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Details about Berna Karali

Homepage:https://agecon.uga.edu/people/faculty/berna-karali.html
Phone:(706) 542-0750
Workplace:Department of Agricultural and Applied Economics, University of Georgia, (more information at EDIRC)

Access statistics for papers by Berna Karali.

Last updated 2024-03-07. Update your information in the RePEc Author Service.

Short-id: pka780


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Working Papers

2021

  1. Asymmetric Price Transmission in the Soybean Complex: A Multivariate Quantile Approach
    2021 Annual Meeting, August 1-3, Austin, Texas, Agricultural and Applied Economics Association Downloads

2020

  1. Drop-in Ready Jet Biofuel from Carinata: A Real Options Analysis of Processing Plant Investments
    2020 Annual Meeting, July 26-28, Kansas City, Missouri, Agricultural and Applied Economics Association Downloads
    Also in 2019 Annual Meeting, July 21-23, Atlanta, Georgia, Agricultural and Applied Economics Association (2019) Downloads

2019

  1. Spillover Effects and Conditional Dependence between Soybean and Soybean Oil Markets
    2019 Annual Meeting, July 21-23, Atlanta, Georgia, Agricultural and Applied Economics Association Downloads

2018

  1. Does Noise in Market Expectations Dilute Price Reactions to USDA Reports?
    2018 Annual Meeting, August 5-7, Washington, D.C., Agricultural and Applied Economics Association Downloads
    See also Journal Article Supply Fundamentals and Grain Futures Price Movements, American Journal of Agricultural Economics, John Wiley & Sons (2020) Downloads View citations (8) (2020)

2017

  1. How Scary Are Food Scares? Evidence from Animal Disease Outbreaks
    2017 Annual Meeting, July 30-August 1, Chicago, Illinois, Agricultural and Applied Economics Association Downloads
    See also Journal Article How Scary Are Food Scares? Evidence from Animal Disease Outbreaks, Applied Economic Perspectives and Policy, John Wiley & Sons (2020) Downloads (2020)

2016

  1. Changes in Informational Value and the Market Reaction to USDA Reports in the Big Data Era
    2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association Downloads View citations (2)
    See also Journal Article Are USDA reports still news to changing crop markets?, Food Policy, Elsevier (2019) Downloads View citations (12) (2019)
  2. Estimating relative price impact: The case of Brent and WTI
    2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association Downloads View citations (6)
  3. Market Reaction to Inefficiencies in USDA Crop Production Forecasts
    2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association Downloads View citations (1)
    See also Journal Article Do Markets Correct for Smoothing in USDA Crop Production Forecasts? Evidence from Private Analysts and Futures Prices, Applied Economic Perspectives and Policy, Agricultural and Applied Economics Association (2017) Downloads View citations (4) (2017)

2015

  1. Hurricanes as News? A Comparison of the Impact of Hurricanes on Stock Returns of Energy Companies
    2015 Annual Meeting, January 31-February 3, 2015, Atlanta, Georgia, Southern Agricultural Economics Association Downloads
  2. The Impact of Data Frequency On Stationarity Tests Of Commodity Futures Prices
    2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California, Agricultural and Applied Economics Association Downloads
    See also Journal Article The impact of data frequency on market efficiency tests of commodity futures prices, Journal of Futures Markets, John Wiley & Sons, Ltd. (2018) Downloads View citations (2) (2018)
  3. The Informational Content of Inventory Announcements: Intraday Evidence from Crude Oil Futures Market
    2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California, Agricultural and Applied Economics Association Downloads View citations (3)
    See also Journal Article The informational content of inventory announcements: Intraday evidence from crude oil futures market, Energy Economics, Elsevier (2016) Downloads View citations (27) (2016)

2014

  1. An Assessment of the Impact of Earthquakes on Global Capital Markets
    2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association Downloads
    See also Journal Article Do Earthquakes Shake Stock Markets?, PLOS ONE, Public Library of Science (2015) Downloads View citations (15) (2015)
  2. Conversion of Shipping Fleets from Diesel to Compressed Natural Gas: A Real Options Analysis
    2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association Downloads
    See also Journal Article Diesel or compressed natural gas? A real options evaluation of the U.S. natural gas boom on fuel choice for trucking fleets, Energy, Elsevier (2015) Downloads View citations (5) (2015)
  3. Event Study of Energy Price Volatility: An Application of Distributional Event Response Model
    2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association Downloads View citations (1)
    See also Journal Article Event Study of the Crude Oil Futures Market: A Mixed Event Response Model, American Journal of Agricultural Economics, Agricultural and Applied Economics Association (2019) Downloads View citations (2) (2019)
  4. Relative Performance of Semi-Parametric Nonlinear Models in Forecasting Basis
    2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association Downloads

