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Commodity Futures Prices as Forecasts

Citations

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Cited by:

  1. Power, Gabriel J. & Eaves, James & Turvey, Calum & Vedenov, Dmitry, 2017. "Catching the curl: Wavelet thresholding improves forward curve modelling," Economic Modelling, Elsevier, vol. 64(C), pages 312-321.
  2. Maples, Joshua G. & Brorsen, B. Wade, 2017. "Time Series Modeling of Cash and Futures Commodity Prices," 2017 Conference, April 24-25, 2017, St. Louis, Missouri 285865, NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  3. Le Wang & Boyuan Zhang, 2026. "The Promise of Time-Series Foundation Models for Agricultural Forecasting: Evidence from Commodity Prices," Papers 2601.06371, arXiv.org, revised Jan 2026.
  4. Daniel, Scott & Schroeder, Ted, 1999. "Forecasting performance of Storable and Non-Storable Commodities," 1981-1999 Conference Archive 285760, NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  5. Zhu, Jiafeng & Isengildina-Massa, Olga Isengildina-, 2017. "Futures-Based Forecasts of U.S. Crop Prices," 2017 Conference, April 24-25, 2017, St. Louis, Missouri 285881, NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  6. Park, Hwanil & Fortenbery, T. Randall, 2007. "The Effect of Ethanol Production on the U.S. National Corn Price," 2007 Conference, April 16-17, 2007, Chicago, Illinois 37565, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  7. Parcell, Joseph L., 2000. "The Impact Of The Ldp On Corn And Soybean Basis In Missouri," 2000 Conference, April 17-18 2000, Chicago, Illinois 18932, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  8. Jeffrey A Frankel & Andrew K Rose, 2010. "Determinants of Agricultural and Mineral Commodity Prices," RBA Annual Conference Volume (Discontinued), in: Renée Fry & Callum Jones & Christopher Kent (ed.),Inflation in an Era of Relative Price Shocks, Reserve Bank of Australia.
  9. Seamon, V. Frederick & Kahl, Kandice H. & Curtis, Charles E., Jr., 2001. "Regional And Seasonal Differences In The Cotton Basis," Journal of Agribusiness, Agricultural Economics Association of Georgia, vol. 19(2), pages 1-15.
  10. 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).
  11. Timothy Dunne & Xiaoyi Mu, 2010. "Investment Spikes And Uncertainty In The Petroleum Refining Industry," Journal of Industrial Economics, Wiley Blackwell, vol. 58(1), pages 190-213, March.
  12. Dwight R. Sanders & Philip Garcia & Raymond M. Leuthold, 1998. "The Forecasting Value of New Crop Futures: A Decision-Making Framework," Finance 9805003, University Library of Munich, Germany.
  13. Abel Rodr�guez & Enrique ter Horst, 2011. "Measuring expectations in options markets: an application to the S&P500 index," Quantitative Finance, Taylor & Francis Journals, vol. 11(9), pages 1393-1405, July.
  14. Karali, Berna & McNew, Kevin & Thurman, Walter N., . "Price Discovery and the Basis Effects of Failures to Converge in Soft Red Winter Wheat Futures Markets," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 43(01).
  15. MacDonald, Stephen & Meyer, Leslie A., 2009. "Futures Basis for Cotton: Impact of Globalization and Structural Change," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49269, Agricultural and Applied Economics Association.
  16. Mohammad Hasan Mobarok & Wyatt Thompson & Theodoros Skevas, 2024. "Sensitivity of the United States crop basis and distribution network to precipitation," Agribusiness, John Wiley & Sons, Ltd., vol. 40(4), pages 908-925, October.
