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Dynamics of Price Changes: Implications for Agricultural Futures Markets

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  • Tomek, William G.

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Suggested Citation

  • Tomek, William G., 1993. "Dynamics of Price Changes: Implications for Agricultural Futures Markets," Staff Papers 121339, Cornell University, Department of Applied Economics and Management.
    • Handle: RePEc:ags:cudasp:121339
    DOI: 10.22004/ag.econ.121339
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    File URL: https://ageconsearch.umn.edu/record/121339/files/Cornell%20SP%2093-15.pdf
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    References listed on IDEAS

    as
    1. Robert J. Hauser & Philip Garcia & Alan D. Tumblin, 1990. "Basis Expectations and Soybean Hedging Effectiveness," Review of Agricultural Economics, Agricultural and Applied Economics Association, vol. 12(1), pages 125-136.
    2. Telser, Lester G & Higinbotham, Harlow N, 1977. "Organized Futures Markets: Costs and Benefits," Journal of Political Economy, University of Chicago Press, vol. 85(5), pages 969-1000, October.
    3. Williams,Jeffrey C. & Wright,Brian D., 2005. "Storage and Commodity Markets," Cambridge Books, Cambridge University Press, number 9780521023399, November.
    4. Urban, Thomas N., 1991. "Agricultural Industrialization: It's Inevitable," Choices: The Magazine of Food, Farm, and Resource Issues, Agricultural and Applied Economics Association, vol. 6(4), pages 1-3.
    5. Taylor, Patricia D. & Tomek, William G., 1984. "Forecasting the Basis for Corn in Western New York," Journal of the Northeastern Agricultural Economics Council, Northeastern Agricultural and Resource Economics Association, vol. 13(01), pages 1-6, April.
    6. Taylor, Patricia D. & Tomek, William G., 1984. "Forecasting the Basis for Corn in Western New York," Northeastern Journal of Agricultural and Resource Economics, Northeastern Agricultural and Resource Economics Association, vol. 0(Number 1), pages 1-6, April.
    7. Paul, Allen B. & Kahl, Kandice H. & Tomek, William G., 1981. "Performance of Futures Markets: The Case of Potatoes," Technical Bulletins 157682, United States Department of Agriculture, Economic Research Service.
    8. Paul, Allen B., 1976. "Treatment of Hedging in Commodity Market Regulation," Technical Bulletins 158109, United States Department of Agriculture, Economic Research Service.
    9. Anne E. Peck, 1985. "Futures Markets: Their Economic Role," Books, American Enterprise Institute, number 968570, September.
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    Cited by:

    1. Lewis, Daniel A. & Kuethe, Todd H. & Manfredo, Mark R., 2010. "Uncovering Dominant-Satellite Relationships in the U.S. Soybean Basis: A Spatio-Temporal Analysis," 2010 Conference, April 19-20, 2010, St. Louis, Missouri 285328, NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    2. Sanders, Dwight R. & Manfredo, Mark R., 2006. "Forecasting Basis Levels in the Soybean Complex: A Comparison of Time Series Methods," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 38(3), pages 513-523, December.

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