Meats," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 57(1), pages 139-157, March.
    5. Boonsaeng, Tullaya & Wohlgenant, Michael K., 2006. "Testing Separability between Import and Domestic Commodities: Application to U.S. Meat Demand in a Dynamic Model," 2006 Annual Meeting, February 5-8, 2006, Orlando, Florida 35267, Southern Agricultural Economics Association.

  58. Bessler, David A. & Yang, Jian, 2003. "The structure of interdependence in international stock markets," Journal of International Money and Finance, Elsevier, vol. 22(2), pages 261-287, April.

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    1. Shane, Mathew & Roe, Terry & Somwaru, Agapi, 2008. "Exchange Rates, Foreign Income, and U. S. Agricultural Exports," Agricultural and Resource Economics Review, Cambridge University Press, vol. 37(2), pages 160-175, October.
    2. Asongu Simplice, 2012. "Are Proposed African Monetary Unions Optimal Currency Areas? Real, Monetary and Fiscal Policy Convergence Analysis," Working Papers of the African Governance and Development Institute. 12/006, African Governance and Development Institute..
    3. Titus O. Awokuse, 2003. "Is the export‐led growth hypothesis valid for Canada?," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 36(1), pages 126-136, March.
    4. Selva Demiralp & Kevin D. Hoover & Stephen J. Perez, 2008. "A Bootstrap Method for Identifying and Evaluating a Structural Vector Autoregression," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(4), pages 509-533, August.
    5. Ayyagari, Meghana & Demirguc-Kunt, Asli & Maksimovic, Vojislav, 2006. "How important are financing constraints ? The role of finance in the business environment," Policy Research Working Paper Series 3820, The World Bank.
    6. Jayech, Selma, 2016. "The contagion channels of July–August-2011 stock market crash: A DAG-copula based approach," European Journal of Operational Research, Elsevier, vol. 249(2), pages 631-646.
    7. Chen, Jian & Jiang, Fuwei & Liu, Yangshu & Tu, Jun, 2017. "International volatility risk and Chinese stock return predictability," Journal of International Money and Finance, Elsevier, vol. 70(C), pages 183-203.
    8. Jin Zhang & David Bessler & David Leatham, 2006. "Does consumer debt cause economic recession? Evidence using directed acyclic graphs," Applied Economics Letters, Taylor & Francis Journals, vol. 13(7), pages 401-407.
    9. Iglesias, Emma M., 2015. "Value at Risk of the main stock market indexes in the European Union (2000–2012)," Journal of Policy Modeling, Elsevier, vol. 37(1), pages 1-13.
    10. Mohamed, Hazik & Masih, Mansur, 2017. "Stock market comovement among the ASEAN-5 : a causality analysis," MPRA Paper 98781, University Library of Munich, Germany.
    11. Lee, Andrew C. & Kim, Man-Keun, 2004. "Causality Among Fed Cattle Market Variables: Directed Acyclic Graphs Analysis Of Captive Supply," 2004 Annual meeting, August 1-4, Denver, CO 20124, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    12. Yang, Jian & Yu, Ziliang & Ma, Jun, 2019. "China's financial network with international spillovers: A first look," Pacific-Basin Finance Journal, Elsevier, vol. 58(C).
    13. Jian Yang & Cheng Hsiao & Qi Li & Zijun Wang, 2005. "The Emerging Market Crisis and Stock Market Linkages: Further Evidence," IEPR Working Papers 05.27, Institute of Economic Policy Research (IEPR).
    14. Dimpfl, Thomas & Peter, Franziska J., 2014. "The impact of the financial crisis on transatlantic information flows: An intraday analysis," University of Tübingen Working Papers in Business and Economics 70, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics.
    15. Ariel M. Viale & David A. Bessler & James W. Kolari, 2014. "On the structure of financial contagion: Econometric tests and Mercosur evidence," Journal of Applied Economics, Universidad del CEMA, vol. 17, pages 373-400, November.
    16. Asma Sarfraz & Sumbal Shehzadi & Haroon Hussain & Mohsin Altaf, 2012. "Co-integration of Karachi Stock Exchange (KSE) With Major Asian Markets," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 5(5), pages 118-129, October.
    17. Abu Bakar, Norhidayah & Masih, Abul Mansur M., 2014. "The Dynamic Linkages between Islamic Index and the Major Stock Markets: New Evidence from Wavelet time-scale decomposition Analysis," MPRA Paper 56977, University Library of Munich, Germany.
    18. Bekiros, Stelios D. & Diks, Cees G.H., 2008. "The nonlinear dynamic relationship of exchange rates: Parametric and nonparametric causality testing," Journal of Macroeconomics, Elsevier, vol. 30(4), pages 1641-1650, December.
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    20. Abad, Pilar & Chuliá, Helena & Gómez-Puig, Marta, 2009. "EMU and European government bond market integration," Working Paper Series 1079, European Central Bank.
    21. Berument Hakan & Akdi Yilmaz & Atakan Cemal, 2005. "An Empirical Analysis of Istanbul Stock Exchange Sub-Indexes," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 9(3), pages 1-14, September.
    22. Henryk Gurgul & Robert Syrek, 2010. "Polish stock market and some foreign markets - dependence analysis by regime-switching copulas," Managerial Economics, AGH University of Science and Technology, Faculty of Management, vol. 8, pages 21-39.
    23. Duke, Joshua M. & Awokuse, Titus O., 2004. "The Causal Structure Of Land Price Determinants," 2004 Annual meeting, August 1-4, Denver, CO 20324, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    24. Wang, Xunxiao & Wu, Chongfeng, 2018. "Asymmetric volatility spillovers between crude oil and international financial markets," Energy Economics, Elsevier, vol. 74(C), pages 592-604.
    25. Joanna Bruzda, 2010. "European Equity Market Integration and Optimal Investment Horizons – Evidence from Wavelet Analysis," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 10, pages 15-30.
    26. Abdelwahab Allali & Amor Oueslati & Abdelwahed Trabelsi, 2011. "Detection of Information Flow in Major International Financial Markets by Interactivity Network Analysis," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 18(3), pages 319-344, September.
    27. Aristeidis G. Samitas & Dimitris F. Kenourgios, 2007. "Macroeconomic factors' influence on 'new' European countries' stock returns: the case of four transition economies," International Journal of Financial Services Management, Inderscience Enterprises Ltd, vol. 2(1/2), pages 34-49.
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    31. Bruno Breyer Caldas & João Frois Caldeira & Guilherme Vale Moura, 2016. "Is Pairs Trading Performance Sensitive To The Methodologies?: A Comparison," Anais do XLII Encontro Nacional de Economia [Proceedings of the 42nd Brazilian Economics Meeting] 130, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    32. Simplice A, Asongu, 2012. "Real and Monetary Policy Convergence: EMU Crisis to the CFA Zone," MPRA Paper 36051, University Library of Munich, Germany.
    33. Dajcman, Silvio & Festic, Mejra, 2012. "The Interdependence of the Stock Markets of Slovenia, The Czech Republic and Hungary with Some Developed European Stock Markets – The Effects of Joining the European Union and the Global Financial Cri," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 163-180, December.
    34. Sandoval, Leonidas, 2012. "Pruning a minimum spanning tree," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(8), pages 2678-2711.
    35. Alessio Moneta, 2003. "Graphical Models for Structural Vector Autoregressions," LEM Papers Series 2003/07, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    36. Marta Gómez-Puig, 2007. "EU-15 sovereign governments' cost of borrowing after seven years of Monetary Union," Working Papers 07-03, Asociación Española de Economía y Finanzas Internacionales.
    37. Peter G. Fennell & David O'Sullivan & Antoine Godin & Stephen Kinsella, 2014. "Visualising stock flow consistent models as directed acyclic graphs," Papers 1409.4541, arXiv.org.
    38. Yanhua Chen & Rosario N Mantegna & Athanasios A Pantelous & Konstantin M Zuev, 2018. "A dynamic analysis of S&P 500, FTSE 100 and EURO STOXX 50 indices under different exchange rates," PLOS ONE, Public Library of Science, vol. 13(3), pages 1-40, March.
    39. Suk-Joong Kim & Fari Moshirian & Eliza Wu, 2018. "Dynamic Stock Market Integration Driven by the European Monetary Union: An Empirical Analysis," World Scientific Book Chapters, in: Information Spillovers and Market Integration in International Finance Empirical Analyses, chapter 10, pages 305-368, World Scientific Publishing Co. Pte. Ltd..
    40. Alessio Moneta & Doris Entner & Patrik O. Hoyer & Alex Coad, 2013. "Causal Inference by Independent Component Analysis: Theory and Applications," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(5), pages 705-730, October.
    41. Yu, Jung-Suk & Hassan, M. Kabir, 2008. "Global and regional integration of the Middle East and North African (MENA) stock markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 48(3), pages 482-504, August.
    42. Zihui Yang & Yinggang Zhou & Xin Cheng, 2020. "Systemic risk in global volatility spillover networks: Evidence from option‐implied volatility indices," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(3), pages 392-409, March.
    43. Ligia Alba Melo B. & Jorge Ramos F. & Hector Zarate S., 2013. "Mercado de bonos soberanos y estabilidad financiera: Una aplicación de Gráficos Acíclicos Direccionados (GAD) y modelos SVAR," Borradores de Economia 795, Banco de la Republica de Colombia.
    44. Simón Sosvilla-Rivero & Amalia Morales-Zumaquero, 2011. "Volatility in EMU sovereign bond yields: Permanent and transitory components," Working Papers del Instituto Complutense de Estudios Internacionales 1106, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales.
    45. Leonidas Sandoval Junior, 2011. "Pruning a Minimum Spanning Tree," Papers 1109.0642, arXiv.org.
    46. Yang, Jian, 2005. "International bond market linkages: a structural VAR analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 15(1), pages 39-54, January.
    47. Yang, Lixiong & Lee, Chingnun & Shie, Fu Shuen, 2014. "How close a relationship does a capital market have with other markets? A reexamination based on the equal variance test," Pacific-Basin Finance Journal, Elsevier, vol. 26(C), pages 198-226.
    48. Matei, Florin, 2014. "An empirical examination of stock market integration in EMU," MPRA Paper 60717, University Library of Munich, Germany.
    49. Silvo Dajcman, 2012. "The Dynamics of Return Comovement and Spillovers Between the Czech and European Stock Markets in the Period 1997–2010," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 62(4), pages 368-390, August.
    50. Abakah, Emmanuel Joel Aikins & Addo, Emmanuel & Gil-Alana, Luis A. & Tiwari, Aviral Kumar, 2021. "Re-examination of international bond market dependence: Evidence from a pair copula approach," International Review of Financial Analysis, Elsevier, vol. 74(C).
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    52. Hossein Niavand, & Farzaneh Haghighat Nia, 2017. "Globalization: The Relationship between Iran and India stock market," EcoForum, "Stefan cel Mare" University of Suceava, Romania, Faculty of Economics and Public Administration - Economy, Business Administration and Tourism Department., vol. 6(3), pages 1-31, august.
    53. Hogun Chong & Mary Zey & David A. Bessler, 2010. "On corporate structure, strategy, and performance: a study with directed acyclic graphs and PC algorithm," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 31(1), pages 47-62.
    54. Aditya Keshari & Amit Gautam, 2022. "Empirical Testing of Co-integration of International Financial Markets with Reference to India, the USA, Japan, and Hong Kong," Jindal Journal of Business Research, , vol. 11(1), pages 34-43, June.
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    27. Ji, Qiang & Fan, Ying, 2016. "How do China's oil markets affect other commodity markets both domestically and internationally?," Finance Research Letters, Elsevier, vol. 19(C), pages 247-254.
    28. Kolo, Horst & Tzanova, Polia, 2017. "Forecasting the German forest products trade: A vector error correction model," Journal of Forest Economics, Elsevier, vol. 26(C), pages 30-45.
    29. Xu, Xiaojie, 2014. "Causality and Price Discovery in U.S. Corn Markets: An Application of Error Correction Modeling and Directed Acyclic Graphs," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 169806, Agricultural and Applied Economics Association.
    30. Yaxue Yan & Weijuan Liang & Banban Wang & Xiaoling Zhang, 2023. "Spillover effect among independent carbon markets: evidence from China’s carbon markets," Economic Change and Restructuring, Springer, vol. 56(5), pages 3065-3093, October.
    31. Alessio Moneta, 2008. "Graphical causal models and VARs: an empirical assessment of the real business cycles hypothesis," Empirical Economics, Springer, vol. 35(2), pages 275-300, September.
    32. Goetz, Cole & Miljkovic, Dragan & Barabanov, Nikita, 2021. "New empirical evidence in support of the theory of price volatility of storable commodities under rational expectations in spot and futures markets," Energy Economics, Elsevier, vol. 100(C).
    33. Xiaojie Xu, 2017. "Contemporaneous causal orderings of US corn cash prices through directed acyclic graphs," Empirical Economics, Springer, vol. 52(2), pages 731-758, March.
    34. Su, Zhi & Liu, Peng & Fang, Tong, 2022. "Uncertainty matters in US financial information spillovers: Evidence from a directed acyclic graph approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 84(C), pages 229-242.

  60. Wang, Zijun & Bessler, David A, 2002. "The Homogeneity Restriction and Forecasting Performance of VAR-Type Demand Systems: An Empirical Examination of US Meat Consumption," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 21(3), pages 193-206, April.

    Cited by:

    1. Mario Mazzocchi & Davide Delle Monache & Alexandra Lobb, 2006. "A structural time series approach to modelling multiple and resurgent meat scares in Italy," Applied Economics, Taylor & Francis Journals, vol. 38(14), pages 1677-1688.
    2. Wang, Zijun & Bessler, David A., 2004. "Forecasting performance of multivariate time series models with full and reduced rank: an empirical examination," International Journal of Forecasting, Elsevier, vol. 20(4), pages 683-695.

  61. Mjelde, James W. & Bessler, David A. & Jerko, Christine A., 2002. "Understanding Cointegration: An Application to the Western United States Electricity Market," The Electricity Journal, Elsevier, vol. 15(9), pages 81-90, November.

    Cited by:

    1. Han, Xue & Philip, Garcia, 2016. "GMO Contamination Price Effects in the U.S. Corn Market: StarLink and MIR162," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 236004, Agricultural and Applied Economics Association.

  62. David A. Bessler & Alpha Kergna, 2002. "Price Discovery: The Case of Millet in Bamako, Mali," Journal of African Economies, Centre for the Study of African Economies (CSAE), vol. 11(4), pages 472-502, December.

    Cited by:

    1. Kergna, Alpha & Smale, Melinda & Assima, Amidou & Diallo, Abdoulaye & Weltzien, Eva & Rattunde, Fred, 2016. "The Potential Economic Impact Of Guinea-Race Sorghum Hybrids In Mali: A Comparison Of Research And Development Paradigms," Feed the Future Innovation Lab for Food Security Policy Research Papers 259073, Michigan State University, Department of Agricultural, Food, and Resource Economics, Feed the Future Innovation Lab for Food Security (FSP).
    2. Unknown, 2009. "End Material," Journal of Food Distribution Research, Food Distribution Research Society, vol. 40(2), pages 1-1, July.
    3. Bizimana, Jean-Claude & Bessler, David A. & Angerer, Jay P., 2013. "Impact of Market Information System (E-Soko) on Beans Markets Integration: Case of Rwanda," 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida 142734, Southern Agricultural Economics Association.
    4. Zohrabyan, Tatevik & Leatham, David J. & Bessler, David A., 2008. "Cointegration Analysis of Regional House Prices in U.S," 2007 Agricultural and Rural Finance Markets in Transition, October 4-5, 2007, St. Louis, Missouri 48138, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition.
    5. Stockton, Matthew C. & Feuz, Dillon M., 2009. "The Mad Cow Disease Trade Ban and Changes in the U.S. and Canadian Cull Cow Markets: A DAG Analysis," Journal of Food Distribution Research, Food Distribution Research Society, vol. 40(2), pages 1-14, July.
    6. Kelly, Valerie A. & Murekezi, Abdoul Karim & Me-Nsope, Nathalie Mongue & Perakis, Sonja Melissa & Mather, David, 2013. "Cereal Market Dynamics: The Malian Experience from the 1990s to Present," Food Security International Development Working Papers 146935, Michigan State University, Department of Agricultural, Food, and Resource Economics.
    7. Vitale, Jeffrey D. & Bessler, David A., 2006. "The 2004 Niger Food Crisis: What Role Can Price Discovery Play in Famine Early Warning Systems?," 2006 Annual meeting, July 23-26, Long Beach, CA 21316, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

  63. David A. Bessler & Seongpyo Lee, 2002. "Money and prices: U.S. Data 1869-1914 (A study with directed graphs)," Empirical Economics, Springer, vol. 27(3), pages 427-446.

    Cited by:

    1. Stephan B. Bruns & Alessio Moneta & David I. Stern, 2019. "Estimating the Economy-Wide Rebound Effect Using Empirically Identified Structural Vector Autoregressions," LEM Papers Series 2019/27, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    2. Selva Demiralp & Kevin D. Hoover & Stephen J. Perez, 2008. "A Bootstrap Method for Identifying and Evaluating a Structural Vector Autoregression," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(4), pages 509-533, August.
    3. Les Oxley & Marco Reale & Granville Tunnicliffe Wilson, 2008. "Constructing Structural VAR Models with Conditional Independence Graphs," Working Papers in Economics 08/19, University of Canterbury, Department of Economics and Finance.
    4. Mattia Guerini & Alessio Moneta & Mauro Napoletano & Andrea Roventini, 2017. "The Janus-faced nature of debt : results form a data driven cointegrated SVAR approach," Sciences Po publications 2017-02, Sciences Po.
    5. Giulio Ecchia & Francesca Gagliardi & Caterina Giannetti, 2020. "Social Investment And Youth Labor Market Participation," Contemporary Economic Policy, Western Economic Association International, vol. 38(2), pages 343-358, April.
    6. Perez, Stephen J. & Siegler, Mark V., 2006. "Agricultural and monetary shocks before the great depression: A graph-theoretic causal investigation," Journal of Macroeconomics, Elsevier, vol. 28(4), pages 720-736, December.
    7. Park, Haesun & Mjelde, James W. & Bessler, David A., 2006. "Price dynamics among U.S. electricity spot markets," Energy Economics, Elsevier, vol. 28(1), pages 81-101, January.
    8. Mattia Guerini & Alessio Moneta & Mauro Napoletano & Andrea Roventini, 2018. "The Janus face nature of debt : results from a data-driven cointegrated SVAR approach," Sciences Po publications info:hdl:2441/574jpbbn0f8, Sciences Po.
    9. Peter G. Fennell & David O'Sullivan & Antoine Godin & Stephen Kinsella, 2014. "Visualising stock flow consistent models as directed acyclic graphs," Papers 1409.4541, arXiv.org.
    10. Gopal K. Basak & Arnab Bhattacharjee & Samarjit Das, 2018. "Causal ordering and inference on acyclic networks," Empirical Economics, Springer, vol. 55(1), pages 213-232, August.
    11. Alessio Moneta & Doris Entner & Patrik O. Hoyer & Alex Coad, 2013. "Causal Inference by Independent Component Analysis: Theory and Applications," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(5), pages 705-730, October.
    12. Lima, Elcyon Caiado Rocha & Maka, Alexis & Alves, Paloma, 2011. "Monetary Policy and Exchange Rate Shocks in Brazil: Sign Restrictions versus A New Hybrid Identification Approach," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 31(1), March.
    13. Park, Moon-Soo & Jin, Yanhong H. & Bessler, David A., 2008. "The Impacts of Animal Disease Crises on the Korean Meat Market," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6365, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    14. Marco Capasso & Alessio Moneta, 2016. "Macroeconomic responses to an independent monetary policy shock: a (more) agnostic identification procedure," LEM Papers Series 2016/36, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    15. Yu, Tun-Hsiang (Edward) & Bessler, David A. & Fuller, Stephen W., 2006. "Cointegration and Causality Analysis of World Vegetable Oil and Crude Oil Prices," 2006 Annual meeting, July 23-26, Long Beach, CA 21439, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    16. Bessler, David A. & Leatham, David J. & Yang, Juan, 2005. "In Search of the "Bank Lending Channel": Causality Analysis for the Transmission Mechanism of U.S. Monetary Policy," 2005 Annual meeting, July 24-27, Providence, RI 19558, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    17. Mattia Guerini & Alessio Moneta, 2016. "A Method for Agent-Based Models Validation," Working Papers Series 42, Institute for New Economic Thinking.
    18. Selva Demiralp & Kevin Hoover & Stephen Perez, 2014. "Still puzzling: evaluating the price puzzle in an empirically identified structural vector autoregression," Empirical Economics, Springer, vol. 46(2), pages 701-731, March.
    19. Piyachart Phiromswad & Takeshi Yagihashi, 2016. "Empirical identification of factor models," Empirical Economics, Springer, vol. 51(2), pages 621-658, September.
    20. Bryant, Henry L. & Bessler, David A. & Haigh, Michael S., 2006. "Disproving Causal Relationships Using Observational Data," 2006 Annual meeting, July 23-26, Long Beach, CA 21166, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    21. Brisne J. V. Céspedes & Elcyon C. R. Lima & Alexis Maka, 2015. "Monetary Policy, Inflation and the Level of Economic Activity in Brasil after the Real Plan: Stylized Facts from SVAR Models," Discussion Papers 0149, Instituto de Pesquisa Econômica Aplicada - IPEA.
    22. Vangelis Tsioumas & Stratos Papadimitriou, 2018. "The dynamic relationship between freight markets and commodity prices revealed," Maritime Economics & Logistics, Palgrave Macmillan;International Association of Maritime Economists (IAME), vol. 20(2), pages 267-279, June.
    23. Yu, Tun-Hsiang (Edward) & Bessler, David A. & Fuller, Stephen W., 2004. "Analysis Of Dynamic Interrelationships Between Transportation Rates And Grain Prices," 2004 Annual meeting, August 1-4, Denver, CO 20339, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    24. Cardoso de Mendonça, Mário Jorge, 2013. "O Crédito Imobiliário no Brasil e sua Relação com a Política Monetária," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 67(4), November.
    25. Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2012. "Bayesian Graphical Models for Structural Vector Autoregressive Processes," Working Papers 2012:36, Department of Economics, University of Venice "Ca' Foscari".
    26. Mendonça, Mário Jorge & Loureiro, Paulo R.A. & Sachsida, Adolfo, 2012. "The dynamics of land-use in Brazilian Amazon," Ecological Economics, Elsevier, vol. 84(C), pages 23-36.
    27. Kevin Hoover & Selva Demiralp, 2003. "Searching for the Causal Structure of a Vector Autoregression," Working Papers 58, University of California, Davis, Department of Economics.

  64. Sneha Jonnala & Stephen Fuller & David Bessler, 2002. "A GARCH Approach to Modelling Ocean Grain Freight Rates," Maritime Economics & Logistics, Palgrave Macmillan;International Association of Maritime Economists (IAME), vol. 4(2), pages 103-125, June.

    Cited by:

    1. Babula, Ronald A. & Bessler, David A. & Payne, Warren S., 2004. "Dynamic Relationships Among U.S. Wheat-Related Markets: Applying Directed Acyclic Graphs to a Time Series Model," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 36(1), pages 1-22, April.
    2. Babula, Ronald A. & Bessler, David A. & Reeder, John & Somwaru, Agapi, 2004. "Modeling U.S. Soy-Based Markets with Directed Acyclic Graphs and Time Series Econometrics: Evaluating the U.S. Market Impacts of High Soy Meal Prices," Working Paper ID Series 15885, United States International Trade Commission, Office of Industries.
    3. Babula, Ronald A. & Bessler, David A. & Payne, Warren S., 2003. "Dynamic Relationships Among Selected U.S. Commodity-Based, Value Added Markets: Applying Directed Acyclic Graphs to a Time Series Model," Working Paper ID Series 15879, United States International Trade Commission, Office of Industries.
    4. Babula, Ronald A. & Bessler, David A. & Reeder, John & Somwaru, Agapi, 2004. "Modeling U.S. Soy-Based Markets with Directed Acyclic Graphs and Bernanke Structural VAR Methods: The Impacts of High Soy Meal and Soybean Prices," Journal of Food Distribution Research, Food Distribution Research Society, vol. 35(3), pages 1-24, November.
    5. Babula, Ronald A. & Bessler, David A. & Rogowsky, Robert A., 2005. "Dynamic Economic Relationships Among U.S. Soy Product Markets: Using a Cointegrated Vector Autoregression Approach with Directed Acyclic Graphs," Working Paper ID Series 15880, United States International Trade Commission, Office of Industries.
    6. Goulas, Lambros & Skiadopoulos, George, 2012. "Are freight futures markets efficient? Evidence from IMAREX," International Journal of Forecasting, Elsevier, vol. 28(3), pages 644-659.

  65. David A. Bessler & Nathan Loper, 2001. "Economic Development: Evidence from Directed Acyclic Graphs," Manchester School, University of Manchester, vol. 69(4), pages 457-476, September.

    Cited by:

    1. Titus Awokuse, 2005. "Export-led growth and the Japanese economy: evidence from VAR and directed acyclic graphs," Applied Economics Letters, Taylor & Francis Journals, vol. 12(14), pages 849-858.
    2. Les Oxley & Marco Reale & Granville Tunnicliffe Wilson, 2008. "Constructing Structural VAR Models with Conditional Independence Graphs," Working Papers in Economics 08/19, University of Canterbury, Department of Economics and Finance.
    3. Hogun Chong & Mary Zey & David A. Bessler, 2010. "On corporate structure, strategy, and performance: a study with directed acyclic graphs and PC algorithm," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 31(1), pages 47-62.
    4. Selva Demiralp & Kevin Hoover & Stephen Perez, 2014. "Still puzzling: evaluating the price puzzle in an empirically identified structural vector autoregression," Empirical Economics, Springer, vol. 46(2), pages 701-731, March.
    5. Haughton, Dominique & Le, Thanh Loan Thi, 2007. "Shifts in Living Standards: The Case of Vietnamese Households 1992-1998," Philippine Journal of Development PJD 2005 Vol. XXXII No. 1, Philippine Institute for Development Studies.
    6. Chen, Jing & Han, Qian & Ryu, Doojin & Tang, Jing, 2022. "Does the world smile together? A network analysis of global index option implied volatilities," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 77(C).

