Details about David A. Bessler

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Workplace:	Department of Agricultural Economics, Texas A&M University, (more information at EDIRC)

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Working Papers

2019

1. Empirical Assessment of Endogeneity and Instrumental Variables in a Complex Economic System using Graph Theoretic Approach: An Application to the U.S. Food Environment
   2019 Annual Meeting, February 2-5, 2019, Birmingham, Alabama, Southern Agricultural Economics Association
2. How Cryptocurrencies Prices Affect Each Other?
   2019 Annual Meeting, February 2-5, 2019, Birmingham, Alabama, Southern Agricultural Economics Association View citations (1)

2018

3. The transmission of liquidity shocks via China's segmented money market: evidence from recent market events
   Papers, arXiv.org View citations (4)
   See also Journal Article The transmission of liquidity shocks via China's segmented money market: Evidence from recent market events, Journal of International Financial Markets, Institutions and Money, Elsevier (2018) View citations (4) (2018)

2016

4. Climate as a Cause of Conflict: An Econometric Analysis
   2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas, Southern Agricultural Economics Association View citations (1)
5. Decomposition of Discrete Choice Model Generated Probabilities and their Robustness to Changing Substantive Knowledge (Conditioning Variables)
   2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas, Southern Agricultural Economics Association
6. Dynamics of the Economic Impact Associated with the 2015 Avian Flu Virus in the United States
   2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association
7. On the Evaluation of Probability Forecasts: An Application to Qualitative Choice Models
   2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association
8. Socioeconomic, Demographic and Geographic Factors Affecting Household Food Purchase and Acquisition Decisions in the United States as a Complex Economic System
   2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association View citations (1)
9. The 2010-2011 Drought Impacts on Cattle Market Integration in the Horn of Africa: A preliminary Evaluation using VAR and Structural Break Analysis
   2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas, Southern Agricultural Economics Association View citations (1)
10. The Order of Variables, Simulation Noise and Accuracy of Mixed Logit Estimates
    2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association View citations (1)
    See also Journal Article The order of variables, simulation noise, and accuracy of mixed logit estimates, Empirical Economics, Springer (2020) View citations (5) (2020)
11. Three decades of market liberalization policy in Mali: An analysis of the grain markets
    2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association

2015

12. A Causal Exploration of Conflict Events and Commodity Prices of Sudan
    MPRA Paper, University Library of Munich, Germany View citations (1)
13. A Causal Exploration of Food Price Shocks and Conflict in Sudan
    2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California, Agricultural and Applied Economics Association
14. Impacts of the Drug Trade on Latin American Food Production
    2015 Allied Social Sciences Association (ASSA) Annual Meeting, January 3-5, 2015, Boston, Massachusetts, Agricultural and Applied Economics Association
15. Import Demand for Milk in China: Dynamics and Market Integration
    2015 Annual Meeting, January 31-February 3, 2015, Atlanta, Georgia, Southern Agricultural Economics Association View citations (2)
16. Price Dynamics under Structural Changes with Unknown Break Points among North America Natural Gas Spot Markets
    2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California, Agricultural and Applied Economics Association View citations (2)
17. Understanding International Milk Price Relationships
    2015 Annual Meeting, January 31-February 3, 2015, Atlanta, Georgia, Southern Agricultural Economics Association View citations (4)

2014

18. ANALYSIS OF SUPPLY RESPONSE AND PRICE RISK ON RICE PRODUCTION IN NIGERIA
    2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association View citations (2)
    Also in 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association (2014) View citations (2)
    See also Journal Article ANALYSIS OF SUPPLY RESPONSE AND PRICE RISK ON RICE PRODUCTION IN NIGERIA, Journal of Agribusiness and Rural Development, University of Life Sciences, Poznan, Poland View citations (1)
19. Causes and Consequences of Macroeconomic Challenges Facing Low-Income Countries as a Complex Economic System
    2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association
20. Dynamics of Macroeconomic Shocks on Food Assistance Programs in the United States
    2014 Annual Meeting, February 1-4, 2014, Dallas, Texas, Southern Agricultural Economics Association View citations (1)
21. Dynamics of the Food Environment in the United States
    2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association View citations (1)
22. On Forecasting Conflict in Sudan: 2009-2012
    MPRA Paper, University Library of Munich, Germany View citations (1)
    See also Journal Article On Forecasting Conflict in the Sudan: 2009–2012, Journal of Forecasting, John Wiley & Sons, Ltd. (2016) View citations (6) (2016)
23. On the Dynamics of Price Discovery: Energy and Agricultural Markets with and without the Renewable Fuels Mandate
    2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association View citations (1)
24. Price Discovery of World and China Vegetable Oil Markets and Causality with Non-Gaussian Innovations
    2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association
25. Price Dynamics in Agricultural Markets: Relationships between the U.S. and Mexico
    88th Annual Conference, April 9-11, 2014, AgroParisTech, Paris, France, Agricultural Economics Society

2013

26. Development and Peace: Cause, Consequence and Effects
    2013 Annual Meeting, August 4-6, 2013, Washington, D.C., Agricultural and Applied Economics Association
27. Impact of Market Information System (E-Soko) on Beans Markets Integration: Case of Rwanda
    2013 Annual Meeting, February 2-5, 2013, Orlando, Florida, Southern Agricultural Economics Association View citations (1)
28. Impacts of BSE and Avian Influenza on U.S. Meat Demand
    2013 Annual Meeting, August 4-6, 2013, Washington, D.C., Agricultural and Applied Economics Association
29. Price Dynamics and Forecasts of World and China Vegetable Oil Markets
    2013 Annual Meeting, August 4-6, 2013, Washington, D.C., Agricultural and Applied Economics Association View citations (1)