2013

  1. Do Index Fund Traders React to USDA Announcements?
    2013 Annual Meeting, August 4-6, 2013, Washington, D.C., Agricultural and Applied Economics Association Downloads
  2. Drought, Biofuel, and Livestock
    2013 Annual Meeting, August 4-6, 2013, Washington, D.C., Agricultural and Applied Economics Association Downloads
  3. Food before Biodiesel Fuel?
    2013 Annual Meeting, February 2-5, 2013, Orlando, Florida, Southern Agricultural Economics Association Downloads View citations (4)

2012

  1. When do the USDA forecasters make mistakes?
    2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association Downloads
    See also Journal Article When do the USDA forecasters make mistakes?, Applied Economics, Taylor & Francis Journals (2013) Downloads View citations (5) (2013)

2011

  1. HIGH PRICE VOLATILITY AND SPILLOVER EFFECTS IN ENERGY MARKETS
    2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania, Agricultural and Applied Economics Association Downloads View citations (2)
    See also Journal Article Macro determinants of volatility and volatility spillover in energy markets, Energy Economics, Elsevier (2014) Downloads View citations (88) (2014)

2010

  1. Is commodity price volatility persistent? Another look using improved, full-sample estimates
    2010 Annual Meeting, July 25-27, 2010, Denver, Colorado, Agricultural and Applied Economics Association Downloads

2009

  1. Does Futures Price Volatility Differ Across Delivery Horizon?
    2009 Conference, April 20-21, 2009, St. Louis, Missouri, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management Downloads View citations (1)
    See also Journal Article Delivery horizon and grain market volatility, Journal of Futures Markets, John Wiley & Sons, Ltd. (2010) Downloads View citations (1) (2010)
  2. What Explains High Commodity Price Volatility? Estimating a Unified Model of Common and Commodity-Specific, High- and Low-Frequency Factors
    2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin, Agricultural and Applied Economics Association Downloads View citations (5)
    See also Journal Article Short- and Long-Run Determinants of Commodity Price Volatility, American Journal of Agricultural Economics, Agricultural and Applied Economics Association (2013) Downloads View citations (38) (2013)

2008

  1. Do Farmers Hedge Optimally or by Habit? A Bayesian Partial-Adjustment Model of Farmer Hedging
    2008 Conference, April 21-22, 2008, St. Louis, Missouri, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management Downloads View citations (1)
    See also Journal Article Do Farmers Hedge Optimally or by Habit? A Bayesian Partial-Adjustment Model of Farmer Hedging, Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association (2010) Downloads View citations (2) (2010)
  2. Do Inventory and Time-to-Delivery Effects Vary Across Futures Contracts? Insights from a Smoothed Bayesian Estimator
    2008 Annual Meeting, July 27-29, 2008, Orlando, Florida, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) Downloads View citations (1)
    See also Journal Article Do volatility determinants vary across futures contracts? Insights from a smoothed Bayesian estimator, Journal of Futures Markets, John Wiley & Sons, Ltd. (2010) Downloads View citations (2) (2010)
  3. Volatility Persistence in Commodity Futures:Inventory and Time-to-Delivery Effects
    2008 Conference, April 21-22, 2008, St. Louis, Missouri, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management Downloads View citations (1)

2007

  1. Announcement Effects and the Theory of Storage: An Empirical Study of Lumber Futures
    2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) Downloads View citations (5)
    See also Journal Article Announcement effects and the theory of storage: an empirical study of lumber futures, Agricultural Economics, International Association of Agricultural Economists (2009) Downloads View citations (10) (2009)

Journal Articles

2023

  1. Hedging with futures during nonconvergence in commodity markets
    Journal of Commodity Markets, 2023, 32, (C) Downloads

2022

  1. How far is too far for volatility transmission?
    Journal of Commodity Markets, 2022, 26, (C) Downloads View citations (4)
  2. The Impact of Fundamentals on Volatility Measures of Agricultural Substitutes
    Journal of Agricultural and Applied Economics, 2022, 54, (4), 723-768 Downloads View citations (1)
  3. The impact of futures contract storage rate policy on convergence expectations in domestic commodity markets
    Food Policy, 2022, 111, (C) Downloads View citations (3)

2021

  1. Joint Evaluation of the System of USDA's Farm Income Forecasts
    Applied Economic Perspectives and Policy, 2021, 43, (3), 1140-1160 Downloads View citations (3)
  2. When does USDA information have the most impact on crop and livestock markets?
    Journal of Commodity Markets, 2021, 22, (C) Downloads View citations (6)

