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The purpose of this study was to examine the impact of situation and outlook information from World Agricultural Supply and Demand Estimates (WASDE) in corn and soybean futures markets over the period 1985 to 2006. Results indicate that WASDE reports containing National Agricultural Statistics...
Persistent link: https://www.econbiz.de/10005320841
This paper investigates whether the accuracy of outlook hog price forecasts can be improved using composite forecasts in an out-of-sample context. Price forecasts from four wellrecognized outlook programs are combined with futures-based forecasts, ARIMA, and unrestricted Vector Autoregressive...
Persistent link: https://www.econbiz.de/10009368379
This paper investigates whether the accuracy of outlook hog price forecasts can be improved using composite forecasts in an out-of-sample context. Price forecasts from four widely-recognized outlook programs are combined with futures-based forecasts, ARMA, and unrestricted Vector Autoregressive...
Persistent link: https://www.econbiz.de/10010918088
The purpose of this paper is to provide a comprehensive evaluation of the accuracy of outlookforecasts relative to futures prices in hog and cattle markets. Published forecasts from fourprominent livestock outlook programs are available for analysis. Most of the series begin in themid- to...
Persistent link: https://www.econbiz.de/10009443339
The performance and economic value of public outlook forecasts has been of continuing interest to agricultural economists and market participants. This dissertation provide new and powerful evidence on the performance of outlook forecasts relative to futures prices in hog and cattle markets over...
Persistent link: https://www.econbiz.de/10009477928
This paper investigates whether the accuracy of outlook hog price forecasts can be improvedusing composite forecasts in an out-of-sample context. Price forecasts from four wellrecognizedoutlook programs are combined with futures-based forecasts, ARIMA, andunrestricted Vector Autoregressive (VAR)...
Persistent link: https://www.econbiz.de/10009446396
The purpose of this paper is to provide a comprehensive evaluation of the accuracy of outlook forecasts relative to futures prices in hog and cattle markets. Published forecasts from four prominent livestock outlook programs are available for analysis. Most of the series begin in the mid- to...
Persistent link: https://www.econbiz.de/10005513407
Persistent link: https://www.econbiz.de/10001083308
Persistent link: https://www.econbiz.de/10012120119
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