2012

30. Cattle Markets Integration and Price Discovery in Three Developing Countries of Mali, Kenya, and Tanzania
    2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association View citations (1)
31. Modeling Advertising Expenditures and Spillover Effects Applied to the U.S. Non-Alcoholic Beverage Industry: Vector Autoregression (VAR) and Polynomial Distributed Lag (PDL) Approaches
    2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association View citations (1)

2011

32. Livestock Market Integration and Price Discovery: Case of Mali
    2011 Annual Meeting, February 5-8, 2011, Corpus Christi, Texas, Southern Agricultural Economics Association View citations (1)
33. Proving causal relationships using observational data
    2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania, Agricultural and Applied Economics Association View citations (2)
34. Structure of interdependencies among international stock markets and contagion patterns of 2008 global financial crisis
    2011 Annual Meeting, February 5-8, 2011, Corpus Christi, Texas, Southern Agricultural Economics Association View citations (1)
35. The Impacts of Foot and Mouth Disease Outbreaks on the Brazilian Meat Market
    2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania, Agricultural and Applied Economics Association View citations (4)
    See also Journal Article The Impacts of Foot and Mouth Disease Outbreaks on the Brazilian Meat Market, Journal of Food Distribution Research, Food Distribution Research Society (2015) View citations (3) (2015)

2010

36. Conflict, Aid and Poverty: Cause, Effect and Prediction
    2010 Annual Meeting, July 25-27, 2010, Denver, Colorado, Agricultural and Applied Economics Association
37. Fundamentals and US natural gas price dynamics
    2010 Annual Meeting, February 6-9, 2010, Orlando, Florida, Southern Agricultural Economics Association View citations (3)

2009

38. Effects of Soybean Checkoff Research Expenditures on U.S. Soybean Yields and Net Revenue: A Time Series Analysis
    Reports, Texas A&M University, Agribusiness, Food, and Consumer Economics Research Center View citations (1)
39. Generalization of the Generalized Composite Commodity Theorem: Extension based on the Theil’s Aggregation Theory
    2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin, Agricultural and Applied Economics Association
40. Is the Soybean Checkoff Program Working?
    Reports, Texas A&M University, Agribusiness, Food, and Consumer Economics Research Center View citations (4)
41. Mergers Simulation and Demand Analysis for the U.S. Carbonated Soft Drink Industry
    2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin, Agricultural and Applied Economics Association
42. Potential Impacts of Food Borne Ill Incidence on Market Movements and Prices of Fresh Produce in the US
    2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia, Southern Agricultural Economics Association View citations (1)

2008

43. Cointegration Analysis of Regional House Prices in U.S
    2007 Agricultural and Rural Finance Markets in Transition, October 4-5, 2007, St. Louis, Missouri, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition View citations (11)
44. The Impacts of Animal Disease Crises on the Korean Meat Market
    2008 Annual Meeting, July 27-29, 2008, Orlando, Florida, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) View citations (24)
    See also Journal Article The impacts of animal disease crises on the Korean meat market, Agricultural Economics, International Association of Agricultural Economists (2008) View citations (25) (2008)

2006

45. Cointegration and Causality Analysis of World Vegetable Oil and Crude Oil Prices
    2006 Annual meeting, July 23-26, Long Beach, CA, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) View citations (60)
46. Disproving Causal Relationships Using Observational Data
    2006 Annual meeting, July 23-26, Long Beach, CA, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)
    See also Journal Article Disproving Causal Relationships Using Observational Data*, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2009) View citations (9) (2009)
47. On Price Dynamics in International Wheat Markets
    2006 Conference (50th), February 8-10, 2006, Sydney, Australia, Australian Agricultural and Resource Economics Society
48. The 2004 Niger Food Crisis: What Role Can Price Discovery Play in Famine Early Warning Systems?
    2006 Annual meeting, July 23-26, Long Beach, CA, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)
49. The Influence of Transportation Rates on Grain Prices: A Dynamic Analysis
    47th Annual Transportation Research Forum, New York, New York, March 23-25, 2006, Transportation Research Forum

2005

50. Dynamic Economic Relationships Among U.S. Soy Product Markets: Using a Cointegrated Vector Autoregression Approach with Directed Acyclic Graphs
    Working Paper ID Series, United States International Trade Commission, Office of Industries
51. In Search of the "Bank Lending Channel": Causality Analysis for the Transmission Mechanism of U.S. Monetary Policy
    2005 Annual meeting, July 24-27, Providence, RI, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)

2004

52. ANALYSIS OF DYNAMIC INTERRELATIONSHIPS BETWEEN TRANSPORTATION RATES AND GRAIN PRICES
    2004 Annual meeting, August 1-4, Denver, CO, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) View citations (1)
53. Modeling U.S. Soy-Based Markets with Directed Acyclic Graphs and Time Series Econometrics: Evaluating the U.S. Market Impacts of High Soy Meal Prices
    Working Paper ID Series, United States International Trade Commission, Office of Industries View citations (1)
54. SAMUELSON'S FULL DUALITY AND THE USE OF DIRECTED ACYCLICAL GRAPHS: THE BIRTH OF CAUSALLY IDENTIFIED DEMAND SYSTEMS
    2004 Annual meeting, August 1-4, Denver, CO, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)

