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Details about Scott H. Irwin
Access statistics for papers by Scott H. Irwin.
Last updated 2012-11-12. Update your information in the RePEc Author Service .
Short-id: pir28
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Journal Articles Chapters
Working Papers
2012
Does the Masters Hypothesis Explain Recent Food Price Spikes?
2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil, International Association of Agricultural Economists
Also in Working Papers, Structure and Performance of Agriculture and Agri-products Industry (SPAA) (2012)
Farmer’s Income Shifting Option in Post-harvest Forward Contracting
2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association
Intraday Bid Ask Spread Variation in the Electronically Traded Corn Futures Market
2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association
When do the USDA forecasters make mistakes?
2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association
2011
Accounting for Heterogeneity in Hedging Behavior: Comparing & Evaluating Grouping Methods
2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland, European Association of Agricultural Economists
2010
How Market Efficiency and the Theory of Storage Link Corn and Ethanol Markets
Center for Agricultural and Rural Development (CARD) Publications, Center for Agricultural and Rural Development (CARD) at Iowa State University View citations (2)
Also in Midwest Agribusiness Trade Research and Information Center (MATRIC) Publications, Midwest Agribusiness Trade Research and Information Center (MATRIC) at Iowa State University (2010) Food and Agricultural Policy Research Institute (FAPRI) Publications, Food and Agricultural Policy Research Institute (FAPRI) at Iowa State University (2010)
See also Journal Article in Energy Economics (2012)
The Impact of Index and Swap Funds on Commodity Futures Markets: Preliminary Results
OECD Food, Agriculture and Fisheries Papers, OECD Publishing View citations (4)
2009
A Speculative Bubble in Commodity Futures Prices? Cross-Sectional Evidence
2009 Conference, April 20-21, 2009, St. Louis, Missouri, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management
See also Journal Article in Agricultural Economics (2010)
Do Composite Procedures Really Improve the Accuracy of Outlook Forecasts?
2009 Conference, April 20-21, 2009, St. Louis, Missouri, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management
Live and Feeder Cattle Options Markets: Returns, Risk, and Volatility Forecasting
2009 Conference, April 20-21, 2009, St. Louis, Missouri, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management
See also Journal Article in Journal of Agricultural and Resource Economics (2011)
2008
Are Corn Trend Yields Increasing at a Faster Rate?
Marketing and Outlook Briefs, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics View citations (1)
How Much Can Outlook Forecasts be Improved? An Application to the U.S. Hog Market
2008 Conference, April 21-22, 2008, St. Louis, Missouri, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management
Quantile Regression Methods of Estimating Confidence Intervals for WASDE Price Forecasts
2008 Annual Meeting, July 27-29, 2008, Orlando, Florida, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)
So How Do I Make Corn and Soybean Pricing Decisions?
Marketing and Outlook Briefs, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics
The Adequacy of Speculation in Agricultural Futures Markets: Too Much of a Good Thing?
Marketing and Outlook Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics View citations (6)
Also in 2008 Conference, April 21-22, 2008, St. Louis, Missouri, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management (2008) View citations (4)
See also Journal Article in Applied Economic Perspectives and Policy (2010)
The Marketing Performance of Illinois and Kansas Wheat Farmers
2008 Conference, April 21-22, 2008, St. Louis, Missouri, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management
See also Journal Article in Journal of Agricultural and Applied Economics (2009)
Weather, Technology, and Corn and Soybean Yields in the U.S. Corn Belt
Marketing and Outlook Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics View citations (2)