  17. Hu, Zhepeng & Mallory, Mindy & Serra, Teresa, 2017. "Measuring Price Discovery between Nearby and Deferred Contracts in Storable and Non-Storable Commodity Futures Markets," 2017 Conference, April 24-25, 2017, St. Louis, Missouri 285866, NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  18. Frank, Julieta & Garcia, Philip, 2010. "How Strong are the Linkages among Agricultural, Oil, and Exchange Rate Markets?," 2010 Conference, April 19-20, 2010, St. Louis, Missouri 285312, NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  19. Bekkerman, Anton & Pelletier, Denis, 2009. "Basis Volatilities of Corn and Soybean in Spatially Separated Markets: The Effect of Ethanol Demand," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49281, Agricultural and Applied Economics Association.
  20. Colino, Evelyn V. & Irwin, Scott H. & Garcia, Philip, 2008. "How Much Can Outlook Forecasts be Improved? An Application to the U.S. Hog Market," 2008 Conference, April 21-22, 2008, St. Louis, Missouri 37620, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  21. Kim, Sanghyo & Zulauf, Carl & Roberts, Matthew, 2015. "Forecasting Returns to Storage: The Role of Factors other than the Basis Strategy," 2015 Conference, April 20-21, 2015, St. Louis, Missouri 285828, NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  22. Carl R. Zulauf & Scott H. Irwin, 1998. "Market Efficiency and Marketing to Enhance Income of Crop Producers," Review of Agricultural Economics, Agricultural and Applied Economics Association, vol. 20(2), pages 308-331.
  23. Zhang, Tong & Brorsen, B. Wade, 2006. "Heterogeneity in Producer's Marketing Strategy," 2006 Annual Meeting, February 5-8, 2006, Orlando, Florida 35299, Southern Agricultural Economics Association.
  24. Siaplay, Mounir & Anderson, Kim B. & Brorsen, B. Wade, 2007. "Using Basis and Futures Prices as a Barometer in Deciding Whether to Store Grain or Not," 2007 Conference, April 16-17, 2007, Chicago, Illinois 37575, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  25. Tao Xiong & Miao Li & Jia Cao, 2023. "Do Futures Prices Help Forecast Spot Prices? Evidence from China’s New Live Hog Futures," Agriculture, MDPI, vol. 13(9), pages 1-16, August.
  26. Parcell, Joe & Schroeder, Ted & Kastens, Terry, 1998. "Perceptions of Marketing Efficiency and Strategies: Research vs. Extension Marketing Economists," 1981-1999 Conference Archive 285714, NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  27. Parcell, Joseph L., 2002. "Crop Basis Patterns In The Presence Of Spatial Competition And Government Intervention," Working Papers 26043, University of Missouri Columbia, Department of Agricultural Economics.
  28. J. Frank & P. Garcia, 2009. "Time-varying risk premium: further evidence in agricultural futures markets," Applied Economics, Taylor & Francis Journals, vol. 41(6), pages 715-725.
  29. Ates, Aaron M. & Lusk, Jayson L. & Brorsen, B. Wade, 2019. "Forecasting Meat Prices Using Consumer Expectations from the Food Demand Survey (FooDS)," Journal of Food Distribution Research, Food Distribution Research Society, vol. 50(01), March.
  30. Evelyn V. Colino & Scott H. Irwin, 2010. "Outlook vs. Futures: Three Decades of Evidence in Hog and Cattle Markets," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 92(1), pages 1-15.
  31. Payne, Nicholas & Karali, Berna, 2015. "Can Cattle Basis Forecasts Be Improved? A Bayesian Model Averaging Approach," 2015 Conference, April 20-21, 2015, St. Louis, Missouri 285826, NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  32. Welch, J. Mark & Mkrtchyan, Vardan & Power, Gabriel J., 2009. "Predicting the Corn Basis in the Texas Triangle Area," Journal of Agribusiness, Agricultural Economics Association of Georgia, vol. 27(01-2), pages 1-15.
  33. Mallory, Mindy L. & Irwin, Scott H. & Hayes, Dermot J., 2012. "How market efficiency and the theory of storage link corn and ethanol markets," Energy Economics, Elsevier, vol. 34(6), pages 2157-2166.