2003

55. CAUSALITY IN FUTURES MARKETS
    Working Papers, University of Maryland, Department of Agricultural and Resource Economics View citations (3)
    See also Journal Article Causality in futures markets, Journal of Futures Markets, John Wiley & Sons, Ltd. (2006) View citations (24) (2006)
56. Dynamic Relationships Among Selected U.S. Commodity-Based, Value Added Markets: Applying Directed Acyclic Graphs to a Time Series Model
    Working Paper ID Series, United States International Trade Commission, Office of Industries View citations (1)
57. LOCK CONGESTION AND ITS IMPACT ON GRAIN BARGE RATES ON THE UPPER MISSISSIPPI RIVER
    2003 Annual Meeting, July 13-16, 2003, Denver, Colorado, Western Agricultural Economics Association

2002

58. CAUSALITY AND PRICE DISCOVERY: AN APPLICATION OF DIRECTED ACYCLIC GRAPHS
    2002 Conference, April 22-23, 2002, St. Louis, Missouri, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management
    Also in Working Papers, University of Maryland, Department of Agricultural and Resource Economics (2002)
    See also Journal Article Causality and Price Discovery: An Application of Directed Acyclic Graphs, The Journal of Business, University of Chicago Press (2004) View citations (46) (2004)
59. INTEGRATION AND CAUSALITY IN INTERNATIONAL FREIGHT MARKETS--MODELING WITH ERROR CORRECTION AND DIRECTED ACYCLIC GRAPHS
    Working Papers, University of Maryland, Department of Agricultural and Resource Economics View citations (1)
    See also Journal Article Integration and Causality in International Freight Markets: Modeling with Error Correction and Directed Acyclic Graphs, Southern Economic Journal, John Wiley & Sons (2004) View citations (1) (2004)

2000

60. An Analysis of International Grain Freight Rates
    42nd Annual Transportation Research Forum, Annapolis, Maryland, November 29-December 1, 2000, Transportation Research Forum

1996

61. Economic Evaluation of the Cotton Checkoff Program
    Economic Evaluation of Commodity Promotion Programs in the Current Legal and Political Environment, October 7-8, 1996, Monterey, California, Regional Research Projects > NECC-63: Research Committee on Commodity Promotion View citations (3)

1989

62. The Dynamics of Farm and Non-Farm Price Transmissions: The Case of Cotton
    WAEA/ WFEA Conference Archive (1929-1995), Western Agricultural Economics Association

1986

63. ON BAYESIAN COMPOSITE FORECASTING
    1986 Annual Meeting, July 27-30, Reno, Nevada, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)
    See also Journal Article On Bayesian composite forecasting, Omega, Elsevier (1987) View citations (3) (1987)

1985

64. RISK ANALYSIS FOR AGRICULTURAL PRODUCTION FIRMS: CONCEPTS, INFORMATION REQUIREMENTS AND POLICY ISSUES: THE FORECAST IN RISK ANALYSIS
    Staff Paper Series, Michigan State University, Department of Agricultural, Food, and Resource Economics View citations (1)
65. THE FORECAST IN RISK ANALYSIS
    Regional Research Projects > 1985: S-180 Annual Meeting, March 24-27, 1985, Charleston, South Carolina, Regional Research Projects > S-180: An Economic Analysis of Risk Management Strategies for Agricultural Production Firms View citations (2)

1984

66. THE TEMPORAL NATURE AND "INTERDEPENDENCE" OF AGRICULTURAL PRODUCERS' RISK ATTITUDES AND SUBJECTIVE BELIEFS: A TEXAS EXAMPLE
    1984 Annual Meeting, August 5-8, Ithaca, New York, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)

1981

67. Agricultural Prices in the 1970's and the Quantity Theory of Money
    1981 Annual Meeting, July 26-29, Clemson, South Carolina, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) View citations (1)

1980

68. Tests. of Exogeneity in Bivariate Regressions: Some Empirical Results for Slaughter Cattle and Hogs
    1980 Annual Meeting, July 27-30, Urbana-Champaign, Illinois, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)

1979

69. Analysis of Factors Associated with Over-Order Prices in Federal Milk Orders
    1979 Annual Meeting, July 29-August 1, Pullman, Washington, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)

1975

70. Risk Transfer, Information and Production Contracts: A Suggested Analytical Methodology
    1975 Annual Meeting, August 10-13, Columbus, Ohio, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) View citations (1)

Undated

71. An Economic Evaluation of Basic Formula Price (BFP) Alternatives
    Working Papers, Texas A&M University, Agricultural and Food Policy Center
72. Food Insecurity, Poverty, Unemployment and Obesity in the United States: Effect of (Not) Considering Back-Door Paths in Policy Modeling
    2018 Annual Meeting, February 2-6, 2018, Jacksonville, Florida, Southern Agricultural Economics Association
73. Forecasting Monthly Cotton Price: Structural and Time Series Approaches
    Staff Reports, Texas A&M University, Agricultural and Food Policy Center
    See also Journal Article Forecasting monthly cotton price: Structural and time series approaches, International Journal of Forecasting, Elsevier (1990) View citations (5) (1990)
74. Gaussian Copulas for Imposing Structure on VAR
    2018 Annual Meeting, August 5-7, Washington, D.C., Agricultural and Applied Economics Association
75. How wealth of nations interact with aid and peace: A time and country variant analysis
    2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association
76. Identifying Threshold Technical Advances Required for Incorporating Alternative Crops Into Current Crop Mixes
    1987 Annual Meeting, August 2-5, East Lansing, Michigan, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)
77. Impulse Responses and Intertemporal Pricing of Cotton
    Staff Reports, Texas A&M University, Agricultural and Food Policy Center
78. On aggregation bias in structural demand models
    2010 Annual Meeting, July 25-27, 2010, Denver, Colorado, Agricultural and Applied Economics Association View citations (1)
79. The Role of Futures in Daily Forward Pricing
    1991 Annual Meeting, August 4-7, Manhattan, Kansas, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)

