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An Economic Analysis Of The Determinants Of Lumber Futures Price Movements

Author

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  • Rucker, Randal R.
  • Thurman, Walter N.
  • Yoder, Jonathan K.

Abstract

Recent lumber price volatility has been attributed to Spotted Owl Litigation and U.S.-Canada trade disputes. We use intervention analysis to explain daily lumber futures price volatility based on these events and other factors. The way information enters the market is shown to affect the speed and extent of market reaction.
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Suggested Citation

  • Rucker, Randal R. & Thurman, Walter N. & Yoder, Jonathan K., 1999. "An Economic Analysis Of The Determinants Of Lumber Futures Price Movements," Trade Research Center Research Discussion Papers 29247, Montana State University, Department of Agricultural Economics and Economics.
  • Handle: RePEc:ags:motrdp:29247
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    File URL: http://purl.umn.edu/29247
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    References listed on IDEAS

    as
    1. Thomas L. Mann & Richard J. Dowen, 1996. "Are hog and pig reports informative?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 16(3), pages 273-287, May.
    2. repec:bla:joares:v:19:y:1981:i:2:p:374-383 is not listed on IDEAS
    3. Montgomery Claire A. & Brown Jr. , Gardner M. & Adams Darius M., 1994. "The Marginal Cost of Species Preservation: The Northern Spotted Owl," Journal of Environmental Economics and Management, Elsevier, vol. 26(2), pages 111-128, March.
    4. Seung‐Ryong Yang & B. Wade Brorsen, 1995. "Price limits as an explanation of thin‐tailedness in pork bellies futures prices," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 15(1), pages 45-59, February.
    Full references (including those not matched with items on IDEAS)

    More about this item

    Keywords

    lumber markets; future prices; Marketing; D4;

    JEL classification:

    • D4 - Microeconomics - - Market Structure, Pricing, and Design

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