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Contemporaneous causal orderings of US corn cash prices through directed acyclic graphs

Xu, Xiaojie - In: Empirical economics : a journal of the Institute for … 52 (2017) 2, pp. 731-758

Persistent link: https://www.econbiz.de/10011675971

Cointegration and price discovery in US corn cash and futures markets

Xu, Xiaojie - In: Empirical economics : a journal of the Institute for … 55 (2018) 4, pp. 1889-1923

Persistent link: https://www.econbiz.de/10011950344

Price Discovery in U.S. Corn Cash and Futures Markets: The Role of Cash Market Selection

Xu, Xiaojie - Agricultural and Applied Economics Association - AAEA - 2014

Using daily data from 182 spatially separated U.S. cash markets for the years 2006-2011, I investigate price discovery for corn. With a large number of cash markets available, I take into account explicitly the issue of market selection, which has been neglected in previous work. I find that...

Persistent link: https://www.econbiz.de/10011068966

Causality and Price Discovery in U.S. Corn Markets: An Application of Error Correction Modeling and Directed Acyclic Graphs

Xu, Xiaojie - Agricultural and Applied Economics Association - AAEA - 2014

This study investigates dynamic relationships among U.S. corn cash prices for the years 2006-2011. With daily data from 182 spatially separated markets spreading across 7 states, Iowa (IA), Illinois (IL), Indiana (IN), Ohio (OH), Minnesota (MN), Nebraska (NE), and Kansas (KS), we apply an error...

Persistent link: https://www.econbiz.de/10011068978