Journal Articles

2020

1. The order of variables, simulation noise, and accuracy of mixed logit estimates
   Empirical Economics, 2020, 58, (5), 2049-2083 View citations (5)
   See also Working Paper The Order of Variables, Simulation Noise and Accuracy of Mixed Logit Estimates, 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts (2016) View citations (1) (2016)

2019

2. Linkages between poverty and income inequality of urban–rural sector: a time series analysis of India’s urban-based aspirations from 1951 to 1994
   Applied Economics Letters, 2019, 26, (6), 446-453 View citations (7)

2018

3. Is it China that leads the Asian stock market contagion in 2015?
   Applied Economics Letters, 2018, 25, (11), 752-757 View citations (11)
4. On the changing structure among Chinese equity markets: Hong Kong, Shanghai, and Shenzhen
   European Journal of Operational Research, 2018, 264, (3), 1020-1032 View citations (9)
5. The relationship between conflict events and commodity prices in Sudan
   Journal of Policy Modeling, 2018, 40, (4), 663-684 View citations (4)
6. The transmission of liquidity shocks via China's segmented money market: Evidence from recent market events
   Journal of International Financial Markets, Institutions and Money, 2018, 57, (C), 110-126 View citations (4)
   See also Working Paper The transmission of liquidity shocks via China's segmented money market: evidence from recent market events, Papers (2018) View citations (4) (2018)

2017

7. Stock returns and interest rates in China: the prequential approach
   Applied Economics, 2017, 49, (53), 5412-5425 View citations (5)

2016

8. Conditions Sufficient to Infer Causal Relationships Using Instrumental Variables and Observational Data
   Computational Economics, 2016, 48, (1), 29-57 View citations (1)
9. Food environment in the United States as a complex economic system
   Food Policy, 2016, 61, (C), 163-175 View citations (12)
10. Information Recovery and Causality: A Tribute to George Judge
    Annual Review of Resource Economics, 2016, 8, (1), 7-23
11. On Forecasting Conflict in the Sudan: 2009–2012
    Journal of Forecasting, 2016, 35, (2), 179-188 View citations (6)
    See also Working Paper On Forecasting Conflict in Sudan: 2009-2012, MPRA Paper (2014) View citations (1) (2014)
12. The Impact of Highly Pathogenic Avian Influenza on Table Egg Prices
    Choices: The Magazine of Food, Farm, and Resource Issues, 2016, 31, (2), 7 View citations (4)
13. The Ramifications of Nearly Going Dark: A Natural Experiment in the Case of U.S. Generic Orange Juice Advertising
    Agricultural and Resource Economics Review, 2016, 45, (1), 68-97 View citations (4)

2015

14. Cattle Markets Integration and Price Discovery: The Case of Mali
    Journal of Development Studies, 2015, 51, (3), 319-334 View citations (4)
15. Price Discovery Between Carbonated Soft Drink Manufacturers and Retailers: A Disaggregate Analysis with Pc and Lingam Algorithms
    Journal of Applied Economics, 2015, 18, (1), 173-197 View citations (9)
    Also in Journal of Applied Economics, 2015, 18, 173-198 (2015) View citations (8)
16. Price formulation and the law of one price in internationally linked markets: an examination of the natural gas markets in the USA and Canada
    The Annals of Regional Science, 2015, 54, (1), 117-142 View citations (19)
17. The Impacts of Foot and Mouth Disease Outbreaks on the Brazilian Meat Market
    Journal of Food Distribution Research, 2015, 46, (3), 19 View citations (3)
    See also Working Paper The Impacts of Foot and Mouth Disease Outbreaks on the Brazilian Meat Market, 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania (2011) View citations (4) (2011)

2014

18. On the Structure of Financial Contagion: Econometric Tests and Mercosur Evidence
    Journal of Applied Economics, 2014, 17, (2), 373-400 View citations (2)
    Also in Journal of Applied Economics, 2014, 17, 373-400 (2014) View citations (3)

2013

19. Aggregate Business Failures and Macroeconomic Conditions: A Var Look at the U.S. Between 1980 and 2004
    Journal of Applied Economics, 2013, 16, (1), 179-202 View citations (5)
    Also in Journal of Applied Economics, 2013, 16, 179-202 (2013) View citations (5)
20. Implications of U.S. Trade Agreements and U.S. Nutrition Policies for Produce Production, Demand, and Trade
    Journal of Agricultural and Applied Economics, 2013, 45, (3), 465-480
    Also in Journal of Agricultural and Applied Economics, 45, 16 View citations (1)

2012

21. D-separation, forecasting, and economic science: a conjecture
    Theory and Decision, 2012, 73, (2), 295-314 View citations (7)

