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The effects of USDA reports in futures and options markets

Citations

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Cited by:

  1. Isengildina-Massa, Olga & Irwin, Scott H. & Good, Darrel L. & Gomez, Jennifer K., 2008. "The Impact of Situation and Outlook Information in Corn and Soybean Futures Markets: Evidence from WASDE Reports," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 40(1), pages 89-103, April.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. Good, Darrel L. & Irwin, Scott H., 2006. "Understanding USDA Corn and Soybean Production Forecasts: Methods, Performance and Market Impacts over 1970 - 2005," AgMAS Project Research Reports 37514, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics.
  7. Sanders, Dwight & Altman, Ira J. & Manfredo, Mark R. & Anderson, Rachel, 2009. "Using USDA Production Forecasts: Adjusting for Smoothing," Journal of the ASFMRA, American Society of Farm Managers and Rural Appraisers, vol. 2009, pages 1-9.
  8. 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).
  9. 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.
  10. Good, Darrel L. & Irwin, Scott H., 2003. "Understanding USDA Corn and Soybean Production Forecasts: An Overview of Methods, Performance and Market Impacts," AgMAS Project Research Reports 37496, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics.
  11. Marin Bozic, 2010. "Pricing Options on Commodity Futures: The Role of Weather and Storage," Working Papers 1003, The Institute of Economics, Zagreb.
  12. 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).
  13. 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.
  14. repec:ags:jrapmc:122315 is not listed on IDEAS
  15. Kauffman, Nathan S., 2013. "Have Extended Trading Hours Made Agricultural Commodity Markets More Risky?," 2013 Conference, April 22-23, 2013, St. Louis, Missouri 285787, NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  16. 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.
  17. 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.
  18. 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.
  19. An N. Q. Cao & Michel A. Robe, 2022. "Market uncertainty and sentiment around USDA announcements," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(2), pages 250-275, February.
  20. Egelkraut, Thorsten M. & Garcia, Philip & Irwin, Scott H. & Good, Darrel L., 2002. "An Evaluation Of Crop Forecast Accuracy For Corn And Soybeans: Usda And Private Information Services," 2002 Conference, April 22-23, 2002, St. Louis, Missouri 19068, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  21. 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.
  22. Garcia, Philip & Irwin, Scott H. & Leuthold, Raymond M. & Yang, Li, 1997. "The value of public information in commodity futures markets," Journal of Economic Behavior & Organization, Elsevier, vol. 32(4), pages 559-570, April.
  23. 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.
  24. 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.
  25. 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.
  26. 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.
  27. Hedtrich, F. & Loy, J.-P. & Müller, R.A.E., . "Prognosen auf Agrarmärkten: Prediction Markets – eine innovative Prognosemethode auch für die Landwirtschaft?," Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.”, German Association of Agricultural Economists (GEWISOLA), vol. 45.
  28. 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.
  29. 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.
  30. Bahram Sanginabadi, 2018. "USDA Forecasts: A meta-analysis study," Papers 1801.06575, arXiv.org.
  31. Isengildina-Massa, Olga Isengildina- & MacDonald, Stephen & Xie, Ran, 2011. "A Comprehensive Evaluation of USDA Cotton Forecasts," 2011 Conference, April 18-19, 2011, St. Louis, Missouri 285353, NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  32. Matthew Houser & Berna Karali, 2020. "How Scary Are Food Scares? Evidence from Animal Disease Outbreaks," Applied Economic Perspectives and Policy, John Wiley & Sons, vol. 42(2), pages 283-306, June.
  33. 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.
  34. 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.
  35. 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.
  36. 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.
  37. repec:ags:jrapmc:122314 is not listed on IDEAS
  38. 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.
  39. Bozic, Marin & Fortenbery, T. Randall, 2010. "Theory of Storage and Option Pricing: Analyzing Determinants of Implied Skewness and Implied Kurtosis," 2010 Conference, April 19-20, 2010, St. Louis, Missouri 285313, NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  40. Good, Darrel L. & Irwin, Scott H. & Isengildina, Olga, 2006. "The Value of USDA Situation and Outlook Information in Hog and Cattle Markets," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 31(2), pages 1-21, August.
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