  66. Jian Yang & David A. Bessler & David J. Leatham, 2001. "Asset storability and price discovery in commodity futures markets: A new look," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 21(3), pages 279-300, March.

    Cited by:

    1. Shawkat Hammoudeh & Soodabeh Sarafrazi & Chia-Lin Chang & Michael McAleer, 2011. "The Dynamics of Energy-Grain Prices with Open Interest," Documentos de Trabajo del ICAE 2011-18, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    2. Martin T. Bohl & Martin Stefan, 2020. "Return dynamics during periods of high speculation in a thinly traded commodity market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(1), pages 145-159, January.
    3. Franken, Jason R.V. & Parcell, Joseph L. & Tonsor, Glynn T., 2011. "Impact of Mandatory Price Reporting on Hog Market Integration," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 43(2), pages 1-13, May.
    4. Xu, Xiaojie, 2014. "Price Discovery in U.S. Corn Cash and Futures Markets: The Role of Cash Market Selection," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 169809, Agricultural and Applied Economics Association.
    5. Torro, Hipolit, 2007. "Forecasting Weekly Electricity Prices at Nord Pool," International Energy Markets Working Papers 7437, Fondazione Eni Enrico Mattei (FEEM).
    6. Camilla Andersson & Mintewab Bezabih & Andrea Mannberg, 2015. "The Ethiopian Commodity Exchange and spatial price dispersion," GRI Working Papers 204, Grantham Research Institute on Climate Change and the Environment.
    7. Chen, Bin-xia & Sun, Yan-lin, 2022. "The impact of VIX on China’s financial market: A new perspective based on high-dimensional and time-varying methods," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
    8. Nigatu, Getachew & Adjemian, Michael K., 2016. "The U.S. Role in the Price Determination of Major Agricultural Commodities," 2017 Allied Social Sciences Association (ASSA) Annual Meeting, January 6-8, 2017, Chicago, Illinois 250119, Agricultural and Applied Economics Association.
    9. Hu, Yang & Hou, Yang Greg & Oxley, Les, 2020. "What role do futures markets play in Bitcoin pricing? Causality, cointegration and price discovery from a time-varying perspective?," International Review of Financial Analysis, Elsevier, vol. 72(C).
    10. Jian Yang & Titus Awokuse, 2003. "Asset storability and hedging effectiveness in commodity futures markets," Applied Economics Letters, Taylor & Francis Journals, vol. 10(8), pages 487-491.
    11. Joseph, Kishore & Garcia, Philip & Peterson, Paul E., 2016. "Does the Boxed Beef Price Inform the Live Cattle Futures Price?," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 236166, Agricultural and Applied Economics Association.
    12. Frankel, Jeffrey & Rose, Andrew K., 2010. "Determinants of Agricultural and Mineral Commodity Prices," Working Paper Series rwp10-038, Harvard University, John F. Kennedy School of Government.
    13. Ganneval, S., 2016. "Spatial price transmission on agricultural commodity markets under different volatility regimes," Economic Modelling, Elsevier, vol. 52(PA), pages 173-185.
    14. Jian Yang & Zheng Li & Tao Wang, 2021. "Price discovery in chinese agricultural futures markets: A comprehensive look," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(4), pages 536-555, April.
    15. Lei Ming & Xinran Zhang & Qianqiu Liu & Shenggang Yang, 2020. "A revisit to the hedge and safe haven properties of gold: New evidence from China," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(9), pages 1442-1456, September.
    16. Vollmer, Teresa & von Cramon-Taubadel, Stephan, 2019. "The influence of Brazilian exports on price transmission processes in the coffee sector: A Markov-switching approach," DARE Discussion Papers 1904, Georg-August University of Göttingen, Department of Agricultural Economics and Rural Development (DARE).
    17. Guglielmo Maria Caporale & Davide Ciferri & Alessandro Girardi, 2014. "Time-Varying Spot and Futures Oil Price Dynamics," Scottish Journal of Political Economy, Scottish Economic Society, vol. 61(1), pages 78-97, February.
    18. Shihabudheen, M.T. & Padhi, Puja, 2010. "Price Discovery and Volatility Spillover Effect in Indian Commodity Market," Indian Journal of Agricultural Economics, Indian Society of Agricultural Economics, vol. 65(1), pages 1-17.
    19. Xuedong Wu & Jeffrey H. Dorfman & Berna Karali, 2018. "The impact of data frequency on market efficiency tests of commodity futures prices," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(6), pages 696-714, June.
    20. Frankel, Jeffrey A., 2013. "Effects of Speculation and Interest Rates in a "Carry Trade" Model of Commodity Prices," Working Paper Series rwp13-022, Harvard University, John F. Kennedy School of Government.
    21. Xiaojie Xu, 2017. "Short-run price forecast performance of individual and composite models for 496 corn cash markets," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(14), pages 2593-2620, October.
    22. Jeffrey A. Frankel, 2006. "The Effect of Monetary Policy on Real Commodity Prices," NBER Working Papers 12713, National Bureau of Economic Research, Inc.
    23. Martin T. Bohl & Pierre L. Siklos & Martin Stefan & Claudia Wellenreuther, 2018. "Price Discovery in Agricultural Commodity Markets: Do Speculators Contribute?," CQE Working Papers 7518, Center for Quantitative Economics (CQE), University of Muenster.
    24. 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.
    25. Xiaojie Xu, 2019. "Price dynamics in corn cash and futures markets: cointegration, causality, and forecasting through a rolling window approach," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 33(2), pages 155-181, June.
    26. Shashi Gupta & Himanshu Choudhary & D.R. Agarwal, 2017. "Hedging Efficiency of Indian Commodity Futures," Paradigm, , vol. 21(1), pages 1-20, June.
    27. Hernandez, Manuel A. & Ibarra, Raul & Trupkin, Danilo R., "undated". "How far do shocks move across borders? Examining volatility transmission in major agricultural futures markets," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil 124979, International Association of Agricultural Economists.
    28. Eun Jung Lee, 2015. "High Frequency Trading in the Korean Index Futures Market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 35(1), pages 31-51, January.
    29. Philipp Adämmer & Martin T. Bohl, 2018. "Price discovery dynamics in European agricultural markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(5), pages 549-562, May.
    30. Zhepeng Hu & Mindy Mallory & Teresa Serra & Philip Garcia, 2017. "Measuring Price Discovery between Nearby and Deferred Contracts in Storable and Non-Storable Commodity Futures Markets," Papers 1711.03506, arXiv.org.
    31. P. Srinivasan & P. Ibrahim, 2012. "Price Discovery and Asymmetric Volatility Spillovers in Indian Spot-Futures Gold Markets," International Journal of Business and Economic Sciences Applied Research (IJBESAR), International Hellenic University (IHU), Kavala Campus, Greece (formerly Eastern Macedonia and Thrace Institute of Technology - EMaTTech), vol. 5(3), pages 65-80, December.
    32. Dirk G. Baur & Thomas Dimpfl, 2019. "Price discovery in bitcoin spot or futures?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(7), pages 803-817, July.
    33. Teresa Vollmer & Helmut Herwartz & Stephan von Cramon-Taubadel, 2020. "Measuring price discovery in the European wheat market using the partial cointegration approach," European Review of Agricultural Economics, Foundation for the European Review of Agricultural Economics, vol. 47(3), pages 1173-1200.
    34. Geoffrey M. Ngene & Parker Benefield & Allen K. Lynch, 2018. "Asymmetric and nonlinear dynamics in sovereign credit risk markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(5), pages 563-585, May.
    35. Manolis Kavussanos & Nikos Nomikos, 2003. "Price Discovery, Causality and Forecasting in the Freight Futures Market," Review of Derivatives Research, Springer, vol. 6(3), pages 203-230, October.
    36. Jahantigh , Forough & Rahmi Ghasemabadi , Mohammad & Jalali , Omolbanin, 2018. "The Impact of Monetary Policy Shock on the Price of Storable Goods: A Case Study of Food," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 13(4), pages 471-490, October.
    37. Qingfeng “Wilson” Liu & Hui Sono & Wei Zhang, 2021. "The Price Discovery Processes in China, India, and Russia’s Stock Index Futures Markets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 24(03), pages 1-28, September.
    38. Ramazan Sari & Shawkat Hammoudeh & Chia-Lin Chang & Michael McAleer, 2011. "Causality Between Market Liquidity and Depth for Energy and Grains," Documentos de Trabajo del ICAE 2011-10, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    39. Liu, Min & Lee, Chien-Chiang, 2021. "Capturing the dynamics of the China crude oil futures: Markov switching, co-movement, and volatility forecasting," Energy Economics, Elsevier, vol. 103(C).
    40. Xiaojie Xu, 2020. "Corn Cash Price Forecasting," American Journal of Agricultural Economics, John Wiley & Sons, vol. 102(4), pages 1297-1320, August.
    41. Yun-Shi Dai & Ngoc Quang Anh Huynh & Qing-Huan Zheng & Wei-Xing Zhou, 2023. "Correlation structure analysis of the global agricultural futures market," Papers 2310.16849, arXiv.org.
    42. Philipp Adämmer & Martin T. Bohl & Ernst-Oliver Ledebur, 2017. "Dynamics Between North American And European Agricultural Futures Prices During Turmoil And Financialization," Bulletin of Economic Research, Wiley Blackwell, vol. 69(1), pages 57-76, January.
    43. Vijay Singal & Jitendra Tayal, 2020. "Risky short positions and investor sentiment: Evidence from the weekend effect in futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(3), pages 479-500, March.
    44. Xu Xiaojie, 2018. "Using Local Information to Improve Short-Run Corn Price Forecasts," Journal of Agricultural & Food Industrial Organization, De Gruyter, vol. 16(1), pages 1-15, January.
    45. Narayan, Paresh Kumar & Sharma, Susan Sunila, 2018. "An analysis of time-varying commodity market price discovery," International Review of Financial Analysis, Elsevier, vol. 57(C), pages 122-133.
    46. Prashant Sharma & Prashant Gupta & Dinesh Kumar Sharma & Gaurav Agarwal, 2022. "Investigating the Efficiency of Bitcoin Futures in Price Discovery," International Journal of Economics and Financial Issues, Econjournals, vol. 12(3), pages 104-109, May.
    47. Dai, Yun-Shi & Huynh, Ngoc Quang Anh & Zheng, Qing-Huan & Zhou, Wei-Xing, 2022. "Correlation structure analysis of the global agricultural futures market," Research in International Business and Finance, Elsevier, vol. 61(C).
    48. Bohl, Martin T. & Stephan, Patrick M., 2013. "Does Futures Speculation Destabilize Spot Prices? New Evidence for Commodity Markets," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 45(4), pages 1-21, November.
    49. Tian, Fengping & Yang, Ke & Chen, Langnan, 2017. "Realized volatility forecasting of agricultural commodity futures using the HAR model with time-varying sparsity," International Journal of Forecasting, Elsevier, vol. 33(1), pages 132-152.
    50. Ziliang Yu & Jian Yang & Robert I. Webb, 2023. "Price discovery in China's crude oil futures markets: An emerging Asian benchmark?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(3), pages 297-324, March.
    51. Andersson, Camilla & Bezabih, Mintewab & Mannberg, Andrea, 2015. "The Ethiopian Commodity Exchange and spatial price dispersion," GlobalFood Discussion Papers 209963, Georg-August-Universitaet Goettingen, GlobalFood, Department of Agricultural Economics and Rural Development.
    52. 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.
    53. Ahmed, Osama, 2021. "Do future markets protect the spot markets in developing countries? The case of the Egyptian wheat market," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 20(5), pages 65-83.
    54. Judge, Amrit & Reancharoen, Tipprapa, 2014. "An empirical examination of the lead–lag relationship between spot and futures markets: Evidence from Thailand," Pacific-Basin Finance Journal, Elsevier, vol. 29(C), pages 335-358.
    55. H. Kent Baker & Satish Kumar & Nitesh Pandey, 2021. "Forty years of the Journal of Futures Markets: A bibliometric overview," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(7), pages 1027-1054, July.
    56. Bozic, Marin, 2011. "Three essays in commodity futures and options price performance," Faculty and Alumni Dissertations 160678, University of Minnesota, Department of Applied Economics.
    57. Jabir Ali & Kriti Bardhan Gupta, 2011. "Efficiency in agricultural commodity futures markets in India," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 71(2), pages 162-178, August.
    58. Zhou, Haijiang & Roberts, Matthew C. & Zulauf, Carl R., 2004. "Are Interest Rates Necessary For Temporal Cointegration? Evidence From The London Metal Exchange (Lme)," 2004 Annual meeting, August 1-4, Denver, CO 20095, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    59. Andersson, Camilla & Bezabih, Mintewab & Mannberg, Andrea, 2017. "The Ethiopian Commodity Exchange and spatial price dispersion," Food Policy, Elsevier, vol. 66(C), pages 1-11.
    60. Peri, Massimo & Vandone, Daniela & Baldi, Lucia, 2012. "Information Demand and Agriculture Commodity Prices," 2012 International European Forum, February 13-17, 2012, Innsbruck-Igls, Austria 144973, International European Forum on System Dynamics and Innovation in Food Networks.
    61. Philipp Adämmer & Martin T. Bohl & Ernst-Oliver Ledebur, 2015. "Price Transmissions During Financialization and Turmoil: New Evidence from North American and European Agricultural Futures," CQE Working Papers 3815, Center for Quantitative Economics (CQE), University of Muenster.
    62. Chaiyuth Padungsaksawasdi & Ali Parhizgari, 2017. "Major Currency ETFs and Their Associated Spot and Futures Rates," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 20(04), pages 1-32, December.
    63. Zhuo Chen & Bo Yan & Hanwen Kang & Liyu Liu, 2023. "Asymmetric price adjustment and price discovery in spot and futures markets of agricultural commodities," Review of Economic Design, Springer;Society for Economic Design, vol. 27(1), pages 139-162, February.
    64. Qianqian Mao & Jens-Peter Loy & Thomas Glauben & Yanjun Ren, 2023. "Are futures markets functioning well for agricultural perishables? Evidence from China's apple futures market," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 69(12), pages 471-484.
    65. Xiaojie Xu, 2018. "Cointegration and price discovery in US corn cash and futures markets," Empirical Economics, Springer, vol. 55(4), pages 1889-1923, December.
    66. Mazouz, Khelifa & Wang, Jian, 2014. "Are commodity futures markets short-term efficient? An empirical investigation," 88th Annual Conference, April 9-11, 2014, AgroParisTech, Paris, France 169763, Agricultural Economics Society.
    67. Vollmer, Teresa & von Cramon-Taubadel, Stephan, 2020. "The Optimal Wheat Futures Hedge at the Euronext Paris from a Farmer’s Perspective," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 69(1), March.
    68. Geert Dhaene & Piet Sercu & Jianbin Wu, 2022. "Volatility spillovers: A sparse multivariate GARCH approach with an application to commodity markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(5), pages 868-887, May.
    69. Vollmer, Teresa & Von Cramon-Taubadel, Stephan, 2017. "Price discovery in the European wheat market," 2017 International Congress, August 28-September 1, 2017, Parma, Italy 261135, European Association of Agricultural Economists.
    70. Yang Hu & Yang (Greg) Hou & Les Oxley, 2019. "Spot and Futures Prices of Bitcoin: Causality, Cointegration and Price Discovery from a Time-Varying Perspective," Working Papers in Economics 19/13, University of Waikato.
    71. Sanders, Daniel J. & Balagtas, Joseph V. & Gruere, Guillaume P., 2012. "Revisiting the palm oil boom in Southeast Asia: The role of fuel versus food demand drivers," IFPRI discussion papers 1167, International Food Policy Research Institute (IFPRI).
    72. Xu Xiaojie, 2018. "Linear and Nonlinear Causality between Corn Cash and Futures Prices," Journal of Agricultural & Food Industrial Organization, De Gruyter, vol. 16(2), pages 1-16, November.
    73. Yang Hou & Steven Li, 2013. "Price Discovery in Chinese Stock Index Futures Market: New Evidence Based on Intraday Data," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 20(1), pages 49-70, March.
    74. Shashi Gupta & Himanshu Choudhary & D. R. Agarwal, 2018. "An Empirical Analysis of Market Efficiency and Price Discovery in Indian Commodity Market," Global Business Review, International Management Institute, vol. 19(3), pages 771-789, June.
    75. Suo, Yuan-Yuan & Wang, Dong-Hua & Li, Sai-Ping, 2015. "Risk estimation of CSI 300 index spot and futures in China from a new perspective," Economic Modelling, Elsevier, vol. 49(C), pages 344-353.
    76. Yang, Ke & Tian, Fengping & Chen, Langnan & Li, Steven, 2017. "Realized volatility forecast of agricultural futures using the HAR models with bagging and combination approaches," International Review of Economics & Finance, Elsevier, vol. 49(C), pages 276-291.
    77. Xiaojie Xu, 2018. "Causal structure among US corn futures and regional cash prices in the time and frequency domain," Journal of Applied Statistics, Taylor & Francis Journals, vol. 45(13), pages 2455-2480, October.
    78. Vollmer, Teresa & Holst, Carsten, 2016. "Dienen Terminmarktnotierungen Für Schlachtschweine Zur Prognose Zukünftiger Preisentwicklungen?," 56th Annual Conference, Bonn, Germany, September 28-30, 2016 244806, German Association of Agricultural Economists (GEWISOLA).
    79. Zhan-Ming Chen & Liyuan Wang & Xiao-Bing Zhang & Xinye Zheng, 2019. "The Co-Movement and Asymmetry between Energy and Grain Prices: Evidence from the Crude Oil and Corn Markets," Energies, MDPI, vol. 12(7), pages 1-18, April.
    80. Baldi, Lucia & Peri, Massimo & Vandone, Daniela, 2011. "Price Discovery in Agricultural Commodities: The Shifting Relationship Between Spot and Future Prices," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114237, European Association of Agricultural Economists.
    81. Christian Gross, 2017. "Examining the Common Dynamics of Commodity Futures Prices," CQE Working Papers 6317, Center for Quantitative Economics (CQE), University of Muenster.
    82. Vollmer, T. & Von Cramon-Taubadel, S., 2018. "Dynamic price discovery in the European wheat market based on the concept of partial cointegration," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 276031, International Association of Agricultural Economists.
    83. Wolfgang Bessler & Wolfgang Drobetz & Jörg Seidel, 2008. "Ship funds as a new asset class: An empirical analysis of the relationship between spot and forward prices in freight markets," Journal of Asset Management, Palgrave Macmillan, vol. 9(2), pages 102-120, July.
    84. Goetz, Cole & Miljkovic, Dragan & Barabanov, Nikita, 2021. "New empirical evidence in support of the theory of price volatility of storable commodities under rational expectations in spot and futures markets," Energy Economics, Elsevier, vol. 100(C).
    85. Jiadong Tong & Zijun Wang & Jian Yang, 2016. "Information Flow Between Forward and Spot Markets: Evidence From the Chinese Renminbi," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 36(7), pages 695-718, July.
    86. Xiaojie Xu, 2017. "Contemporaneous causal orderings of US corn cash prices through directed acyclic graphs," Empirical Economics, Springer, vol. 52(2), pages 731-758, March.
    87. Li, Miao & Xiong, Tao, 2021. "Dynamic price discovery in Chinese agricultural futures markets," Journal of Asian Economics, Elsevier, vol. 76(C).
    88. Dimpfl, Thomas & Flad, Michael & Jung, Robert C., 2017. "Price discovery in agricultural commodity markets in the presence of futures speculation," Journal of Commodity Markets, Elsevier, vol. 5(C), pages 50-62.
    89. Massimo Peri & Lucia Baldi & Daniela Vandone, 2013. "Price discovery in commodity markets," Applied Economics Letters, Taylor & Francis Journals, vol. 20(4), pages 397-403, March.
    90. Torun, Erdost & Chang, Tzu-Pu & Chou, Ray Y., 2020. "Causal relationship between spot and futures prices with multiple time horizons: A nonparametric wavelet Granger causality test," Research in International Business and Finance, Elsevier, vol. 52(C).
    91. Ayesha Sayed & Christo Auret, 2020. "Volatility transmission in the South African white maize futures market," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 10(1), pages 71-88, March.
    92. Jian Yang & Jin Zhang & David J. Leatham, 2003. "Price and Volatility Transmission in International Wheat Futures," Annals of Economics and Finance, Society for AEF, vol. 4(1), pages 37-50, May.
    93. 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 System Dynamics and Innovation in Food Networks.
    94. Yan Guo & Dezhao Tang & Wei Tang & Senqi Yang & Qichao Tang & Yang Feng & Fang Zhang, 2022. "Agricultural Price Prediction Based on Combined Forecasting Model under Spatial-Temporal Influencing Factors," Sustainability, MDPI, vol. 14(17), pages 1-18, August.
    95. Yun-Shi Dai & Peng-Fei Dai & Wei-Xing Zhou, 2023. "Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets," Papers 2303.11030, arXiv.org.

  67. Indira Kadyrkanova & David Bessler & John Nichols, 2000. "On milk prices in Kyrgyzstan," Applied Economics, Taylor & Francis Journals, vol. 32(11), pages 1465-1473.

    Cited by:

    1. Jin Zhang & David Bessler & David Leatham, 2006. "Does consumer debt cause economic recession? Evidence using directed acyclic graphs," Applied Economics Letters, Taylor & Francis Journals, vol. 13(7), pages 401-407.

  68. Bessler, David A. & Fuller, Stephen W., 2000. "Railroad wheat transportation markets in the central plains: modeling with error correction and directed graphs," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 36(1), pages 21-39, March.

    Cited by:

    1. Indira Kadyrkanova & David Bessler & John Nichols, 2000. "On milk prices in Kyrgyzstan," Applied Economics, Taylor & Francis Journals, vol. 32(11), pages 1465-1473.
    2. Les Oxley & Marco Reale & Granville Tunnicliffe Wilson, 2008. "Constructing Structural VAR Models with Conditional Independence Graphs," Working Papers in Economics 08/19, University of Canterbury, Department of Economics and Finance.
    3. Michael S. Haigh & David A. Bessler, 2004. "Causality and Price Discovery: An Application of Directed Acyclic Graphs," The Journal of Business, University of Chicago Press, vol. 77(4), pages 1099-1121, October.
    4. Haigh, Michael S. & Bryant, Henry L., 2001. "The effect of barge and ocean freight price volatility in international grain markets," Agricultural Economics, Blackwell, vol. 25(1), pages 41-58, June.
    5. 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.
    6. Xiaojie Xu, 2019. "Price dynamics in corn cash and futures markets: cointegration, causality, and forecasting through a rolling window approach," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 33(2), pages 155-181, June.
    7. Fellin, Luis & Fuller, Stephen & Kruse, John & Meyer, Seth D. & Womack, Abner, 2008. "The Upper Mississippi and Illinois Rivers as Grain Transport Arteries: A Spatial Mapping Equilibrium Analysis," Journal of the Transportation Research Forum, Transportation Research Forum, vol. 47(2).
    8. Michael S. Haigh & Henry L. Bryant, 2000. "The effect of barge and ocean freight price volatility in international grain markets," Agricultural Economics, International Association of Agricultural Economists, vol. 25(1), pages 41-58, June.
    9. Carlos Arnade & Gary Vocke, 2016. "Seasonal Variation in the Price Discovery Process of International Wheat," Agribusiness, John Wiley & Sons, Ltd., vol. 32(1), pages 16-32, January.
    10. Taylor, Richard D. & Koo, Won W., 2009. "Expected Changes in China's Grain and Oilseed Industries and Implications for the U.S. and World Agriculture," Agribusiness & Applied Economics Report 51991, North Dakota State University, Department of Agribusiness and Applied Economics.

  69. Yang, Jian & Bessler, David A. & Leatham, David J., 2000. "The Law Of One Price: Developed And Developing Country Market Integration," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 32(3), pages 1-12, December.