2011

22. Dynamic linkages among equity markets: local versus basket currencies
    Applied Economics, 2011, 43, (14), 1703-1719 View citations (2)
23. The Effect of H1N1 (Swine Flu) Media Coverage on Agricultural Commodity Markets
    Applied Economic Perspectives and Policy, 2011, 33, (2), 241-259 View citations (13)
    Also in Applied Economic Perspectives and Policy, 2011, 33, (2), 241-259 (2011) View citations (13)

2010

24. Econometric Developments in Agricultural and Resource Economics: The First 100 Years
    American Journal of Agricultural Economics, 2010, 92, (2), 571-589 View citations (3)
25. On corporate structure, strategy, and performance: a study with directed acyclic graphs and PC algorithm
    Managerial and Decision Economics, 2010, 31, (1), 47-62
26. Potential Impacts of Foodborne Illness Incidences on Market Movements and Prices of Fresh Produce in the U.S
    Journal of Agricultural and Applied Economics, 2010, 42, (4), 11 View citations (10)
    Also in Journal of Agricultural and Applied Economics, 2010, 42, (4), 731-741 (2010) View citations (7)
27. Price Discovery in Nebraska Cattle Markets
    Journal of Agricultural and Applied Economics, 2010, 42, (1), 1-14 View citations (2)
    Also in Journal of Agricultural and Applied Economics, 2010, 42, (01), 14 (2010) View citations (3)

2009

28. Disproving Causal Relationships Using Observational Data*
    Oxford Bulletin of Economics and Statistics, 2009, 71, (3), 357-374 View citations (9)
    See also Working Paper Disproving Causal Relationships Using Observational Data, 2006 Annual meeting, July 23-26, Long Beach, CA (2006) (2006)
29. Market integration among electricity markets and their major fuel source markets
    Energy Economics, 2009, 31, (3), 482-491 View citations (74)

2008

30. Contagion around the October 1987 stock market crash
    European Journal of Operational Research, 2008, 184, (1), 291-310 View citations (35)
31. Price interactions and discovery among natural gas spot markets in North America
    Energy Policy, 2008, 36, (1), 290-302 View citations (32)
32. Samuelson's Full Duality and the Use of Directed Acyclical Graphs
    Journal of Applied Economics, 2008, 11, (1), 167-191
33. Samuelson´s full duality and the use of directed acyclical graphs
    Journal of Applied Economics, 2008, 11, 167-191 View citations (1)
34. The impacts of animal disease crises on the Korean meat market
    Agricultural Economics, 2008, 39, (2), 183-195 View citations (25)
    See also Working Paper The Impacts of Animal Disease Crises on the Korean Meat Market, 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida (2008) View citations (24) (2008)

2007

35. Price Dynamics in U.S. Grain and Freight Markets
    Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, 2007, 55, (3), 381-397 View citations (12)
36. REITs' dynamics under structural change with unknown break points
    Journal of Housing Economics, 2007, 16, (1), 37-58 View citations (13)
37. The causal modelling on equity market innovations: fit or forecast?
    Applied Financial Economics, 2007, 17, (8), 635-646 View citations (2)
38. Time-varying threshold cointegration and the law of one price
    Applied Economics, 2007, 39, (9), 1091-1105 View citations (23)

2006

39. Causality in futures markets
    Journal of Futures Markets, 2006, 26, (11), 1039-1057 View citations (24)
    See also Working Paper CAUSALITY IN FUTURES MARKETS, Working Papers (2003) View citations (3) (2003)
40. Does consumer debt cause economic recession? Evidence using directed acyclic graphs
    Applied Economics Letters, 2006, 13, (7), 401-407 View citations (3)
41. Effect of lock delay on grain barge rates: examination of upper Mississippi and Illinois Rivers
    The Annals of Regional Science, 2006, 40, (4), 887-908 View citations (5)
42. On the discovery of millet prices in Mali*
    Papers in Regional Science, 2006, 85, (1), 139-162 View citations (7)
43. Price and quantity endogeneity in demand analysis: evidence from directed acyclic graphs
    Agricultural Economics, 2006, 34, (1), 87-95 View citations (12)
44. Price dynamics among U.S. electricity spot markets
    Energy Economics, 2006, 28, (1), 81-101 View citations (55)
45. Probability forecasting and central bank accountability
    Journal of Policy Modeling, 2006, 28, (2), 223-234 View citations (29)

2005

46. A MONTE CARLO STUDY ON THE SELECTION OF COINTEGRATING RANK USING INFORMATION CRITERIA
    Econometric Theory, 2005, 21, (3), 593-620 View citations (27)
47. Price Discovery in the Black Pepper Market in Kerala, India
    Indian Economic Review, 2005, 40, (1), 1-21 View citations (3)

