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Extreme Correlation Between Daily Basis Returns of Local Corn Markets in North Carolina

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  • Zheng, Yixing
  • Ramsey, Austin F.

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  • Zheng, Yixing & Ramsey, Austin F., 2022. "Extreme Correlation Between Daily Basis Returns of Local Corn Markets in North Carolina," 2022 Annual Meeting, July 31-August 2, Anaheim, California 322373, Agricultural and Applied Economics Association.
    • Handle: RePEc:ags:aaea22:322373
    DOI: 10.22004/ag.econ.322373
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    References listed on IDEAS

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      • Stigler, George J. & Sherwin, Robert A., 1983. "The Extent of the Market," Working Papers 31, The University of Chicago Booth School of Business, George J. Stigler Center for the Study of the Economy and the State.
    7. Jittima Singvejsakul & Chukiat Chaiboonsri & Songsak Sriboonchitta, 2021. "The Optimization of Bayesian Extreme Value: Empirical Evidence for the Agricultural Commodities in the US," Economies, MDPI, vol. 9(1), pages 1-10, March.
    8. Jon Vilasuso & David Katz, 2000. "Estimates of the likelihood of extreme returns in international stock markets," Journal of Applied Statistics, Taylor & Francis Journals, vol. 27(1), pages 119-130.
    9. Torun Fretheim & Glenn Kristiansen, 2015. "Commodity market risk from 1995 to 2013: an extreme value theory approach," Applied Economics, Taylor & Francis Journals, vol. 47(26), pages 2768-2782, June.
    10. Ser-Huang Poon, 2004. "Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications," The Review of Financial Studies, Society for Financial Studies, vol. 17(2), pages 581-610.
    11. Selin Guney & Barry K Goodwin & Andrés Riquelme, 2019. "Semi-Parametric Generalized Additive Vector Autoregressive Models of Spatial Basis Dynamics," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 101(2), pages 541-562.
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