    Cited by:

    1. Chen, Bo & Saghaian, Sayed H., 2016. "Market Integration and Price Transmission in the World Rice Export Markets," 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas 229993, Southern Agricultural Economics Association.
    2. Kannika Duangnate & James W. Mjelde, 2017. "Effects of the structural change on transaction costs between North America natural gas spot markets," Applied Economics, Taylor & Francis Journals, vol. 49(7), pages 650-663, February.
    3. Aruga, Kentaka & Managi, Shunsuke, 2011. "Testing the international linkage in the platinum-group metal futures markets," Resources Policy, Elsevier, vol. 36(4), pages 339-345.
    4. Vietha Devia S.S., 2019. "The Correlation of Exchange Rate and Inflation and Its Effect on Stock Markets. Case Study on Consumer Good Index Indonesia: 2004 – 2017," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 5(2), pages 32-44, June.
    5. Lau, Evan & Puah, Chin-Hong & Oh, Swee-Ling & Lo, Yan-Ching, 2008. "Causality between White Pepper and Black Pepper: Evidence from Six Markets in Sarawak," MPRA Paper 6552, University Library of Munich, Germany.
    6. Barbaglia, Luca & Wilms, Ines & Croux, Christophe, 2016. "Commodity dynamics: A sparse multi-class approach," Energy Economics, Elsevier, vol. 60(C), pages 62-72.
    7. Haroon Bhorat & Nan Tian & Mark Ellyne, 2014. "The Real Exchange Rate and Sectoral Employment in South Africa," Working Papers 201404, University of Cape Town, Development Policy Research Unit.
    8. Kentaka Aruga & Shunsuke Managi, 2011. "Tests on price linkage between the U.S. and Japanese gold and silver futures markets," Economics Bulletin, AccessEcon, vol. 31(2), pages 1038-1046.
    9. Beini Guo & Oyakhilome Ibhagui, 2019. "China–Africa stock market linkages and the global financial crisis," Journal of Asset Management, Palgrave Macmillan, vol. 20(4), pages 301-316, July.
    10. Xu, Xiaojie, 2014. "Causality and Price Discovery in U.S. Corn Markets: An Application of Error Correction Modeling and Directed Acyclic Graphs," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 169806, Agricultural and Applied Economics Association.
    11. Nga, Nguyen Thi Duong & Lantican, Flordeliza A., 2009. "Spatial Integration of Rice Markets in Vietnam," Asian Journal of Agriculture and Development, Southeast Asian Regional Center for Graduate Study and Research in Agriculture (SEARCA), vol. 6(1), pages 1-16, June.
    12. Xiaojie Xu, 2017. "Contemporaneous causal orderings of US corn cash prices through directed acyclic graphs," Empirical Economics, Springer, vol. 52(2), pages 731-758, March.

  70. Jae-Whak Roh & David Bessler, 1999. "Occupant death: a study with directed graphs," Applied Economics Letters, Taylor & Francis Journals, vol. 6(5), pages 303-306.

    Cited by:

    1. Jin Zhang & David Bessler & David Leatham, 2006. "Does consumer debt cause economic recession? Evidence using directed acyclic graphs," Applied Economics Letters, Taylor & Francis Journals, vol. 13(7), pages 401-407.
    2. Perez, Stephen J. & Siegler, Mark V., 2006. "Agricultural and monetary shocks before the great depression: A graph-theoretic causal investigation," Journal of Macroeconomics, Elsevier, vol. 28(4), pages 720-736, December.
    3. Miljkovic, Dragan & Dalbec, Nathan & Zhang, Lei, 2016. "Estimating dynamics of US demand for major fossil fuels," Energy Economics, Elsevier, vol. 55(C), pages 284-291.
    4. Kim, GwanSeon & Choi, Sun-Ki & Seok, Jun Ho, 2020. "Does biomass energy consumption reduce total energy CO2 emissions in the US?," Journal of Policy Modeling, Elsevier, vol. 42(5), pages 953-967.
    5. Seok, Jun Ho & Kim, GwanSeon & Reed, Michael R. & Kim, Soo-Eun, 2018. "The impact of avian influenza on the Korean egg market: Who benefited?," Journal of Policy Modeling, Elsevier, vol. 40(1), pages 151-165.

  71. David A. Bessler & Derya G. Akleman, 1998. "Farm Prices, Retail Prices, and Directed Graphs: Results for Pork and Beef," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 80(5), pages 1144-1149.

    Cited by:

    1. Shane, Mathew & Roe, Terry & Somwaru, Agapi, 2008. "Exchange Rates, Foreign Income, and U. S. Agricultural Exports," Agricultural and Resource Economics Review, Cambridge University Press, vol. 37(2), pages 160-175, October.
    2. Palma, Marco A. & Ribera, Luis A. & Bessler, David, 2013. "Implications of U.S. Trade Agreements and U.S. Nutrition Policies for Produce Production, Demand, and Trade," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 45(3), pages 465-480, August.
    3. Lee, Andrew C. & Kim, Man-Keun, 2004. "Causality Among Fed Cattle Market Variables: Directed Acyclic Graphs Analysis Of Captive Supply," 2004 Annual meeting, August 1-4, Denver, CO 20124, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    4. Andrew Rettenmaier & Zijun Wang, 2013. "What determines health: a causal analysis using county level data," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 14(5), pages 821-834, October.
    5. Xiaojie Xu, 2019. "Contemporaneous Causal Orderings of CSI300 and Futures Prices through Directed Acyclic Graphs," Economics Bulletin, AccessEcon, vol. 39(3), pages 2052-2077.
    6. Michael S. Haigh & David A. Bessler, 2004. "Causality and Price Discovery: An Application of Directed Acyclic Graphs," The Journal of Business, University of Chicago Press, vol. 77(4), pages 1099-1121, October.
    7. Duke, Joshua M. & Awokuse, Titus O., 2004. "The Causal Structure Of Land Price Determinants," 2004 Annual meeting, August 1-4, Denver, CO 20324, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    8. Kyle E. Binder & James W. Mjelde, 2017. "Fuel inventory and price relationships in the U.S. electric power sector under regulatory and market change," Journal of Regulatory Economics, Springer, vol. 51(2), pages 197-219, April.
    9. Kyle Olsen & James Mjelde & David Bessler, 2015. "Price formulation and the law of one price in internationally linked markets: an examination of the natural gas markets in the USA and Canada," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 54(1), pages 117-142, January.
    10. Perez, Maria P. & Ribera, Luis A. & Palma, Marco A., 2017. "Effects of trade and agricultural policies on the structure of the U.S. tomato industry," Food Policy, Elsevier, vol. 69(C), pages 123-134.
    11. Lambert, David K. & Miljkovic, Dragan, 2010. "The sources of variability in U.S. food prices," Journal of Policy Modeling, Elsevier, vol. 32(2), pages 210-222, March.
    12. McKenzie, Andrew M. & Thomsen, Michael R., 2001. "The Effect Of E. Coli O157:H7 On Beef Prices," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 26(2), pages 1-14, December.
    13. Olagunju, Kehinde Oluseyi & Feng, Siyi & Patton, Myles, 2021. "Dynamic relationships among phosphate rock, fertilisers and agricultural commodity markets: Evidence from a vector error correction model and Directed Acyclic Graphs," Resources Policy, Elsevier, vol. 74(C).
    14. Yang, Jian & Bessler, David A. & Leatham, David J., 2000. "The Law of One Price: Developed and Developing Country Market Integration," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 32(3), pages 429-440, December.
    15. Babula, Ronald A. & Bessler, David A. & Payne, Warren S., 2004. "Dynamic Relationships Among U.S. Wheat-Related Markets: Applying Directed Acyclic Graphs to a Time Series Model," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 36(1), pages 1-22, April.
    16. Saghaian, Sayed H. & Reed, Michael R., 2007. "Consumer Reaction to Beef Safety Scares," International Food and Agribusiness Management Review, International Food and Agribusiness Management Association, vol. 10(1), pages 1-19.
    17. Babula, Ronald A. & Bessler, David A. & Reeder, John & Somwaru, Agapi, 2004. "Modeling U.S. Soy-Based Markets with Directed Acyclic Graphs and Time Series Econometrics: Evaluating the U.S. Market Impacts of High Soy Meal Prices," Working Paper ID Series 15885, United States International Trade Commission, Office of Industries.
    18. Maynard, Leigh J. & Saghaian, Sayed H. & Nickoloff, Megan, 2007. "Buyer and Seller Response to an Adverse Food Safety Event: The Case of Frozen Salmon in Alberta," Consumer and Market Demand Network Papers 6832, University of Alberta, Department of Resource Economics and Environmental Sociology.
    19. Juan Pablo Gomez & Derya Akleman & Ergun Akleman & Ioannis Pavlidis, 2018. "Causality Effects of Interventions and Stressors on Driving Behaviors under Typical Conditions," Mathematics, MDPI, vol. 6(8), pages 1-15, August.
    20. Yavapolkul, Navin & Gopinath, Munisamy & Gulati, Ashok, 2004. "Post-Uruguay Round price linkages between developed and developing countries," MTID discussion papers 76, International Food Policy Research Institute (IFPRI).
    21. Kim, Hyeyoung & Ward, Ronald W., 2013. "Price transmission across the U.S. food distribution system," Food Policy, Elsevier, vol. 41(C), pages 226-236.
    22. Andrew M. McKenzie, 2005. "The effects of barge shocks on soybean basis levels in Arkansas: A study of market integration," Agribusiness, John Wiley & Sons, Ltd., vol. 21(1), pages 37-52.
    23. Gökhan ÖZERTAN & Sayed H. SAGHAİAN & Hasan TEKGÜÇ, 2015. "Dynamics of Price Transmission and Market Power in the Turkish Beef Sector," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 30(349), pages 53-76.
    24. Xiaojie Xu & Yun Zhang, 2022. "Contemporaneous causality among one hundred Chinese cities," Empirical Economics, Springer, vol. 63(4), pages 2315-2329, October.
    25. Palma, Marco A. & Ribera, Luis A. & Bessler, David A. & Paggi, Mechel S. & Knutson, Ronald D., 2009. "Potential Impacts of Food Borne Ill Incidence on Market Movements and Prices of Fresh Produce in the US," 2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia 46745, Southern Agricultural Economics Association.
    26. Babula, Ronald A. & Bessler, David A. & Payne, Warren S., 2003. "Dynamic Relationships Among Selected U.S. Commodity-Based, Value Added Markets: Applying Directed Acyclic Graphs to a Time Series Model," Working Paper ID Series 15879, United States International Trade Commission, Office of Industries.
    27. Tejeda, Hernan A. & Kim, Man-Keun & Feuz, Dillon M., 2015. "Dynamic Relationships and Price Discovery of Western Alfalfa Markets," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205686, Agricultural and Applied Economics Association.
    28. Kim, J.W. & Leatham, D.J. & Bessler, D.A., 2007. "REITs' dynamics under structural change with unknown break points," Journal of Housing Economics, Elsevier, vol. 16(1), pages 37-58, March.
    29. Kim, Man-Keun & Tejeda, Hernan & Yu, T. Edward, 2017. "U.S. milled rice markets and integration across regions and types," International Food and Agribusiness Management Review, International Food and Agribusiness Management Association, vol. 20(5).
    30. Zijun Wang & David A. Bessler, 2003. "Forecast evaluations in meat demand analysis," Agribusiness, John Wiley & Sons, Ltd., vol. 19(4), pages 505-523.
    31. Aramayis Dallakyan, 2021. "Nonparanormal Structural VAR for Non-Gaussian Data," Computational Economics, Springer;Society for Computational Economics, vol. 57(4), pages 1093-1113, April.
    32. Hanpil Moon & Jun Ho Seok, 2021. "Price relationship among domestic and imported beef products in South Korea," Empirical Economics, Springer, vol. 61(6), pages 3541-3555, December.
    33. Dharmasena, Senarath & Bessler, David A. & Capps, Oral, 2016. "Food environment in the United States as a complex economic system," Food Policy, Elsevier, vol. 61(C), pages 163-175.
    34. Steven S. Vickner & Stephen P. Davies, 2000. "Estimating strategic price response in a product-differentiated oligopoly: The case of a domestic canned fruit industry," Agribusiness, John Wiley & Sons, Ltd., vol. 16(2), pages 125-140.
    35. Babula, Ronald A. & Bessler, David A. & Reeder, John & Somwaru, Agapi, 2004. "Modeling U.S. Soy-Based Markets with Directed Acyclic Graphs and Bernanke Structural VAR Methods: The Impacts of High Soy Meal and Soybean Prices," Journal of Food Distribution Research, Food Distribution Research Society, vol. 35(3), pages 1-24, November.
    36. Bizimana, Jean-Claude & Bessler, David A. & Angerer, Jay P., 2016. "The 2010-2011 Drought Impacts on Cattle Market Integration in the Horn of Africa: A preliminary Evaluation using VAR and Structural Break Analysis," 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas 229991, Southern Agricultural Economics Association.
    37. Power, Gabriel J. & Vedenov, Dmitry V., 2009. "The Price Shock Transmission during the 2007-2008 Commodity Bull Cycle: A Structural Vector Auto-Regression Approach to the "Chicken-or-Egg" Problem," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49538, Agricultural and Applied Economics Association.
    38. Xiangjun Wu & Juan Xu, 2021. "Drivers of food price in China: A heterogeneous panel SVAR approach," Agricultural Economics, International Association of Agricultural Economists, vol. 52(1), pages 67-79, January.
    39. Kim, GwanSeon & Choi, Sun-Ki & Seok, Jun Ho, 2020. "Does biomass energy consumption reduce total energy CO2 emissions in the US?," Journal of Policy Modeling, Elsevier, vol. 42(5), pages 953-967.
    40. Babula, Ronald A. & Bessler, David A. & Rogowsky, Robert A., 2005. "Dynamic Economic Relationships Among U.S. Soy Product Markets: Using a Cointegrated Vector Autoregression Approach with Directed Acyclic Graphs," Working Paper ID Series 15880, United States International Trade Commission, Office of Industries.
    41. Qiu, Cheng & Colson, Gregory & Escalante, Cesar & Wetzstein, Michael, 2012. "Considering macroeconomic indicators in the food before fuel nexus," Energy Economics, Elsevier, vol. 34(6), pages 2021-2028.
    42. Xu, Xiaojie, 2014. "Causality and Price Discovery in U.S. Corn Markets: An Application of Error Correction Modeling and Directed Acyclic Graphs," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 169806, Agricultural and Applied Economics Association.
    43. Chen, Junyi & Kibriya, Shahriar & Bessler, David A. & Price, Edwin C., 2015. "A Causal Exploration of Food Price Shocks and Conflict in Sudan," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 202612, Agricultural and Applied Economics Association.
    44. Xiaojie Xu, 2017. "Contemporaneous causal orderings of US corn cash prices through directed acyclic graphs," Empirical Economics, Springer, vol. 52(2), pages 731-758, March.
    45. Dallakyan, Aramayis & Bessler, David A., 2018. "Gaussian Copulas for Imposing Structure on VAR," 2018 Annual Meeting, August 5-7, Washington, D.C. 274401, Agricultural and Applied Economics Association.
    46. Seok, Jun Ho & Kim, GwanSeon & Reed, Michael R. & Kim, Soo-Eun, 2018. "The impact of avian influenza on the Korean egg market: Who benefited?," Journal of Policy Modeling, Elsevier, vol. 40(1), pages 151-165.
    47. Chen, Junyi & Kibriya, Shahriar & Bessler, David & Price, Edwin, 2015. "A Causal Exploration of Conflict Events and Commodity Prices of Sudan," MPRA Paper 62461, University Library of Munich, Germany.
    48. Vitale, Jeffrey D. & Bessler, David A., 2006. "The 2004 Niger Food Crisis: What Role Can Price Discovery Play in Famine Early Warning Systems?," 2006 Annual meeting, July 23-26, Long Beach, CA 21316, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

  72. Oral Williams & David Bessler, 1997. "Cointegration: implications for the market efficiencies of the high fructose corn syrup and refined sugar markets," Applied Economics, Taylor & Francis Journals, vol. 29(2), pages 225-232.

    Cited by:

    1. Jin Zhang & David Bessler & David Leatham, 2006. "Does consumer debt cause economic recession? Evidence using directed acyclic graphs," Applied Economics Letters, Taylor & Francis Journals, vol. 13(7), pages 401-407.
    2. Jinho Jung & Juan Sesmero & Ralph Siebert, 2022. "A structural estimation of spatial differentiation and market power in input procurement," American Journal of Agricultural Economics, John Wiley & Sons, vol. 104(2), pages 613-644, March.
    3. Marzoughi, Hassan & Kennedy, P. Lynn & Hilbun, Brian M., 2008. "Impact of Corn Based Ethanol Production on the U.S. High Fructose Corn Syrup (HFCS) and Sugar Markets," 2008 Annual Meeting, February 2-6, 2008, Dallas, Texas 6792, Southern Agricultural Economics Association.
    4. Moss Charles B. & Schmitz Andrew, 2004. "Delineating the Relevant U.S. Sweetener Markets," Journal of Agricultural & Food Industrial Organization, De Gruyter, vol. 2(1), pages 1-19, January.
    5. Jinho Jung & Juan Sesmero & Ralph Siebert, 2020. "Spatial Differentiation and Market Power in Input Procurement: Evidence from a Structural Model of the Corn Market," CESifo Working Paper Series 8088, CESifo.

  73. Taylor, Earl L. & Bessler, David A. & Waller, Mark L. & Rister, M. Edward, 1996. "Dynamic relationships between US and Thai rice prices," Agricultural Economics, Blackwell, vol. 14(2), pages 123-133, July.

    Cited by:

    1. Andrew M. McKenzie & Bingrong Jiang & Harjanto Djunaidi & Linwood A. Hoffman & Eric J. Wailes, 2002. "Unbiasedness and Market Efficiency Tests of the U.S. Rice Futures Market," Review of Agricultural Economics, Agricultural and Applied Economics Association, vol. 24(2), pages 474-493.
    2. Kim, Man-Keun & Tejeda, Hernan & Wright, Jeffrey, 2016. "Price Discovery in the U.S. Milled Rice Markets using a Cluster Analysis and Tournament," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235725, Agricultural and Applied Economics Association.
    3. Yang, Jian & Bessler, David A. & Leatham, David J., 2000. "The Law of One Price: Developed and Developing Country Market Integration," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 32(3), pages 429-440, December.
    4. Kim, Man-Keun & Tejeda, Hernan & Yu, T. Edward, 2016. "Dynamic and Spatial Relationships in US Rice Markets," 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas 229784, Southern Agricultural Economics Association.
    5. Yavapolkul, Navin & Gopinath, Munisamy & Gulati, Ashok, 2004. "Post-Uruguay Round price linkages between developed and developing countries," MTID discussion papers 76, International Food Policy Research Institute (IFPRI).
    6. Capitani, Daniel H.D. & Mattos, Fabio, 2015. "Feasibility of new agricultural futures contract: a study in the Brazilian rice market," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205565, Agricultural and Applied Economics Association.
    7. Kim, Man-Keun & Tejeda, Hernan & Yu, T. Edward, 2017. "U.S. milled rice markets and integration across regions and types," International Food and Agribusiness Management Review, International Food and Agribusiness Management Association, vol. 20(5).
    8. Gali, Jyothi & Brown, Colin G., 2000. "Analysis Of Integration Between Queensland Feed And Malting Barley Markets," 2000 Conference (44th), January 23-25, 2000, Sydney, Australia 123649, Australian Agricultural and Resource Economics Society.
    9. Bryant, Henry L. & Outlaw, Joe L. & Anderson, David P., 2005. "Rice World Market Prices," 2005 Annual meeting, July 24-27, Providence, RI 19178, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

  74. Babula, Ronald A. & Ruppel, Fred J. & Bessler, David A., 1995. "U.S. corn exports: the role of the exchange rate," Agricultural Economics, Blackwell, vol. 13(2), pages 75-88, November.

    Cited by:

    1. Bolkesjø, Torjus F. & Buongiorno, Joseph, 2006. "Short- and long-run exchange rate effects on forest product trade: Evidence from panel data," Journal of Forest Economics, Elsevier, vol. 11(4), pages 205-221, January.
    2. Joshua G. Maples & B. Wade Brorsen, 2022. "Handling the discontinuity in futures prices when time series modeling of commodity cash and futures prices," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 70(2), pages 139-152, June.
    3. Su, EnDer, 2013. "Stock index hedge using trend and volatility regime switch model considering hedging cost," MPRA Paper 49190, University Library of Munich, Germany.
    4. Gong, Li & Kinnucan, Henry, 2015. "Effects of Recession and Dollar Weakening on the U.S. Agricultural Trade Balance," 2015 Annual Meeting, January 31-February 3, 2015, Atlanta, Georgia 196612, Southern Agricultural Economics Association.
    5. Cooper, Joseph C., 2008. "A Revenue-Based Alternative to the Counter-Cyclical Payment Program," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6197, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    6. Guillermo Benavides Peralesv & Francisco Venegas Martínez, 2022. "Impact of Exchange Rate Volatility on Agricultural Trade between the U.S. and Mexico (1990-2017)," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, vol. 56(1), pages 131-154, Enero-Jun.
    7. Burakov, D., 2016. "Oil Prices, Exchange Rate and Prices for Agricultural Commodities: Empirical Evidence from Russia," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 8(2), pages 1-15, June.
    8. Shu-Ling Chen & John D. Jackson & Hyeongwoo Kim & Pramesti Resiandini, 2013. "What Drives Commodity Prices?," Auburn Economics Working Paper Series auwp2013-03, Department of Economics, Auburn University.
    9. Cooper, Joseph C., 2009. "Payments under the Average Crop Revenue Program: Implications for Government Costs and Producer Preferences," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 38(1), pages 1-16, April.
    10. Elmarzougui, Eskandar & Larue, Bruno, 2011. "On the Evolving Relationship between Corn and Oil Prices," Working Papers 118580, University of Laval, Center for Research on the Economics of the Environment, Agri-food, Transports and Energy (CREATE).
    11. Dmitry Burakov, 2016. "Elasticity of Agricultural Prices in Russia: An Empirical Study of Energy and Monetary Channels," International Journal of Energy Economics and Policy, Econjournals, vol. 6(3), pages 551-562.
    12. Alaba David Alori & Adebayo Augustine Kutu, 2019. "Export Function of Cocoa Production, Exchange Rate Volatility and Prices in Nigeria," Journal of Economics and Behavioral Studies, AMH International, vol. 11(2), pages 1-14.
    13. Eskandar Elmarzougui & Bruno Larue, 2013. "On the Evolving Relationship Between Corn and Oil Prices," Agribusiness, John Wiley & Sons, Ltd., vol. 29(3), pages 344-360, June.
    14. Gülistan Erdal & Hilmi Erdal & Kemal Esengün, 2012. "The effects of exchange rate volatility on trade: evidence from Turkish agricultural trade," Applied Economics Letters, Taylor & Francis Journals, vol. 19(3), pages 297-303, February.

  75. David A. Bessler & Ted Covey, 1993. "On the Search for Econometric Structure in Agriculture," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 75(Special_I), pages 41-47.

    Cited by:

    1. Wankeun Oh, 2002. "Cointegration and Structural Change: An Application to the U.S. Demand for Money," Economic Inquiry, Western Economic Association International, vol. 40(1), pages 91-101, January.
    2. Nelson, Robert G. & Turner, Steven C., 1995. "Experimental Examination Of A Thin Market: Price Behavior In A Declining Terminal Market Revisited," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 27(1), pages 1-12, July.
    3. Houston, Jack E. & McIntosh, Christopher S. & Stavriotis, Paul A. & Turner, Steven C., 1999. "Leading Indicators Of Regional Cotton Acreage Response: Structural And Time Series Modeling Results," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 31(3), pages 1-11, December.

  76. Henry, Guy & Peterson, E. Wesley F. & Bessler, David A. & Farris, Donald, 1993. "A time-series analysis of the effects of government policies on the U.S. beef cattle industry," Journal of Policy Modeling, Elsevier, vol. 15(2), pages 117-139, April.

    Cited by:

    1. Babula, Ronald A. & Price, Gregory K., 2012. "New regulatory authority over significant price discovery contracts: An example of natural gas swaps with econometric applications," Journal of Policy Modeling, Elsevier, vol. 34(3), pages 372-388.
    2. Gong, Li & Kinnucan, Henry, 2015. "Effects of Recession and Dollar Weakening on the U.S. Agricultural Trade Balance," 2015 Annual Meeting, January 31-February 3, 2015, Atlanta, Georgia 196612, Southern Agricultural Economics Association.
    3. Burakov, D., 2016. "Oil Prices, Exchange Rate and Prices for Agricultural Commodities: Empirical Evidence from Russia," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 8(2), pages 1-15, June.
    4. Zhengwei MA & Rui XU & Xiucheng DONG, 2015. "World oil prices and agricultural commodity prices: The evidence from China," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 61(12), pages 564-576.
    5. Dmitry Burakov, 2016. "Elasticity of Agricultural Prices in Russia: An Empirical Study of Energy and Monetary Channels," International Journal of Energy Economics and Policy, Econjournals, vol. 6(3), pages 551-562.
    6. Seok, Jun Ho & Kim, GwanSeon & Reed, Michael R. & Kim, Soo-Eun, 2018. "The impact of avian influenza on the Korean egg market: Who benefited?," Journal of Policy Modeling, Elsevier, vol. 40(1), pages 151-165.

  77. Bessler, David A. & Brandt, Jon A., 1992. "An analysis of forecasts of livestock prices," Journal of Economic Behavior & Organization, Elsevier, vol. 18(2), pages 249-263, July.

