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Pre-Harvest Price Expectations for Corn: The Information Content of USDA Reports and New Crop Futures

Citations

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Cited by:

  1. Xiao, Jinzhi & Lence, Sergio H. & Hart, Chad E., 2015. "Do analysts forecast the ending stocks or the USDA forecasts?," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205759, Agricultural and Applied Economics Association.
  2. Yang, Yao & McKenzie, Andrew, 2024. "The Impacts of USDA Reports on Pre-Harvest Volatility Expectations: the Case of Corn New Crop Futures," 2024 Conference, April 22-23, 2024, St. Louis, Missouri 379014, NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  3. 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.
  4. Karali, Berna & Park, ChangKeun, 2010. "Do USDA Announcements Affect the Correlations Across Commodity Futures Returns?," 2010 Conference, April 19-20, 2010, St. Louis, Missouri 285321, NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  5. Bahram Sanginabadi, 2018. "USDA Forecasts: A meta-analysis study," Papers 1801.06575, arXiv.org.
  6. 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.
  7. 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.
  8. David Ubilava, 2012. "Modeling Nonlinearities in the U.S. Soybean‐to‐Corn Price Ratio: A Smooth Transition Autoregression Approach," Agribusiness, John Wiley & Sons, Ltd., vol. 28(1), pages 29-41, January.
  9. Adjemian, Michael K. & Johansson, Robert & McKenzie, Andrew & Thomsen, Michael, 2016. "The Value of Government Information in an Era of Declining Budgets," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235811, Agricultural and Applied Economics Association.
  10. Cumming, Katie & Mattos, Fabio & Etienne, Xiaoli L., 2017. "Evaluating Crop Forecast Accuracy for Corn and Soybeans in the United States, China, Brazil, and Argentina," 2017 Conference, April 24-25, 2017, St. Louis, Missouri 285864, NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  11. 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.
  12. 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.
  13. 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.
  14. 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).
  15. Arnade, Carlos & Hoffman, Linwood & Effland, Anne, "undated". "The Impact of Public Information on Commodity Market Performance: The Response of Corn Futures to USDA Corn Production Forecasts," USDA Miscellaneous 313488, United States Department of Agriculture.
  16. 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.
  17. van der Velde, Marijn & Biavetti, Irene & El-Aydam, Mohamed & Niemeyer, Stefan & Santini, Fabien & van den Berg, Maurits, 2019. "Use and relevance of European Union crop monitoring and yield forecasts," Agricultural Systems, Elsevier, vol. 168(C), pages 224-230.
  18. 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).
  19. repec:ags:jrapmc:122315 is not listed on IDEAS
  20. 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.
  21. repec:isu:genstf:201501010800005902 is not listed on IDEAS
  22. 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.
  23. Janzen, Joseph P. & Smith, Aaron D., 2013. "The Quality of Price Discovery Under Electronic Trading: The Case of Cotton Futures," 2013 Conference, April 22-23, 2013, St. Louis, Missouri 285805, NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  24. Klomp, Jeroen, 2020. "The impact of Russian sanctions on the return of agricultural commodity futures in the EU," Research in International Business and Finance, Elsevier, vol. 51(C).
  25. Plante, Michael & Dhaliwal, Navi, 2017. "Inventory shocks and the oil–ethanol–grain price nexus," Economics Letters, Elsevier, vol. 156(C), pages 58-60.
  26. 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.
  27. Isengildina, Olga & Irwin, Scott H. & Good, Darrel L., 2013. "Do Big Crops Get Bigger and Small Crops Get Smaller? Further Evidence on Smoothing in U.S. Department of Agriculture Forecasts," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 45(1), pages 95-107, February.
  28. Sukcharoen, Kunlapath & Golden, Bill & Vestal, Mallory & Guerrero, Bridget, 2020. "Do crop price expectations matter? An analysis of groundwater pumping decisions in Western Kansas," Agricultural Water Management, Elsevier, vol. 231(C).
  29. Pruitt, J. Ross & Tonsor, Glynn T. & Brooks, Kathleen R. & Johnson, Rachel J., "undated". "End User Preferences for USDA Market Information," 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida 143007, Southern Agricultural Economics Association.
  30. repec:hal:wpaper:hal-02149355 is not listed on IDEAS
  31. Michael K Adjemian & Robert Johansson & Andrew McKenzie & Michael Thomsen, 2018. "Was the Missing 2013 WASDE Missed?," Applied Economic Perspectives and Policy, John Wiley & Sons, vol. 40(4), pages 653-671, December.
  32. 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.
  33. Pierrick Piette, 2019. "Can Satellite Data Forecast Valuable Information from USDA Reports ? Evidences on Corn Yield Estimates," Post-Print hal-02149355, HAL.
  34. 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.
  35. 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.
  36. 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.
  37. 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).
  38. 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.
  39. Zhepeng Hu & Mindy Mallory & Teresa Serra & Philip Garcia, 2020. "Measuring price discovery between nearby and deferred contracts in storable and nonstorable commodity futures markets," Agricultural Economics, International Association of Agricultural Economists, vol. 51(6), pages 825-840, November.
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