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Volatility spillovers between foreign exchange, commodity and freight futures prices : implications for hedging strategies

Haigh, Michael S.; Holt, Matthew T. - 1999

Persistent link: https://www.econbiz.de/10001401517

Hedging foreign currency, freight, and commodity futures portfolios : a note

Haigh, Michael S.; Holt, Matthew T. - In: The journal of futures markets 22 (2002) 12, pp. 1205-1221

Persistent link: https://www.econbiz.de/10001713612

Economic behavior under uncertainty : a joint analysis of risk preferences and technology

Chavas, Jean-Paul - In: The review of economics and statistics 78 (1996) 2, pp. 329-335

Persistent link: https://www.econbiz.de/10001222832

Market efficiency in agricultural futures markets

McKenzie, Andrew M.; Holt, Matthew T. - In: Applied economics 34 (2002) 12, pp. 1519-1532

Persistent link: https://www.econbiz.de/10001687984

A semiflexible normalized quadratic inverse demand system : an application to the price formation of fish

Holt, Matthew T.; Bishop, Richard C. - In: Empirical economics : a journal of the Institute for … 27 (2002) 1, pp. 23-47

Persistent link: https://www.econbiz.de/10001643304

Quasi-rational and Ex Ante price expectations in commodity supply models : an empirical analysis of the US broiler market

Holt, Matthew T.; McKenzie, Andrew M. - In: Journal of applied econometrics 18 (2003) 4, pp. 407-426

Persistent link: https://www.econbiz.de/10001779857

Incorporating quadratic scale curves in inverse demand systems

Beach, Robert H.; Holt, Matthew T. - In: American journal of agricultural economics 83 (2001) 1, pp. 230-245

Persistent link: https://www.econbiz.de/10001633236

Incorporating Quadratic Scale Curves in Inverse Demand Systems

Beach, Robert H.; Holt, Matthew T. - 2010

In this paper we introduce inverse demand systems that include quadratic scale terms. These systems are similar to regular quadratic demand systems introduced by Howe, Pollack, and Wales. A unique feature of these specifications is that they maintain linear scale curves as a special case. For...

Persistent link: https://www.econbiz.de/10014216816

Cointegration, unbiased expectations, and forecasting in the BIFFEX freight futures market

Haigh, Michael S. - In: The journal of futures markets 20 (2000) 6, pp. 545-571

Persistent link: https://www.econbiz.de/10001509975

Endogenous risk in rational-expectations commodity models : a multivariate generalized ARCH-M approach

Holt, Matthew T.; Aradhyula, Satheesh V. - In: Journal of empirical finance 5 (1998) 2, pp. 99-129

Persistent link: https://www.econbiz.de/10001374882