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Details about Scott H. Irwin
Access statistics for papers by Scott H. Irwin.
Last updated 2009-09-22. Update your information in the RePEc Author Service .
Short-id: pir28
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Journal Articles
Working Papers
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
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
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
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
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
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
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
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
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)
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
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
Also in AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics (2002) View citations AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics (2003) View citations AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics (2005) View citations AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics (2003) View citations
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
Also in AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics (2005) AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics (2003)
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
Also in AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics (2005)
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
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
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 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
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
See also Journal Article in Journal of Agricultural and Resource Economics (2006)
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
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
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
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
Crop Farmersâ Use of Market Advisory Services
AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics View citations
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
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
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)
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
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
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
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
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
See also Journal Article in American Journal of Agricultural Economics (2006)
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
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
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
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
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
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
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
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
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
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
Also in AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics (1997) View citations AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics (1999) AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics (2000) View citations AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics (1998) View citations
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
Also in AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics (1999) View citations
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
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
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
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
1999
SURVEYING FARMERS: A RESEARCH NOTE
AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics
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
1998
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
1997
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
Also in Finance, EconWPA (1997)
Market Efficiency and Marketing to Enhance Income of Crop Producers
Finance, EconWPA View citations
Noise Traders, Market Sentiment, and Futures Price Behavior
Finance, EconWPA View citations
1996
NOISE TRADE DEMAND IN FUTURES MARKETS
ACE OFOR Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics View citations
Also in Finance, EconWPA (1996) View citations
Journal Articles
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)
The Marketing Performance of Illinois and Kansas Wheat Farmers
Journal of Agricultural and Applied Economics , 2009, 41 , (01)
See also Working Paper (2008)
2008
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)
To What Surprises Do Hog Futures Markets Respond?
Journal of Agricultural and Applied Economics , 2008, 40 , (01)
See also Working Paper (2007)
2007
Style and Performance of Agricultural Market Advisory Services
American Journal of Agricultural Economics , 2007, 89 , (3), 607-623
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
2006
Are Revisions to USDA Crop Production Forecasts Smoothed&quest
American Journal of Agricultural Economics , 2006, 88 , (4), 1091-1104 View citations
The Performance of Agricultural Market Advisory Services in Corn and Soybeans
American Journal of Agricultural Economics , 2006, 88 , (1), 162-181
See also Working Paper (2003)
The Value of USDA Situation and Outlook Information in Hog and Cattle Markets
Journal of Agricultural and Resource Economics , 2006, 31 , (02) View citations
See also Working Paper (2005)
2005
Does the Performance of Illinois Corn and Soybean Farmers Lag the Market&quest
American Journal of Agricultural Economics , 2005, 87 , (5), 1271-1279 View citations
Optimal Hedging with a Subjective View: An Empirical Bayesian Approach
American Journal of Agricultural Economics , 2005, 87 , (4), 918-930 View citations
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
See also Working Paper (2001)
Evaluation of USDA Interval Forecasts of Corn and Soybean Prices
American Journal of Agricultural Economics , 2004, 86 , (4), 990-1004 View citations
The "Farmdoc" Project: This Is Still Your Father's Extension Program
American Journal of Agricultural Economics , 2004, 86 , (3), 772-777 View citations
The Impact of Market Advisory Service Recommendations on Producers' Marketing Decisions
Journal of Agricultural and Resource Economics , 2004, 29 , (02) View citations
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
THE THEORY OF CONTRARY OPINION: A TEST USING SENTIMENT INDICES IN FUTURES MARKETS
Journal of Agribusiness , 2003, 21 , (1) View citations
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)
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
The value of public information in commodity futures markets
Journal of Economic Behavior & Organization , 1997, 32 , (4), 559-570 View citations
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
1994
The performance of alternative VAR models in forecasting exchange rates
International Journal of Forecasting , 1994, 10 , (3), 419-433
1993
Economic evaluation of commodity price forecasting models
International Journal of Forecasting , 1993, 9 , (3), 387-397 View citations
1991
The Performance of Exchange Rate Forecasting Models: An Economic Evaluation
Applied Economics , 1991, 23 , (1), 133-42
1989
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
1988
A Test of Futures Market Disequilibrium Using Twelve Different Technical Trading Systems
Applied Economics , 1988, 20 , (5), 623-39 View citations