    Cited by:

    1. Carl R. Zulauf & Scott H. Irwin, 1998. "Market Efficiency and Marketing to Enhance Income of Crop Producers," Review of Agricultural Economics, Agricultural and Applied Economics Association, vol. 20(2), pages 308-331.
    2. Mr. Aasim M. Husain & Chakriya Bowman, 2004. "Forecasting Commodity Prices: Futures Versus Judgment," IMF Working Papers 2004/041, International Monetary Fund.
    3. Lota D. Tamini & Jean‐Philippe Gervais, 2005. "Developing Economic Indexes for the Quebec Hog/Pork Industry," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 53(1), pages 1-23, March.
    4. Colino, Evelyn V. & Irwin, Scott H., 2007. "Outlook vs. Futures: Three Decades of Evidence in Hog and Cattle Markets," 2007 Conference, April 16-17, 2007, Chicago, Illinois 37577, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    5. Sanders, Dwight R. & Garcia, Philip & Manfredo, Mark R., 2008. "Information Content in Deferred Futures Prices: Live Cattle and Hogs," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 33(1), pages 1-12, April.
    6. Nerlove, Marc & Fornari, Ilaria, 1998. "Quasi-rational expectations, an alternative to fully rational expectations: An application to US beef cattle supply," Journal of Econometrics, Elsevier, vol. 83(1-2), pages 129-161.
    7. Guney, Selin, 2015. "An evaluation of price forecasts of the cattle market under structural changes," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205109, Agricultural and Applied Economics Association.
    8. 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.
    9. Tomek, William G., 1996. "Commodity Futures Prices As Forecasts," Working Papers 127901, Cornell University, Department of Applied Economics and Management.
    10. David Bessler & Zijun Wang, 2012. "D-separation, forecasting, and economic science: a conjecture," Theory and Decision, Springer, vol. 73(2), pages 295-314, August.
    11. Riley, John M., 2013. "Extension’s Role in Commodity Marketing Education: Past, Present, and Future," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 45, pages 1-19, August.
    12. Xiaojie Xu & Yun Zhang, 2023. "Coking coal futures price index forecasting with the neural network," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 36(2), pages 349-359, June.
    13. Tomek, William G. & Peterson, Hikaru Hanawa, 2000. "Risk Management in Agricultural Markets: A Survey," Staff Papers 121140, Cornell University, Department of Applied Economics and Management.
    14. Coble, Keith H. & Barnett, Barry J., 1999. "The Role Of Research In Producer Risk Management," Professional Papers 15803, Mississippi State University, Department of Agricultural Economics.
    15. Colino, Evelyn V. & Irwin, Scott H. & Garcia, Philip, 2008. "How Much Can Outlook Forecasts be Improved? An Application to the U.S. Hog Market," 2008 Conference, April 21-22, 2008, St. Louis, Missouri 37620, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    16. Khurshid Kiani & Terry Kastens, 2008. "Testing Forecast Accuracy of Foreign Exchange Rates: Predictions from Feed Forward and Various Recurrent Neural Network Architectures," Computational Economics, Springer;Society for Computational Economics, vol. 32(4), pages 383-406, November.
    17. Ates, Aaron M. & Lusk, Jayson L. & Brorsen, B. Wade, 2016. "Forecasting Meat Prices using Consumer Expectations from the Food Demand Survey (FooDS)," 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas 229858, Southern Agricultural Economics Association.
    18. Manfredo, Mark R. & Sanders, Dwight R., 2004. "Forecast Encompassing And Futures Market Efficiency: The Case Of Milk Futures," 2004 Annual meeting, August 1-4, Denver, CO 20267, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    19. Bryant, Henry L. & Haigh, Michael S., 2001. "Estimating Actual Bid-Ask Spreads In Commodity Futures Markets," 2001 Annual meeting, August 5-8, Chicago, IL 20707, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    20. Kastens, Terry L. & Schroeder, Ted C., 1996. "Efficiency Tests Of July Kansas City Wheat Futures," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 21(2), pages 1-12, December.

  78. Covey, Ted & Bessler, David A, 1992. "Testing for Granger's Full Causality," The Review of Economics and Statistics, MIT Press, vol. 74(1), pages 146-153, February.

    Cited by:

    1. David Bessler & Robert Ruffley, 2004. "Prequential analysis of stock market returns," Applied Economics, Taylor & Francis Journals, vol. 36(5), pages 399-412.
    2. Se Kyu Choi-Ha & Luis Felipe Lagos, 2003. "El Dinero como Indicador Líder," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 40(120), pages 259-283.
    3. Choudhry, Taufiq, 2009. "Short-run deviations and time-varying hedge ratios: Evidence from agricultural futures markets," International Review of Financial Analysis, Elsevier, vol. 18(1-2), pages 58-65, March.
    4. Philipp Adämmer & Martin T. Bohl, 2018. "Price discovery dynamics in European agricultural markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(5), pages 549-562, May.
    5. Philipp Adämmer & Martin T. Bohl, 2015. "Price Discovery in European Agricultural Markets: When Do Futures Contracts Matter?," CQE Working Papers 4415, Center for Quantitative Economics (CQE), University of Muenster.

  79. David A. Bessler & Ted Covey, 1991. "Cointegration: Some results on U.S. cattle prices," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 11(4), pages 461-474, August.

    Cited by:

    1. Fortenbery, T. Randall & Zapata, Hector O., 2004. "Developed Speculation and Under Developed Markets - The Role of Futures Trading on Export Prices in Less Developed Countries," Staff Paper Series 470, University of Wisconsin, Agricultural and Applied Economics.
    2. Joshua G. Maples & B. Wade Brorsen, 2022. "Handling the discontinuity in futures prices when time series modeling of commodity cash and futures prices," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 70(2), pages 139-152, June.
    3. P. Geoffrey Allen & Robert Fildes, 2005. "Levels, Differences and ECMs – Principles for Improved Econometric Forecasting," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(s1), pages 881-904, December.
    4. Zapata, T. Randall Fortenbery & Armstrong, Delroy, 2005. "Price Discovery in the World Sugar Futures and Cash Markets: Implications for the Domincan Republic," Staff Paper Series 469, University of Wisconsin, Agricultural and Applied Economics.
    5. Hector O. Zapata & T. RANDALL FORTENBERY, 1995. "Stochastic Interest Rates and Price Discovery in Selected Commodity Markets," Wisconsin-Madison Agricultural and Applied Economics Staff Papers 383, Wisconsin-Madison Agricultural and Applied Economics Department.
    6. Kalok Chan & Yiuman Tse & Michael Williams, 2011. "The Relationship between Commodity Prices and Currency Exchange Rates: Evidence from the Futures Markets," NBER Chapters, in: Commodity Prices and Markets, pages 47-71, National Bureau of Economic Research, Inc.
    7. Joakim Westerlund & Paresh Narayan, 2013. "Testing the Efficient Market Hypothesis in Conditionally Heteroskedastic Futures Markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 33(11), pages 1024-1045, November.
    8. Xuedong Wu & Jeffrey H. Dorfman & Berna Karali, 2018. "The impact of data frequency on market efficiency tests of commodity futures prices," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(6), pages 696-714, June.
    9. Guney, Selin, 2015. "An evaluation of price forecasts of the cattle market under structural changes," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205109, Agricultural and Applied Economics Association.
    10. Dahlgran, Roger A., 2000. "An Examination Of Futures Price Determination Through The Lens Of Market Integration," 2000 Annual Meeting, June 29-July 1, 2000, Vancouver, British Columbia 36334, Western Agricultural Economics Association.
    11. Bozic, Marin & Fortenbery, T., 2015. "Price Discovery, Volatility Spillovers and Adequacy of Speculation when Spot Prices are Stationary: The Case of U.S. Dairy Markets," 2015 Conference, August 9-14, 2015, Milan, Italy 211369, International Association of Agricultural Economists.
    12. Ken Urai, 2006. "Social Recognition and Economic Equilibrium," Discussion Papers in Economics and Business 06-29, Osaka University, Graduate School of Economics.
    13. Florkowski, Wojciech J. & Lai, Yue, 1997. "Cointegration Between Prices of Pecans and Other Edible Nuts: Forecasting and Implications," 1997 Annual Meeting, July 13-16, 1997, Reno\ Sparks, Nevada 35870, Western Agricultural Economics Association.
    14. Yoon, Byung-Sam & Brorsen, B. Wade, 2000. "Rollover Hedging," 2000 Conference, April 17-18 2000, Chicago, Illinois 18938, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    15. Yiuman Tse, 2010. "The Relationship between Commodity Prices and Currency Exchange Rates: Evidence from the Futures Markets," Working Papers 0005, College of Business, University of Texas at San Antonio.
    16. Armstrong, Delroy & Zapata, Hector O. & Fortenbery, T. Randall, 2003. "Price Discovery In The Futures And Cash Market For Sugar," 2003 Annual Meeting, February 1-5, 2003, Mobile, Alabama 35239, Southern Agricultural Economics Association.
    17. Kuruppuarachchi, Duminda & Lin, Hai & Premachandra, I.M., 2019. "Testing commodity futures market efficiency under time-varying risk premiums and heteroscedastic prices," Economic Modelling, Elsevier, vol. 77(C), pages 92-112.
    18. Bozic, Marin, 2011. "Three essays in commodity futures and options price performance," Faculty and Alumni Dissertations 160678, University of Minnesota, Department of Applied Economics.
    19. Brenner, Robin J. & Kroner, Kenneth F., 1995. "Arbitrage, Cointegration, and Testing the Unbiasedness Hypothesis in Financial Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 30(1), pages 23-42, March.
    20. Shashi Gupta & Himanshu Choudhary & D. R. Agarwal, 2018. "An Empirical Analysis of Market Efficiency and Price Discovery in Indian Commodity Market," Global Business Review, International Management Institute, vol. 19(3), pages 771-789, June.
    21. Minho Kim & Andrew C. Szakmary & Thomas V. Schwarz, 1999. "Trading costs and price discovery across stock index futures and cash markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 19(4), pages 475-498, June.
    22. Schroeder, Ted C. & Tonsor, Glynn T. & Coffey, Brian K., 2019. "Commodity futures with thinly traded cash markets: The case of live cattle," Journal of Commodity Markets, Elsevier, vol. 15(C), pages 1-1.
    23. Hyun Seok Kim & B. Wade Brorsen, 2012. "Can real option values explain apparent storage at a loss?," Applied Economics, Taylor & Francis Journals, vol. 44(16), pages 2081-2090, June.
    24. Devadoss, Stephen, 1994. "Cointegration Results Of Farm Incomes And Production Costs In U.S. Agriculture," A.E. Research Series 305121, University of Idaho, Department of Agricultural Economics and Rural Sociology.

  80. Ronald A. Babula & David A. Bessler & Gerald E. Schluter, 1991. "Corn|broiler price transmissions and structural change since the 1950s," Agribusiness, John Wiley & Sons, Ltd., vol. 7(3), pages 269-284.

    Cited by:

    1. Goodwin, Barry K., 1992. "Forecasting Cattle Prices In The Presence Of Structural Change," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 24(2), pages 1-12, December.

  81. Owen, C. Jane & Sporleder, Thomas L. & Bessler, David A., 1991. "Fabricated Cut Beef Prices As Leading Indicators Of Fed Cattle Price," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 16(1), pages 1-7, July.

    Cited by:

    1. Diersen, Matthew A., 2002. "Gleaning Information From Mandatory Livestock Price Reporting," Economics Staff Papers 32017, South Dakota State University, Department of Economics.

  82. Fuller, Stephen W. & Ruppel, Fred J. & Bessler, David A., 1990. "Effect Of Contract Disclosure On Price: Railroad Grain Contracting In The Plains," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 15(2), pages 1-7, December.

    Cited by:

    1. Overgaard, Per Baltzer & Møllgaard, Peter, 2006. "Information Exchange, Market Transparency and Dynamic Oligopoly," Working Papers 13-2005, Copenhagen Business School, Department of Economics.
    2. Cooper, James C. & Wright, Joshua D., 2012. "Alcohol, antitrust, and the 21st Amendment: An empirical examination of post and hold laws," International Review of Law and Economics, Elsevier, vol. 32(4), pages 379-392.
    3. Sarah Grunewald & Ted C. Schroeder & Clement E. Ward, 2004. "Cattle Feeder Perceptions of Livestock Mandatory Price Reporting," Review of Agricultural Economics, Agricultural and Applied Economics Association, vol. 26(4), pages 521-538.
    4. Wolfe, K. Eric, 1991. "Book Review: The Interstate Commerce Commission's Public Use Waybill File: Concerns for Mis-Interpretation," Journal of the Transportation Research Forum, Transportation Research Forum, vol. 32(1).
    5. von der Fehr, Nils-Henrik M., 2013. "Transparency in Electricity Markets," Memorandum 13/2013, Oslo University, Department of Economics.
    6. McMullen, B. Starr, 1991. "Determinants of Transportation Rates for Pacific Northwest Wheat Shippers," Transportation Research Forum Proceedings 1990s 319084, Transportation Research Forum.
    7. Miljkovic, Dragan, 1999. "Transporting The Export-Bound Grain By Rail: A Study Of Market Integration," Research Discussion Papers 29236, Montana State University, Department of Agricultural Economics and Economics, Trade Research Center.
    8. Nolan, James & Fulton, Murray, 2001. "Competitive Access: The Next Step for the Canadian Rail Industry?," Journal of the Transportation Research Forum, Transportation Research Forum, vol. 40(2).
    9. Liliane Karlinger, 2008. "How Demand Information Can Destabilize a Cartel," Vienna Economics Papers vie0803, University of Vienna, Department of Economics.
    10. Ruppel, Fred J. & Fuller, Stephen W., 1992. "Information Impacts And Determinants Of Information Selection: An Experimental Approach," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 17(1), pages 1-12, July.
    11. Dragan Miljkovic, 2001. "Transporting export-bound grain by rail: Rail rates in the Post-Staggers Rail Act Period," Transportation, Springer, vol. 28(3), pages 297-314, August.

  83. Chen, Dean T. & Bessler, David A., 1990. "Forecasting monthly cotton price: Structural and time series approaches," International Journal of Forecasting, Elsevier, vol. 6(1), pages 103-113.
    See citations under working paper version above.
  84. David A. Bessler & John L. Kling, 1990. "Prequential Analysis of Cattle Prices," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 39(1), pages 95-106, March.

    Cited by:

    1. Joshua G. Maples & B. Wade Brorsen, 2022. "Handling the discontinuity in futures prices when time series modeling of commodity cash and futures prices," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 70(2), pages 139-152, June.
    2. Sherrick, Bruce J., 2002. "The Accuracy Of Producers' Probability Beliefs: Evidence And Implications For Insurance Valuation," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 27(1), pages 1-17, July.

  85. Babula, Ronald A. & Bessler, David A. & Schluter, Gerald E., 1990. "Poultry-Related Price Transmissions and Structural Change Since the 1950's," Journal of Agricultural Economics Research, United States Department of Agriculture, Economic Research Service, vol. 42(2), pages 1-9.

    Cited by:

    1. McIntosh, Christopher S. & Park, Timothy A. & Karnum, Chandrasekar, 1997. "The Potential Impact of Nutrient Management Legislation on the U.S. Broiler Industry," 1997 Annual Meeting, July 13-16, 1997, Reno\ Sparks, Nevada 35899, Western Agricultural Economics Association.
    2. Babula, Ronald A. & Bessler, David A., 1990. "The Corn-Egg Price Transmission Mechanism," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 22(2), pages 79-86, December.
    3. Ronald A. Babula & Robert F. J. Remain, 1990. "Dynamic corn-broiler price relationships: The cases of the United States and Canada," Agribusiness, John Wiley & Sons, Ltd., vol. 6(4), pages 371-385.
    4. Babula, Ronald A. & Romain, Robert F.J., 1991. "Canada's Broiler Supply Management Program: A Shield From U.S. Price Volatility," Journal of Agricultural Economics Research, United States Department of Agriculture, Economic Research Service, vol. 43(4), pages 1-8.

  86. Babula, Ronald A. & Bessler, David A., 1990. "The Corn-Egg Price Transmission Mechanism," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 22(2), pages 1-8, December.

    Cited by:

    1. Crentsil Kofi Agyekum & Haifeng Huang & Jianshu Chen, 2017. "The impact of the Chinese cornstarch futures on spot market and corn futures market," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1405580-140, January.
    2. Williams, Christine H. & Bewley, Ronald A., 1993. "Price Arbitrage Between Queensland Cattle Auctions," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 37(1), pages 1-23, April.
    3. Buhr, Brian L., 1993. "A Quarterly Econometric Simulation Model Of The U.S. Livestock And Meat Sector," Staff Papers 13465, University of Minnesota, Department of Applied Economics.
    4. Ping Zhang & Stanley M. Fletcher & Dale H. Carley, 1995. "Peanut price transmission asymmetry in peanut butter," Agribusiness, John Wiley & Sons, Ltd., vol. 11(1), pages 13-20.
    5. Kesavan, T. & Aradhyula, Satheesh V. & Johnson, Stanley R., 1992. "Dynamics And Price Volatility In Farm-Retail Livestock Price Relationships," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 17(2), pages 1-14, December.

  87. David A. Bessler, 1990. "Forecasting Multiple Time Series with Little Prior Information," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 72(3), pages 788-792.

    Cited by:

    1. Babula, Ronald A. & Bessler, David A., 1990. "The Corn-Egg Price Transmission Mechanism," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 22(2), pages 79-86, December.
    2. Xiaojie Xu & Yun Zhang, 2023. "Coking coal futures price index forecasting with the neural network," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 36(2), pages 349-359, June.

  88. Babula, Ronald A. & Bessler, David A., 1989. "Farmgate, Processor, and Consumer Price Transmissions in the Wheat Sector," Journal of Agricultural Economics Research, United States Department of Agriculture, Economic Research Service, vol. 41(3), pages 1-6.

    Cited by:

    1. Babula, Ronald A. & Bessler, David A. & Payne, Warren S., 2004. "Dynamic Relationships Among U.S. Wheat-Related Markets: Applying Directed Acyclic Graphs to a Time Series Model," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 36(1), pages 1-22, April.
    2. Qasmi, Bashir & Schmiesing, Brian H., 1989. "Linkages Between Prices of Agricultural Commodities and Processed Final Products," Economics Staff Papers 232170, South Dakota State University, Department of Economics.
    3. Babula, Ronald A. & Bessler, David A. & Payne, Warren S., 2003. "Dynamic Relationships Among Selected U.S. Commodity-Based, Value Added Markets: Applying Directed Acyclic Graphs to a Time Series Model," Working Paper ID Series 15879, United States International Trade Commission, Office of Industries.
    4. Babula, Ronald A. & Romain, Robert F.J., 1991. "Canada's Broiler Supply Management Program: A Shield From U.S. Price Volatility," Journal of Agricultural Economics Research, United States Department of Agriculture, Economic Research Service, vol. 43(4), pages 1-8.

  89. Robert G. Nelson & David A. Bessler, 1989. "Subjective Probabilities and Scoring Rules: Experimental Evidence," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 71(2), pages 363-369.

    Cited by:

    1. Caroline Roussy & Aude Ridier & Karim Chaib, 2015. "Adoption d’innovations par les agriculteurs : rôle des perceptions et des préférences," Working Papers SMART 15-03, INRAE UMR SMART.
    2. Langrock, Ines & Hurley, Terrance M., 2006. "Risk Preferences, Perceptions and Systematic Biases," 2006 Annual meeting, July 23-26, Long Beach, CA 21343, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    3. Sherrick, Bruce J., 2002. "The Accuracy Of Producers' Probability Beliefs: Evidence And Implications For Insurance Valuation," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 27(1), pages 1-17, July.
    4. Casillas-Olvera, Gabriel & Bessler, David A., 2006. "Probability forecasting and central bank accountability," Journal of Policy Modeling, Elsevier, vol. 28(2), pages 223-234, February.
    5. Delavande, Adeline & Gine, Xavier & McKenzie, David, 2009. "Measuring Subjective Expectations in Developing Countries: A Critical Review and New Evidence," Policy Research Working Paper Series 4824, The World Bank.
    6. Robertson, Matthew J., 2018. "Contests with Ex-Ante Target Setting," CRETA Online Discussion Paper Series 47, Centre for Research in Economic Theory and its Applications CRETA.
    7. Ivanov, Asen, 2011. "Attitudes to ambiguity in one-shot normal-form games: An experimental study," Games and Economic Behavior, Elsevier, vol. 71(2), pages 366-394, March.
    8. Keith Coble & Zhijun Yang & M. Darren Hudson, 2011. "Using experimental economics to evaluate alternative subjective elicitation procedures," Applied Economics, Taylor & Francis Journals, vol. 43(14), pages 1729-1736.
    9. David Danz & Lise Vesterlund & Alistair J. Wilson, 2020. "Belief Elicitation: Limiting Truth Telling with Information on Incentives," CESifo Working Paper Series 8048, CESifo.
    10. Palfrey, Thomas R. & Wang, Stephanie W., "undated". "On eliciting beliefs in strategic games," Working Papers 1271, California Institute of Technology, Division of the Humanities and Social Sciences.
    11. Nolan Miller & Paul Resnick & Richard Zeckhauser, 2005. "Eliciting Informative Feedback: The Peer-Prediction Method," Management Science, INFORMS, vol. 51(9), pages 1359-1373, September.

  90. Abeygunawardena, Piyasena & Bessler, David A., 1989. "Assessment of the Green Revolution in Sri Lanka: Adaptive Regression Approach," Indian Journal of Agricultural Economics, Indian Society of Agricultural Economics, vol. 44(2), April.

    Cited by:

    1. Dr Clevo I. Wilson, 1999. "A WTP Model Showing the Relationships Between Three Approaches For Pollution," Discussion Papers Series 268, School of Economics, University of Queensland, Australia.

  91. David A. Bessler & John L. Kling, 1989. "The Forecast and Policy Analysis," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 71(2), pages 503-506.

    Cited by:

    1. Goodwin, Barry K., 1992. "Forecasting Cattle Prices In The Presence Of Structural Change," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 24(2), pages 1-12, December.
    2. Casillas-Olvera, Gabriel & Bessler, David A., 2006. "Probability forecasting and central bank accountability," Journal of Policy Modeling, Elsevier, vol. 28(2), pages 223-234, February.
    3. Xiaojie Xu, 2020. "Corn Cash Price Forecasting," American Journal of Agricultural Economics, John Wiley & Sons, vol. 102(4), pages 1297-1320, August.
    4. Andres Trujillo-Barrera & Philip Garcia & Mindy L Mallory, 2018. "Short-term price density forecasts in the lean hog futures market," European Review of Agricultural Economics, Foundation for the European Review of Agricultural Economics, vol. 45(1), pages 121-142.
    5. Isengildina-Massa, Olga & Irwin, Scott H. & Good, Darrel L., 2008. "Quantile Regression Methods of Estimating Confidence Intervals for WASDE Price Forecasts," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6409, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

  92. Kling, John L & Bessler, David A, 1989. "Calibration-Based Predictive Distributions: An Application of Prequential Analysis to Interest Rates, Money, Prices, and Output," The Journal of Business, University of Chicago Press, vol. 62(4), pages 477-499, October.

    Cited by:

    1. Goodwin, Barry K., 1992. "Forecasting Cattle Prices In The Presence Of Structural Change," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 24(2), pages 1-12, December.
    2. Frank Schorfheide & Dongho Song, 2015. "Real-Time Forecasting With a Mixed-Frequency VAR," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(3), pages 366-380, July.
    3. David Bessler & Robert Ruffley, 2004. "Prequential analysis of stock market returns," Applied Economics, Taylor & Francis Journals, vol. 36(5), pages 399-412.
    4. Shackleton, Mark B. & Taylor, Stephen J. & Yu, Peng, 2010. "A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices," Journal of Banking & Finance, Elsevier, vol. 34(11), pages 2678-2693, November.
    5. Michael K. Adjemian & Valentina G. Bruno & Michel A. Robe, 2020. "Incorporating Uncertainty into USDA Commodity Price Forecasts," American Journal of Agricultural Economics, John Wiley & Sons, vol. 102(2), pages 696-712, March.
    6. Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2015. "Forecasting with Instabilities: an Application to DSGE Models with Financial Frictions," Working Papers 201523, School of Economics, University College Dublin.
    7. Michael Clements, 2016. "Are Macroeconomic Density Forecasts Informative?," ICMA Centre Discussion Papers in Finance icma-dp2016-02, Henley Business School, University of Reading.
    8. Casillas-Olvera, Gabriel & Bessler, David A., 2006. "Probability forecasting and central bank accountability," Journal of Policy Modeling, Elsevier, vol. 28(2), pages 223-234, February.
    9. Federico Bassetti & Roberto Casarin & Francesco Ravazzolo, 2015. "Bayesian nonparametric calibration and combination of predictive distributions," Working Paper 2015/03, Norges Bank.
    10. Anthony Tay & Kenneth F. Wallis, 2000. "Density Forecasting: A Survey," Econometric Society World Congress 2000 Contributed Papers 0370, Econometric Society.
    11. Patrick T. Brandt & John R. Freeman & Philip A. Schrodt, 2011. "Real Time, Time Series Forecasting of Inter- and Intra-State Political Conflict," Conflict Management and Peace Science, Peace Science Society (International), vol. 28(1), pages 41-64, February.
    12. Brian D. Deaton, 2018. "Effects of the Swiss Franc/Euro Exchange Rate Floor on the Calibration of Probability Forecasts," Forecasting, MDPI, vol. 1(1), pages 1-23, May.
    13. Dharmasena, Senarath & Bessler, David & Capps, Oral. Jr, 2016. "On the Evaluation of Probability Forecasts: An Application to Qualitative Choice Models," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235424, Agricultural and Applied Economics Association.
    14. Edward P. Herbst & Frank Schorfheide, 2012. "Evaluating DSGE model forecasts of comovements," Finance and Economics Discussion Series 2012-11, Board of Governors of the Federal Reserve System (U.S.).
    15. Bessler, David & Kibriya, Shahriar & Chen, Junyi & Price, Ed, 2014. "On Forecasting Conflict in Sudan: 2009-2012," MPRA Paper 60069, University Library of Munich, Germany.
    16. Huang, Wei & Lai, Pei-Chun & Bessler, David A., 2018. "On the changing structure among Chinese equity markets: Hong Kong, Shanghai, and Shenzhen," European Journal of Operational Research, Elsevier, vol. 264(3), pages 1020-1032.
    17. Andres Trujillo-Barrera & Philip Garcia & Mindy L Mallory, 2018. "Short-term price density forecasts in the lean hog futures market," European Review of Agricultural Economics, Foundation for the European Review of Agricultural Economics, vol. 45(1), pages 121-142.
    18. Kyle E. Binder & Mohsen Pourahmadi & James W. Mjelde, 2020. "The role of temporal dependence in factor selection and forecasting oil prices," Empirical Economics, Springer, vol. 58(3), pages 1185-1223, March.
    19. Duangnate, Kannika & Mjelde, James W., 2017. "Comparison of data-rich and small-scale data time series models generating probabilistic forecasts: An application to U.S. natural gas gross withdrawals," Energy Economics, Elsevier, vol. 65(C), pages 411-423.
    20. Negro, Marco Del & Schorfheide, Frank, 2013. "DSGE Model-Based Forecasting," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 57-140, Elsevier.
    21. Michael P. Clements & Nick Taylor, 2003. "Evaluating interval forecasts of high-frequency financial data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(4), pages 445-456.
    22. An-Sing Chen & Yan-Zhen Liu, 2008. "Enhancing hedging performance with the spanning polynomial projection," Quantitative Finance, Taylor & Francis Journals, vol. 8(6), pages 605-617.
    23. Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2015. "Forecasting in a DSGE Model with Banking Intermediation: Evidence from the US," Working Papers 292, University of Milano-Bicocca, Department of Economics, revised Feb 2015.