  34. Saleuddin, Rasheed & Coffman, D’Maris, 2018. "Can inflation expectations be measured using commodity futures prices?," Structural Change and Economic Dynamics, Elsevier, vol. 45(C), pages 37-48.
  35. Sanders, Dwight R. & Garcia, Philip & Manfredo, Mark R., 2008. "Information Content in Deferred Futures Prices: Live Cattle and Hogs," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 33(01), pages 1-12, April.
  36. Kim, Sanghyo & Zulauf, Carl, 2014. "Return and Risk Performance of Basis Strategy: A Case Study of Illinois Corn and Soybeans, 1975-2012 Crop Years," 2014 Conference, April 21-22, 2014, St. Louis, Missouri 285816, NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  37. Abel Rodriguez & Enrique ter Horst, 2008. "Measuring expectations in options markets: An application to the SP500 index," Papers 0901.0033, arXiv.org.
  38. Quanbiao Shang & Teresa Serra & Philip Garcia, 2023. "Ride the trend: Is there spread momentum profit in the US commodity markets?," Journal of Agricultural Economics, Wiley Blackwell, vol. 74(1), pages 24-47, February.
  39. Lewis T. Cunningham & B. Wade Brorsen & Kim B. Anderson & Emílio Tostão, 2008. "Gender differences in marketing styles," Agricultural Economics, International Association of Agricultural Economists, vol. 38(1), pages 1-7, January.
  40. Seamon, V. Frederick & Kahl, Kandice H., 2000. "An Analysis Of Factors Affecting The Regional Cotton Basis," 2000 Conference, April 17-18 2000, Chicago, Illinois 18924, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  41. Etienne, Xiaoli L. & Farhangdoost, Sara & Hoffman, Linwood A. & Adam, Brian D., 2023. "Forecasting the U.S. season-average farm price of corn: Derivation of an alternative futures-based forecasting model," Journal of Commodity Markets, Elsevier, vol. 30(C).
  42. Buddhika Patalee & Glynn T. Tonsor, 2021. "Weather effects on U.S. cow‐calf production: A long‐term panel analysis," Agribusiness, John Wiley & Sons, Ltd., vol. 37(4), pages 838-857, October.
  43. Kwas, Marek & Paccagnini, Alessia & Rubaszek, Michał, 2022. "Common factors and the dynamics of cereal prices. A forecasting perspective," Journal of Commodity Markets, Elsevier, vol. 28(C).
  44. Klumpp, Joni M. & Brorsen, B. Wade & Anderson, Kim B., 2005. "The Impact of Marketing Strategy Information on the Producer's Selling Decision," 2005 Conference, April 18-19, 2005, St. Louis, Missouri 19036, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  45. Mallory, Mindy L. & Irwin, Scott H. & Hayes, Dermot J., 2012. "How Market Efficiency and the Theory of Storage Link Corn and Ethanol Markets Energy Economics," ISU General Staff Papers 201211010700001537, Iowa State University, Department of Economics.
  46. Taylor, Mykel R. & Dhuyvetter, Kevin C. & Kastens, Terry L., 2006. "Forecasting Crop Basis Using Historical Averages Supplemented with Current Market Information," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 31(3), pages 1-19, December.
  47. 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.
  48. Scott H. Irwin & Dwight R. Sanders & Aaron Smith & Scott Main, 2020. "Returns to Investing in Commodity Futures: Separating the Wheat from the Chaff," Applied Economic Perspectives and Policy, John Wiley & Sons, vol. 42(4), pages 583-610, December.
  49. Etienne, Xiaoli L. & Irwin, Scott H. & Garcia, Philip, 2014. "Bubbles in food commodity markets: Four decades of evidence," Journal of International Money and Finance, Elsevier, vol. 42(C), pages 129-155.
  50. Dhuyvetter, Kevin C. & Kastens, Terry L., 1998. "Forecasting Crop Basis: Practical Alternatives," 1981-1999 Conference Archive 285711, NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
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