2007
2007 U.S CORN PRODUCTION RISKS: WHAT DOES HISTORY TEACH US?
Marketing and Outlook Briefs, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics View citations (2)
Do Big Crops Get Bigger and Small Crops Get Smaller? Further Evidence on Smoothing in USDA Crop Production Forecasts
2007 Conference, April 16-17, 2007, Chicago, Illinois, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management
Forecast Performance of Futures Price Models for Corn, Soybeans, and Wheat
2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon TN, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)
Outlook vs. Futures: Three Decades of Evidence in Hog and Cattle Markets
2007 Conference, April 16-17, 2007, Chicago, Illinois, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management View citations (2)
See also Journal Article in American Journal of Agricultural Economics (2010)
Smart Money? The Forecasting Ability of CFTC Large Traders
2007 Conference, April 16-17, 2007, Chicago, Illinois, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management View citations (1)
The Impact of Measurement Error on Estimates of the Price Reaction to USDA Crop Reports
2007 Conference, April 16-17, 2007, Chicago, Illinois, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management
The Performance of Chicago Board of Trade Corn, Soybean, and Wheat Futures Contracts after Recent Changes in Speculative Limits
2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon TN, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) View citations (2)
To What Surprises Do Hog Futures Markets Respond?
2007 Conference, April 16-17, 2007, Chicago, Illinois, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management
See also Journal Article in Journal of Agricultural and Applied Economics (2008)
2006
Accuracy Trends and Sources of Forecast Errors in WASDE Balance Sheet Categories for Corn and Soybeans
2006 Annual meeting, July 23-26, Long Beach, CA, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) View citations (1)
Advisory Service Marketing Profiles for Corn over 2002-2004
AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics
Advisory Service Marketing Profiles for Soybeans over 2002-2004
AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics View citations (1)
Are Corn and Soybean Options Too Expensive?
2006 Conference, April 17-18, 2006, St. Louis, Missouri, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management
Do Interest Rates Explain Disaggregate Commodity Price Growth?
2006 Annual meeting, July 23-26, Long Beach, CA, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)
Empirical Confidence Intervals for WASDE Forecasts of Corn, Soybean and Wheat Prices
2006 Conference, April 17-18, 2006, St. Louis, Missouri, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management
Has the Performance of the Hog Options Market Changed?
2006 Annual meeting, July 23-26, Long Beach, CA, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)
Is Storage at a Loss Merely an Illusion of Aggregation?
2006 Conference, April 17-18, 2006, St. Louis, Missouri, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management
Should Farmers Follow the Recommendations of Market Advisory Services? A Bayesian Approach to Performance Evaluation
2006 Conference, April 17-18, 2006, St. Louis, Missouri, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management
The Pricing Performance of Market Advisory Services in Corn and Soybeans Over 1995-2004
AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics View citations (4)
The Pricing Performance of Market Advisory Services in Corn and Soybeans Over 1995-2004: A Non-Technical Summary
AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics
Understanding USDA Corn and Soybean Production Forecasts: Methods, Performance and Market Impacts over 1970 - 2005
AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics View citations (2)
What Happens when Peter can't Pay Paul: Risk Management at Futures Exchange Clearinghouses
2006 Annual meeting, July 23-26, Long Beach, CA, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)
2005
A Bayesian Implementation of the Standard Optimal Hedging Model: Parameter Estimation Risk and Subjective Views
2005 Annual meeting, July 24-27, Providence, RI, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)
A Reality Check on Technical Trading Rule Profits in US Futures Markets
2005 Conference, April 18-19, 2005, St. Louis, Missouri, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management View citations (1)
Complex Choices: Producers Risk Management Strategies
2005 Annual meeting, July 24-27, Providence, RI, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) View citations (2)
Efficient Portfolios of Market Advisory Services: An Application of Shrinkage Estimators
2005 Annual meeting, July 24-27, Providence, RI, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)
Style and Performance of Agricultural Market Advisory Services
2005 Conference, April 18-19, 2005, St. Louis, Missouri, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management
See also Journal Article in American Journal of Agricultural Economics (2007)
The Pricing Performance of Market Advisory Services in Corn and Soybeans Over 1995-2003: A Non-Technical Summary
AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics
The Pricing Performance of Market Advisory Services in Corn and Soybeans over 1995-2003
AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics View citations (3)
The Profitability of Technical Trading Rules in US Futures Markets: A Data Snooping Free Test
AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics View citations (4)
Also in 2004 Conference, April 19-20, 2004, St. Louis, Missouri, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management (2004)
The Value of USDA Situation and Outlook Information in Hog and Cattle Markets
2005 Conference, April 18-19, 2005, St. Louis, Missouri, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management View citations (1)
See also Journal Article in Journal of Agricultural and Resource Economics (2006)
Understanding USDA Corn and Soybean Production Forecasts: Methods, Performance and Market Impacts over 1970 - 2004
AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics
Wheat Forward Contract Pricing: Evidence on Forecast Power and Risk Premia
2005 Conference, April 18-19, 2005, St. Louis, Missouri, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management View citations (2)
2004
ARE REVISIONS TO USDA CROP PRODUCTION FORECASTS SMOOTHED?
