Showing 1 - 7 of 7
Is the relationship between energy and agricultural commodities an important factor in the increasing price variability of food commodities? Findings from the literature appear to be mixed and highly influenced by the data frequency used in those analysis. A recurrent task in time series applied...
Persistent link: https://www.econbiz.de/10010880892
Food safety concerns have had dramatic impacts on food and livestock markets in recent years. Here we examine consumer preferences for various beef food safety assurances. In particular, we evaluate the extent to which such preferences are heterogeneous within and across country-of-residence...
Persistent link: https://www.econbiz.de/10005327211
Economists and others need estimates of future cash price volatility to use in risk management evaluation and education programs. This paper evaluates the performance of alternative volatility forecasts for fed cattle, feeder cattle, and corn cash price returns. Forecasts include time series...
Persistent link: https://www.econbiz.de/10009446898
Empirical tests were made of components of the corn basis in the U.S. utilizing a general theory of intertemporal price relationships for storable commodities. These tests showed that the basis consists of a risk premium, a speculative component, and a maturity basis apart from other factors...
Persistent link: https://www.econbiz.de/10005513388
Empirical analysis examines the presence of basis risk, speculative component, and expected maturity basis component in basis relationships for nonstorable commodities. The results indicate that all three above components exist in both cattle and hog markets. The basis risk and speculative...
Persistent link: https://www.econbiz.de/10005480922
Economists and others need estimates of future cash price volatility to use in risk management evaluation and education programs. This paper evaluates the performance of alternative volatility forecasts for fed cattle, feeder cattle, and corn cash price returns. Forecasts include time series...
Persistent link: https://www.econbiz.de/10005469312
Persistent link: https://www.econbiz.de/10010915795