IDEAS home Printed from https://ideas.repec.org/r/cup/jagaec/v40y2008i01p89-103_02.html

The Impact of Situation and Outlook Information in Corn and Soybean Futures Markets: Evidence from WASDE Reports

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Lehecka, Georg V., 2014. "The Value of USDA Crop Progress and Condition Information: Reactions of Corn and Soybean Futures Markets," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 39(01), pages 1-18, April.
  2. Joshua Huang & Teresa Serra & Philip Garcia, 2021. "The Value of USDA Announcements in the Electronically Traded Corn Futures Market: A Modified Sufficient Test with Risk Adjustments," Journal of Agricultural Economics, Wiley Blackwell, vol. 72(3), pages 712-734, September.
  3. Nicolas Merener, 2012. "Globally Distributed Production and Asset Pricing:the Rise of Latin America in CME Soybean Futures," Business School Working Papers 2012-01, Universidad Torcuato Di Tella.
  4. Urcola, Hernan A. & Irwin, Scott H., 2011. "Are Agricultural Options Overpriced?," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 36(01), pages 1-15, April.
  5. Isengildina-Massa, Olga & Cao, Xiang & Karali, Berna & Irwin, Scott H. & Adjemian, Michael & Johansson, Robert C., 2021. "When does USDA information have the most impact on crop and livestock markets?," Journal of Commodity Markets, Elsevier, vol. 22(C).
  6. Good, Darrel L. & Irwin, Scott H., "undated". "USDA Corn and Soybean Acreage Estimates and Yield Forecasts: Dispelling Myths and Misunderstandings," Marketing and Outlook Briefs 183528, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics.
  7. 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).
  8. Karali, Berna, 2012. "Do USDA Announcements Affect Comovements Across Commodity Futures Returns?," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 37(01), pages 1-21, April.
  9. 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.
  10. Kishore Joseph & Philip Garcia, 2018. "Intraday market effects in electronic soybean futures market during non-trading and trading hour announcements," Applied Economics, Taylor & Francis Journals, vol. 50(11), pages 1188-1202, March.
  11. repec:ags:jrapmc:122314 is not listed on IDEAS
  12. repec:hal:wpaper:hal-02149355 is not listed on IDEAS
  13. MacDonald, Stephen & Ash, Mark & Cooke, Bryce, 2017. "The Evolution of Inefficiency in USDA’s Forecasts of U.S. and World Soybean Markets," MPRA Paper 87545, University Library of Munich, Germany.
  14. Andrew M. McKenzie & Jessica L. Darby, 2017. "Information Content of USDA Rice Reports and Price Reactions of Rice Futures," Agribusiness, John Wiley & Sons, Ltd., vol. 33(4), pages 552-568, September.
  15. Xiao, Jinzhi & Lence, Sergio H. & Hart, Chad, 2014. "Usda And Private Analysts' Forecasts Of Ending Stocks: How Good Are They?," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 170642, Agricultural and Applied Economics Association.
  16. 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.
  17. repec:ags:jrapmc:122315 is not listed on IDEAS
  18. Olga Isengildina-Massa & Scott H. Irwin & Darrel L. Good & Jennifer K. Gomez, 2008. "Impact of WASDE reports on implied volatility in corn and soybean markets," Agribusiness, John Wiley & Sons, Ltd., vol. 24(4), pages 473-490.
  19. Ferguson, Shon & Ubilava, David, 2022. "Global commodity market disruption and the fallout," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 66(04), January.
  20. Kaus, Taylor T. & Mattos, Fabio L., "undated". "Too much information? How relevant are agricultural reports that provide similar information?," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258367, Agricultural and Applied Economics Association.
  21. 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.
  22. Bunek, Gabriel D. & Janzen, Joseph P., 2024. "Does public information facilitate price consensus? Characterizing USDA announcement effects using realized volatility," Journal of Commodity Markets, Elsevier, vol. 33(C).
  23. Isengildina-Massa, Olga & MacDonald, Stephen & Xie, Ran, 2012. "A Comprehensive Evaluation of USDA Cotton Forecasts," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 37(01), pages 1-16, April.
  24. Darby, Jessica L. & McKenzie, Andrew M., 2015. "Information Content of USDA Rice Reports and Price Reactions of Rice Futures," 2015 Conference, April 20-21, 2015, St. Louis, Missouri 285835, NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  25. Bunek, Gabriel D. & Janzen, Joseph P., 2015. "Characterizing the Effect of USDA Report Announcements in the Winter Wheat Futures Market Using Realized Volatility," 2015 Conference, April 20-21, 2015, St. Louis, Missouri 285838, NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  26. MacDonald, Stephen & Ash, Mark, 2016. "Detecting the Sources of Information Rigidity: Analyzing Forecast Bias and Smoothing in USDA’s Soybean Forecasts," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235349, Agricultural and Applied Economics Association.