2004 Conference, April 19-20, 2004, St. Louis, Missouri, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management View citations (8)
See also Journal Article in American Journal of Agricultural Economics (2006)
Advisory Service Marketing Profiles for Corn in 2001
AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics View citations (3)
Advisory Service Marketing Profiles for Soybeans in 2001
AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics View citations (2)
Crop Farmers’ Use of Market Advisory Services
AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics View citations (8)
DOES THE MARKET ANTICIPATE SMOOTHING IN USDA CROP PRODUCTION FORECASTS?
2004 Annual meeting, August 1-4, Denver, CO, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)
OPTIMAL HEDGING WITH VIEWS: A BAYESIAN APPROACH
2004 Conference, April 19-20, 2004, St. Louis, Missouri, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management
PORTFOLIOS OF AGRICULTURAL MARKET ADVISORY SERVICES: HOW MUCH DIVERSIFICATION IS ENOUGH?
2004 Conference, April 19-20, 2004, St. Louis, Missouri, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management
Also in AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics (2003) View citations (3)
See also Journal Article in Journal of Agricultural and Applied Economics (2005)
THE COST OF FORWARD CONTRACTING
2004 Annual meeting, August 1-4, Denver, CO, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) View citations (1)
THE IMPACT OF MARKETING ADVISORY SERVICE RECOMMENDATIONS ON PRODUCERS' MARKETING DECISIONS
2004 Annual meeting, August 1-4, Denver, CO, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) View citations (4)
THE MARKETING PERFORMANCE OF ILLINOIS CORN AND SOYBEAN PRODUCERS
2004 Conference, April 19-20, 2004, St. Louis, Missouri, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management View citations (1)
Testing for Yield Persistency: Is It Skill or is It Luck?
2004 Annual meeting, August 1-4, Denver, CO, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)
The Profitability of Technical Analysis: A Review
AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics View citations (17)
2003
ADVISORY SERVICE MARKETING PROFILES FOR CORN OVER 1995-2000
AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics View citations (3)
ADVISORY SERVICE MARKETING PROFILES FOR SOYBEANS OVER 1995-2000
AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics View citations (3)
EVALUATION OF MARKET ADVISORY SERVICE PERFORMANCE IN HOGS
2003 Conference, April 21-22, 2003, St. Louis, Missouri, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management
HOW TO GROUP MARKET PARTICIPANTS? HETEROGENEITY IN HEDGING BEHAVIOR
2003 Annual meeting, July 27-30, Montreal, Canada, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)
New Generation Grain Marketing Contracts
AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics
THE PERFORMANCE OF AGRICULTURAL MARKET ADVISORY SERVICES IN CORN AND SOYBEANS
2003 Annual meeting, July 27-30, Montreal, Canada, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) View citations (1)
THE PRICING PERFORMANCE OF MARKET ADVISORY SERVICES IN CORN AND SOYBEANS OVER 1995-2001
AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics View citations (2)
Also in AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics (2003) View citations (2)
THE PRICING PERFORMANCE OF MARKET ADVISORY SERVICES IN CORN AND SOYBEANS OVER 1995-2001: A NON-TECHNICAL SUMMARY
AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics
USDA INTERVAL FORECASTS OF CORN AND SOYBEAN PRICES: OVERCONFIDENCE OR RATIONAL INACCURACY?
