IDEAS home Printed from https://ideas.repec.org/p/ags/umaesp/13950.html

The Storage Of Potatoes And The Maine Potatoes Futures Market

Author

Listed:
  • Sexauer, Benjamin

Abstract

No abstract is available for this item.

Suggested Citation

  • Sexauer, Benjamin, 1976. "The Storage Of Potatoes And The Maine Potatoes Futures Market," Staff Papers 13950, University of Minnesota, Department of Applied Economics.
  • Handle: RePEc:ags:umaesp:13950
    DOI: 10.22004/ag.econ.13950
    as

    Download full text from publisher

    File URL: https://ageconsearch.umn.edu/record/13950/files/21082.pdf
    Download Restriction: no

    File URL: https://libkey.io/10.22004/ag.econ.13950?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    Other versions of this item:

    References listed on IDEAS

    as
    1. Gray, Roger W., 1972. "The Futures Market for Maine Potatoes: An Appraisal," Food Research Institute Studies, Stanford University, Food Research Institute, vol. 11(3), pages 1-29.
    2. Lester G. Telser, 1958. "Futures Trading and the Storage of Cotton and Wheat," Journal of Political Economy, University of Chicago Press, vol. 66(3), pages 233-233.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Nicholas Appiah & Ali Jaffri & Dilmi C. W. Hettiachchi-Halpe-Kankanamalage & Svetlozar T. Rachev, 2026. "Portfolio Optimization for Commodity ETFs under Heavy-Tailed Returns," Papers 2606.26625, arXiv.org.
    2. Yao, Wei & Alexiou, Constantinos, 2022. "Exploring the transmission mechanism of speculative and inventory arbitrage activity to commodity price volatility. Novel evidence for the US economy," International Review of Financial Analysis, Elsevier, vol. 80(C).
    3. Patricia Fraser & Andrew McKaig, 2001. "Basis variation and a common source of risk: evidence from UK futures markets," The European Journal of Finance, Taylor & Francis Journals, vol. 7(1), pages 39-62.
    4. Robert Jarrow, 2010. "Convenience yields," Review of Derivatives Research, Springer, vol. 13(1), pages 25-43, April.
    5. C. Peter Timmer, 2014. "The political economy of food security: a behavioral perspective," Chapters, in: Raghbendra Jha & Raghav Gaiha & Anil B. Deolalikar (ed.), Handbook on Food, chapter 2, pages 22-40, Edward Elgar Publishing.
    6. Thomas Delcey, 2025. "Holbrook Working and the Early Financial Economics," Post-Print hal-05056404, HAL.
    7. Karali, Berna & Ramirez, Octavio A., 2014. "Macro determinants of volatility and volatility spillover in energy markets," Energy Economics, Elsevier, vol. 46(C), pages 413-421.
    8. Sung Je Byun, 2017. "Speculation in Commodity Futures Markets, Inventories and the Price of Crude Oil," The Energy Journal, , vol. 38(5), pages 93-113, September.
    9. Aaron Smith, 2005. "Partially overlapping time series: a new model for volatility dynamics in commodity futures," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(3), pages 405-422.
    10. Assia Elgouacem, 2018. "Essays on investment and saving [Essais sur l’investissement et l’épargne]," SciencePo Working papers tel-03419405, HAL.
    11. Kim, Soohyeon & Kim, Jihyo & Heo, Eunnyeong, 2021. "Speculative incentives to hoard aluminum: Relationship between capital gains and inventories," Resources Policy, Elsevier, vol. 70(C).
    12. Stein-Erik Fleten & Ronald Huisman & Mehtap Kilic & Enrico Pennings & Sjur Westgaard, 2014. "Electricity futures prices: time varying sensitivity to fundamentals," Working Papers 2014/21, Institut d'Economia de Barcelona (IEB).
    13. Shi, Wei & Irwin, Scott H. & Good, Darrel L. & Dietz, Sarah N., 2005. "Wheat Forward Contract Pricing: Evidence on Forecast Power and Risk Premia," 2005 Conference, April 18-19, 2005, St. Louis, Missouri 19043, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    14. Tilman Klumpp & Xuejuan Su, 2021. "Stockpiling and Shortages (the “Toilet Paper Paper," Working Papers 2021-02, University of Alberta, Department of Economics.
    15. Balcilar, Mehmet & Gungor, Hasan & Hammoudeh, Shawkat, 2015. "The time-varying causality between spot and futures crude oil prices: A regime switching approach," International Review of Economics & Finance, Elsevier, vol. 40(C), pages 51-71.
    16. Devraj Basu & Olivier Bauthéac, 2025. "Financialization of Commodity Markets Co‐Movement Behind‐the‐Scenes," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 45(12), pages 2457-2475, December.
    17. Atle Oglend & Vesa-Heikki Soini, 2020. "Equilibrium Working Curves with Heterogeneous Agents," Computational Economics, Springer;Society for Computational Economics, vol. 56(2), pages 355-372, August.
    18. Misund, Bård & Oglend, Atle, 2016. "Supply and demand determinants of natural gas price volatility in the U.K.: A vector autoregression approach," Energy, Elsevier, vol. 111(C), pages 178-189.
    19. Zulauf, Carl R. & Sanghyo, Kim, 2014. "Is Storage Rational When the Price is Expected to Decline? An Initial Study Using Data from U.S. Futures and Options Markets," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 170593, Agricultural and Applied Economics Association.
    20. John T. Cuddington & Arturo L. Va'squez Cordano, 2013. "Linkages between spot and futures prices: Tests of the Fama-French-Samuelson hypotheses," Working Papers 2013-09, Colorado School of Mines, Division of Economics and Business.

    More about this item

    Keywords

    ;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ags:umaesp:13950. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: AgEcon Search (email available below). General contact details of provider: https://edirc.repec.org/data/daumnus.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.