2004

48. Causality and Price Discovery: An Application of Directed Acyclic Graphs
    The Journal of Business, 2004, 77, (4), 1099-1121 View citations (46)
    See also Working Paper CAUSALITY AND PRICE DISCOVERY: AN APPLICATION OF DIRECTED ACYCLIC GRAPHS, 2002 Conference, April 22-23, 2002, St. Louis, Missouri (2002) (2002)
49. Dynamic Relationships Among U.S. Wheat-Related Markets: Applying Directed Acyclic Graphs to a Time Series Model
    Journal of Agricultural and Applied Economics, 2004, 36, (1), 1-22 View citations (13)
    Also in Journal of Agricultural and Applied Economics, 2004, 36, (01), 22 (2004) View citations (13)
50. Forecasting performance of multivariate time series models with full and reduced rank: an empirical examination
    International Journal of Forecasting, 2004, 20, (4), 683-695 View citations (17)
51. Integration and Causality in International Freight Markets: Modeling with Error Correction and Directed Acyclic Graphs
    Southern Economic Journal, 2004, 71, (1), 145-162 View citations (1)
    See also Working Paper INTEGRATION AND CAUSALITY IN INTERNATIONAL FREIGHT MARKETS--MODELING WITH ERROR CORRECTION AND DIRECTED ACYCLIC GRAPHS, Working Papers (2002) View citations (1) (2002)
52. Modeling U.S. Soy-Based Markets with Directed Acyclic Graphs and Bernanke Structural VAR Methods: The Impacts of High Soy Meal and Soybean Prices
    Journal of Food Distribution Research, 2004, 35, (3), 24 View citations (5)
53. Prequential analysis of stock market returns
    Applied Economics, 2004, 36, (5), 399-412 View citations (9)
54. Price discovery in the Texas cash cattle market
    Applied Stochastic Models in Business and Industry, 2004, 20, (4), 355-378 View citations (1)
55. The International Price Transmission in Stock Index Futures Markets
    Economic Inquiry, 2004, 42, (3), 370-386 View citations (23)
56. The informational role of open interest in futures markets
    Applied Economics Letters, 2004, 11, (9), 569-573 View citations (6)
57. Weak-Form Efficiency Vs Semi-Strong Form Efficiency in Price Discovery: an Application to International Black Tea Markets
    Sri Lankan Journal of Agricultural Economics, 2004, 06, 25 View citations (2)

2003

58. Financial crisis and African stock market integration
    Applied Economics Letters, 2003, 10, (9), 527-533 View citations (45)
59. Forecast evaluations in meat demand analysis
    Agribusiness, 2003, 19, (4), 505-523 View citations (7)
60. Price Dynamics in the International Wheat Market: Modeling with Error Correction and Directed Acyclic Graphs
    Journal of Regional Science, 2003, 43, (1), 1-33 View citations (50)
61. The structure of interdependence in international stock markets
    Journal of International Money and Finance, 2003, 22, (2), 261-287 View citations (212)
62. Vector Autoregressions, Policy Analysis, and Directed Acyclic Graphs: An Application to the U.S. Economy
    Journal of Applied Economics, 2003, 06, (2), 24 View citations (20)
    Also in Journal of Applied Economics, 2003, 6, 1-24 (2003) View citations (41)
    Journal of Applied Economics, 2003, 6, (1), 1-24 (2003) View citations (15)

2002

63. A GARCH Approach to Modelling Ocean Grain Freight Rates
    Maritime Economics & Logistics, 2002, 4, (2), 103-125 View citations (7)
64. Money and prices: U.S. Data 1869-1914 (A study with directed graphs)
    Empirical Economics, 2002, 27, (3), 427-446 View citations (39)
65. Price Discovery: The Case of Millet in Bamako, Mali
    Journal of African Economies, 2002, 11, (4), 472-502 View citations (7)
66. The Homogeneity Restriction and Forecasting Performance of VAR-Type Demand Systems: An Empirical Examination of US Meat Consumption
    Journal of Forecasting, 2002, 21, (3), 193-206 View citations (2)
67. Understanding Cointegration: An Application to the Western United States Electricity Market
    The Electricity Journal, 2002, 15, (9), 81-90 View citations (1)

2001

68. Asset storability and price discovery in commodity futures markets: A new look
    Journal of Futures Markets, 2001, 21, (3), 279-300 View citations (113)
69. Economic Development: Evidence from Directed Acyclic Graphs
    Manchester School, 2001, 69, (4), 457-476 View citations (7)

2000

70. On milk prices in Kyrgyzstan
    Applied Economics, 2000, 32, (11), 1465-1473 View citations (1)
71. Railroad wheat transportation markets in the central plains: modeling with error correction and directed graphs
    Transportation Research Part E: Logistics and Transportation Review, 2000, 36, (1), 21-39 View citations (13)
72. THE LAW OF ONE PRICE: DEVELOPED AND DEVELOPING COUNTRY MARKET INTEGRATION
    Journal of Agricultural and Applied Economics, 2000, 32, (3), 12 View citations (14)
    Also in Journal of Agricultural and Applied Economics, 2000, 32, (3), 429-440 (2000) View citations (15)

1999

73. Fox, Glenn. Reason and Reality in the Methodologies of Economics. Cheltenham UK: Edward Elgar, 1997, xi + 142 pp., price unknown
    American Journal of Agricultural Economics, 1999, 81, (2), 479-480
74. Occupant death: a study with directed graphs
    Applied Economics Letters, 1999, 6, (5), 303-306 View citations (5)

1998

75. A time-series analysis of Zimbabwe's corn sales to the Grain Marketing Board
    Development Southern Africa, 1998, 15, (3), 413-427
76. Farm Prices, Retail Prices, and Directed Graphs: Results for Pork and Beef
    American Journal of Agricultural Economics, 1998, 80, (5), 1144-1149 View citations (53)

1997

77. A Bayesian Treatment of Duhem's Thesis: The Case of the ‘Farm Problem’ in Agricultural Economics
    Economics and Philosophy, 1997, 13, (2), 149-158
78. Cointegration: implications for the market efficiencies of the high fructose corn syrup and refined sugar markets
    Applied Economics, 1997, 29, (2), 225-232 View citations (5)
79. Theil, Henri. Studies in Global Econometrics. Dordrecht, The Netherlands: Kluwer Academic Publishers, 1996, ix + 109 pp., hardcover, price unknown
    American Journal of Agricultural Economics, 1997, 79, (2), 693-694