2003 Conference, April 21-22, 2003, St. Louis, Missouri, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management
Understanding USDA Corn and Soybean Production Forecasts: An Overview of Methods, Performance and Market Impacts
AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics View citations (2)
2002
AN EVALUATION OF CROP FORECAST ACCURACY FOR CORN AND SOYBEANS: USDA AND PRIVATE INFORMATION SERVICES
2002 Conference, April 22-23, 2002, St. Louis, Missouri, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management View citations (3)
EVALUATION OF RISK REDUCTIONS ASSOCIATED WITH MULTI-PERIOL CROP INSURANCE PRODUCTS
2002 Annual meeting, July 28-31, Long Beach, CA, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) View citations (10)
Also in Proceedings: 2002 Regional Committee NC-221, October 7-8, 2002, Denver, Colorado, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition (2002)
THE PRICING PERFORMANCE OF MARKET ADVISORY SERVICES IN CORN AND SOYBEANS OVER 1995-2000
AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics View citations (9)
TRACKING THE PERFORMANCE OF MARKETING PROFESSIONALS: 1995-2000 RESULTS FOR CORN AND SOYBEANS
AgMAS Project Research Bulletins, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics
2001
1999 PRICING PERFORMANCE OF MARKET ADVISORY SERVIVES FOR WHEAT
AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics View citations (4)
CROP INSURANCE VALUATION UNDER ALTERNATIVE YIELD DISTRIBUTIONS
2001 Conference, April 23-24, 2001, St. Louis, Missouri, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management View citations (19)
See also Journal Article in American Journal of Agricultural Economics (2004)
DO AGRICULTURAL MARKET ADVISORY SERVICES BEAT THE MARKET? EVIDENCE FROM THE WHEAT MARKET OVER 1995-1998
AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics View citations (1)
Modeling Farmers' Use of Market Advisory Services
2001 Conference, April 23-24, 2001, St. Louis, Missouri, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management View citations (4)
PUTTING THE RISK PROTECTION ACT OF 2000 TO WORK: APPLIED MARKETING STRATEGIES (PowerPoint Presentation)
Agricultural Outlook Forum 2001, United States Department of Agriculture, Agricultural Outlook Forum
THE ROLE OF MARKET ADVISORY SERVICES IN CROP MARKETING AND RISK MANAGEMENT: A PRELIMINARY REPORT OF SURVEY RESULTS
AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics View citations (4)
THE VALUE OF USDA OUTLOOK INFORMATION: AN INVESTIGATION USING EVENT STUDY ANALYSIS
2001 Conference, April 23-24, 2001, St. Louis, Missouri, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management View citations (8)
2000
1998 PRICING PERFORMANCE OF MARKET ADVISORY SERVICES FOR CORN AND SOYBEANS
AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics View citations (2)
1999 PRICING PERFORMANCE OF MARKET ADVISORY SERVICES FOR CORN AND SOYBEANS
AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics View citations (3)
DO AGRICULTURAL MARKET ADVISORY SERVICES BEAT THE MARKET? EVIDENCE FROM THE CORN AND SOYBEAN MARKETS OVER 1995-1998
AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics View citations (1)
ESTIMATING FARM-LEVEL YIELD DISTRIBUTIONS FOR CORN AND SOYBEANS IN ILLINOIS
2000 Annual meeting, July 30-August 2, Tampa, FL, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)
THE 1995 THROUGH 1998 PRICING PERFORMANCE OF MARKET ADVISORY SERVICES FOR WHEAT
AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics View citations (5)
THE EFFECTS OF FUTURES TRADING BY LARGE HEDGE FUNDS AND CTAS ON MARKET VOLATILITY
2000 Conference, April 17-18 2000, Chicago, Illinois, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management View citations (1)
