Showing 1 - 10 of 3,268
This paper investigates the dynamics of sequential decision-making in agricultural futures andoptions markets using a quantile regression framework. Analysis of trading records of 12 traderssuggests that there is great heterogeneity in individual trading behavior. Traders responddifferently to...
Persistent link: https://www.econbiz.de/10009446385
We study the difference in the volatility dynamics of CBOT corn, soybeans, and oatsfutures prices across different delivery horizons via the smoothed Bayesian estimatorof Karali, Dorfman, and Thurman (2010). We show that the futures price volatilitiesin these markets are affected by the...
Persistent link: https://www.econbiz.de/10009446386
Includes cover page, journal info, contents page, and editorial information …Includes: Front Cover, Editorial Information, Contents Page, Editorial Board, Association Officers, Executive Committee …
Persistent link: https://www.econbiz.de/10009446503
show that higher income, better education, having children at home, and several other demographic and marketing variables … national brand milk conditional on their first-stage choice. Most demographic and marketing variables are found to affect the …
Persistent link: https://www.econbiz.de/10009444691
An increasing number of studies deals with consumer decisions regarding organic food, but only a few provide quantitative estimates of price and income elasticities. This paper contributes to the existing literature by providing own-price elasticity estimates as well as an analysis of the...
Persistent link: https://www.econbiz.de/10009445847
Coffee consumption in China is increasing rapidly over the recent years. This study offers one of the few initial attempts to not only understand general consumption behavior associated with Chinese coffee, but to explore the viability of niche markets for coffee with the credence attribute...
Persistent link: https://www.econbiz.de/10009444333
We compare the ability of three preference elicitation methods (hypothetical choices, non-hypothetical choices, and non-hypothetical rankings) and three discrete-choice econometric models (the multinomial logit, the independent availability logit, and the random parameter logit) to predict...
Persistent link: https://www.econbiz.de/10009445642
lower contract prices in absence of local competition. This study examines the price competitiveness of marketing and … production contracts depending on the availability of alternative marketing options. A propensity score matching method is used …
Persistent link: https://www.econbiz.de/10009442649
This paper is Selected for presentation at the Southern Agricultural Economics Association Annual Meeting, Atlanta, Georgia, January 31-February 3, 2009. The research is partially funded by ERS/USDA China Project and Social Science Fund of Jiangsu Province in China. The authors are grateful for...
Persistent link: https://www.econbiz.de/10009445795
This study examines the systematic risk present in major crops for the United States andthree corn-belt states. An index of commodities is used in conjunction with cash receiptsto generate dynamic estimates of the systematic risk for each crop and state. In our study,we find that beta estimates...
Persistent link: https://www.econbiz.de/10009446387