  93. McCarl, Bruce A. & Bessler, David A., 1989. "Estimating An Upper Bound On The Pratt Risk A Version Coefficient When The Utility Function Is Unknown," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 33(1), pages 1-8, April.

    Cited by:

    1. Anissa Chaibi & Maria-Lenuta Ciupac-Ulici & Mircea-Cristian Gherman, 2014. "Do Recent Stochastic Tools Help to Better Understand Investors Preference and Asset Allocation?," Working Papers 2014-130, Department of Research, Ipag Business School.
    2. Vassalos, Michael & Dillon, Carl R. & Coolong, Tim, 2012. "Choice of Optimal Planting and Marketing Decisions for Fresh Vegetable Producers: A Mathematical Programming Approach," 2012 Annual Meeting, February 4-7, 2012, Birmingham, Alabama 120016, Southern Agricultural Economics Association.
    3. Davis, Todd & Jaromczyk, Jerzy & Mark, Tyler, 2018. "Potential Crop Rotation and Insurance Adoption Response to Changes in the Federal Crop Insurance Program," 2018 Annual Meeting, February 2-6, 2018, Jacksonville, Florida 266664, Southern Agricultural Economics Association.
    4. Dustin L. Pendell & Jeffery R. Williams & Scott B. Boyles & Charles W. Rice & Richard G. Nelson, 2007. "Soil Carbon Sequestration Strategies with Alternative Tillage and Nitrogen Sources under Risk," Review of Agricultural Economics, Agricultural and Applied Economics Association, vol. 29(2), pages 247-268.
    5. Kim, Man-Keun & Curtis, Kynda R. & Yeager, Irvin, 2014. "An Assessment of Market Strategies for Small-Scale Produce Growers," International Food and Agribusiness Management Review, International Food and Agribusiness Management Association, vol. 17(3), pages 1-18, September.
    6. Dahl, Bruce & Wilson, William W., 2018. "Risk premiums due to Fusarium Head Blight (FHB) in wheat and barley," Agricultural Systems, Elsevier, vol. 162(C), pages 145-153.
    7. Wynn, Katherine & Spangenberg, German & Smith, Kevin & Wilson, William, 2017. "Valuing Genetically Modified Traits in Canola Using Real Options," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 42(2), May.
    8. McCarl, Bruce A., 1988. "Preference Among Risky Prospects Under Constant Risk Aversion," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 20(2), pages 25-34, December.
    9. Huang, Wen-Yuan & Hewitt, Tracy I. & Shank, David, 1998. "An Analysis Of On-Farm Costs Of Timing N Applications To Reduce N Losses," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 23(2), pages 1-23, December.
    10. Wilson, William W. & McKee, Greg & Nganje, William & Dahl, Bruce & Bangsund, Dean, 2017. "Economic Impact of USWBSI’s Scab Initiative to Reduce FHB," Agribusiness & Applied Economics Report 264672, North Dakota State University, Department of Agribusiness and Applied Economics.
    11. John W. Ritchie & G. Yahya Abawi & Sunil C. Dutta & Trevor R. Harris & Michael Bange, 2004. "Risk management strategies using seasonal climate forecasting in irrigated cotton production: a tale of stochastic dominance," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 48(1), pages 65-93, March.
    12. Shockley, Jordan M. & Dillon, Carl R. & Stombaugh, Timothy S., 2011. "A Whole Farm Analysis of the Influence of Auto-Steer Navigation on Net Returns, Risk, and Production Practices," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 43(1), pages 1-19, February.
    13. Dillon, Carl R., 1999. "Production Practice Alternatives For Income And Suitable Field Day Risk Management," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 31(2), pages 1-15, August.
    14. Donnelly, Kallie & Noel, Jay E., 2006. "Optimal Market Contracting in the California Lettuce Industry," 2006 Annual meeting, July 23-26, Long Beach, CA 21461, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    15. Upadhyay, Bharat Mani & Smith, Elwin G. & Clayton, George & Harker, Neil, 2004. "Risk Efficiency Of Alternate Canola Management Decisions," Annual Meeting, 2004, June 20-23, Halifax, Nova Scotia 34193, Canadian Agricultural Economics Society.
    16. Larson, James A. & Mapp, Harry P., Jr., 1997. "Cotton Cultivar, Planting, Irrigating, And Harvesting Decisions Under Risk," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 22(1), pages 1-17, July.
    17. Ritchie, John W. & Abawi, G. Yahya & Dutta, Sunil C. & Harris, Trevor R. & Bange, Michael, 2004. "Risk management strategies using seasonal climate forecasting in irrigated cotton production: a tale of stochastic dominance," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 48(1), pages 1-29.
    18. Mila Bravo & Dylan Jones & David Pla-Santamaria & Francisco Salas-Molina, 2022. "Encompassing statistically unquantifiable randomness in goal programming: an application to portfolio selection," Operational Research, Springer, vol. 22(5), pages 5685-5706, November.
    19. Seo, Sangtaek & Mitchell, Paul D. & Leatham, David J., 2004. "Effects Of Federal Risk Management Programs On Land Allocation And Input Use," 2004 Annual meeting, August 1-4, Denver, CO 20160, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    20. 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).
    21. Vassalos, Michael & Dillon, Carl R. & Coolong, Timothy, 2013. "Optimal Land Allocation and Production Timing for Fresh Vegetable Growers under Price and Production Uncertainty," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 45(4), pages 1-16, November.
    22. Betubiza, Eustacius N. & Leatham, David J., 1994. "The Effects Of Holding Nonfarm Related Financial Assets On Risk-Adjusted Farm Income," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 26, pages 1-15, December.
    23. Coffey, Brian K. & Skees, Jerry R. & Dillon, Carl R. & Anderson, John D., 2001. "Potential Effects Of Subsidized Livestock Insurance On Livestock Production," 2001 Annual meeting, August 5-8, Chicago, IL 20606, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    24. Kovacs, Kent & Tran, Dat Q., 2023. "Irrigation choice through water supply augmentation in the presence of climate risk and uncertainty," 2023 Annual Meeting, July 23-25, Washington D.C. 335432, Agricultural and Applied Economics Association.
    25. Fleming, Euan & Milne, Mary, 2003. "Bioeconomic modelling of the production and export of cocoa for price policy analysis in Papua New Guinea," Agricultural Systems, Elsevier, vol. 76(2), pages 483-505, May.
    26. Larson, James A. & English, Burton C. & He, Lixia, 2008. "Risk and Return for Bioenergy Crops under Alternative Contracting Arrangements," 2008 Annual Meeting, February 2-6, 2008, Dallas, Texas 6842, Southern Agricultural Economics Association.
    27. Xuan Liu & Jun Duan & G. Cornelis van Kooten, 2018. "The impact of changes in the AgriStability program on crop activities: A farm modeling approach," Agribusiness, John Wiley & Sons, Ltd., vol. 34(3), pages 650-667, June.
    28. Larson, James A. & English, Burton C. & He, Lixia, 2008. "Economic Analysis of Farm-Level Supply of Biomass Feedstocks for Energy Production Under Alternative Contract Scenarios and Risk," Integration of Agricultural and Energy Systems Conference, February 12-13, 2008, Atlanta, Georgia 48706, Farm Foundation.
    29. Lambert, David K., 2008. "The expected utility of genetic information in beef cattle production," Agricultural Systems, Elsevier, vol. 99(1), pages 44-52, December.
    30. Kanakasabai, Murali & Dillon, Carl R., 2004. "Potential For Farm Adaptation To Global Climatic Change In Kentucky," 2004 Annual meeting, August 1-4, Denver, CO 20422, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    31. Strydom, D.B. & Grove, Bennie & Kruger, Y. & Willemse, B.J., 2010. "Stochastic Efficiency Analysis Of Alternative Basic Maize Marketing Strategies," 2010 AAAE Third Conference/AEASA 48th Conference, September 19-23, 2010, Cape Town, South Africa 96812, African Association of Agricultural Economists (AAAE).
    32. Wilson, William W. & Gustafson, Cole R. & Dahl, Bruce L., 2006. "Production Risk And Crop Insurance In Malting Barley: A Stochastic Dominance Analysis," Agribusiness & Applied Economics Report 23561, North Dakota State University, Department of Agribusiness and Applied Economics.
    33. Schumann, Keith D. & Richardson, James W. & Lien, Gudbrand D. & Hardaker, J. Brian, 2004. "Stochastic Efficiency Analysis Using Multiple Utility Functions," 2004 Annual meeting, August 1-4, Denver, CO 19957, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    34. Chien, Ming-Che & Leatham, David J., 1994. "The Value of Planting Flexibility Provisions in the 1990 Farm Bill to Three Representative Texas Farms," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 26(1), pages 148-157, July.
    35. Salim, Juma K. & Dillon, Carl R. & McAllister, Jack, 2006. "Risk management on application of minimum-cost feed ration for nitrogen and phosphorus reduction on dairy farm," 2006 Annual meeting, July 23-26, Long Beach, CA 21274, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    36. Kanakasabai, Murali & Dillon, Carl R. & Skees, Jerry R., 2001. "Microeconomic Evaluation Of Farm Risk Management Decisions In Kentucky," 2001 Annual Meeting, July 8-11, 2001, Logan, Utah 36178, Western Agricultural Economics Association.
    37. Fumasi, Roland J., 2005. "Estimating The Impacts Of Differing Price-Risk Management Strategies On The Net Income Of Salinas Valley Lettuce Producers: A Stochastic Simulation Approach," 2005 Annual Meeting, July 6-8, 2005, San Francisco, California 36310, Western Agricultural Economics Association.
    38. Dillon, Carl R., 2002. "A Mathematical Programming Model For Optimal Management Zone Delineation In Precision Agriculture," 2002 Annual meeting, July 28-31, Long Beach, CA 19672, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    39. William W. Wilson & Bruce Dahl, 2014. "Contracting for Canola in the Great Plains States," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 62(1), pages 89-106, March.
    40. Dillon, Carl R., 1992. "Microeconomic Effects Of Reduced Yield Variability Cultivars Of Soybeans And Wheat," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 24(1), pages 1-13, July.
    41. SPAULDING Aslihan & KANAKASABAI Murali & HAO Jianqiang & SKEES Jerry, 2010. "Can Weather Derivative Contracts Help Mitigating Agricultural Risk? Microeconomic Policy Implications for Romania," EcoMod2003 330700139, EcoMod.
    42. Boere, Esther & van Kooten, G. Cornelis, 2015. "Reforming the Common Agricultural Policy: Decoupling Agricultural Payments from Production and Promoting the Environment," Working Papers 201653, University of Victoria, Resource Economics and Policy.
    43. Dillon, Carl R. & Oriade, Caleb A. & Parsch, Lucas D., 1998. "Production Risk Management Under Arkansas Soybean Rental Arrangements From The Tenant'S And Landlord'S Perspective," 1998 Annual meeting, August 2-5, Salt Lake City, UT 20781, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    44. Chunling Luo & Chin Hon Tan, 2020. "Almost Stochastic Dominance for Most Risk-Averse Decision Makers," Decision Analysis, INFORMS, vol. 17(2), pages 169-184, June.
    45. Salim, Juma K. & Dillon, Carl R., 2007. "Precision Feeding in Dairy Ration Cost Minimization Under Producer's Risk Management," 2007 Annual Meeting, February 4-7, 2007, Mobile, Alabama 34925, Southern Agricultural Economics Association.
    46. Dillon, Carl R. & Shearer, Scott A. & Mueller, Thomas, 2001. "A Mixed Integer, Nonlinear Programming Model Of Innovative Variable Rate Planting Date With Polymer Seed Coatings," 2001 Annual meeting, August 5-8, Chicago, IL 20572, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    47. Powers, Laura & Dillon, Carl R. & Isaacs, Steven G. & Shearer, Scott A., 2003. "Risk Management Tools In Precision Agriculture," 2003 Annual Meeting, February 1-5, 2003, Mobile, Alabama 35129, Southern Agricultural Economics Association.

  94. Perry, Gregory M. & Rister, M. Edward & Richardson, James W. & Bessler, David A., 1989. "Incorporating Government Program Provisions Into A Mean-Variance Framework," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 21(2), pages 1-11, December.

    Cited by:

    1. El Benni, Nadja & Finger, Robert, 2014. "Where is the risk? Price, yield and cost risk in Swiss crop production," Revue d'Etudes en Agriculture et Environnement, Editions NecPlus, vol. 95(03), pages 299-326, September.
    2. Chien, Ming-Che & Leatham, David J., 1994. "The Value of Planting Flexibility Provisions in the 1990 Farm Bill to Three Representative Texas Farms," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 26(1), pages 148-157, July.

  95. Van Tassell, Larry W. & Bessler, David A., 1988. "Dynamic Price Adjustments Between Commercial And Purebred Cattle Markets," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 20(2), pages 1-8, December.

    Cited by:

    1. Williams, Christine H. & Bewley, Ronald A., 1990. "The Transmission of Price Information at Queensland Cattle Auctions," 1990 Conference (34th), February 13-15, 1990, Brisbane, Australia 145472, Australian Agricultural and Resource Economics Society.
    2. Ronald A. Babula & Robert F. J. Remain, 1990. "Dynamic corn-broiler price relationships: The cases of the United States and Canada," Agribusiness, John Wiley & Sons, Ltd., vol. 6(4), pages 371-385.
    3. Babula, Ronald A. & Romain, Robert F.J., 1991. "Canada's Broiler Supply Management Program: A Shield From U.S. Price Volatility," Journal of Agricultural Economics Research, United States Department of Agriculture, Economic Research Service, vol. 43(4), pages 1-8.
    4. Ronald A. Babula & David A. Bessler & Gerald E. Schluter, 1991. "Corn|broiler price transmissions and structural change since the 1950s," Agribusiness, John Wiley & Sons, Ltd., vol. 7(3), pages 269-284.

  96. McIntosh, Christopher S. & Bessler, David A., 1988. "Forecasting Agricultural Prices Using A Bayesian Composite Approach," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 20(2), pages 1-8, December.

    Cited by:

    1. Xiaojie Xu, 2017. "Short-run price forecast performance of individual and composite models for 496 corn cash markets," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(14), pages 2593-2620, October.
    2. Tronstad, Russell, 1991. "The Effects Of Firm Size And Production Cost Levels On Dynamically Optimal After-Tax Cotton Storage And Hedging Decisions," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 23(1), pages 1-15, July.
    3. Xiaojie Xu & Yun Zhang, 2023. "Coking coal futures price index forecasting with the neural network," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 36(2), pages 349-359, June.
    4. Xiaojie Xu, 2020. "Corn Cash Price Forecasting," American Journal of Agricultural Economics, John Wiley & Sons, vol. 102(4), pages 1297-1320, August.
    5. Colino, Evelyn V. & Irwin, Scott H. & Garcia, Philip, 2009. "Do Composite Procedures Really Improve the Accuracy of Outlook Forecasts?," 2009 Conference, April 20-21, 2009, St. Louis, Missouri 53052, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    6. Colino, Evelyn V. & Irwin, Scott H. & Garcia, Philip & Etienne, Xiaoli, 2012. "Composite and Outlook Forecast Accuracy," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 37(2), pages 1-19, August.

  97. Fuller, Stephen & Bessler, David & MacDonald, James & Wohlgenant, Michael, 1987. "Effect of Deregulation in Export-Grain Rail Rates in the Plains and Corn Belt," Journal of the Transportation Research Forum, Transportation Research Forum, vol. 28(1).

    Cited by:

    1. John Bitzan & Wesley Wilson, 2007. "Industry costs and consolidation: efficiency gains and mergers in the U.S. railroad industry," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 30(2), pages 81-105, March.
    2. Park, Joan Je & Babcock, Michael W. & Lemke, Kenneth, 1998. "The impact of railroad mergers on grain transportation markets: A Kansas State study," Transportation Research Forum Proceedings 1990s 311937, Transportation Research Forum.
    3. Joon Je Park & Michael W. Babcock & Kenneth Lemke & Dennis L. Weisman, 2001. "Simulating the Effects of Railroad Mergers," Southern Economic Journal, John Wiley & Sons, vol. 67(4), pages 938-953, April.
    4. McMullen, B. Starr, 1991. "Determinants of Transportation Rates for Pacific Northwest Wheat Shippers," Transportation Research Forum Proceedings 1990s 319084, Transportation Research Forum.
    5. Wilson, Wesley W. & Wilson, William W., 2001. "Deregulation, rate incentives, and efficiency in the railroad market," Research in Transportation Economics, Elsevier, vol. 6(1), pages 1-24, January.
    6. Wilson, Wesley W. & Wilson, William W., 1998. "Deregulation And Innovation In Railroad Shipping Of Agricultural Commodities: 1972-1995," AE Series 23090, North Dakota State University, Department of Agribusiness and Applied Economics.
    7. McMullen, B. Starr & Martin, Michael V. & Cabeza, Felix, 1989. "The Impacts Of Transportation Deregulation On Wheat Shipments In The Pacific Northwest," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 14(2), pages 1-8, December.

  98. Bessler, David A & Chamberlain, Peter J, 1987. "On Bayesian composite forecasting," Omega, Elsevier, vol. 15(1), pages 43-48.
    See citations under working paper version above.
  99. Bessler, David A & Babula, Ronald A, 1987. "Forecasting Wheat Exports: Do Exchange Rates Matter?," Journal of Business & Economic Statistics, American Statistical Association, vol. 5(3), pages 397-406, July.

    Cited by:

    1. Andino, Jose & Mulik, Kranti & Koo, Won W., 2005. "The Impact Of Brazil And Argentina'S Currency Devaluation On U.S. Soybean Trade," Agribusiness & Applied Economics Report 23486, North Dakota State University, Department of Agribusiness and Applied Economics.
    2. P. Geoffrey Allen & Robert Fildes, 2005. "Levels, Differences and ECMs – Principles for Improved Econometric Forecasting," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(s1), pages 881-904, December.
    3. Baek, Jungho & Koo, Won W. & Mulik, Kranti, 2009. "Exchange Rate Dynamics and the Bilateral Trade Balance: The Case of U.S. Agriculture," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 38(2), pages 1-16, October.
    4. Jungho Baek & Won W. Koo, 2008. "Identifying Macroeconomic Linkages to U.S. Agricultural Trade Balance," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 56(1), pages 63-77, March.
    5. Seale, James L., Jr. & Moss, Charles B., 1989. "The Overshooting Hypothesis: Are Agricultural Exports More Sensitive?," 1989 Annual Meeting, July 30-August 2, Baton Rouge, Louisiana 270704, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    6. Titus O. Awokuse & Yan Yuan, 2006. "The impact of exchange rate volatility on U.S. poultry exports," Agribusiness, John Wiley & Sons, Ltd., vol. 22(2), pages 233-245.
    7. Bernard, John C. & Willett, Lois Schertz, 1994. "The Impact of Lag Determination on Price Relationships in the U.S. Broiler Industry," Staff Papers 121315, Cornell University, Department of Applied Economics and Management.
    8. Babula, Ronald A. & Ruppel, Fred J. & Bessler, David A., 1995. "U.S. corn exports: the role of the exchange rate," Agricultural Economics, Blackwell, vol. 13(2), pages 75-88, November.
    9. Baek, Jungho & Mulik, Kranti & Koo, Won W., 2006. "The J-Curve Phenomenon: Myth or Reality?," 2006 Annual meeting, July 23-26, Long Beach, CA 21382, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    10. Barry K. Goodwin & Ted C. Schroeder, 1991. "Price Dynamics in International Wheat Markets," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 39(2), pages 237-254, July.
    11. Bradshaw, Girard W. & Orden, David, 1990. "Granger Causality From The Exchange Rate To Agricultural Prices And Export Sales," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 15(1), pages 1-11, July.
    12. Xiaojie Xu & Yun Zhang, 2023. "Coking coal futures price index forecasting with the neural network," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 36(2), pages 349-359, June.
    13. Ben Kaabia, Monia & Gil, Jose Maria & Chebbi, Houssem Eddine, 2002. "The effect of long-run identification on impulse-response functions: An application to the relationship between macroeconomics and agriculture in Tunisia," Agricultural Economics Review, Greek Association of Agricultural Economists, vol. 3(2), pages 1-13, August.
    14. Ben Kaabia, Monia & Gil, Jose Maria & Chebbi, Houssem Eddine, 2005. "Macroeconomics and Agriculture in Tunisia," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark 24597, European Association of Agricultural Economists.
    15. Araji, A. A. & White, F. C., 1993. "The Impact Of Agricultural Research On Exports," AE Miscellaneous Working Papers 305176, University of Idaho, Department of Agricultural Economics and Rural Sociology.
    16. Bradshaw, Girard W. & Orden, David, 1988. "Time Series Models For Exchange Rate And Agricultural Price Forecasts," Regional Research Projects > 1988: S-180 Annual Meeting, March 20-23, 1988, Savannah, Georgia 272786, Regional Research Projects > S-180: An Economic Analysis of Risk Management Strategies for Agricultural Production Firms.
    17. Araji, A. A. & White, F. C., 1993. "The Impact Of Agricultural Research On Exports," A.E. Research Series 305099, University of Idaho, Department of Agricultural Economics and Rural Sociology.
    18. Penson, John B., Jr. & Babula, Ronald A., 1988. "Japanese Monetary Policies and U.S. Agricultural Exports," Journal of Agricultural Economics Research, United States Department of Agriculture, Economic Research Service, vol. 40(1), pages 1-8.
    19. Ruppel, Fred J., 1987. "Agricultural Commodity Export Data: Sales and Shipments Contrasted," Journal of Agricultural Economics Research, United States Department of Agriculture, Economic Research Service, vol. 39(2), pages 1-17.
    20. Kim, Jae H., 1999. "Asymptotic and bootstrap prediction regions for vector autoregression," International Journal of Forecasting, Elsevier, vol. 15(4), pages 393-403, October.
    21. Larson, Donald W. & Bittencourt, Maurício Vaz Lobo & Thompson, Stanley R., 2005. "An Examination of the Impacts of Exchange Rate Volatility on Sectoral Trade in the Mercosur," 2005 Annual meeting, July 24-27, Providence, RI 19572, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    22. Yuan, Yan & Awokuse, Titus O., 2003. "Exchange Rate Volatility And U.S. Poultry Exports: Evidence From Panel Data," 2003 Annual meeting, July 27-30, Montreal, Canada 22083, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

  100. S. SriRamaratnam & David A. Bessler & M. Edward Rister & John E. Matocha & James Novak, 1987. "Fertilization under Uncertainty: An Analysis Based on Producer Yield Expectations," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 69(2), pages 349-357.

