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Agricultural commodity price forecasting accuracy: futures markets versus commercial econometric models

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  • Rausser, Gordon C.
  • Just, Richard E.

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  • Rausser, Gordon C. & Just, Richard E., 1979. "Agricultural commodity price forecasting accuracy: futures markets versus commercial econometric models," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt6k44c5zv, Department of Agricultural & Resource Economics, UC Berkeley.
    • Handle: RePEc:cdl:agrebk:qt6k44c5zv
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    References listed on IDEAS

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    1. Sanford J. Grossman, 1977. "The Existence of Futures Markets, Noisy Rational Expectations and Informational Externalities," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 44(3), pages 431-449.
    2. Figlewski, Stephen C, 1978. "Market "Efficiency" in a Market with Heterogeneous Information," Journal of Political Economy, University of Chicago Press, vol. 86(4), pages 581-597, August.
    3. Anderson, Ronald W & Danthine, Jean-Pierre, 1983. "Hedger Diversity in Futures Markets," Economic Journal, Royal Economic Society, vol. 93(37), pages 370-389, June.
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    Cited by:

    1. Hudson, Michael A. & Capps, Oral, Jr., 1984. "Forecasting Ex-Vessel Prices for Hard Blue Crabs in the Chesapeake Bay Region: Individual and Composite Methods," Northeastern Journal of Agricultural and Resource Economics, Northeastern Agricultural and Resource Economics Association, vol. 0(Number 1), pages 1-7, April.
    2. Garcia, Philip & Hudson, Michael A. & Waller, Mark L., 1988. "The Pricing Efficiency Of Agricultural Futures Markets: An Analysis Of Previous Research Results," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 20(1), pages 1-12, July.
    3. Hoffman, Linwood A. & Beachler, Michael, 2001. "Evaluating The Use Of Futures Prices To Forecast The Farm Level U.S. Corn Price," 2001 Annual meeting, August 5-8, Chicago, IL 20612, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    4. Hudson, Michael A. & Capps, Oral, Jr., 1984. "Forecasting Ex-Vessel Prices for Hard Blue Crabs in the Chesapeake Bay Region: Individual and Composite Methods," Journal of the Northeastern Agricultural Economics Council, Northeastern Agricultural and Resource Economics Association, vol. 13(1), pages 1-7, April.

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