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Do USDA Announcements Affect Comovements Across Commodity Futures Returns?

Citations

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Cited by:

  1. Berna Karali & Olga Isengildina‐Massa & Scott H. Irwin, 2025. "Is Being Bold Better? Industry Expectations of USDA Corn and Soybean Production Estimates," Agricultural Economics, International Association of Agricultural Economists, vol. 56(5), pages 802-822, September.
  2. McKenzie, Andrew M. & Ke, Yangmin, 2022. "How do USDA announcements affect international commodity prices?," Journal of Commodity Markets, Elsevier, vol. 28(C).
  3. Yang, Yao & Karali, Berna, 2022. "The Role of USDA Reports on Extreme Volatility Coexceedances: An Application to the Soybean Complex," 2022 Annual Meeting, July 31-August 2, Anaheim, California 322104, Agricultural and Applied Economics Association.
  4. Xinyue He & Teresa Serra & Philip Garcia, 2021. "Resilience in “Flash Events” in the Corn and Lean Hog Futures Markets," American Journal of Agricultural Economics, John Wiley & Sons, vol. 103(2), pages 743-764, March.
  5. Capitani, Daniel H D & Mattos, Fabio L. & Cruz, Jose Cesar & Silva, Renato Moraes & Franco Da Silveira, Rodrigo Lanna, 2024. "The Reaction Of Corn Futures Prices To U.S. And Brazilian Crop Reports," 2024 Annual Meeting, July 28-30, New Orleans, LA 343571, Agricultural and Applied Economics Association.
  6. Bobbie, Kelvin, 2026. "How Two Trade Wars Have Rewired Soybean Markets: Price Discovery, Risk Spillovers,and Liquidity Effects," 2026 Annual Meeting, July 26 - 28, 2026, Kansas City, Missouri 404348, Agricultural and Applied Economics Association.
  7. Adrian Fernandez‐Perez & Bart Frijns & Ivan Indriawan & Alireza Tourani‐Rad, 2019. "Surprise and dispersion: informational impact of USDA announcements," Agricultural Economics, International Association of Agricultural Economists, vol. 50(1), pages 113-126, January.
  8. Farhangdoost, Sara & Etienne, Xiaoli L., 2020. "Time-Varying Storage Announcement Effect in Natural Gas Market," 2020 Annual Meeting, July 26-28, Kansas City, Missouri 304476, Agricultural and Applied Economics Association.
  9. Indriawan, Ivan & Martinez, Valeria & Tse, Yiuman, 2021. "The impact of the change in USDA announcement release procedures on agricultural commodity futures," Journal of Commodity Markets, Elsevier, vol. 23(C).
  10. Karali, Berna & Isengildina-Massa, Olga & Irwin, Scott H. & Adjemian, Michael K. & Johansson, Robert, 2019. "Are USDA reports still news to changing crop markets?," Food Policy, Elsevier, vol. 84(C), pages 66-76.
  11. repec:ags:aaea22:343571 is not listed on IDEAS
  12. Bahram Sanginabadi, 2018. "USDA Forecasts: A meta-analysis study," Papers 1801.06575, arXiv.org.
  13. Ioannis Chalkiadakis & Gareth W Peters & Guillaume Bagnarosa & Alexandre Gohin, 2025. "Structural changes and statistical causal relationships in agricultural commodities markets: the impact of public news sentiment and institutional announcements," Post-Print hal-05280276, HAL.
  14. Lusk, Jayson L., "undated". "From Farm Income to Food Consumption: Valuing USDA Data Products," C-FARE Reports 266593, Council on Food, Agricultural, and Resource Economics (C-FARE).
  15. Olga Isengildina Massa & Berna Karali & Scott H. Irwin, 2024. "What do we know about the value and market impact of the US Department of Agriculture reports?," Applied Economic Perspectives and Policy, John Wiley & Sons, vol. 46(2), pages 698-736, June.
  16. Prilly Oktoviany & Robert Knobloch & Ralf Korn, 2021. "A machine learning-based price state prediction model for agricultural commodities using external factors," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(2), pages 1063-1085, December.
  17. Urom, Christian & Anochiwa, Lasbrey & Yuni, Denis & Idume, Gabriel, 2019. "Asymmetric linkages among precious metals, global equity and bond yields: The role of volatility and business cycle factors," The Journal of Economic Asymmetries, Elsevier, vol. 20(C).
  18. Plante, Michael & Dhaliwal, Navi, 2017. "Inventory shocks and the oil–ethanol–grain price nexus," Economics Letters, Elsevier, vol. 156(C), pages 58-60.
  19. Rodrigo Lanna Franco da Silveira & Renato Moraes Silva & Fabio L. Mattos & José César Cruz Júnior & Daniel Henrique Dario Capitani, 2025. "The Reaction of Corn Futures Markets to US and Brazilian Crop Reports," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 45(9), pages 1298-1323, September.
  20. Terrance Grieb & Nam Hoang, 2019. "The Effects of Hedging and Speculation on Cash-Futures Basis: Results from U.S. Wheat Markets," Review of Economics & Finance, Better Advances Press, Canada, vol. 17, pages 1-15, August.
  21. Berna Karali & Scott H. Irwin & Olga Isengildina‐Massa, 2020. "Supply Fundamentals and Grain Futures Price Movements," American Journal of Agricultural Economics, John Wiley & Sons, vol. 102(2), pages 548-568, March.
  22. Yang, Yao & Karali, Berna, 2021. "A Multivariate Quantile Analysis of Price Transmission in the Soybean Complex," 2021 Conference 316400, NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  23. Ying, Jiahui & Shonkwiler, J. Scott, "undated". "A Temporal Impact Assessment Method for the Informational Content of USDA Reports in Corn and Soybean Futures Markets," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258201, Agricultural and Applied Economics Association.
  24. Yang, Yao & Karali, Berna, 2022. "How far is too far for volatility transmission?," Journal of Commodity Markets, Elsevier, vol. 26(C).
  25. Ying, Jiahui & Chen, Yu & Dorfman, Jeffrey H., 2017. "Is the Value of USDA Announcement Effects Declining over Time?," 2017 Conference, April 24-25, 2017, St. Louis, Missouri 285877, NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  26. Goswami, Alankrita & Karali, Berna, 2025. "Effects of growing-season weather on the dynamic price relationships between biofuel feedstocks," Energy Economics, Elsevier, vol. 148(C).
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