    Cited by:

    1. Richard V. Llewelyn & Jeffery R. Williams, 1996. "Nonparametric analysis of technical, pure technical, and scale efficiencies for food crop production in East Java, Indonesia," Agricultural Economics, International Association of Agricultural Economists, vol. 15(2), pages 113-126, November.
    2. Khor, Ling Yee & Zeller, Manfred, 2012. "Doubts on input quality: The effect of inaccurate fertilizer content on the estimation of production functions and technical efficiency," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil 126212, International Association of Agricultural Economists.
    3. Chad Lawley & Erik Lichtenberg & Doug Parker, 2009. "Biases in Nutrient Management Planning," Land Economics, University of Wisconsin Press, vol. 85(1), pages 186-200.
    4. Dhungana, Basanta R. & Nuthall, Peter L. & Nartea, Gilbert V., 2000. "Explaining Economic Inefficiency Of Nepalese Rice Farms: An Empirical Investigation," 2000 Conference (44th), January 23-25, 2000, Sydney, Australia 123630, Australian Agricultural and Resource Economics Society.
    5. Gomez-Limon, Jose Antonio & Riesgo, Laura & Arriaza Balmón, 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.
    6. Chai, Yuan & Pannell, David J. & Pardey, Philip G., 2022. "Reducing Water Pollution from Nitrogen Fertilizer: Revisiting Insights from Production Economics," Staff Papers 320519, University of Minnesota, Department of Applied Economics.
    7. Paulson, N.D. & Babcock, Bruce A., 2010. "Readdressing the Fertilizer Problem," Staff General Research Papers Archive 32437, Iowa State University, Department of Economics.
    8. Bruce A. Babcock & Jason F. Shogren, 1995. "The cost of agricultural production risk," Agricultural Economics, International Association of Agricultural Economists, vol. 12(2), pages 141-150, April.
    9. Asci, Serhat & Borisova, Tatiana & VanSickle, John J., 2014. "Risks in Potato Production: Fertilizer, Water, and Producers’ Decision Making," 2014 Annual Meeting, February 1-4, 2014, Dallas, Texas 162536, Southern Agricultural Economics Association.
    10. Wen-Yuan Huang & Richard Heifner & Harold Taylor & Noel Uri, 2000. "Timing Nitrogen Fertilizer Application to Reduce Nitrogen Losses to the Environment," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 14(1), pages 35-58, February.
    11. Legg, Thomas D. & Fletcher, Jerald J. & Easter, K. William, 1988. "Nitrogen Management In Southeastern Minnesota," Economic Reports 13020, University of Minnesota, Department of Applied Economics.
    12. Glenn Sheriff, 2005. "Efficient Waste? Why Farmers Over-Apply Nutrients and the Implications for Policy Design," Review of Agricultural Economics, Agricultural and Applied Economics Association, vol. 27(4), pages 542-557.
    13. Brian Lee & Jhih‐Yun Liu & Hung‐Hao Chang, 2020. "The choice of marketing channel and farm profitability: Empirical evidence from small farmers," Agribusiness, John Wiley & Sons, Ltd., vol. 36(3), pages 402-421, June.
    14. Agarwal, Sandip & Jacobs, Keri L. & Weninger, Quinn, 2016. "Unfolding the Bias in Farm Nitrogen Management," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 237380, Agricultural and Applied Economics Association.
    15. Dhungana, Basanta R. & Nuthall, Peter L. & Nartea, Gilbert V., 2004. "Measuring the economic inefficiency of Nepalese rice farms using data envelopment analysis," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 48(2), pages 1-23.
    16. Mitchell, Paul D., 2004. "Nutrient Best Management Practice Insurance and Farmer Perceptions of Adoption Risk," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 36(3), pages 1-17, December.
    17. Benjamin Dequiedt & Emmanuel Servonnat, 2016. "Risk as a limit or an opportunity to mitigate GHG emissions? The case of fertilisation in agriculture," Working Papers 1606, Chaire Economie du climat.
    18. Khojasteh, Khosrow, 1992. "Effects of farm characteristics and government disaster assistance on multiple-peril crop insurance purchases by Iowa crop farmers," ISU General Staff Papers 1992010108000010841, Iowa State University, Department of Economics.
    19. Agarwal, Sandip & Jacobs, Keri L. & Weninger, Quinn, 2016. "Elicitation of Subjective Beliefs: A Pilot study of farmers' nitrogen management decision-making in Central Iowa," ISU General Staff Papers 201601010800001005, Iowa State University, Department of Economics.
    20. Metcalfe, Todd & Bosch, Darrell J. & Pease, James W. & Alley, Mark M. & Phillips, Steve B., 2007. "Yield Reserve Program Costs in the Virginia Coastal Plain," Agricultural and Resource Economics Review, Cambridge University Press, vol. 36(2), pages 197-212, October.
    21. Jiangying Guo & Jiwei Chen, 2022. "The Impact of Heavy Rainfall Variability on Fertilizer Application Rates: Evidence from Maize Farmers in China," IJERPH, MDPI, vol. 19(23), pages 1-17, November.
    22. Khor, Ling Yee & Zeller, Manfred, 2014. "Inaccurate fertilizer content and its effect on the estimation of production functions," China Economic Review, Elsevier, vol. 30(C), pages 123-132.
    23. Gomez-Limon, Jose A. & Arriaza, Manuel & Riesgo, Laura, 2003. "An MCDM analysis of agricultural risk aversion," European Journal of Operational Research, Elsevier, vol. 151(3), pages 569-585, December.
    24. Asci, Serhat & Borisova, Tatiana & VanSickle, John J. & Zotarelli, Lincoln, 2012. "Risk and Nitrogen Application Decisions in Florida Potato Production," 2012 Annual Meeting, February 4-7, 2012, Birmingham, Alabama 119797, Southern Agricultural Economics Association.
    25. Sellars, Sarah C. & Schnitkey, Gary D. & Gentry, Laura F., 2020. "Do Illinois Farmers Follow University-Based Nitrogen Recommendations?," 2020 Annual Meeting, July 26-28, Kansas City, Missouri 304617, Agricultural and Applied Economics Association.

  101. Ramaratnam, S. Sri & Rister, M. Edward & Bessler, David A. & Novak, James L., 1986. "Risk Attitudes And Farm/Producer Attributes: A Case Study Of Texas Coastal Bend Grain Sorghum Producers," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 18(2), pages 1-11, December.

    Cited by:

    1. Ahearn, Mary Clare & Collender, Robert N. & Diao, Xinshen & Harrington, David H. & Hoppe, Robert A. & Korb, Penelope J. & Makki, Shiva S. & Morehart, Mitchell J. & Roberts, Michael J. & Roe, Terry L. , 2004. "Decoupled Payments In A Changing Policy Setting," Agricultural Economic Reports 33981, United States Department of Agriculture, Economic Research Service.

  102. David A. Bessler & John L. Kling, 1986. "Forecasting Vector Autoregressions with Bayesian Priors," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 68(1), pages 144-151.

    Cited by:

    1. Moss, Charles B. & Shonkwiler, J. S., 1988. "EFFECTS OF GOVERNMENT PAYMENTS TO FARMERS ON REAL AGRICULTURAL ASSET VALUES IN THE 1980s," 1988 Annual Meeting, August 1-3, Knoxville, Tennessee 270284, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    2. Sarantis Tsiaplias & Chew Lian Chua, 2010. "Forecasting Australian Macroeconomic Variables Using A Large Dataset," Australian Economic Papers, Wiley Blackwell, vol. 49(1), pages 44-59, March.
    3. Ford, Stephen A., 1986. "An Application Of Bayesian Vector Autoregression To The U.S. Turkey Market," Staff Papers 13982, University of Minnesota, Department of Applied Economics.
    4. Xiaojie Xu, 2017. "Short-run price forecast performance of individual and composite models for 496 corn cash markets," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(14), pages 2593-2620, October.
    5. Moss, Charles B. & Shonkwiler, John Scott & Reynolds, John E., 1989. "Government Payments To Farmers And Real Agricultural Asset Values In The 1980s," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 21(2), pages 1-15, December.
    6. Florkowski, Wojciech J. & Lai, Yue, 1997. "Cointegration Between Prices of Pecans and Other Edible Nuts: Forecasting and Implications," 1997 Annual Meeting, July 13-16, 1997, Reno\ Sparks, Nevada 35870, Western Agricultural Economics Association.
    7. Xiaojie Xu & Yun Zhang, 2023. "Coking coal futures price index forecasting with the neural network," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 36(2), pages 349-359, June.
    8. Colino, Evelyn V. & Irwin, Scott H. & Garcia, Philip, 2008. "How Much Can Outlook Forecasts be Improved? An Application to the U.S. Hog Market," 2008 Conference, April 21-22, 2008, St. Louis, Missouri 37620, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    9. Gutierrez, Luciano & Piras, Francesco & Olmeo, Maria Grazia, 2015. "Forecasting Wheat Commodity Prices using a Global Vector Autoregressive model," 2015 Fourth Congress, June 11-12, 2015, Ancona, Italy 207264, Italian Association of Agricultural and Applied Economics (AIEAA).
    10. Alavalapati, Janaki R.R. & Luckert, Martin K. & Adamowicz, Wiktor L., 1994. "Short-Run Dynamics of the Canadian Wood Pulp Industry: A Vector Autoregression Analysis," Staff Paper Series 232562, University of Alberta, Department of Resource Economics and Environmental Sociology.
    11. Duangnate, Kannika & Mjelde, James W., 2017. "Comparison of data-rich and small-scale data time series models generating probabilistic forecasts: An application to U.S. natural gas gross withdrawals," Energy Economics, Elsevier, vol. 65(C), pages 411-423.
    12. Chen, Dean T. & Bessler, David A., 1988. "Forecasting Monthly Cotton Price: Structural and Time Series Approaches," Staff Reports 257920, Texas A&M University, Agricultural and Food Policy Center.
    13. Duncan, Steven Scott, 1988. "The relevant forecast of variance of income for marketing decisions under uncertainty," ISU General Staff Papers 198801010800009839, Iowa State University, Department of Economics.
    14. Park, Timothy A., 1990. "Forecast Evaluation For Multivariate Time-Series Models: The U.S. Cattle Market," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 15(1), pages 1-11, July.
    15. Joohun Han & John N. Ng’ombe, 2023. "The relation between wheat, soybean, and hemp acreage: a Bayesian time series analysis," Agricultural and Food Economics, Springer;Italian Society of Agricultural Economics (SIDEA), vol. 11(1), pages 1-12, December.
    16. Ford, Stephen A., 1986. "A Beginner'S Guide To Vector Autoregression," Staff Papers 13527, University of Minnesota, Department of Applied Economics.
    17. Ronald A. Babula & David A. Bessler & Gerald E. Schluter, 1991. "Corn|broiler price transmissions and structural change since the 1950s," Agribusiness, John Wiley & Sons, Ltd., vol. 7(3), pages 269-284.
    18. Zapata, Hector O. & Garcia, Philip, 1990. "Price Forecasting With Time-Series Methods And Nonstationary Data: An Application To Monthly U.S. Cattle Prices," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 15(1), pages 1-10, July.

  103. Bessler, David A. & Hopkins, Jane C., 1986. "Forecasting an agricultural system with random walk priors," Agricultural Systems, Elsevier, vol. 21(1), pages 59-67.

    Cited by:

    1. Xiaojie Xu & Yun Zhang, 2023. "Coking coal futures price index forecasting with the neural network," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 36(2), pages 349-359, June.
    2. Gutierrez, Luciano & Piras, Francesco & Olmeo, Maria Grazia, 2015. "Forecasting Wheat Commodity Prices using a Global Vector Autoregressive model," 2015 Fourth Congress, June 11-12, 2015, Ancona, Italy 207264, Italian Association of Agricultural and Applied Economics (AIEAA).
    3. Joohun Han & John N. Ng’ombe, 2023. "The relation between wheat, soybean, and hemp acreage: a Bayesian time series analysis," Agricultural and Food Economics, Springer;Italian Society of Agricultural Economics (SIDEA), vol. 11(1), pages 1-12, December.

  104. Kling, John L. & Bessler, David A., 1985. "A comparison of multivariate forecasting procedures for economic time series," International Journal of Forecasting, Elsevier, vol. 1(1), pages 5-24.

    Cited by:

    1. Ehsan Ahmed & J. Rosser & Richard Sheehan, 1989. "A comparison of national and international aggregate supply and demand var models: The United States, Japan and the European economic community," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 125(2), pages 252-272, June.
    2. Longsheng Cheng & Mahboubeh Shadabfar & Arash Sioofy Khoojine, 2023. "A State-of-the-Art Review of Probabilistic Portfolio Management for Future Stock Markets," Mathematics, MDPI, vol. 11(5), pages 1-34, February.
    3. Robert McNown & Andrei Rogers, 1989. "Forecasting Mortality: A Parameterized Time Series Approach," Demography, Springer;Population Association of America (PAA), vol. 26(4), pages 645-660, November.
    4. P. Geoffrey Allen & Robert Fildes, 2005. "Levels, Differences and ECMs – Principles for Improved Econometric Forecasting," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(s1), pages 881-904, December.
    5. Kaylen, Michael S., 1986. "Vector Autoregression Forecasting Models: Suggested Improvements," 1986 Annual Meeting, July 27-30, Reno, Nevada 278167, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    6. Owen, C. Jane & Sporleder, Thomas L. & Bessler, David A., 1991. "Fabricated Cut Beef Prices As Leading Indicators Of Fed Cattle Price," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 16(1), pages 1-7, July.
    7. Xiaojie Xu, 2017. "Short-run price forecast performance of individual and composite models for 496 corn cash markets," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(14), pages 2593-2620, October.
    8. Salmanzadeh-Meydani, N. & Fatemi Ghomi, S.M.T., 2019. "The causal relationship among electricity consumption, economic growth and capital stock in Iran," Journal of Policy Modeling, Elsevier, vol. 41(6), pages 1230-1256.
    9. Xiaojie Xu & Yun Zhang, 2023. "Coking coal futures price index forecasting with the neural network," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 36(2), pages 349-359, June.
    10. Xiaojie Xu, 2020. "Corn Cash Price Forecasting," American Journal of Agricultural Economics, John Wiley & Sons, vol. 102(4), pages 1297-1320, August.
    11. Branimir Skoko & Pero Zovko, 2018. "Sustainability of Bosnia and Herzegovina’s international trade flows," Notitia - journal for economic, business and social issues, Notitia Ltd., vol. 1(4), pages 1-8, December.
    12. Bessler, David A., 1985. "The Forecast In Risk Analysis," Regional Research Projects > 1985: S-180 Annual Meeting, March 24-27, 1985, Charleston, South Carolina 271795, Regional Research Projects > S-180: An Economic Analysis of Risk Management Strategies for Agricultural Production Firms.
    13. Stamatiou, Pavlos & Dritsaki, Chaido, 2019. "The Phillips Curve: Unemployment Dynamics and Nairu Estimates of Poland’s Economy," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 72(3), pages 281-312.
    14. Colino, Evelyn V. & Irwin, Scott H. & Garcia, Philip, 2008. "How Much Can Outlook Forecasts be Improved? An Application to the U.S. Hog Market," 2008 Conference, April 21-22, 2008, St. Louis, Missouri 37620, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    15. Moon, Seongmin & Hicks, Christian & Simpson, Andrew, 2012. "The development of a hierarchical forecasting method for predicting spare parts demand in the South Korean Navy—A case study," International Journal of Production Economics, Elsevier, vol. 140(2), pages 794-802.
    16. De Gooijer, Jan G. & Hyndman, Rob J., 2006. "25 years of time series forecasting," International Journal of Forecasting, Elsevier, vol. 22(3), pages 443-473.
    17. Wang, Zijun & Bessler, David A., 2004. "Forecasting performance of multivariate time series models with full and reduced rank: an empirical examination," International Journal of Forecasting, Elsevier, vol. 20(4), pages 683-695.
    18. Bradshaw, Girard W. & Orden, David, 1988. "Time Series Models For Exchange Rate And Agricultural Price Forecasts," Regional Research Projects > 1988: S-180 Annual Meeting, March 20-23, 1988, Savannah, Georgia 272786, Regional Research Projects > S-180: An Economic Analysis of Risk Management Strategies for Agricultural Production Firms.
    19. Jan G. De Gooijer & Rob J. Hyndman, 2005. "25 Years of IIF Time Series Forecasting: A Selective Review," Monash Econometrics and Business Statistics Working Papers 12/05, Monash University, Department of Econometrics and Business Statistics.
    20. Chen, Junyi & Kibriya, Shahriar & Bessler, David A. & Price, Edwin C., 2015. "A Causal Exploration of Food Price Shocks and Conflict in Sudan," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 202612, Agricultural and Applied Economics Association.
    21. Chen, Junyi & Kibriya, Shahriar & Bessler, David & Price, Edwin, 2015. "A Causal Exploration of Conflict Events and Commodity Prices of Sudan," MPRA Paper 62461, University Library of Munich, Germany.

  105. Schrader, Lee F. & Bessler, David A. & Preston, Warren P., 1985. "Egg Prices Revisited," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 17(2), pages 1-5, December.

    Cited by:

    1. Babula, Ronald A. & Bessler, David A., 1990. "The Corn-Egg Price Transmission Mechanism," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 22(2), pages 79-86, December.
    2. Maynard, Leigh J., 1997. "Price Discovery In The Egg Industry," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 26(1), pages 1-8, April.
    3. Babula, Ronald A. & Romain, Robert F.J., 1991. "Canada's Broiler Supply Management Program: A Shield From U.S. Price Volatility," Journal of Agricultural Economics Research, United States Department of Agriculture, Economic Research Service, vol. 43(4), pages 1-8.

  106. David A. Bessler, 1984. "An Analysis of Dynamic Economic Relationships: An Application to the U.S. Hog Market," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 32(1), pages 109-124, March.

    Cited by:

    1. Shane, Mathew & Roe, Terry & Somwaru, Agapi, 2008. "Exchange Rates, Foreign Income, and U. S. Agricultural Exports," Agricultural and Resource Economics Review, Cambridge University Press, vol. 37(2), pages 160-175, October.
    2. Goodwin, Barry K., 1992. "Forecasting Cattle Prices In The Presence Of Structural Change," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 24(2), pages 1-12, December.
    3. Babula, Ronald A. & Price, Gregory K., 2012. "New regulatory authority over significant price discovery contracts: An example of natural gas swaps with econometric applications," Journal of Policy Modeling, Elsevier, vol. 34(3), pages 372-388.
    4. Lota D. Tamini & Jean‐Philippe Gervais, 2005. "Developing Economic Indexes for the Quebec Hog/Pork Industry," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 53(1), pages 1-23, March.
    5. Van Tassell, Larry W. & Bessler, David A., 1988. "Dynamic Price Adjustments Between Commercial And Purebred Cattle Markets," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 20(2), pages 1-8, December.
    6. VAN BINH, Tu & DUMONT, Michel, 2008. "A fishing expedition in the Mekong Delta: Market volatility and price substitutes for Vietnamese fresh water fish," Working Papers 2008002, University of Antwerp, Faculty of Business and Economics.
    7. Erwin W. Heri, 1988. "Money Demand Regressions and Monetary Targeting Theory and Stylized Evidence," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 124(II), pages 123-149, June.
    8. Babula, Ronald A. & Bessler, David A. & Schluter, Gerald E., 1990. "Poultry-Related Price Transmissions and Structural Change Since the 1950's," Journal of Agricultural Economics Research, United States Department of Agriculture, Economic Research Service, vol. 42(2), pages 1-9.
    9. Babula, Ronald A. & Bessler, David A. & Payne, Warren S., 2004. "Dynamic Relationships Among U.S. Wheat-Related Markets: Applying Directed Acyclic Graphs to a Time Series Model," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 36(1), pages 1-22, April.
    10. Babula, Ronald A. & Bessler, David A., 1990. "The Corn-Egg Price Transmission Mechanism," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 22(2), pages 79-86, December.
    11. Babula, Ronald A. & Bessler, David A. & Reeder, John & Somwaru, Agapi, 2004. "Modeling U.S. Soy-Based Markets with Directed Acyclic Graphs and Time Series Econometrics: Evaluating the U.S. Market Impacts of High Soy Meal Prices," Working Paper ID Series 15885, United States International Trade Commission, Office of Industries.
    12. Unknown, 1990. "Structural Change in Livestock: Causes, Implications, Alternatives," Research Institute on Livestock Pricing 232728, Virginia Polytechnic Institute and State University, Department of Agricultural and Applied Economics.
    13. Lemus, David Magaña & Bessler, David A., 2014. "Price Dynamics in Agricultural Markets: Relationships between the U.S. and Mexico," 88th Annual Conference, April 9-11, 2014, AgroParisTech, Paris, France 169736, Agricultural Economics Society.
    14. Williams, Christine H. & Bewley, Ronald A., 1993. "Price Arbitrage Between Queensland Cattle Auctions," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 37(1), pages 1-23, April.
    15. Yang, Jian & Leatham, David J., 1999. "Price Discovery in Wheat Futures Markets," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 31(2), pages 359-370, August.
    16. Babula, Ronald A. & Bessler, David A. & Payne, Warren S., 2003. "Dynamic Relationships Among Selected U.S. Commodity-Based, Value Added Markets: Applying Directed Acyclic Graphs to a Time Series Model," Working Paper ID Series 15879, United States International Trade Commission, Office of Industries.
    17. Gutierrez, Luciano & Piras, Francesco & Olmeo, Maria Grazia, 2015. "Forecasting Wheat Commodity Prices using a Global Vector Autoregressive model," 2015 Fourth Congress, June 11-12, 2015, Ancona, Italy 207264, Italian Association of Agricultural and Applied Economics (AIEAA).
    18. Eduardo López E. & Francisco Meneses P. & Felipe Córdova F. & M. Carolina Grünwald N., 2008. "Comportamiento del Precio Internacional de Granos Seleccionados y su Impacto en la Inflación," Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 11(1), pages 119-129, April.
    19. Babula, Ronald A. & Bessler, David A. & Reeder, John & Somwaru, Agapi, 2004. "Modeling U.S. Soy-Based Markets with Directed Acyclic Graphs and Bernanke Structural VAR Methods: The Impacts of High Soy Meal and Soybean Prices," Journal of Food Distribution Research, Food Distribution Research Society, vol. 35(3), pages 1-24, November.
    20. Babula, Ronald A. & Newman, Douglas & Rogowsky, Robert A., 2006. "A Dynamic Model of U.S. Sugar-Related Markets: A Cointegrated Vector Autoregression Approach," Journal of Food Distribution Research, Food Distribution Research Society, vol. 37(2), pages 1-25, July.
    21. Babula, Ronald A. & Romain, Robert F.J., 1991. "Canada's Broiler Supply Management Program: A Shield From U.S. Price Volatility," Journal of Agricultural Economics Research, United States Department of Agriculture, Economic Research Service, vol. 43(4), pages 1-8.
    22. Adams, Jaime Coakley & MacNair, Douglas J. & Bingham, Matthew F. & Hostetter, Leigh, 2003. "Peach Prices In California In The Presence Of Technological Change In The Agricultural Pesticide Industry," 2003 Annual meeting, July 27-30, Montreal, Canada 22089, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    23. Babula, Ronald A. & Rich, Karl M., 2001. "A Time-Series Analysis Of The U.S. Durum Wheat And Pasta Markets," Journal of Food Distribution Research, Food Distribution Research Society, vol. 32(2), pages 1-19, July.
    24. Yazdanpanah, Ahmad, 1994. "The impact of oil price on food security in the Algeria, Iran, and Saudi Arabia: cointegration, vector-error correction model, dynamics, and causality analysis," ISU General Staff Papers 1994010108000011661, Iowa State University, Department of Economics.
    25. Ford, Stephen A., 1986. "A Beginner'S Guide To Vector Autoregression," Staff Papers 13527, University of Minnesota, Department of Applied Economics.
    26. Hailiang Chen & Prabuddha De & Yu Jeffrey Hu, 2015. "IT-Enabled Broadcasting in Social Media: An Empirical Study of Artists’ Activities and Music Sales," Information Systems Research, INFORMS, vol. 26(3), pages 513-531, September.
    27. Khan, M. Akhtar & Helmers, Glenn A., 1997. "Causality, Input Price Variability, and Structural Changes in the U.S. Livestock- Meat Industry," 1997 Annual Meeting, July 13-16, 1997, Reno\ Sparks, Nevada 35825, Western Agricultural Economics Association.
    28. Babula, Ronald A. & Bessler, David A. & Rogowsky, Robert A., 2005. "Dynamic Economic Relationships Among U.S. Soy Product Markets: Using a Cointegrated Vector Autoregression Approach with Directed Acyclic Graphs," Working Paper ID Series 15880, United States International Trade Commission, Office of Industries.
    29. Zhao, Zishun & Klein, Nicole L. & Santos, Joseph M., 2001. "The Effects Of Exchange Rate Fluctuations On Live Hog Trade Between The U.S. And Canada," 2001 Annual meeting, August 5-8, Chicago, IL 20474, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    30. John S. Gruidl & Glen C. Pulver, 1991. "A Dynamic Analysis Of Net Migration And State Employment Change," The Review of Regional Studies, Southern Regional Science Association, vol. 21(1), pages 21-38, Spring.
    31. Dallakyan, Aramayis & Bessler, David A., 2018. "Gaussian Copulas for Imposing Structure on VAR," 2018 Annual Meeting, August 5-7, Washington, D.C. 274401, Agricultural and Applied Economics Association.
    32. Babula, Ronald A. & Bessler, David A., 1989. "Farmgate, Processor, and Consumer Price Transmissions in the Wheat Sector," Journal of Agricultural Economics Research, United States Department of Agriculture, Economic Research Service, vol. 41(3), pages 1-6.
    33. Blank, Steven C, 1987. "Evaluating International Price Relationships Using Causal Models," European Review of Agricultural Economics, Foundation for the European Review of Agricultural Economics, vol. 14(3), pages 305-323.
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    Cited by:

    1. Bordo, Michael D., 1986. "Explorations in monetary history: A survey of the literature," Explorations in Economic History, Elsevier, vol. 23(4), pages 339-415, October.
    2. Chen, Junyi & Kibriya, Shahriar & Bessler, David & Price, Edwin, 2018. "The relationship between conflict events and commodity prices in Sudan," Journal of Policy Modeling, Elsevier, vol. 40(4), pages 663-684.

  108. David A. Bessler, 1984. "Relative Prices and Money: A Vector Autoregression on Brazilian Data," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 66(1), pages 25-30.