  27. Wang, Xiaoyang & Garcia, Philip & Irwin, Scott H., 2012. "The Behavior of Bid-Ask Spreads in the Electronically Traded Corn Futures Market," 2012 Conference, April 16-17, 2012, St. Louis, Missouri 285781, NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  28. Xiaoyang Wang & Philip Garcia & Scott H. Irwin, 2014. "The Behavior of Bid-Ask Spreads in the Electronically-Traded Corn Futures Market," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 96(2), pages 557-577.
  29. Isengildina-Massa, Olga Isengildina- & Karali, Berna & Irwin, Scott H. & Adjemian, Michael K., 2016. "The Value of USDA Information in a Big Data Era," 2016 Conference, April 18-19, 2016, St. Louis, Missouri 285854, NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  30. Dorfman, Jeffrey H. & Karali, Berna, 2013. "A Nonparametric Search for Information Effects from USDA Reports," 2013 Conference, April 22-23, 2013, St. Louis, Missouri 285795, NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  31. Irwin, Scott & Good, Darrel & Sanders, Dwight, . "Understanding and Evaluating WAOB/USDA Corn Yield Forecasts," farmdoc daily, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics, vol. 5.
  32. Dorfmann, Jeffrey & Karali, Berna, 2015. "A Nonparametric Search for Information Effects from USDA Reports," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 40(01), pages 1-20.
  33. Adjemian, Michael K. & Arnade, Carlos Anthony, "undated". "Not Lost in Translation: The Impact of USDA Reports on International Corn Markets," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258362, Agricultural and Applied Economics Association.
  34. Siddhartha S. Bora & Ani L. Katchova & Todd H. Kuethe, 2021. "The Rationality of USDA Forecasts under Multivariate Asymmetric Loss," American Journal of Agricultural Economics, John Wiley & Sons, vol. 103(3), pages 1006-1033, May.
  35. Dominik Boos, 2024. "Risky times: Seasonality and event risk of commodities," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(5), pages 767-783, May.
  36. Karali, Berna & Massa, Olga Isengildina & Irwin, Scott H., 2019. "Fundamentals and Grain Futures Markets," 2019 Conference, April 15-16, 2019, Minneapolis, Minnesota 309633, NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  37. Brooks, Kathleen & Mattos, Fabio, 2014. "How Do Agricultural Futures Prices Respond To New Information About Drought Conditions?," 2014 Conference, April 21-22, 2014, St. Louis, Missouri 285821, NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  38. Goyal, Raghav & Adjemian, Michael K., 2021. "The 2019 government shutdown increased uncertainty in major agricultural commodity markets," Food Policy, Elsevier, vol. 102(C).
  39. McKenzie, Andrew M. & Ke, Yangmin, 2022. "How do USDA announcements affect international commodity prices?," Journal of Commodity Markets, Elsevier, vol. 28(C).
  40. Piette, Pierrick, 2019. "Can Satellite Data Forecast Valuable Information from USDA Reports ? Evidences on Corn Yield Estimates," 2019 Conference, April 15-16, 2019, Minneapolis, Minnesota 309635, NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  41. 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.
  42. Milacek, Trent T. & Brorsen, B. Wade, 2013. "How Much Would It Be Worth to Know the WASDE Report In Advance?," 2013 Conference, April 22-23, 2013, St. Louis, Missouri 285789, NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  43. Irwin, Scott H. & Sanders, Dwight R. & Good, Darrel L., 2014. "Evaluation of Selected USDA WAOB and NASS Forecasts and Estimates in Corn and Soybeans," Marketing and Outlook Research Reports 183477, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics.
  44. 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.
  45. Alex Frino & Michael Garcia, 2018. "Should macroeconomic information be released during trading breaks in futures markets?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(7), pages 775-787, July.
  46. Xie, Ran & Isengildina-Massa, Olga Isengildina- & Sharp, Julia L., 2014. "Quantifying Public and Private Information Effects on the Cotton Market," 2014 Conference, April 21-22, 2014, St. Louis, Missouri 285815, NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  47. repec:isu:genstf:201501010800005902 is not listed on IDEAS
  48. Tianyang Zhang & Ziran Li, 2022. "Can a rational expectation storage model explain the USDA ending grain stocks forecast errors?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(3), pages 313-337, March.
  49. Lehecka, Georg V., 2013. "The Reaction of Corn and Soybean Futures Markets to USDA Crop Progress and Condition Information," 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida 142491, Southern Agricultural Economics Association.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.