1996

80. Ceteris Paribus: An Evolution within Agricultural Econometrics
    European Review of Agricultural Economics, 1996, 23, (3), 262-80
81. Dynamic relationships between US and Thai rice prices
    Agricultural Economics, 1996, 14, (2), 123-133 View citations (9)
    Also in Agricultural Economics, 1996, 14, (2), 123-133 (1996) View citations (9)

1995

82. U.S. corn exports: the role of the exchange rate
    Agricultural Economics, 1995, 13, (2), 75-88 View citations (14)
    Also in Agricultural Economics, 1995, 13, (2), 75-88 (1995) View citations (6)

1994

83. Economic forecasting in agriculture: Discussion
    International Journal of Forecasting, 1994, 10, (1), 137-138

1993

84. A time-series analysis of the effects of government policies on the U.S. beef cattle industry
    Journal of Policy Modeling, 1993, 15, (2), 117-139 View citations (6)
85. On the Search for Econometric Structure in Agriculture
    American Journal of Agricultural Economics, 1993, 75, (Special_Issue), 41-47 View citations (3)

1992

86. An analysis of forecasts of livestock prices
    Journal of Economic Behavior & Organization, 1992, 18, (2), 249-263 View citations (24)
87. Testing for Granger's Full Causality
    The Review of Economics and Statistics, 1992, 74, (1), 146-53 View citations (5)

1991

88. Cointegration: Some results on U.S. cattle prices
    Journal of Futures Markets, 1991, 11, (4), 461-474 View citations (29)
89. Corn|broiler price transmissions and structural change since the 1950s
    Agribusiness, 1991, 7, (3), 269-284 View citations (1)
90. FABRICATED CUT BEEF PRICES AS LEADING INDICATORS OF FED CATTLE PRICE
    Western Journal of Agricultural Economics, 1991, 16, (01), 7 View citations (1)

1990

91. A note on Chinese rice prices: Interior markets, 1928-1931
    Explorations in Economic History, 1990, 27, (3), 287-298
92. EFFECT OF CONTRACT DISCLOSURE ON PRICE: RAILROAD GRAIN CONTRACTING IN THE PLAINS
    Western Journal of Agricultural Economics, 1990, 15, (2), 7 View citations (13)
93. Forecasting Multiple Time Series with Little Prior Information
    American Journal of Agricultural Economics, 1990, 72, (3), 788-792 View citations (5)
94. Forecasting monthly cotton price: Structural and time series approaches
    International Journal of Forecasting, 1990, 6, (1), 103-113 View citations (5)
    See also Working Paper Forecasting Monthly Cotton Price: Structural and Time Series Approaches, Staff Reports
95. Poultry-Related Price Transmissions and Structural Change Since the 1950's
    Journal of Agricultural Economics Research, 1990, 42, (02), 9 View citations (4)
96. Prequential Analysis of Cattle Prices
    Journal of the Royal Statistical Society Series C, 1990, 39, (1), 95-106 View citations (2)
97. THE CORN-EGG PRICE TRANSMISSION MECHANISM
    Southern Journal of Agricultural Economics, 1990, 22, (2), 8 View citations (5)
    Also in Journal of Agricultural and Applied Economics, 1990, 22, (2), 79-86 (1990) View citations (5)

1989

98. Assessment of the Green Revolution in Sri Lanka: Adaptive Regression Approach
    Indian Journal of Agricultural Economics, 1989, 44, (2) View citations (1)
99. Calibration-Based Predictive Distributions: An Application of Prequential Analysis to Interest Rates, Money, Prices, and Output
    The Journal of Business, 1989, 62, (4), 477-99 View citations (26)
100. ESTIMATING AN UPPER BOUND ON THE PRATT RISK A VERSION COEFFICIENT WHEN THE UTILITY FUNCTION IS UNKNOWN
     Australian Journal of Agricultural and Resource Economics, 1989, 33, (1), 56-63 View citations (42)
     Also in Australian Journal of Agricultural Economics, 1989, 33, (01), 8 (1989) View citations (44)
101. Farmgate, Processor, and Consumer Price Transmissions in the Wheat Sector
     Journal of Agricultural Economics Research, 1989, 41, (3), 6 View citations (4)
102. INCORPORATING GOVERNMENT PROGRAM PROVISIONS INTO A MEAN-VARIANCE FRAMEWORK
     Southern Journal of Agricultural Economics, 1989, 21, (2), 11 View citations (2)
     Also in Journal of Agricultural and Applied Economics, 1989, 21, (2), 95-105 (1989) View citations (2)
103. Optimization of management plans with short and long run problems: The case of shrimp production
     European Journal of Operational Research, 1989, 40, (1), 22-31
104. Subjective Probabilities and Scoring Rules: Experimental Evidence
     American Journal of Agricultural Economics, 1989, 71, (2), 363-369 View citations (14)
105. The Forecast and Policy Analysis
     American Journal of Agricultural Economics, 1989, 71, (2), 503-506 View citations (5)