THE PERFORMANCE OF AGRICULTURAL MARKET ADVISORY SERVICES IN MARKETING WHEAT
2000 Conference, April 17-18 2000, Chicago, Illinois, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management View citations (1)
THE PRIVATE SECTOR APPROACH TO GRAIN MARKETING: THE CASE OF AGRICULTURAL MARKET ADVISORY SERVICES
2000 Producer marketing and Risk Management Conference, January 13-14, Orlando, FL, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) View citations (1)
1999
1997 PRICING PERFORMANCE OF MARKET ADVISORY SERVICES FOR CORN AND SOYBEANS
AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics
DO AGRICULTURAL MARKET ADVISORY SERVICES BEAT THE MARKET? EVIDENCE FROM THE CORN AND SOYBEAN MARKETS OVER 1995-1997
AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics View citations (1)
SURVEYING FARMERS: A RESEARCH NOTE
AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics View citations (1)
THE MARKETING STYLE OF ADVISORY SERVICES FOR CORN AND SOYBEANS IN 1995
AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics View citations (5)
1998
1996 PRICING PERFORMANCE OF MARKET ADVISORY SERVICES FOR CORN AND SOYBEANS
AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics View citations (10)
DEVELOPMENT OF A MARKET BENCHMARK PRICE FOR AGMAS PERFORMANCE EVALUATIONS
AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics View citations (7)
1997
1995 PRICING PERFORMANCE OF MARKET ADVISORY SERVICES FOR CORN AND SOYBEANS
AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics View citations (4)
AN ANALYSIS OF THE PROFILES AND MOTIVATIONS OF HABITUAL COMMODITY SPECULATORS
ACE OFOR Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics View citations (12)
Also in Finance, EconWPA (1997)
Market Efficiency and Marketing to Enhance Income of Crop Producers
Finance, EconWPA View citations (10)
Noise Traders, Market Sentiment, and Futures Price Behavior
Finance, EconWPA View citations (1)
1996
NOISE TRADE DEMAND IN FUTURES MARKETS
ACE OFOR Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics View citations (1)
Also in Finance, EconWPA (1996) View citations (4)
Undated
Commodity Storage under Backwardation: Does the Working Curve Still Work?
2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania, Agricultural and Applied Economics Association
Journal Articles
2012
Composite and Outlook Forecast Accuracy
Journal of Agricultural and Resource Economics , 2012, 37 , (2)
Financialization and Structural Change in Commodity Futures Markets
Journal of Agricultural and Applied Economics , 2012, 44 , (03)
How market efficiency and the theory of storage link corn and ethanol markets
Energy Economics , 2012, 34 , (6), 2157-2166
See also Working Paper (2010)
Testing the Masters Hypothesis in commodity futures markets
Energy Economics , 2012, 34 , (1), 256-269 View citations (5)
2011
Are Agricultural Options Overpriced?
Journal of Agricultural and Resource Economics , 2011, 36 , (1)
Empirical confidence intervals for USDA commodity price forecasts
Applied Economics , 2011, 43 , (26), 3789-3803
Improving the accuracy of outlook price forecasts
Agricultural Economics , 2011, 42 , (3), 357-371 View citations (1)
Index Funds, Financialization, and Commodity Futures Markets
Applied Economic Perspectives and Policy , 2011, 33 , (1), 1-31 View citations (6)
Live and Feeder Cattle Options Markets: Returns, Risk, and Volatility Forecasting
Journal of Agricultural and Resource Economics , 2011, 36 , (1)
See also Working Paper (2009)
New Evidence on the Impact of Index Funds in U.S. Grain Futures Markets
Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie , 2011, 59 , (4), 519-532
Spreads and Non-Convergence in Chicago Board of Trade Corn, Soybean, and Wheat Futures: Are Index Funds to Blame?