    Cited by:

    1. Steven S. Vickner & Stephen P. Davies, 2002. "Estimating strategic price response using cointegration analysis: The case of the domestic black and herbal tea industries," Agribusiness, John Wiley & Sons, Ltd., vol. 18(2), pages 131-144.
    2. Devadoss, Stephen, 1991. "Tests Of Monetary Neutrality On Farm Output," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 16(1), pages 1-1, July.
    3. Belke, Ansgar & Bordon, Ingo G. & Volz, Ulrich, 2012. "Effects of Global Liquidity on Commodity and Food Prices," Ruhr Economic Papers 323, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    4. Roe, Terry L. & Shane, Mathew & Somwaru, Agapi, 2006. "Exchange Rates, Foreign Income and U.S. Agriculture," Bulletins 12975, University of Minnesota, Economic Development Center.
    5. Burnquist, Heloisa & Kyle, Steven, 1995. "Overshooting agricultural prices and the importance of economic structure: evidence from Brazil," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 49(1), January.
    6. Ziotis, Nikolaos & Papadas, Christos T., 2011. "Supply of Money and Food Prices: The Case of Greece," Agricultural Economics Review, Greek Association of Agricultural Economists, vol. 12(1).
    7. Goodness C. Aye & Rangan Gupta, 2011. "The Effects of Monetary Policy On Real Farm Prices in South Africa," Working Papers 201119, University of Pretoria, Department of Economics.
    8. Van Tassell, Larry W. & Bessler, David A., 1988. "Dynamic Price Adjustments Between Commercial And Purebred Cattle Markets," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 20(2), pages 1-8, December.
    9. Belke, Ansgar & Bordon, Ingo G. & Hendricks, Torben W., 2010. "Monetary Policy, Global Liquidity and Commodity Price Dynamics," Ruhr Economic Papers 167, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    10. Tegene, Abebayehu, 1990. "The Impact Of Macrovariables On The Farm Sector: Some Further Evidence," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 22(1), pages 1-9, July.
    11. Ardeni, Pier-Giorgio & Rausser, Gordon C., 1992. "Interactions among money, exchange rates, and commodity prices," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt8bg30713, Department of Agricultural & Resource Economics, UC Berkeley.
    12. Wang, Vey & Lai, Chung-Hui & Hu, Shih-Wen & Cheng, Chia-Hui, 2007. "股票政策宣告對農產品價格與股票價格的動態影響 [The impact of stock market policy announcement on commodity prices and share prices]," MPRA Paper 31178, University Library of Munich, Germany.
    13. Devadoss, Stephen, 1994. "A Study Of Macro Rational Expectations Hypothesis Tests On Commodity Markets," A.E. Research Series 305120, University of Idaho, Department of Agricultural Economics and Rural Sociology.
    14. Orden, David, 2000. "Exchange Rate Effects On Agricultural Trade And Trade Relations," Proceedings of the 5th Agricultural and Food Policy Systems Information Workshop, 1999: Policy Harmonization and Adjustment in the North American Agricultural and Food Industry 16803, Farm Foundation, Agricultural and Food Policy Systems Information Workshops.
    15. Tiwari, Aviral, 2010. "Impact of supply of money on food prices in India: A causality analysis," MPRA Paper 24679, University Library of Munich, Germany.
    16. Saghaian, Sayed & Reed, Michael R., 2014. "The Impact Of The Recent Federal Reserve Large-Scale Asset Purchases On The Agricultural Commodity Prices: A Historical Decomposition," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 170010, Agricultural and Applied Economics Association.
    17. Tai, Meng-Yi & Chao, Chi-Chur & Hu, Shih-Wen & Lai, Ching-Chong & Wang, Vey, 2014. "Monetary policy and price dynamics in a commodity futures market," International Review of Economics & Finance, Elsevier, vol. 29(C), pages 372-379.
    18. Bannigidadmath, Deepa & Narayan, Paresh Kumar, 2021. "Commodity futures returns and policy uncertainty," International Review of Economics & Finance, Elsevier, vol. 72(C), pages 364-383.
    19. Lebotsa Daniel Metsileng & Ntebogang Dinah Moroke & Johannes Tshepiso Tsoku, 2018. "Modelling the BRICS Exchange Rates Using the Vector Autoregressive (VAR) Model," Journal of Economics and Behavioral Studies, AMH International, vol. 10(5), pages 220-229.
    20. Babula, Ronald A. & Bessler, David A., 1990. "The Corn-Egg Price Transmission Mechanism," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 22(2), pages 79-86, December.
    21. Hicham Ayad, 2020. "Money Supply, Inflation and Economic Growth: Co-Integration and Causality Analysis," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, vol. 65(2), pages 29-45, August.
    22. Kwamie Dunbar, 2008. "The Impact of the FOMC's Monetary Policy Actions on the growth of Credit Risk: the Monetary Policy - Liquidity Paradox," Working papers 2008-05, University of Connecticut, Department of Economics.
    23. Lai, Ching-Chong & Hu, Shih-Wen & Fan, Chih-Ping, 2005. "The Overshooting Hypothesis of Agricultural Prices: The Role of Asset Substitutability," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 30(1), pages 1-23, April.
    24. Michael T. Belongia, 1991. "Monetary policy and the farm/nonfarm price ratio: a comparison of effects," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 30-46.
    25. Robertson, John & Orden, David, 1988. "Cointegration And Long-Run Monetary Neutrality: A Vector Error-Correction Model Of Money And Price Dynamics In New Zealand," 1988 Annual Meeting, August 1-3, Knoxville, Tennessee 270149, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    26. Awokuse, Titus O., 2005. "Impact of Macroeconomic Policies on Agricultural Prices," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 34(2), pages 1-12, October.
    27. Zhengwei MA & Rui XU & Xiucheng DONG, 2015. "World oil prices and agricultural commodity prices: The evidence from China," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 61(12), pages 564-576.
    28. Bakucs, Lajos Zoltan & Ferto, Imre, 2005. "The Influence of Macroeconomic Variables on the Hungarian Agriculture," 2005 Annual meeting, July 24-27, Providence, RI 19232, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    29. Obalade Adefemi Alamu & Ebiwonjumi Ayooluwade & Adaramola Anthony Olugbenga, 2019. "Var Modelling of Dynamics of Poverty, Unemployment, Literacy and Per Capita Income in Nigeria," Folia Oeconomica Stetinensia, Sciendo, vol. 19(1), pages 73-88, June.
    30. Bakucs, Lajos Zoltan & Ferto, Imre, 2005. "Monetary Impacts and Overshooting of Agricultural Prices in a Transition Economy," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark 24711, European Association of Agricultural Economists.
    31. Zijun Wang & David A. Bessler, 2003. "Forecast evaluations in meat demand analysis," Agribusiness, John Wiley & Sons, Ltd., vol. 19(4), pages 505-523.
    32. Bakucs, Lajos Zoltan & Ferto, Imre, 2009. "Monetary Impacts and Overshooting of Agricultural Prices in a Transition Economy: The Case of Hungary," 2009 Conference, August 16-22, 2009, Beijing, China 51798, International Association of Agricultural Economists.
    33. V. H. Smith & J. S. Lapp, 1993. "Relative Price Variability Among Agricultural Commodities And Macroeconomic Instability In The United Kingdom," Journal of Agricultural Economics, Wiley Blackwell, vol. 44(2), pages 272-283, May.
    34. Dmitry Burakov, 2016. "Elasticity of Agricultural Prices in Russia: An Empirical Study of Energy and Monetary Channels," International Journal of Energy Economics and Policy, Econjournals, vol. 6(3), pages 551-562.
    35. Brandao, Antoniob Salzazar, 1987. "Macroeconomics and Agriculture in Brazil: Results from Vector Autoregressions," 1987 Occasional Paper Series No. 4 197443, International Association of Agricultural Economists.
    36. Ronald A. Babula & Robert F. J. Remain, 1990. "Dynamic corn-broiler price relationships: The cases of the United States and Canada," Agribusiness, John Wiley & Sons, Ltd., vol. 6(4), pages 371-385.
    37. Shahnoushi, Naser & Henneberry, Shida Rastegari & Manssori, Hooman, 2009. "An Examination of the Relationship between Food Prices and Government Monetary Policies in Iran," 2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia 46078, Southern Agricultural Economics Association.
    38. Schrader, Lee F. & Bessler, David A. & Preston, Warren, 1985. "Egg Prices Revisited," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 17(2), pages 215-220, December.
    39. Dharmasena, Senarath & Ishdorj, Ariun & Capps, Oral, Jr. & Bessler, David A., 2014. "Dynamics of Macroeconomic Shocks on Food Assistance Programs in the United States," 2014 Annual Meeting, February 1-4, 2014, Dallas, Texas 162368, Southern Agricultural Economics Association.
    40. Ansgar Belke & Ingo G. Bordon & Torben W. Hendricks, 2009. "Global Liquidity and Commodity Prices: A Cointegrated VAR Approach for OECD Countries," Discussion Papers of DIW Berlin 898, DIW Berlin, German Institute for Economic Research.
    41. Zesheng Sun & Bianxia Sun, 2017. "Impact of Monetary Supply on Chinese Nonferrous Metal Price Movement-super-," Asian Economic Journal, East Asian Economic Association, vol. 31(1), pages 17-37, March.
    42. Debasish Maitra & Varun Dawar, 2019. "Return and Volatility Spillover among Commodity Futures, Stock Market and Exchange Rate: Evidence from India," Global Business Review, International Management Institute, vol. 20(1), pages 214-237, February.
    43. Sun, Zesheng & Sun, Bianxia & Lin, Sharon X., 2013. "The impact of monetary liquidity on Chinese aluminum prices," Resources Policy, Elsevier, vol. 38(4), pages 512-522.
    44. Awokuse, Titus O. & Yang, Jian, 2002. "The Informational Role Of Commodity Prices In Formulating Monetary Policy: A Reexamination," Staff Papers 15834, University of Delaware, Department of Food and Resource Economics.
    45. Asjaha, T.A. & Jooste, Andre, 2007. "The Effect of Monetary Changes on Relative Agricultural Prices," Agrekon, Agricultural Economics Association of South Africa (AEASA), vol. 46(4), pages 1-15, December.
    46. Karungu, Peter & Reed, Michael & Tvedt, Douglas, 1993. "Macroeconomic Factors and the Thoroughbred Industry," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 25(1), pages 165-173, July.
    47. Saghaian, Sayed & Reed, Michael, 2015. "Spillover Effects Of U.S. Federal Reserve’S Recent Quantitative Easing On Canadian Commodity Prices," International Journal of Food and Agricultural Economics (IJFAEC), Alanya Alaaddin Keykubat University, Department of Economics and Finance, vol. 3(1), pages 1-33, January.
    48. Semko Roman, 2013. "Optimal economic policy and oil prices shocks in Russia," EERC Working Paper Series 13/03e, EERC Research Network, Russia and CIS.
    49. Dharmasena, Senarath & Bessler, David, 2004. "Weak-Form Efficiency Vs Semi-Strong Form Efficiency in Price Discovery: an Application to International Black Tea Markets," Sri Lankan Journal of Agricultural Economics, Sri Lanka Agricultural Economics Association (SAEA), vol. 6, pages 1-25.
    50. Karrar Hussain, 2009. "Monetary Policy Channels of Pakistan and Their Impact on Real GDP and Inflation," CID Working Papers 41, Center for International Development at Harvard University.
    51. Yazdanpanah, Ahmad, 1994. "The impact of oil price on food security in the Algeria, Iran, and Saudi Arabia: cointegration, vector-error correction model, dynamics, and causality analysis," ISU General Staff Papers 1994010108000011661, Iowa State University, Department of Economics.
    52. Ford, Stephen A., 1986. "A Beginner'S Guide To Vector Autoregression," Staff Papers 13527, University of Minnesota, Department of Applied Economics.
    53. Ronald A. Babula & David A. Bessler & Gerald E. Schluter, 1991. "Corn|broiler price transmissions and structural change since the 1950s," Agribusiness, John Wiley & Sons, Ltd., vol. 7(3), pages 269-284.
    54. Orden, David, 1982. "Preliminary Empirical Evidence Concerning An Asset Theory Model Of Markets For Storable Agricultural Commodities," Staff Papers 14087, University of Minnesota, Department of Applied Economics.
    55. Holmes, Madilyn & Dharmasena, Senarath, 2016. "Dynamics Of Macroeconomic Shocks On Food Assistace Programs In The United States," 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas 229953, Southern Agricultural Economics Association.
    56. Hushak, Leroy J., 1985. "The Exchange Rate And Agriculture: Real Issue Or Dead Horse!," 1985 Annual Meeting, August 4-7, Ames, Iowa 278660, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    57. Ardeni, Pier-Giorgio & Rausser, Gordon C., 1990. "Alternative subsidy reduction paths: the role of fiscal and monetary policy linkages," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt5074f3vq, Department of Agricultural & Resource Economics, UC Berkeley.
    58. Devadoss, Stephen, 1995. "Effects Of Fiscal Policies On U.S. Agriculture," A.E. Research Series 305138, University of Idaho, Department of Agricultural Economics and Rural Sociology.

  109. Richard C. Barnett & David A. Bessler & Robert L. Thompson, 1983. "The Money Supply and Nominal Agricultural Prices," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 65(2), pages 303-307.

    Cited by:

    1. Ayhan KAPUSUZOGLU & Xi LIANG & Nildag Basak CEYLAN, 2018. "Macroeconomic impacts of global food price shocks on the economy of Turkey," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 64(11), pages 517-525.
    2. Ardeni, Pier-Giorgio & Rausser, Gordon C., 1992. "Interactions among money, exchange rates, and commodity prices," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt8bg30713, Department of Agricultural & Resource Economics, UC Berkeley.
    3. Pick, Daniel H. & McCalla, Alex F., 1985. "Macroeconomics And Agriculture: Review Of The Literature," Working Papers 225797, University of California, Davis, Department of Agricultural and Resource Economics.
    4. Dushmanitch, V. Y. & Darroch, M. A. G., 1990. "An Economic Analysis Of The Impacts Of Monetary Policy On South African Agriculture," Agrekon, Agricultural Economics Association of South Africa (AEASA), vol. 29(4), December.
    5. Saghaian, Sayed & Reed, Michael R., 2014. "The Impact Of The Recent Federal Reserve Large-Scale Asset Purchases On The Agricultural Commodity Prices: A Historical Decomposition," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 170010, Agricultural and Applied Economics Association.
    6. Pai, Dee Yu & Hushak, Leroy J., 1988. "Two Country Model of Macroeconomic Linkages to Agricultural Commodity Flows: Floating vs. Fixed Exchange Rate Systems," 1988 Annual Meeting, August 1-3, Knoxville, Tennessee 270446, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    7. Liu, Zong-Shin, 1989. "Monetary policy, exchange rate, and effects on US wheat trade and domestic market in an imperfect competition framework," ISU General Staff Papers 1989010108000010216, Iowa State University, Department of Economics.
    8. Michael T. Belongia, 1991. "Monetary policy and the farm/nonfarm price ratio: a comparison of effects," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 30-46.
    9. Bakucs, Lajos Zoltan & Bojnec, Stefan & Ferto, Imre, 2007. "Monetary Impacts and Overshooting of Agricultural Prices in a Transition Economy: The Case of Slovenia," 103rd Seminar, April 23-25, 2007, Barcelona, Spain 9422, European Association of Agricultural Economists.
    10. Mui, H.W. & Bradford, Garnett L. & Ali, Mukhtar M., 1986. "Modeling The Demand For Durable Inputs: Distributed Lags And Causality," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 18(2), pages 1-8, December.
    11. Dushmanitch, V. Y. & Darroch, M. A. G., 1991. "The Impacts Of Monetary Policy On The Maize And Beef Sectors Of South Africa I: Theoretical Foundations And Model Specification," Agrekon, Agricultural Economics Association of South Africa (AEASA), vol. 30(3), September.
    12. Tavéra, Christophe, 1988. "Prix industriels et prix alimentaires dans la relation prix-salaires," Cahiers d'Economie et de Sociologie Rurales (CESR), Institut National de la Recherche Agronomique (INRA), vol. 9.
    13. Bakucs, Lajos Zoltan & Ferto, Imre, 2005. "The Influence of Macroeconomic Variables on the Hungarian Agriculture," 2005 Annual meeting, July 24-27, Providence, RI 19232, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    14. Bliska, Flávia Maria de Mello & Guilhoto, Joaquim José Martins, 2000. "Impactos de alterações nas exportações brasileiras de carnes sobre a economia brasileira [Impacts of changes in the Brazilian meat exports on the Brazilian economy]," MPRA Paper 54231, University Library of Munich, Germany.
    15. Bakucs, Lajos Zoltan & Ferto, Imre, 2005. "Monetary Impacts and Overshooting of Agricultural Prices in a Transition Economy," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark 24711, European Association of Agricultural Economists.
    16. Yusuf Soner Baskaya & Tugrul Gurgur & Fethi Ogunc, 2008. "Islenmis Gida Fiyatlarini Belirleyen Faktorler," Working Papers 0809, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    17. Mourad Zmami & Ousama Ben-Salha, 2019. "Does Oil Price Drive World Food Prices? Evidence from Linear and Nonlinear ARDL Modeling," Economies, MDPI, vol. 7(1), pages 1-18, February.
    18. Adamowicz, W.L. & Veeman, T.S. & Veeman, M.M. & Armstrong, G. & Hamal, K. & Lee, G. & Tymchuk, W., 1992. "Macroeconomic Impacts on Canadian Agricultural Prices," Project Report Series 232269, University of Alberta, Department of Resource Economics and Environmental Sociology.
    19. Mahdi Asgari & Sayed H. Saghaian & Michael R. Reed, 2020. "The Impact of Energy Sector on Overshooting of Agricultural Prices," American Journal of Agricultural Economics, John Wiley & Sons, vol. 102(2), pages 589-606, March.
    20. Neibergs, J. Shannon, 1998. "Macroeconomic Conditions And Agribusiness Profitability: An Analysis Using Pooled Data," International Food and Agribusiness Management Review, International Food and Agribusiness Management Association, vol. 1(1), pages 1-15.
    21. Devadoss, Stephen, 1994. "Sluggish Price Adjustments And The Effectiveness Of Aggregate Demand Policies At The Sectoral Level," A.E. Research Series 305122, University of Idaho, Department of Agricultural Economics and Rural Sociology.
    22. Asharani Samal & Mallesh Ummalla & Phanindra Goyari, 2022. "The impact of macroeconomic factors on food price inflation: an evidence from India," Future Business Journal, Springer, vol. 8(1), pages 1-14, December.
    23. Qazi Muhammad Adnan Hye & Asghar Ali, 2009. "Money Supply, Food Prices and Manufactured Product Prices: A Causality Analysis for Pakistan Economy," AIUB Bus Econ Working Paper Series AIUB-BUS-ECON-2009-03, American International University-Bangladesh (AIUB), Office of Research and Publications (ORP), revised Feb 2009.
    24. Shahnoushi, Naser & Henneberry, Shida Rastegari & Manssori, Hooman, 2009. "An Examination of the Relationship between Food Prices and Government Monetary Policies in Iran," 2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia 46078, Southern Agricultural Economics Association.
    25. Kargbo, J.M., 2005. "Impacts of monetary and macroeconomic factors on food prices in West Africa," Agrekon, Agricultural Economics Association of South Africa (AEASA), vol. 44(2), pages 1-20, June.
    26. Debasish Maitra & Varun Dawar, 2019. "Return and Volatility Spillover among Commodity Futures, Stock Market and Exchange Rate: Evidence from India," Global Business Review, International Management Institute, vol. 20(1), pages 214-237, February.
    27. Khalid Mushtaq & Abdul Ghafoor & Abedullah & Farhan Ahmad, 2011. "Impact of Monetary and Macroeconomic Factors on Wheat Prices in Pakistan: Implications for Food Security," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 16(1), pages 95-110, Jan-Jun.
    28. Saghaian, Sayed & Reed, Michael, 2015. "Spillover Effects Of U.S. Federal Reserve’S Recent Quantitative Easing On Canadian Commodity Prices," International Journal of Food and Agricultural Economics (IJFAEC), Alanya Alaaddin Keykubat University, Department of Economics and Finance, vol. 3(1), pages 1-33, January.
    29. Hua, Ping, 1998. "On Primary Commodity Prices: The Impact of Macroeconomic/Monetary Shocks," Journal of Policy Modeling, Elsevier, vol. 20(6), pages 767-790, December.
    30. Hushak, Leroy J., 1985. "The Exchange Rate And Agriculture: Real Issue Or Dead Horse!," 1985 Annual Meeting, August 4-7, Ames, Iowa 278660, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    31. Peng, Xuehua & Marchant, Mary A. & Reed, Michael R., 2004. "Identifying Monetary Impacts On Food Prices In China: A Vec Model Approach," 2004 Annual meeting, August 1-4, Denver, CO 20315, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    32. Koo, Won W. & Cho, Guedae & Kim, MinKyoung, 2005. "Macro Effects on Agricultural Prices in Different Time Horizons," 2005 Annual meeting, July 24-27, Providence, RI 19349, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    33. Ardeni, Pier-Giorgio & Rausser, Gordon C., 1990. "Alternative subsidy reduction paths: the role of fiscal and monetary policy linkages," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt5074f3vq, Department of Agricultural & Resource Economics, UC Berkeley.
    34. Yu, Xiaohua, 2014. "Monetary easing policy and long-run food prices: Evidence from China," Economic Modelling, Elsevier, vol. 40(C), pages 175-183.

  110. Binkley, James K & Bessler, David A, 1983. "Expectations in Bulk Ocean Shipping: An Application of Autoregressive Modeling," The Review of Economics and Statistics, MIT Press, vol. 65(3), pages 516-520, August.

    Cited by:

    1. Wilson, William W., 1985. "Railroad Pricing and Deregulation," Transportation Research Forum Proceedings 1980s 311732, Transportation Research Forum.
    2. 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.
    3. Tun-Hsiang Yu & David Bessler & Stephen Fuller, 2006. "Effect of lock delay on grain barge rates: examination of upper Mississippi and Illinois Rivers," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 40(4), pages 887-908, December.
    4. Zhi Heng & Tsz Leung Yip, 2018. "Impacts of Kra Canal and its toll structures on tanker traffic," Maritime Policy & Management, Taylor & Francis Journals, vol. 45(1), pages 125-139, January.
    5. Albert W. Veenstra & Sébastien De La Fosse, 2006. "Contributions to maritime economics—Zenon S. Zannetos, the theory of oil tankship rates," Maritime Policy & Management, Taylor & Francis Journals, vol. 33(1), pages 61-73, February.
    6. Michael Fusillo & Hercules Haralambides, 2020. "Do carrier expectations indicate industry structure in container shipping? An econometric analysis," Journal of Shipping and Trade, Springer, vol. 5(1), pages 1-16, December.
    7. Wilson, William W. & Wilson, Wesley W. & Koo, Won W., 1987. "Intermodal Competition and Pricing in Grain Transportation: A Description and Comparison of Methods," Agricultural Economics Reports 23194, North Dakota State University, Department of Agribusiness and Applied Economics.

  111. John Spriggs & Michael Kaylen & David Bessler, 1982. "The Lead-Lag Relationship between Canadian and U.S. Wheat Prices," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 64(3), pages 569-572.

    Cited by:

    1. Robledo, Carlos W. & Zapata, Hector O. & McCracken, Michael, 2001. "New Mse Tests For Evaluating Forecasting Performance: Empirics And Bootstrap," 2001 Annual meeting, August 5-8, Chicago, IL 20686, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    2. Ghoshray, Atanu, 2006. "Market Delineation and Price Leadership in the World Wheat Market: A Cointegration Analysis," Agricultural and Resource Economics Review, Cambridge University Press, vol. 35(2), pages 311-326, October.
    3. Brorsen, B. Wade & Chavas, Jean-Paul & Grant, Warren R., 1991. "Market Structure And Spatial Price Dynamics," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 23(2), pages 1-9, December.
    4. Liu, Zong-Shin, 1989. "Monetary policy, exchange rate, and effects on US wheat trade and domestic market in an imperfect competition framework," ISU General Staff Papers 1989010108000010216, Iowa State University, Department of Economics.
    5. Hernandez, Manuel A. & Ibarra, Raul & Trupkin, Danilo R., "undated". "How far do shocks move across borders? Examining volatility transmission in major agricultural futures markets," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil 124979, International Association of Agricultural Economists.
    6. Barry K. Goodwin & Ted C. Schroeder, 1991. "Price Dynamics in International Wheat Markets," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 39(2), pages 237-254, July.
    7. Sarker, Rakhal, 1990. "Testing Causality in Economics: A Review," Department of Agricultural Economics and Business 258629, University of Guelph.
    8. Baek, Jungho & Koo, Won W., 2006. "Price Dynamics in the North American Wheat Market," Agricultural and Resource Economics Review, Cambridge University Press, vol. 35(2), pages 265-275, October.
    9. Gilmour, Brad & Fawcett, Peter, 1986. "The Relationship Between American and Canadian Wheat Prices," Working Papers 243885, Agriculture and Agri-Food Canada.
    10. E. Henry Lee & Gail L. Cramer, 1985. "Causal relationships among world wheat prices," Agribusiness, John Wiley & Sons, Ltd., vol. 1(1), pages 89-97.
    11. Huayun Jiang & Neda Todorova & Eduardo Roca & Jen-Je Su, 2017. "Dynamics of volatility transmission between the U.S. and the Chinese agricultural futures markets," Applied Economics, Taylor & Francis Journals, vol. 49(34), pages 3435-3452, July.
    12. Wilson, William W., 1986. "Competition in the International Wheat Market," Agricultural Economics Reports 23326, North Dakota State University, Department of Agribusiness and Applied Economics.
    13. Goodwin, Barry K. & Smith, Vincent H., 2009. "Harvest-Time Protein Shocks and Price Adjustment in U.S. Wheat Markets," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 34(2), pages 1-19, August.
    14. Gutierrez, Luciano & Piras, Francesco, 2014. "A global VAR model for the analysis of wheat export prices," 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia 182723, European Association of Agricultural Economists.
    15. 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).
    16. Sniekers, Peter & Wong, Gordon, 1987. "The Causality Between U.S.A. and Australian Wheat Prices," Review of Marketing and Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 55(01), pages 1-14, April.
    17. Jian Yang & Jin Zhang & David J. Leatham, 2003. "Price and Volatility Transmission in International Wheat Futures," Annals of Economics and Finance, Society for AEF, vol. 4(1), pages 37-50, May.

  112. Bessler, David A., 1982. "Adaptive Expectations, the Exponentially Weighted Forecast, and Optimal Statistical Predictors: A Revisit," Journal of Agricultural Economics Research, United States Department of Agriculture, Economic Research Service, vol. 34(2), pages 1-8, April.