1988

106. DYNAMIC PRICE ADJUSTMENTS BETWEEN COMMERCIAL AND PUREBRED CATTLE MARKETS
     Southern Journal of Agricultural Economics, 1988, 20, (2), 8 View citations (4)
     Also in Journal of Agricultural and Applied Economics, 1988, 20, (2), 137-144 (1988) View citations (3)
107. FORECASTING AGRICULTURAL PRICES USING A BAYESIAN COMPOSITE APPROACH
     Southern Journal of Agricultural Economics, 1988, 20, (2), 8 View citations (10)
     Also in Journal of Agricultural and Applied Economics, 1988, 20, (2), 73-80 (1988) View citations (10)

1987

108. Effect of Deregulation in Export-Grain Rail Rates in the Plains and Corn Belt
     Journal of the Transportation Research Forum, 1987, 28, (01) View citations (9)
109. Fertilization under Uncertainty: An Analysis Based on Producer Yield Expectations
     American Journal of Agricultural Economics, 1987, 69, (2), 349-357 View citations (29)
110. Forecasting Wheat Exports: Do Exchange Rates Matter?
     Journal of Business & Economic Statistics, 1987, 5, (3), 397-406 View citations (28)
111. On Bayesian composite forecasting
     Omega, 1987, 15, (1), 43-48 View citations (3)
     See also Working Paper ON BAYESIAN COMPOSITE FORECASTING, 1986 Annual Meeting, July 27-30, Reno, Nevada (1986) (1986)

1986

112. Forecasting Vector Autoregressions with Bayesian Priors
     American Journal of Agricultural Economics, 1986, 68, (1), 144-151 View citations (21)
113. Forecasting an agricultural system with random walk priors
     Agricultural Systems, 1986, 21, (1), 59-67 View citations (6)
114. RISK ATTITUDES AND FARM/PRODUCER ATTRIBUTES: A CASE STUDY OF TEXAS COASTAL BEND GRAIN SORGHUM PRODUCERS
     Southern Journal of Agricultural Economics, 1986, 18, (2), 11 View citations (1)
     Also in Journal of Agricultural and Applied Economics, 1986, 18, (2), 85-96 (1986) View citations (1)

1985

115. A comparison of multivariate forecasting procedures for economic time series
     International Journal of Forecasting, 1985, 1, (1), 5-24 View citations (24)
116. EGG PRICES REVISITED
     Southern Journal of Agricultural Economics, 1985, 17, (2), 5 View citations (3)
     Also in Journal of Agricultural and Applied Economics, 1985, 17, (2), 215-220 (1985) View citations (3)

1984

117. Additional evidence on money and prices: U.S. data 1870-1913
     Explorations in Economic History, 1984, 21, (2), 125-132 View citations (4)
118. An Analysis of Dynamic Economic Relationships: An Application to the U.S. Hog Market
     Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, 1984, 32, (1), 109-124 View citations (34)
119. Relative Prices and Money: A Vector Autoregression on Brazilian Data
     American Journal of Agricultural Economics, 1984, 66, (1), 25-30 View citations (68)

1983

120. Expectations in Bulk Ocean Shipping: An Application of Autoregressive Modeling
     The Review of Economics and Statistics, 1983, 65, (3), 516-20 View citations (7)
121. The Money Supply and Nominal Agricultural Prices
     American Journal of Agricultural Economics, 1983, 65, (2), 303-307 View citations (36)

1982

122. Adaptive Expectations, the Exponentially Weighted Forecast, and Optimal Statistical Predictors: A Revisit
     Journal of Agricultural Economics Research, 1982, 34, (02), 8 View citations (9)
123. Causality Tests in Livestock Markets
     American Journal of Agricultural Economics, 1982, 64, (1), 140-144 View citations (31)
124. The Lead-Lag Relationship between Canadian and U.S. Wheat Prices
     American Journal of Agricultural Economics, 1982, 64, (3), 569-572 View citations (21)

1981

125. Composite Forecasting: An Application with U.S. Hog Prices
     American Journal of Agricultural Economics, 1981, 63, (1), 135-140 View citations (30)

1980

126. Aggregated Personalistic Beliefs on Yields of Selected Crops Estimated Using ARIMA Processes
     American Journal of Agricultural Economics, 1980, 62, (4), 666-674 View citations (24)
127. MEASURING LEADS AND LAGS AMONG PRICES: TURKEY PRODUCTS
     Journal of Agricultural Economics Research, 1980, 32, (3), 7 View citations (6)
128. Relationship between Two Price Quotes for Eggs
     American Journal of Agricultural Economics, 1980, 62, (4), 766-771 View citations (12)

1979

129. Risk Management and Risk Preferences in Agriculture: Discussion
     American Journal of Agricultural Economics, 1979, 61, (5), 1078-1080 View citations (3)

Undated

130. ANALYSIS OF SUPPLY RESPONSE AND PRICE RISK ON RICE PRODUCTION IN NIGERIA
     Journal of Agribusiness and Rural Development, 43, (01) View citations (1)
     See also Working Paper ANALYSIS OF SUPPLY RESPONSE AND PRICE RISK ON RICE PRODUCTION IN NIGERIA, 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota (2014) View citations (2) (2014)
131. Lifetime Achievement Award
     Journal of Agricultural and Applied Economics, 45, 1
132. On Agricultural Econometrics
     Journal of Agricultural and Applied Economics, 45, 8

Chapters

2001

1. Expectations, information and dynamics
   Chapter 03 in Handbook of Agricultural Economics, 2001, vol. 1, Part 1, pp 155-206 View citations (40)