Similar Search Results

Forecasting the U.S. season-average farm price of corn : derivation of an alternative futures-based forecasting model

Etienne, Xiaoli Liao; Farhangdoost, Sara; Hoffman, … - In: Journal of commodity markets 30 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014426745

Commodity price bubbles and macroeconomics : evidence from the Chinese agricultural markets

Li, Jian; Chavas, Jean-Paul; Etienne, Xiaoli Liao; … - In: Agricultural economics : the journal of the … 48 (2017) 6, pp. 755-768

Persistent link: https://www.econbiz.de/10011862068

Price and volatility transmissions between natural gas, fertilizer, and corn markets

Etienne, Xiaoli Liao; Trujillo-Barrera, Andrés; … - In: Agricultural finance review 76 (2016) 1, pp. 151-171

Persistent link: https://www.econbiz.de/10011696348

Estimating the cost of pre-harvest forward contracting corn and soybeans in Illinois before and after 2007

Etienne, Xiaoli Liao; Mallory, Mindy L.; Irwin, Scott H. - In: Agribusiness : an internat. journal 33 (2017) 3, pp. 358-377

Persistent link: https://www.econbiz.de/10011714135

New evidence that index traders did not drive bubbles in grain futures markets

Etienne, Xiaoli Liao; Irwin, Scott H.; García, Philip - In: Journal of agricultural and resource economics : JARE ; … 42 (2017) 1, pp. 45-67

Persistent link: https://www.econbiz.de/10011607640

Price and Volatility Transmissions between Natural Gas, Fertilizer, and Corn Markets

Etienne, Xiaoli Liao - 2015

We investigate the price and volatility transmission between natural gas, fertilizer (ammonia), and corn markets, an issue that has been traditionally ignored in the literature despite its significant importance. Using a Vector Error Correction Model for the conditional mean equation and a...

Persistent link: https://www.econbiz.de/10013012863

Volatility Spillover and Time-Varying Conditional Correlation Between DDGS, Corn, and Soybean Meal Markets

Etienne, Xiaoli Liao - 2016

In this paper, we seek to identify the price and volatility transmission mechanisms between DDGS, corn, and soybean meal markets to better inform market participants who wish to manage price risks in these three markets. Using weekly data from January 2000 to May 2016, we find important...

Persistent link: https://www.econbiz.de/10012986621

Quantifying the announcement effects in the U.S. lumber futures market

Ismailova, Zarina; Etienne, Xiaoli Liao; Shakya, Shishir; … - In: Journal of forest economics : JFE 35 (2020) 4, pp. 375-395

Persistent link: https://www.econbiz.de/10012630842

Speculation and food-grain prices

Lawson, Joshua; Alam, Md Rafayet; Etienne, Xiaoli Liao - In: Applied economics 53 (2021) 20, pp. 2305-2321

Persistent link: https://www.econbiz.de/10012501199

Volatility spillover and time-varying conditional correlation between DDGS, corn, and soybean meal markets

Etienne, Xiaoli Liao; Trujillo-Barrera, Andrés; … - In: Agricultural and resource economics review : ARER 46 (2017) 3, pp. 529-554

Persistent link: https://www.econbiz.de/10012024782