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An evaluation of point and density forecasts for selected EU farm gate milk prices

Bergmann, Dennis; O'Connor, Declan; Thümmel, Andreas - In: International journal of food and agricultural … 6 (2018) 1, pp. 23-53

Persistent link: https://www.econbiz.de/10012057491

Dairy supply response under stochastic trend and seasonality

Adhikari, Murali; Paudel, Krishna P.; Houstan, Jack; … - In: Applied economics letters 14 (2007) 10/12, pp. 887-891

Persistent link: https://www.econbiz.de/10003589486

Greek milk price decomposition

Symeonidis, Fotios; Tserkezos, Dikaios E. - In: International journal of decision sciences, risk and … 9 (2020) 1/2, pp. 55-82

Persistent link: https://www.econbiz.de/10012507869

Forecast Encompassing as the Necessary Condition to Reject Futures Market Efficiency : Fluid Milk Futures

Sanders, Dwight R.; Manfredo, Mark R. - 2010

encompassing is tested using Chicago Mercantile Exchange fluid milk futures. Time series models and USDA experts provide competing … forecasts. Results suggest milk futures do not encompass the information contained in the USDA forecasts at a two …

Persistent link: https://www.econbiz.de/10014061121

Climate change and milk price volatility in Indonesia

Daryanto, Arief; Sofia, Diani Aliya; Sahara, Sahara; … - In: International journal of economics and financial issues … 10 (2020) 2, pp. 282-288

Persistent link: https://www.econbiz.de/10012215193

Application of vector autoregression to dynamic relationships within the US dairy sector

Haden, Kimberly L. - In: North central journal of agricultural economics : NCJAE … 10 (1988) 2, pp. 209-216

Persistent link: https://www.econbiz.de/10001068323

A fractionally cointegrated VAR analysis of price discovery in commodity futures markets

Dolatabadi, Sepideh; Nielsen, Morten Ørregaard; Xu, Ke - 2014

price discovery in the spot and futures markets for five non-ferrous metals (aluminium, copper, lead, nickel, and zinc). The …-unit cointegration coefficient. Price discovery can be analyzed in the FCVAR model by a relatively straightforward examination of the … find slightly more evidence of price discovery in the spot market. Specifically, using standard likelihood ratio tests, we …

Persistent link: https://www.econbiz.de/10010381431

Nonneutral short-run effects of derivates on gold prices

Kearney, Adrienne A.; Lombra, Raymond E. - In: Applied financial economics 18 (2008) 10/12, pp. 985-994

Persistent link: https://www.econbiz.de/10003739514

What role do futures markets play in Bitcoin pricing? : causality, cointegration and price discovery from a time-varying perspective?

Hu, Yang; Hou, Yang; Oxley, Les - In: International review of financial analysis 72 (2020), pp. 1-18

Persistent link: https://www.econbiz.de/10012437354

Riding the waves : revealing the impact of intrayear category demand cycles on advertising and pricing effectiveness

Gijsenberg, Maarten J. - In: Journal of marketing research : JMR 54 (2017) 2, pp. 171-186

Persistent link: https://www.econbiz.de/10011697337