Applied Economic Perspectives and Policy , 2011, 33 , (1), 116-142
2010
A speculative bubble in commodity futures prices? Cross-sectional evidence
Agricultural Economics , 2010, 41 , (1), 25-32 View citations (7)
See also Working Paper (2009)
Hog Options: Contract Redesign and Market Efficiency
Journal of Agricultural and Applied Economics , 2010, 42 , (04)
Outlook vs. Futures: Three Decades of Evidence in Hog and Cattle Markets
American Journal of Agricultural Economics , 2010, 92 , (1), 1-15
See also Working Paper (2007)
Quantile Regression Estimates of Confidence Intervals for WASDE Price Forecasts
Journal of Agricultural and Resource Economics , 2010, 35 , (3)
Should Farmers Follow the Recommendations of Market Advisory Services? A Hierarchical Bayesian Approach to Estimation of Expected Performance
American Journal of Agricultural Economics , 2010, 92 , (3), 622-637
The Adequacy of Speculation in Agricultural Futures Markets: Too Much of a Good Thing?
Applied Economic Perspectives and Policy , 2010, 32 , (1), 77-94 View citations (4)
See also Working Paper (2008)
2009
Devil or Angel? The Role of Speculation in the Recent Commodity Price Boom (and Bust)
Journal of Agricultural and Applied Economics , 2009, 41 , (02) View citations (7)
Is Storage at a Loss Merely an Illusion of Spatial Aggregation?
Journal of Agribusiness , 2009, 27 View citations (1)
Market Instability in a New Era of Corn, Soybean, and Wheat Prices
Choices , 2009, 24 , (1) View citations (1)
Smart Money: The Forecasting Ability of CFTC Large Traders in Agricultural Futures Markets
Journal of Agricultural and Resource Economics , 2009, 34 , (2) View citations (1)
The Marketing Performance of Illinois and Kansas Wheat Farmers
Journal of Agricultural and Applied Economics , 2009, 41 , (01) View citations (1)
See also Working Paper (2008)
2008
Impact of WASDE reports on implied volatility in corn and soybean markets
Agribusiness , 2008, 24 , (4), 473-490 View citations (2)
Producers' complex risk management choices
Agribusiness , 2008, 24 , (1), 31-54 View citations (2)
Recent Convergence Performance of CBOT Corn, Soybean, and Wheat Futures Contracts
Choices , 2008, 23 , (2)
The Impact of Situation and Outlook Information in Corn and Soybean Futures Markets: Evidence from WASDE Reports
Journal of Agricultural and Applied Economics , 2008, 40 , (01) View citations (7)
To What Surprises Do Hog Futures Markets Respond?
Journal of Agricultural and Applied Economics , 2008, 40 , (01) View citations (1)
See also Working Paper (2007)
2007
Style and Performance of Agricultural Market Advisory Services
American Journal of Agricultural Economics , 2007, 89 , (3), 607-623 View citations (2)
See also Working Paper (2005)
WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS?
Journal of Economic Surveys , 2007, 21 , (4), 786-826 View citations (20)
2006
Are Revisions to USDA Crop Production Forecasts Smoothed?
American Journal of Agricultural Economics , 2006, 88 , (4), 1091-1104 View citations (7)
See also Working Paper (2004)
The Value of USDA Situation and Outlook Information in Hog and Cattle Markets
Journal of Agricultural and Resource Economics , 2006, 31 , (02) View citations (7)
See also Working Paper (2005)
2005
Does the Performance of Illinois Corn and Soybean Farmers Lag the Market?
American Journal of Agricultural Economics , 2005, 87 , (5), 1271-1279 View citations (6)
Heterogeneity in the likelihood of market advisory service use by U.S. crop producers
Agribusiness , 2005, 21 , (1), 109-128 View citations (6)
Optimal Hedging with a Subjective View: An Empirical Bayesian Approach
American Journal of Agricultural Economics , 2005, 87 , (4), 918-930 View citations (3)
Portfolios of Agricultural Market Advisory Services: How Much Diversification is Enough?