    Cited by:

    1. Ardian Harri & Cumhur Erdem & Keith H. Coble & Thomas O. Knight, 2009. "Crop Yield Distributions: A Reconciliation of Previous Research and Statistical Tests for Normality," Review of Agricultural Economics, Agricultural and Applied Economics Association, vol. 31(1), pages 163-182.
    2. Xiaojie Xu & Yun Zhang, 2023. "Coking coal futures price index forecasting with the neural network," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 36(2), pages 349-359, June.
    3. Timothy Park & Frances Antonovitz, 1990. "Basis risk and optimal decision making for California feedlots," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 10(3), pages 259-271, June.
    4. Skold, Karl Durwood, 1989. "The integration of alternative information systems: an application to the Hogs and Pigs report," ISU General Staff Papers 1989010108000010239, Iowa State University, Department of Economics.
    5. Bessler, David A., 1985. "The Forecast In Risk Analysis," Regional Research Projects > 1985: S-180 Annual Meeting, March 24-27, 1985, Charleston, South Carolina 271795, Regional Research Projects > S-180: An Economic Analysis of Risk Management Strategies for Agricultural Production Firms.
    6. Shonkwiler, John Scott & Hinckley, Suzanne, 1985. "A Generalized Supply Response/Factor Demand Model And Its Application To The Feeder Cattle Market," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 10(2), pages 1-9, December.

  113. David A. Bessler & Jon A. Brandt, 1982. "Causality Tests in Livestock Markets," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 64(1), pages 140-144.

    Cited by:

    1. Goodwin, Barry K., 1992. "Forecasting Cattle Prices In The Presence Of Structural Change," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 24(2), pages 1-12, December.
    2. Holloway, Garth J. & Hertel, Thomas W., 1991. "Comparing Hypotheses About Competition," Working Papers 225867, University of California, Davis, Department of Agricultural and Resource Economics.
    3. Van Tassell, Larry W. & Bessler, David A., 1988. "Dynamic Price Adjustments Between Commercial And Purebred Cattle Markets," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 20(2), pages 1-8, December.
    4. Adams, Charles M. & Prochaska, Fred J. & Spreen, Thomas H., 1987. "Price Determination In The U.S. Shrimp Market," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 19(2), pages 1-9, December.
    5. Williams, Christine H. & Bewley, Ronald A., 1990. "The Transmission of Price Information at Queensland Cattle Auctions," 1990 Conference (34th), February 13-15, 1990, Brisbane, Australia 145472, Australian Agricultural and Resource Economics Society.
    6. Zapata, Hector O. & Hudson, Michael A. & Garcia, Philip, 1988. "Identifying Causal Relationships Between Nonstationary Stochastic Processes: An Examination Of Alternative Approaches In Small Samples," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 13(2), pages 1-14, December.
    7. Mui, H.W. & Bradford, Garnett L. & Ali, Mukhtar M., 1986. "Modeling The Demand For Durable Inputs: Distributed Lags And Causality," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 18(2), pages 1-8, December.
    8. Barry K. Goodwin & Ted C. Schroeder, 1991. "Price Dynamics in International Wheat Markets," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 39(2), pages 237-254, July.
    9. Williams, Christine H. & Bewley, Ronald A., 1993. "Price Arbitrage Between Queensland Cattle Auctions," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 37(1), pages 1-23, April.
    10. Riechers, Robin & Hinson, Roger A., 1988. "Price Relationships Between Regionally Important Fresh Vegetable Markets," Journal of Food Distribution Research, Food Distribution Research Society, vol. 19(2), pages 1-9, September.
    11. Sarker, Rakhal, 1990. "Testing Causality in Economics: A Review," Department of Agricultural Economics and Business 258629, University of Guelph.
    12. Holloway, Garth J. & Hertel, Thomas W. & Han, Frank M., 1997. "Does Market Power Matter?," Working Papers 225884, University of California, Davis, Department of Agricultural and Resource Economics.
    13. Raymond M. Leuthold & Philip Garcia & Nabil Chaherli, 1992. "Information, Pricing and Efficiency in Cash and Futures Markets: The Case of Hogs," The Economic Record, The Economic Society of Australia, vol. 68(S1), pages 27-33, December.
    14. Kebede, Yohannes, 1992. "Causality and Efficiency in the Coffee Futures Market," MPRA Paper 646, University Library of Munich, Germany, revised 1992.
    15. Tahir MUKHTAR & Muhammad Tariq JAVED, 2008. "Market Integration In Wholesale Maize Markets In Pakistan," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, vol. 8(2), pages 85-98.
    16. Kesavan, T. & Aradhyula, Satheesh V. & Johnson, Stanley R., 1992. "Dynamics And Price Volatility In Farm-Retail Livestock Price Relationships," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 17(2), pages 1-14, December.
    17. Marsh, John M. & Brester, Gary W., 1989. "Intertemporal Price Adjustments In The Beef Market: A Reduced Form Analysis Of Weekly Data," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 14(2), pages 1-11, December.
    18. Veeman, Michele M. & Veeman, Terrence S. & Sivasangaram, M. & Dong, X.Y., 1989. "Macro-Economic Influences On Alberta Farmland Values," Project Report Series 232072, University of Alberta, Department of Resource Economics and Environmental Sociology.
    19. Ziemer, Rod F. & Collins, Glenn S., 1984. "Granger Causality And U.S. Crop And Livestock Prices," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 16(1), pages 1-6, July.
    20. Jordan, Kenrick H. & VanSickle, John J., 1995. "Integration And Behavior In The U.S. Winter Market For Fresh Tomatoes," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 27(1), pages 1-11, July.
    21. E. Henry Lee & Gail L. Cramer, 1985. "Causal relationships among world wheat prices," Agribusiness, John Wiley & Sons, Ltd., vol. 1(1), pages 89-97.
    22. Nidhi Choudhary & Girish K. Nair & Harsh Purohit, 2015. "Volatility In Copper Prices In India," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 10(02), pages 1-26, December.
    23. Veeman, Michele M. & Veeman, Terrence S. & Dong, X.Y. & Sivasangaram, M., 1989. "Macro-Economic Influences on Alberta Agriculture," Project Report Series 232073, University of Alberta, Department of Resource Economics and Environmental Sociology.
    24. Blank, Steven C. & Schmiesing, Brian H., 1985. "Combining Casuality Tests and Path Analysis to Model Agricultural Markets," Economics Staff Papers 232160, South Dakota State University, Department of Economics.
    25. CSC Sekhar & Yogesh Bhat & Namrata Thapa, 2023. "Identification Of Nodal Agricultural Markets For Price Monitoring," IEG Working Papers 456, Institute of Economic Growth.
    26. Tahir Mukhtar & Muhammad Tariq Javed, 2007. "Price Integration in Wholesale Maize Markets in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 46(4), pages 1075-1084.
    27. Basitan, Chris T. & Carver, Robert D. & Menkhaus, Dale J., 1992. "The Market Efficiency of Feeder Cattle Futures After Cash Settlement," WAEA/ WFEA Conference Archive (1929-1995) 321382, Western Agricultural Economics Association.
    28. Blank, Steven C, 1987. "Evaluating International Price Relationships Using Causal Models," European Review of Agricultural Economics, Foundation for the European Review of Agricultural Economics, vol. 14(3), pages 305-323.
    29. Schroeder, Ted C. & Goodwin, Barry K., 1990. "Regional Fed Cattle Price Dynamics," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 15(1), pages 1-12, July.
    30. Emmanuel Tambi, N., 1996. "The dynamics of household beef consumption in Cameroon," Agricultural Economics, Blackwell, vol. 14(1), pages 11-19, April.

  114. Jon A. Brandt & David A. Bessler, 1981. "Composite Forecasting: An Application with U.S. Hog Prices," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 63(1), pages 135-140.

    Cited by:

    1. Vere, David T. & Griffith, Garry R., 1990. "Comparative Forecast Accuracy In The New South Wales Prime Lamb Market," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 34(2), pages 1-15, August.
    2. Jasdeep S. Banga & B. Wade Brorsen, 2019. "Profitability of alternative methods of combining the signals from technical trading systems," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 26(1), pages 32-45, January.
    3. T. Kesavan & Zuhair A. Hassan & Helen H. Jensen & Stanley R. Johnson, 1993. "Dynamics and Long-run Structure in U.S. Meat Demand," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 41(2), pages 139-153, July.
    4. Huang, Wen-Yuan & Hyberg, Bengt & Segarra, Eduardo, 1990. "A Variable Price Support Farm Program: A Transition Tool to a Free Market," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 22(1), pages 133-144, July.
    5. Holt, Matthew T. & Brandt, Jon A., 1984. "Price Forecasting and Hedging to Enhance Prices and Reduce Risk," 1984 Annual Meeting, August 5-8, Ithaca, New York 278988, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    6. Christopher S. McIntosh & Jeffrey H. Dorfman, 1992. "Qualitative Forecast Evaluation: A Comparison of Two Performance Measures," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 74(1), pages 209-214.
    7. Xiaojie Xu, 2017. "Short-run price forecast performance of individual and composite models for 496 corn cash markets," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(14), pages 2593-2620, October.
    8. Kaylen, Michael S. & Devino, Gary T. & Procter, Michael H., 1988. "Optimal Use Of Qualitative Models: An Application To Country Grain Elevator Bankruptcies," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 20(2), pages 1-7, December.
    9. Myer, Gordon L. & Yanagida, John F., 1984. "Combining Annual Econometric Forecasts With Quarterly Arima Froecasts: A Heuristic Approach," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 9(1), pages 1-7, July.
    10. Li, Anzhi & Dorfman, Jeffrey H., 2014. "Composite Qualitative Forecasting of Futures Prices: Using One Commodity to Help Forecast Another," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 169790, Agricultural and Applied Economics Association.
    11. Xiaojie Xu & Yun Zhang, 2023. "Coking coal futures price index forecasting with the neural network," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 36(2), pages 349-359, June.
    12. Xiaojie Xu, 2020. "Corn Cash Price Forecasting," American Journal of Agricultural Economics, John Wiley & Sons, vol. 102(4), pages 1297-1320, August.
    13. Sanders, Dwight R. & Manfredo, Mark R., 2004. "Predicting Pork Supplies: An Application of Multiple Forecast Encompassing," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 36(3), pages 605-615, December.
    14. Chen Zhuo & Yang Yuhong, 2007. "Time Series Models for Forecasting: Testing or Combining?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 11(1), pages 56-90, March.
    15. Vere, David T. & Griffith, Garry R., 1995. "Forecasting in the Australian Lamb Industry: the Influence of Alternate Price Determination Processes," Review of Marketing and Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 63(03), pages 1-11, December.
    16. Skold, Karl Durwood, 1989. "The integration of alternative information systems: an application to the Hogs and Pigs report," ISU General Staff Papers 1989010108000010239, Iowa State University, Department of Economics.
    17. Colino, Evelyn V. & Irwin, Scott H. & Garcia, Philip, 2008. "How Much Can Outlook Forecasts be Improved? An Application to the U.S. Hog Market," 2008 Conference, April 21-22, 2008, St. Louis, Missouri 37620, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    18. McLaughlin, Edward W. & Hawkes, Gerard F., 1987. "A Forecast For The Grocery Industry In The 1990s," Journal of Food Distribution Research, Food Distribution Research Society, vol. 18(1), pages 1-10, February.
    19. Alexandre Vasconcelos Lima & Rogério Boueri Miranda & Mathias Schneid Tessmann, 2022. "Evaluation of the Future Price of Brazilian Commodities as a Predictor of the Price of the Spot Market," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 14(4), pages 1-51, April.
    20. Duncan, Steven Scott, 1988. "The relevant forecast of variance of income for marketing decisions under uncertainty," ISU General Staff Papers 198801010800009839, Iowa State University, Department of Economics.
    21. Nelson, A. Gene & Cornelius, James, 1980. "Accuracy Of Past Forecasts And Proposals For Future Aaea Outlook Surveys," 1980 Annual Meeting, July 27-30, Urbana-Champaign, Illinois 278882, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    22. Bonnell, D. & Toensmeyer, Ulrich C. & Bacon, J. Richard & Perez, A., 1990. "Analysis Of Trends And Forecasts In Coffee Prices And Consumer Consumption In The Northeast And United States," Journal of Food Distribution Research, Food Distribution Research Society, vol. 21(1), pages 1-6, February.
    23. Feather, Peter M. & Kaylen, Michael S., 1987. "Qualitative Composite Forecasting," 1987 Annual Meeting, August 2-5, East Lansing, Michigan 269941, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    24. Robinson, Lindon J., 1981. "A New Development In The Marginal Productivity Theory Of Factor Demand," 1981 Annual Meeting, July 26-29, Clemson, South Carolina 279308, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    25. Holt, Matthew T. & Brandt, Jon A., 1985. "Forecasting Hog Prices Using Time Series Analysis Of Residuals," 1985 Annual Meeting, August 4-7, Ames, Iowa 278558, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

  115. David A. Bessler & Lee F. Schrader, 1980. "Relationship between Two Price Quotes for Eggs," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 62(4), pages 766-771.

    Cited by:

    1. Lesser, William & Warman, Marc, 1984. "Urner Barry Shell Egg Quotes: How Good Are They?," 1984 Annual Meeting, August 5-8, Ithaca, New York 278925, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    2. Riechers, Robin & Hinson, Roger A., 1988. "Price Relationships Between Regionally Important Fresh Vegetable Markets," Journal of Food Distribution Research, Food Distribution Research Society, vol. 19(2), pages 1-9, September.
    3. Raymond M. Leuthold & Philip Garcia & Nabil Chaherli, 1992. "Information, Pricing and Efficiency in Cash and Futures Markets: The Case of Hogs," The Economic Record, The Economic Society of Australia, vol. 68(S1), pages 27-33, December.
    4. Maynard, Leigh J., 1997. "Price Discovery In The Egg Industry," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 26(1), pages 1-8, April.
    5. Turner, Steven C., 1987. "Rumblings from Communication Theory and A More Complete Evaluative Framework for Price Discovery Mechanisms," 1987 Annual Meeting, August 2-5, East Lansing, Michigan 269967, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    6. Veeman, Michele M. & Veeman, Terrence S. & Sivasangaram, M. & Dong, X.Y., 1989. "Macro-Economic Influences On Alberta Farmland Values," Project Report Series 232072, University of Alberta, Department of Resource Economics and Environmental Sociology.
    7. Ziemer, Rod F. & Collins, Glenn S., 1984. "Granger Causality And U.S. Crop And Livestock Prices," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 16(1), pages 1-6, July.
    8. E. Henry Lee & Gail L. Cramer, 1985. "Causal relationships among world wheat prices," Agribusiness, John Wiley & Sons, Ltd., vol. 1(1), pages 89-97.
    9. Veeman, Michele M. & Veeman, Terrence S. & Dong, X.Y. & Sivasangaram, M., 1989. "Macro-Economic Influences on Alberta Agriculture," Project Report Series 232073, University of Alberta, Department of Resource Economics and Environmental Sociology.
    10. Grundmeier, Eric (Eric L.), 1989. "Formulation of a carcass cutout value: an alternative wholesale beef pricing method," ISU General Staff Papers 1989010108000017580, Iowa State University, Department of Economics.
    11. Barnett, Richard C. & Bessler, David A. & Thompson, Robert L., 1981. "Agricultural Prices in the 1970's and the Quantity Theory of Money," 1981 Annual Meeting, July 26-29, Clemson, South Carolina 279398, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

  116. Bessler, David A. & Schrader, Lee F., 1980. "Measuring Leads And Lags Among Prices: Turkey Products," Journal of Agricultural Economics Research, United States Department of Agriculture, Economic Research Service, vol. 32(3), pages 1-7, July.

    Cited by:

    1. Beaton, Norman J. & Pearson, Charles L., 1982. "Lead-Lag Structure Of Slaughter Hog Prices Between United States Midwest And Four Major Canadian Markets Utilizing Univariate Residual Cross-Correlation Technique," 1982 Annual Meeting, August 1-4, Logan, Utah 279206, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    2. Owen, C. Jane & Sporleder, Thomas L. & Bessler, David A., 1991. "Fabricated Cut Beef Prices As Leading Indicators Of Fed Cattle Price," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 16(1), pages 1-7, July.
    3. Lasley, Floyd A. & Henson, William L. & Jones, Harold B., Jr., 1985. "The U.S. Turkey Industry," Agricultural Economic Reports 305705, United States Department of Agriculture, Economic Research Service.
    4. Veeman, Michele M. & Veeman, Terrence S. & Sivasangaram, M. & Dong, X.Y., 1989. "Macro-Economic Influences On Alberta Farmland Values," Project Report Series 232072, University of Alberta, Department of Resource Economics and Environmental Sociology.
    5. Veeman, Michele M. & Veeman, Terrence S. & Dong, X.Y. & Sivasangaram, M., 1989. "Macro-Economic Influences on Alberta Agriculture," Project Report Series 232073, University of Alberta, Department of Resource Economics and Environmental Sociology.
    6. Grundmeier, Eric (Eric L.), 1989. "Formulation of a carcass cutout value: an alternative wholesale beef pricing method," ISU General Staff Papers 1989010108000017580, Iowa State University, Department of Economics.

  117. David A. Bessler, 1980. "Aggregated Personalistic Beliefs on Yields of Selected Crops Estimated Using ARIMA Processes," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 62(4), pages 666-674.

    Cited by:

    1. 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), pages 1-19, October.
    2. Antonovitz, Frances & Roe, Terry L., 1984. "A Theoretical And Empirical Approach To The Value Of Information In Risky Markets," Staff Papers 13467, University of Minnesota, Department of Applied Economics.
    3. Buccola, Steven T., 1982. "Portfolio Selection Under Exponential And Quadratic Utility," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 7(1), pages 1-10, July.
    4. Nakamoto, Stuart T. & Halloran, John M. & Yanagida, John F. & Leung, PingSun, 1989. "A Market Example And Economic Evaluation Of Information And Price Uncertainty," Journal of Food Distribution Research, Food Distribution Research Society, vol. 20(2), pages 1-8, September.
    5. Mui, H.W. & Bradford, Garnett L. & Ali, Mukhtar M., 1986. "Modeling The Demand For Durable Inputs: Distributed Lags And Causality," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 18(2), pages 1-8, December.
    6. Antle, John M. & Goodger, William A., 1983. "Measuring Stochastic Technology: The Case Of Tulare Milk Production," Working Papers 225708, University of California, Davis, Department of Agricultural and Resource Economics.
    7. Umarov, Alisher & Sherrick, Bruce J., 2005. "Farmers' Subjective Yield Distributions: Calibration and Implications for Crop Insurance Valuation," 2005 Annual meeting, July 24-27, Providence, RI 19396, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    8. Egelkraut, Thorsten M. & Garcia, Philip & Pennings, Joost M.E. & Sherrick, Bruce J., 2006. "Producers' Yield and Yield Risk: Perceptions versus Reality and Crop Insurance Use," 2006 Annual meeting, July 23-26, Long Beach, CA 21369, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    9. Hong Fu & Yuehua Zhang & Yinuo An & Li Zhou & Yanling Peng & Rong Kong & Calum G. Turvey, 2022. "Subjective and objective risk perceptions and the willingness to pay for agricultural insurance: evidence from an in-the-field choice experiment in rural China," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 47(1), pages 98-121, March.
    10. Ford, Beth Pride & Musser, Wesley N. & Yonkers, Robert D., 1993. "Measuring Historical Risk in Quarterly Milk Prices," Agricultural and Resource Economics Review, Cambridge University Press, vol. 22(1), pages 20-26, April.
    11. Toland, Gerald Jr & Schmiesing, Brian H. & Black, J. Roy, 1989. "Analysis and Comparison of Alternative Estimations of Crop Yield Probability Distributions," WAEA/ WFEA Conference Archive (1929-1995) 244976, Western Agricultural Economics Association.
    12. Buzby, Jean & Kenkel, Phil L. & Skees, Jerry R. & Pease, James W. & Benson, Fred J., 1990. "A Comparison of Subjective and Historical Yield Distributions With Implications For Multiple Peril Crop Insurance," 1990 Annual meeting, August 5-8, Vancouver, Canada 270874, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    13. Kesavan, T. & Aradhyula, Satheesh V. & Johnson, Stanley R., 1992. "Dynamics And Price Volatility In Farm-Retail Livestock Price Relationships," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 17(2), pages 1-14, December.
    14. Ker, Alan P. & Coble, Keith H., 1998. "On Choosing A Base Coverage Level For Multiple Peril Crop Insurance Contracts," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 23(2), pages 1-18, December.
    15. Conradt, Sarah & Bokusheva, Raushan & Finger, Robert & Kussaiynov, Talgat, 2014. "Yield Trend Estimation in the Presence of Farm Heterogeneity and Non-linear Technological Change," Quarterly Journal of International Agriculture, Humboldt-Universitaat zu Berlin, vol. 53(2), pages 1-20, May.
    16. Dismukes, Robert & Allen, P. Geoffrey & Morzuch, Bernard J., 1989. "Participation In Multiple-Peril Crop Insurance: Risk Assessments And Risk Preferences Of Cranberry Growers," Northeastern Journal of Agricultural and Resource Economics, Northeastern Agricultural and Resource Economics Association, vol. 18(2), pages 1-9, October.
    17. Goetzmann, Will & Le Bris, David & Pouget, Sébastien, 2017. "The Present Value Relation Over Six Centuries: The Case of the Bazacle Company," TSE Working Papers 17-794, Toulouse School of Economics (TSE).
    18. Norris, Patricia E. & Kramer, Randall A., 1990. "The Elicitation of Subjective Probabilities with Applications in Agricultural Economics," Review of Marketing and Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 58(02-03), pages 1-21, December.
    19. Gomez-Limon, Jose A. & Arriaza, Manuel & Riesgo, Laura, 2003. "An MCDM analysis of agricultural risk aversion," European Journal of Operational Research, Elsevier, vol. 151(3), pages 569-585, December.
    20. David le Bris & William N. Goetzmann & Sébastien Pouget, 2014. "Testing Asset Pricing Theory on Six Hundred Years of Stock Returns: Prices and Dividends for the Bazacle Company from 1372 to 1946," NBER Working Papers 20199, National Bureau of Economic Research, Inc.
    21. Clop-Gallart, M. Merce & Juarez-Rubio, Francisco, 2005. "Elicitation of Subjective Crop Yield PDF for DSS Implementation," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark 24561, European Association of Agricultural Economists.
    22. Reid, Donald W. & Tew, Bernard V., 1987. "An Evaluation Of Expected Value And Expected Value-Variance Criteria In Achieving Risk Efficiency In Crop Selection," Northeastern Journal of Agricultural and Resource Economics, Northeastern Agricultural and Resource Economics Association, vol. 16(2), pages 1-9, October.
    23. Sarwar, Ghulam & Anderson, Dale G., 1986. "Impact of the Staggers Act on variability and uncertainty of farm product prices," Transportation Research Forum Proceedings 1980s 311827, Transportation Research Forum.

  118. David Bessler, 1979. "Risk Management and Risk Preferences in Agriculture: Discussion," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 61(5), pages 1078-1080.

    Cited by:

    1. Ramaratnam, S. Sri & Bessler, David A. & Rister, M. Edward, 1984. "The Temporal Nature And "Interdependence" Of Agricultural Producers' Risk Attitudes And Subjective Beliefs: A Texas Example," 1984 Annual Meeting, August 5-8, Ithaca, New York 279009, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    2. Cochran, Mark J., 1986. "Stochastic Dominance: The State Of The Art In Agricultural Economics," Regional Research Projects > 1986: S-180 Annual Meeting, March 23-26, 1986, Tampa, Florida 271995, Regional Research Projects > S-180: An Economic Analysis of Risk Management Strategies for Agricultural Production Firms.
    3. Patrick, George F. & Blake, Brian F. & Whittaker, Suzanne H., 1981. "Magnitude Estimation: An Application To Farmers' Risk-Income Preferences," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 6(2), pages 1-10, December.

Chapters

  1. Nerlove, Marc & Bessler, David A., 2001. "Expectations, information and dynamics," Handbook of Agricultural Economics, in: B. L. Gardner & G. C. Rausser (ed.), Handbook of Agricultural Economics, edition 1, volume 1, chapter 3, pages 155-206, Elsevier.

    Cited by:

    1. Christophe C. Gouel, 2012. "Agricultural price instability: a survey of competing explanations and remedies," Post-Print hal-01001218, HAL.
    2. Fiechter, Chad & Kuethe, Todd & Zhang, Wendong, 2023. "Information Rigidities and Farmland Value Expectations," ISU General Staff Papers 202306131414240000, Iowa State University, Department of Economics.
    3. Haile, Mekbib G. & Kalkuhl, Matthias & Braun, Joachim von, 2013. "Inter-and intra-annual global crop acreage response to prices and price risk," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 149695, Agricultural and Applied Economics Association.
    4. Fiechter, Chad M., 2023. "Farmland Value Expectations and Learning," 2023 Annual Meeting, July 23-25, Washington D.C. 335505, Agricultural and Applied Economics Association.
    5. Féménia, Fabienne & Gohin, Alexandre, 2010. "Faut-il une intervention publique pour stabiliser les marchés agricoles ? Revue des questions non résolues," Review of Agricultural and Environmental Studies - Revue d'Etudes en Agriculture et Environnement (RAEStud), Institut National de la Recherche Agronomique (INRA), vol. 91(4).
    6. Xie, Lunyu & MacDonald, Sarah L. & Auffhammer, Maximilian & Jaiswal, Deepak & Berck, Peter, 2019. "Environment or food: Modeling future land use patterns of miscanthus for bioenergy using fine scale data," Ecological Economics, Elsevier, vol. 161(C), pages 225-236.
    7. Mauricio Arango, 2014. "Collateralized assets prices and monetary policy," Documentos de Discusión FLAR 11853, Fondo Latino Americano de Reservas - FLAR.
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