The 2006 spike in corn-based ethanol demand has contributed to the increase in basis volatility in corn and soybean … commodities. Despite the overall rise in basis volatility, there remain differences in the degree of volatility that exists across …-to-delivery. The focus of this study is threefold first, this work models basis data for six corn and soybean markets by using a …

forecasts of basis, i.e., spot price minus the futures price. Recent literature in this area has applied nonlinear time … and basis. Empirical results based on weekly futures and spot prices for North Carolina soybean and corn markets support … evidence of nonlinear effects in basis. In general, generalized additive models seem to yield better forecasts of basis. …

Forecasting feeder cattle basis has long been difficult because of the myriad factors that influence basis, including … cash feeder cattle prices to develop hedonic feeder cattle basis models. Out-of-sample test results provide strong evidence … that these hedonic models predict basis more accurately than the multi-year average forecasting approach commonly used by …

We study the difference in the volatility dynamics of CBOT corn, soybeans, and oats futures prices across different … effects vary across delivery horizons. Further, it is shown that the price volatility is higher before the harvest starts in … most of the cases compared to the volatility during the planting period. These results have implications for hedging …

reinforcing price pressures due to media activity in the previous days. Finally, we find that even though volatility is higher for … the set of days where there is media coverage, this hides important dynamics between media coverage and volatility. The … volatility of market adjusted returns is negatively correlated with the media coverage, both up and down media coverage. Markets …

behaviour, their seasonality, and volatility. Second, we design the requirements, organization, contract model, and steps to the …

We study the difference in the volatility dynamics of CBOT corn, soybeans, and oatsfutures prices across different … vary across delivery horizons. Further, it is shown thatthe price volatility is higher before the harvest starts in most of … the cases compared tothe volatility during the planting period. These results have implications for hedging …