Journal of Agricultural and Applied Economics , 2005, 37 , (01)
See also Working Paper (2004)
2004
Crop Insurance Valuation under Alternative Yield Distributions
American Journal of Agricultural Economics , 2004, 86 , (2), 406-419 View citations (21)
See also Working Paper (2001)
Efficiency Analysis of Agricultural Market Advisory Services: A Nonlinear Mixed-Integer Programming Approach
Manufacturing & Service Operations Management , 2004, 6 , (3), 237-252 View citations (2)
Evaluation of USDA Interval Forecasts of Corn and Soybean Prices
American Journal of Agricultural Economics , 2004, 86 , (4), 990-1004 View citations (3)
The Farmdoc Project: This Is Still Your Father's Extension Program
American Journal of Agricultural Economics , 2004, 86 , (3), 772-777 View citations (1)
The Impact of Market Advisory Service Recommendations on Producers' Marketing Decisions
Journal of Agricultural and Resource Economics , 2004, 29 , (02) View citations (6)
2003
An Evaluation of Crop Forecast Accuracy for Corn and Soybeans: USDA and Private Information Agencies
Journal of Agricultural and Applied Economics , 2003, 35 , (01) View citations (7)
THE THEORY OF CONTRARY OPINION: A TEST USING SENTIMENT INDICES IN FUTURES MARKETS
Journal of Agribusiness , 2003, 21 , (1) View citations (3)
2002
Surveying Farmers: A Case Study
Review of Agricultural Economics , 2002, 24 , (1), 266-277 View citations (3)
2001
FORECASTING FED CATTLE, FEEDER CATTLE, AND CORN CASH PRICE VOLATILITY: THE ACCURACY OF TIME SERIES, IMPLIED VOLATILITY, AND COMPOSITE APPROACHES
Journal of Agricultural and Applied Economics , 2001, 33 , (03) View citations (1)
PRE-HARVEST PRICING STRATEGIES IN OHIO CORN MARKETS: THEIR EFFECT ON RETURNS AND CASH FLOW
Journal of Agricultural and Applied Economics , 2001, 33 , (01)
1997
Future price responses to USDA's Cold Storage report
Agribusiness , 1997, 13 , (4), 393-400
The value of public information in commodity futures markets
Journal of Economic Behavior & Organization , 1997, 32 , (4), 559-570 View citations (14)
1996
An Examination of Option-Implied S&P 500 Futures Price Distributions
The Financial Review , 1996, 31 , (3), 667-94
IMPROVING THE RELEVANCE OF RESEARCH ON PRICE FORECASTING AND MARKETING STRATEGIES
Agricultural and Resource Economics Review , 1996, 25 , (1) View citations (24)
Monte Carlo Analysis of Mean Reversion in Commodity Futures Prices
American Journal of Agricultural Economics , 1996, 78 , (2), 387-399 View citations (10)
1994
The performance of alternative VAR models in forecasting exchange rates
International Journal of Forecasting , 1994, 10 , (3), 419-433 View citations (5)
1993
Economic evaluation of commodity price forecasting models
International Journal of Forecasting , 1993, 9 , (3), 387-397 View citations (7)
1992
The Market Timing Value of Univariate and Multivariate Time Series Models Within the Soybean Complex
Journal of Agribusiness , 1992, 10 , (1)
1990
Hedging Effectiveness in a Vertical Marketing Channel for Two Periods
Journal of Agribusiness , 1990, 08 , (2)
1989
Farmland: A Good Investment?
Choices , 1989, 04 , (4)
The Distribution of Futures Prices: A Test of the Stable Paretian and Mixture of Normals Hypotheses
Journal of Financial and Quantitative Analysis , 1989, 24 , (01), 105-116 View citations (24)
Chapters
2013
Bubbles, Food Prices, and Speculation: Evidence from the CFTC’s Daily Large Trader Data Files
A chapter in The Economics of Food Price Volatility , 2013
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