2020

  1. Can Private Forecasters Beat the USDA? Analysis of Relative Accuracy of Crop Acreage and Production Forecasts
    Journal of Agricultural and Applied Economics, 2020, 52, (4), 545-561 Downloads View citations (5)
  2. How Scary Are Food Scares? Evidence from Animal Disease Outbreaks
    Applied Economic Perspectives and Policy, 2020, 42, (2), 283-306 Downloads
    See also Working Paper How Scary Are Food Scares? Evidence from Animal Disease Outbreaks, 2017 Annual Meeting, July 30-August 1, Chicago, Illinois (2017) Downloads (2017)
  3. Supply Fundamentals and Grain Futures Price Movements
    American Journal of Agricultural Economics, 2020, 102, (2), 548-568 Downloads View citations (8)
    See also Working Paper Does Noise in Market Expectations Dilute Price Reactions to USDA Reports?, 2018 Annual Meeting, August 5-7, Washington, D.C. (2018) Downloads (2018)

2019

  1. Are USDA reports still news to changing crop markets?
    Food Policy, 2019, 84, (C), 66-76 Downloads View citations (12)
    See also Working Paper Changes in Informational Value and the Market Reaction to USDA Reports in the Big Data Era, 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts (2016) Downloads View citations (2) (2016)
  2. Can Cattle Basis Forecasts Be Improved? A Bayesian Model Averaging Approach
    Journal of Agricultural and Applied Economics, 2019, 51, (2), 249-266 Downloads View citations (1)
  3. Event Study of the Crude Oil Futures Market: A Mixed Event Response Model
    American Journal of Agricultural Economics, 2019, 101, (3), 960-985 Downloads View citations (2)
    See also Working Paper Event Study of Energy Price Volatility: An Application of Distributional Event Response Model, 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota (2014) Downloads View citations (1) (2014)
  4. The Changing Role of USDA Inventory Reports in Livestock Markets
    Journal of Agricultural and Resource Economics, 2019, 44, (3) Downloads View citations (4)

2018

  1. Price Discovery and the Basis Effects of Failures to Converge in Soft RedWinter Wheat Futures Markets
    Journal of Agricultural and Resource Economics, 2018, 43, (1) Downloads View citations (6)
  2. The impact of data frequency on market efficiency tests of commodity futures prices
    Journal of Futures Markets, 2018, 38, (6), 696-714 Downloads View citations (2)
    See also Working Paper The Impact of Data Frequency On Stationarity Tests Of Commodity Futures Prices, 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California (2015) Downloads (2015)

2017

  1. Do Markets Correct for Smoothing in USDA Crop Production Forecasts? Evidence from Private Analysts and Futures Prices
    Applied Economic Perspectives and Policy, 2017, 39, (4), 559-583 Downloads View citations (4)
    See also Working Paper Market Reaction to Inefficiencies in USDA Crop Production Forecasts, 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts (2016) Downloads View citations (1) (2016)
  2. Do nonrenewable-energy prices affect renewable-energy volatility? The case of wood pellets
    Journal of Forest Economics, 2017, 28, (C), 42-48 Downloads View citations (3)
  3. Ripple effects of the 2011 Japan earthquake on international stock markets
    Research in International Business and Finance, 2017, 41, (C), 556-576 Downloads View citations (7)
  4. The Evolving Dynamics of Commodity Markets: Introduction to a Journal of Agribusiness Special Issue
    Journal of Agribusiness, 2017, 35, (2) Downloads

2016

  1. The informational content of inventory announcements: Intraday evidence from crude oil futures market
    Energy Economics, 2016, 59, (C), 349-364 Downloads View citations (27)
    See also Working Paper The Informational Content of Inventory Announcements: Intraday Evidence from Crude Oil Futures Market, 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California (2015) Downloads View citations (3) (2015)

2015

  1. A Nonparametric Search for Information Effects from USDA Reports
    Journal of Agricultural and Resource Economics, 2015, 40, (1), 20 Downloads View citations (16)
  2. Diesel or compressed natural gas? A real options evaluation of the U.S. natural gas boom on fuel choice for trucking fleets
    Energy, 2015, 90, (P2), 1342-1348 Downloads View citations (5)
    See also Working Paper Conversion of Shipping Fleets from Diesel to Compressed Natural Gas: A Real Options Analysis, 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota (2014) Downloads (2014)
  3. Do Earthquakes Shake Stock Markets?
    PLOS ONE, 2015, 10, (7), 1-19 Downloads View citations (15)
    See also Working Paper An Assessment of the Impact of Earthquakes on Global Capital Markets, 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota (2014) Downloads (2014)

