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Futures Basis for Cotton: Impact of Globalization and Structural Change

MacDonald, Stephen; Meyer, Leslie A. - Agricultural and Applied Economics Association - AAEA - 2009

A model of commodity futures contract basis was developed based on Working’s theory of the price of storage. An error-correction model was estimated for the basis for the InterContinental Exchange (ICE) #2 cotton contract maturing in December during 2000-08. The model was also extended to...

Persistent link: https://www.econbiz.de/10005000490

Does Futures Price Volatility Differ Across Delivery Horizon?

Karali, Berna; Dorfman, Jeffrey H.; Thurman, Walter N. - 2009

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

Cotton Futures Dynamics: Structural Change, Index Traders and the Returns to Storage

Power, Gabriel J.; Robinson, John R.C. - 2009

The commodity bull cycle of 2006-2008 and subsequent dramatic price decline have been asource of hardship for traditional commodity market participants such as producers andmerchant/shippers. The usefulness of futures markets has been called into question, especiallygiven that some market...

Persistent link: https://www.econbiz.de/10009446392

Cotton Futures Dynamics: Structural Change, Index Traders and the Returns to Storage

Power, Gabriel J.; Robinson, John R.C. - Department of Agricultural and Consumer Economics, … - 2009

The commodity bull cycle of 2006-2008 and subsequent dramatic price decline have been a source of hardship for traditional commodity market participants such as producers and merchant/shippers. The usefulness of futures markets has been called into question, especially given that some market...

Persistent link: https://www.econbiz.de/10009368370

Does Futures Price Volatility Differ Across Delivery Horizon?

Karali, Berna; Dorfman, Jeffrey H.; Thurman, Walter N. - Department of Agricultural and Consumer Economics, … - 2009

We study the difference in the volatility dynamics of CBOT corn, soybeans, and oats futures prices across different delivery horizons via the smoothed Bayesian estimator of Karali, Dorfman, and Thurman (2010). We show that the futures price volatilities in these markets are affected by the...

Persistent link: https://www.econbiz.de/10009368381

Information Demand and Agriculture Commodity Prices

Peri, Massimo; Vandone, Daniela; Baldi, Lucia - International European Forum on Innovation and System … - 2012

This paper investigates the effect of information flow on corn futures price variability for the period January 2004 -July 2011. The theoretical framework is the Mixture Distribution Hypothesis, that posits a joint dependence of return volatility and information. The main contribution of this...

Persistent link: https://www.econbiz.de/10010914617

A TERM STRUCTURE MODEL FOR AGRICULTURAL FUTURES

Fackler, Paul L.; Roberts, Matthew C. - Agricultural and Applied Economics Association - AAEA - 1999

An extension of Schwartz's model of futures price term structure that includes seasonality is developed. The approach allows futures prices for all maturities to be estimated simultaneously by exploiting arbitrage relationships. An application to wheat futures prices is presented.

Persistent link: https://www.econbiz.de/10005806440

Impact of Collective Marketing by Cocoa Farmers’ Organizations in Cameroon

Kamdem, Cyrille Bergaly; Melachio Tameko, André; … - African Association of Agricultural Economists - AAAE - 2013

The aim of this paper is to evaluate the impact of collective marketing by FO on cocoa farmer’s price in Cameroun. This … cocoa farmers in Centre region in Cameroon during the 2005/2006 season. Results show that collective marketing has a … Matching”. Data used come from 2006 IITA cocoa baseline survey conducted between March 15 and April 15, 2006 and concern 601 …

Persistent link: https://www.econbiz.de/10011207606

How Much Animal Product do the Chinese Consume? Empirical Evidence from Household Surveys

Wang, Ji-Min; Zhou, Zhang-Yue; Yang, Jun - In: Australasian Agribusiness Review 12 (2004)

marketing activities. However, publications by China's State Statistical Bureau underestimate animal product consumption. Such … underestimated statistics affect policy making and marketing initiatives and also lead to the estimation of distorted parameters that …

Persistent link: https://www.econbiz.de/10010923382

Determinants of Meats Purchase Behavior by Ethnic Groups

Garcia-Jimenez, Carlos I.; Mishra, Ashok K. - Agricultural and Applied Economics Association - AAEA - 2010

Farmers and food companies need to assess their production and marketing strategies for nurturing business …

Persistent link: https://www.econbiz.de/10009020466