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Stochastic interest rates and price discovery in selected commodity markets

Zapata, Hector O.; Fortenbery, T. Randall - 1994

Persistent link: https://www.econbiz.de/10000905415

An examination of cointegration relations between futures and local grain markets

Fortenbery, T. Randall - In: The journal of futures markets 13 (1993) 8, pp. 921-932

Persistent link: https://www.econbiz.de/10001158680

Stochastic interest rates and price discovery in selected commodity markets

Zapata, Hector O. - In: Review of agricultural economics : RAE 18 (1996) 4, pp. 643-654

Persistent link: https://www.econbiz.de/10001211775

Basis tables for corn, soybeans and wheat in selected North Carolina markets : 1984 - 1988

Fortenbery, T. Randall - 1989

Persistent link: https://www.econbiz.de/10000778608

Inventory dynamics under transaction costs

Chavas, Jean-Paul; Despins, Paula M.; Fortenbery, T. Randall - In: American journal of agricultural economics 82 (2000) 2, pp. 260-273

Persistent link: https://www.econbiz.de/10001482166

The effects of USDA reports in futures and options markets

Fortenbery, T. Randall - In: The journal of futures markets 13 (1993) 2, pp. 157-173

Persistent link: https://www.econbiz.de/10001141888

El Niño and La Niña induced volatility spillover effects in the U.S. soybean and water equity markets

Jiang, Jingze; Fortenbery, T. Randall - In: Applied economics 51 (2019) 11, pp. 1133-1150

Persistent link: https://www.econbiz.de/10012196516

Inventory Dynamics Under Transaction Costs

Chavas, Jean-Paul; Despins, Paula M.; Fortenbery, T. Randall - 2010

A conceptual model of storage behavior is developed. Optimal intertemporal pricing is derived to analyze the effects of transaction costs on storage and arbitrage pricing. It is shown how transaction costs can rationalize the existence of an inverse carrying charge for inventory. The model is...

Persistent link: https://www.econbiz.de/10014154488

Lead-lag relationships between trading volume and price variability : new evidence

García, Philip - In: The journal of futures markets 6 (1986) 1, pp. 1-10

Persistent link: https://www.econbiz.de/10001135571