2014

  1. Macro determinants of volatility and volatility spillover in energy markets
    Energy Economics, 2014, 46, (C), 413-421 Downloads View citations (88)
    See also Working Paper HIGH PRICE VOLATILITY AND SPILLOVER EFFECTS IN ENERGY MARKETS, 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania (2011) Downloads View citations (2) (2011)
  2. Stock Market Reactions to Environmental News in the Food Industry
    Journal of Agricultural and Applied Economics, 2014, 46, (2), 209-225 Downloads View citations (8)
    Also in Journal of Agricultural and Applied Economics, 2014, 46, (2), 17 (2014) Downloads View citations (7)
  3. The Pattern of Price Linkages Among Commodities
    Journal of Futures Markets, 2014, 34, (11), 1062-1076 Downloads View citations (3)

2013

  1. A New Look at the Economic Evaluation of Wind Energy as an Alternative to Electric and Natural Gas-Powered Irrigation
    Journal of Agricultural and Applied Economics, 2013, 45, (4), 12 Downloads View citations (3)
    Also in Journal of Agricultural and Applied Economics, 2013, 45, (4), 739-751 (2013) Downloads View citations (4)
  2. Short- and Long-Run Determinants of Commodity Price Volatility
    American Journal of Agricultural Economics, 2013, 95, (3), 724-738 Downloads View citations (38)
    See also Working Paper What Explains High Commodity Price Volatility? Estimating a Unified Model of Common and Commodity-Specific, High- and Low-Frequency Factors, 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin (2009) Downloads View citations (5) (2009)
  3. When do the USDA forecasters make mistakes?
    Applied Economics, 2013, 45, (36), 5086-5103 Downloads View citations (5)
    See also Working Paper When do the USDA forecasters make mistakes?, 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington (2012) Downloads (2012)

2012

  1. A public policy aid for bioenergy investment: Case study of failed plants
    Energy Policy, 2012, 51, (C), 465-473 Downloads View citations (7)
  2. Do USDA Announcements Affect Comovements Across Commodity Futures Returns?
    Journal of Agricultural and Resource Economics, 2012, 37, (1), 21 Downloads View citations (19)
  3. The Informational Content of Distant-Delivery Futures Contracts
    Journal of Agricultural and Resource Economics, 2012, 37, (2), 15 Downloads View citations (2)

2011

  1. Assessing the Market for Poultry Litter in Georgia: Are Subsidies Needed to Protect Water Quality?
    Journal of Agricultural and Applied Economics, 2011, 43, (4), 16 Downloads View citations (1)
    Also in Journal of Agricultural and Applied Economics, 2011, 43, (4), 553-568 (2011) Downloads View citations (1)
  2. Bayesian State-Space Estimation of Stochastic Volatility for Storable Commodities
    American Journal of Agricultural Economics, 2011, 93, (2), 434-440 Downloads View citations (4)

2010

  1. Components of Grain Futures Price Volatility
    Journal of Agricultural and Resource Economics, 2010, 35, (2), 16 Downloads View citations (21)
  2. Delivery horizon and grain market volatility
    Journal of Futures Markets, 2010, 30, (9), 846-873 Downloads View citations (1)
    See also Working Paper Does Futures Price Volatility Differ Across Delivery Horizon?, 2009 Conference, April 20-21, 2009, St. Louis, Missouri (2009) Downloads View citations (1) (2009)
  3. Do Farmers Hedge Optimally or by Habit? A Bayesian Partial-Adjustment Model of Farmer Hedging
    Journal of Agricultural and Applied Economics, 2010, 42, (4), 13 Downloads View citations (2)
    Also in Journal of Agricultural and Applied Economics, 2010, 42, (4), 791-803 (2010) Downloads View citations (1)

    See also Working Paper Do Farmers Hedge Optimally or by Habit? A Bayesian Partial-Adjustment Model of Farmer Hedging, 2008 Conference, April 21-22, 2008, St. Louis, Missouri (2008) Downloads View citations (1) (2008)
  4. Do volatility determinants vary across futures contracts? Insights from a smoothed Bayesian estimator
    Journal of Futures Markets, 2010, 30, (3), 257-277 Downloads View citations (2)
    See also Working Paper Do Inventory and Time-to-Delivery Effects Vary Across Futures Contracts? Insights from a Smoothed Bayesian Estimator, 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida (2008) Downloads View citations (1) (2008)

2009

  1. Announcement effects and the theory of storage: an empirical study of lumber futures
    Agricultural Economics, 2009, 40, (4), 421-436 Downloads View citations (10)
    See also Working Paper Announcement Effects and the Theory of Storage: An Empirical Study of Lumber Futures, 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon (2007) Downloads View citations (5) (2007)

Undated

  1. A Multivariate Quantile Approach for Testing Asymmetric Price Transmission in a Joint Production Process
    Journal of Agricultural and Resource Economics, 49, (2) Downloads
 
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