Details about Scott H. Irwin

Access statistics for papers by Scott H. Irwin.

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Short-id: pir28

Working Papers

2012

1. 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)
2. Farmer’s Income Shifting Option in Post-harvest Forward Contracting
   2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association
3. 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
4. When do the USDA forecasters make mistakes?
   2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association

2011

5. 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

6. 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)
7. 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

8. 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)
9. 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
10. 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

11. 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)
12. 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
13. 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)
14. 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
15. 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)
16. 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)
17. 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

18. 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)
19. 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
20. 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)
21. 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)
22. 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)
23. 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
24. 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)
25. 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

26. 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)
27. 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
28. 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)
29. 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
30. 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)
31. 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
32. 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)
33. 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
34. 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
35. 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)
36. 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
37. 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)
38. 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

39. 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)
40. 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)
41. 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)
42. 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)
43. 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)
44. 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
45. 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)
46. 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)
47. 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)
48. 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
49. 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

50. 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)
51. 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)
52. 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)
53. 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)
54. 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)
55. 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
56. 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)
57. 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)
58. 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)
59. 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)
60. 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)
61. 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

62. 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)
63. 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)
64. 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
65. 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)
66. New Generation Grain Marketing Contracts
    AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics
67. 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)
68. 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)
69. 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
70. 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
71. 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

72. 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)
73. 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)
74. 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)
75. 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

76. 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)
77. 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)
78. 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)
79. 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)
80. 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
81. 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)
82. 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

83. 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)
84. 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)
85. 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)
86. 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)
87. 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)
88. 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)
89. 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)
90. 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

91. 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
92. 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)
93. SURVEYING FARMERS: A RESEARCH NOTE
    AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics View citations (1)
94. 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

95. 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)
96. 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

97. 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)
98. 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)
99. Market Efficiency and Marketing to Enhance Income of Crop Producers
    Finance, EconWPA View citations (10)
100. Noise Traders, Market Sentiment, and Futures Price Behavior
     Finance, EconWPA View citations (1)

1996

101. 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

102. 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

1. Composite and Outlook Forecast Accuracy
   Journal of Agricultural and Resource Economics, 2012, 37, (2)
2. Financialization and Structural Change in Commodity Futures Markets
   Journal of Agricultural and Applied Economics, 2012, 44, (03)
3. 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)
4. Testing the Masters Hypothesis in commodity futures markets
   Energy Economics, 2012, 34, (1), 256-269 View citations (5)

2011

5. Are Agricultural Options Overpriced?
   Journal of Agricultural and Resource Economics, 2011, 36, (1)
6. Empirical confidence intervals for USDA commodity price forecasts
   Applied Economics, 2011, 43, (26), 3789-3803
7. Improving the accuracy of outlook price forecasts
   Agricultural Economics, 2011, 42, (3), 357-371 View citations (1)
8. Index Funds, Financialization, and Commodity Futures Markets
   Applied Economic Perspectives and Policy, 2011, 33, (1), 1-31 View citations (6)
9. 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)
10. 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
11. 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

12. 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)
13. Hog Options: Contract Redesign and Market Efficiency
    Journal of Agricultural and Applied Economics, 2010, 42, (04)
14. 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)
15. Quantile Regression Estimates of Confidence Intervals for WASDE Price Forecasts
    Journal of Agricultural and Resource Economics, 2010, 35, (3)
16. 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
17. 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

18. 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)
19. Is Storage at a Loss Merely an Illusion of Spatial Aggregation?
    Journal of Agribusiness, 2009, 27 View citations (1)
20. Market Instability in a New Era of Corn, Soybean, and Wheat Prices
    Choices, 2009, 24, (1) View citations (1)
21. 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)
22. 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

23. Impact of WASDE reports on implied volatility in corn and soybean markets
    Agribusiness, 2008, 24, (4), 473-490 View citations (2)
24. Producers' complex risk management choices
    Agribusiness, 2008, 24, (1), 31-54 View citations (2)
25. Recent Convergence Performance of CBOT Corn, Soybean, and Wheat Futures Contracts
    Choices, 2008, 23, (2)
26. 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)
27. 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

28. 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)
29. WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS?
    Journal of Economic Surveys, 2007, 21, (4), 786-826 View citations (20)

2006

30. 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)
31. 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

32. 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)
33. Heterogeneity in the likelihood of market advisory service use by U.S. crop producers
    Agribusiness, 2005, 21, (1), 109-128 View citations (6)
34. Optimal Hedging with a Subjective View: An Empirical Bayesian Approach
    American Journal of Agricultural Economics, 2005, 87, (4), 918-930 View citations (3)
35. 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

36. 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)
37. 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)
38. Evaluation of USDA Interval Forecasts of Corn and Soybean Prices
    American Journal of Agricultural Economics, 2004, 86, (4), 990-1004 View citations (3)
39. The Farmdoc Project: This Is Still Your Father's Extension Program
    American Journal of Agricultural Economics, 2004, 86, (3), 772-777 View citations (1)
40. The Impact of Market Advisory Service Recommendations on Producers' Marketing Decisions
    Journal of Agricultural and Resource Economics, 2004, 29, (02) View citations (6)

2003

41. 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)
42. THE THEORY OF CONTRARY OPINION: A TEST USING SENTIMENT INDICES IN FUTURES MARKETS
    Journal of Agribusiness, 2003, 21, (1) View citations (3)

2002

43. Surveying Farmers: A Case Study
    Review of Agricultural Economics, 2002, 24, (1), 266-277 View citations (3)

2001

44. 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)
45. 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

46. Future price responses to USDA's Cold Storage report
    Agribusiness, 1997, 13, (4), 393-400
47. The value of public information in commodity futures markets
    Journal of Economic Behavior & Organization, 1997, 32, (4), 559-570 View citations (14)

1996

48. An Examination of Option-Implied S&P 500 Futures Price Distributions
    The Financial Review, 1996, 31, (3), 667-94
49. IMPROVING THE RELEVANCE OF RESEARCH ON PRICE FORECASTING AND MARKETING STRATEGIES
    Agricultural and Resource Economics Review, 1996, 25, (1) View citations (24)
50. Monte Carlo Analysis of Mean Reversion in Commodity Futures Prices
    American Journal of Agricultural Economics, 1996, 78, (2), 387-399 View citations (10)

1994

51. The performance of alternative VAR models in forecasting exchange rates
    International Journal of Forecasting, 1994, 10, (3), 419-433 View citations (5)

1993

52. Economic evaluation of commodity price forecasting models
    International Journal of Forecasting, 1993, 9, (3), 387-397 View citations (7)

1992

53. The Market Timing Value of Univariate and Multivariate Time Series Models Within the Soybean Complex
    Journal of Agribusiness, 1992, 10, (1)

1990

54. Hedging Effectiveness in a Vertical Marketing Channel for Two Periods
    Journal of Agribusiness, 1990, 08, (2)

1989

55. Farmland: A Good Investment?
    Choices, 1989, 04, (4)
56. 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

1. 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