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Details about Scott H. Irwin

Homepage:http://www.farmdoc.uiuc.edu/irwin/
Phone:2173336087
Postal address:1301 W. Gregory Dr. 344 Mumford Hall University of Illinois at Urbana-Champaign Urbana, IL 61801
Workplace:Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign, (more information at EDIRC)

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Last updated 2018-02-06. Update your information in the RePEc Author Service.

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Working Papers

2018

  1. The Price of Biodiesel RINs and Economic Fundamentals
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

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 (1)
  2. 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)

2014

  1. Evaluation of Selected USDA WAOB and NASS Forecasts and Estimates in Corn and Soybeans
    Marketing and Outlook Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics Downloads View citations (6)
  2. Grain Stocks Estimates: Can Anything Explain the Market Surprises of Recent Years?
    Agricultural Outlook Forum 2014, United States Department of Agriculture, Agricultural Outlook Forum Downloads

2013

  1. Bubbles, Food Prices, and Speculation: Evidence from the CFTC's Daily Large Trader Data Files
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (17)
    See also Chapter (2014)
  2. Dissecting Corn Price Movements with Directed Acyclic Graphs
    2013 Annual Meeting, August 4-6, 2013, Washington, D.C., Agricultural and Applied Economics Association Downloads
  3. Non-Convergence in Domestic Commodity Futures Markets: Causes, Consequences, and Remedies
    Economic Information Bulletin, United States Department of Agriculture, Economic Research Service Downloads View citations (12)
  4. Plenary Panel: Managing Risk in Today's Markets
    Agricultural Outlook Forum 2013, United States Department of Agriculture, Agricultural Outlook Forum Downloads

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 Downloads View citations (1)
    Also in Working Papers, Structure and Performance of Agriculture and Agri-products Industry (SPAA) (2012) Downloads View citations (1)
  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 Downloads
  3. How Market Efficiency and the Theory of Storage Link Corn and Ethanol Markets Energy Economics
    ISU General Staff Papers, Iowa State University, Department of Economics Downloads View citations (14)
  4. 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 Downloads
  5. The Pricing Performance of Market Advisory Services in Cattle Over 1995-2004
    AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics Downloads
  6. The Pricing Performance of Market Advisory Services in Hogs Over 1995-2004
    AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics Downloads
  7. 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 in Applied Economics (2013)

2011

  1. 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 Downloads
  2. Alternative 2011 Corn Production, Consumption, and Price Scenarios
    Marketing and Outlook Briefs, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics Downloads View citations (1)
  3. USDA Corn and Soybean Acreage Estimates and Yield Forecasts: Dispelling Myths and Misunderstandings
    Marketing and Outlook Briefs, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics Downloads View citations (2)

2010

  1. Alternative 2010 Corn Production Scenarios and Policy Implications
    Marketing and Outlook Briefs, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics Downloads
  2. 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 Downloads View citations (5)
    Also in Food and Agricultural Policy Research Institute (FAPRI) Publications (archive only), Center for Agricultural and Rural Development (CARD) at Iowa State University (2010) Downloads
    Midwest Agribusiness Trade Research and Information Center (MATRIC) Publications (archive only), Center for Agricultural and Rural Development (CARD) at Iowa State University (2010) Downloads

    See also Journal Article in Energy Economics (2012)
  3. The Impact of Index and Swap Funds on Commodity Futures Markets: Preliminary Results
    OECD Food, Agriculture and Fisheries Papers, OECD Publishing Downloads View citations (39)

2009

  1. 2009 Corn Yield Prospects Continue to Improve
    Marketing and Outlook Briefs, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics Downloads
  2. 2009 Corn Yield Prospects Improving
    Marketing and Outlook Briefs, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics Downloads View citations (1)
  3. 2009 Final Corn and Soybean Yield Forecasts
    Marketing and Outlook Briefs, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics Downloads View citations (1)
  4. 2009 Soybean Yield Prospects Improving
    Marketing and Outlook Briefs, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics Downloads View citations (1)
  5. 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 Downloads View citations (1)
    See also Journal Article in Agricultural Economics (2010)
  6. Advisory Service Marketing Profiles for Hard Red Winter Wheat over 1995-2004
    AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics Downloads
  7. Advisory Service Marketing Profiles for Soft Red Winter Wheat over 1995-2004
    AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics Downloads
  8. 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 Downloads
  9. Early Prospects for 2009 Corn Yields in Illinois, Indiana, and Iowa
    Marketing and Outlook Briefs, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics Downloads View citations (4)
  10. Early Prospects for 2009 Soybean Yields in Illinois, Indiana, and Iowa
    Marketing and Outlook Briefs, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics Downloads View citations (1)
  11. Empirical Confidence Intervals for WASDE Forecasts of Corn, Soybean, and Wheat Prices
    Marketing and Outlook Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics Downloads
    Also in 2006 Conference, April 17-18, 2006, St. Louis, Missouri, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management (2006) Downloads View citations (1)
  12. 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 Downloads
    See also Journal Article in Journal of Agricultural and Resource Economics (2011)
  13. Poor Convergence Performance of CBOT Corn, Soybean and Wheat Futures Contracts: Causes and Solutions
    Marketing and Outlook Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics Downloads View citations (3)
  14. The Pricing Performance of Market Advisory Services in Wheat Over 1995-2004
    AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics Downloads View citations (3)

2008

  1. 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 Downloads View citations (3)
  2. Forming Expectations About 2008 U.S. Corn and Soybean Yields — Application of Crop Weather Models that Incorporate Planting Progress
    Marketing and Outlook Briefs, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics Downloads
  3. 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 Downloads
  4. 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) Downloads
  5. 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 Downloads
  6. 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 Downloads View citations (13)
    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) Downloads View citations (11)

    See also Journal Article in Applied Economic Perspectives and Policy (2010)
  7. 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 Downloads
    See also Journal Article in Journal of Agricultural and Applied Economics (2009)
  8. The New Era of Corn, Soybean, and Wheat Prices
    Marketing and Outlook Briefs, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics Downloads View citations (2)
  9. 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 Downloads View citations (6)

2007

  1. 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 Downloads View citations (2)
  2. Do Big Crops Get Bigger and Small Crops Get Smaller? Further Evidence on Smoothing in USDA Crop Production Forecasts
    2007 Conference, April 16-17, 2007, Chicago, Illinois, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management Downloads
  3. Forecast Performance of Futures Price Models for Corn, Soybeans, and Wheat
    2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) Downloads
  4. 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 Downloads View citations (2)
    See also Journal Article in American Journal of Agricultural Economics (2010)
  5. 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 Downloads View citations (1)
  6. 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 Downloads
  7. 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, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) Downloads View citations (5)
  8. 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 Downloads
    See also Journal Article in Journal of Agricultural and Applied Economics (2008)

2006

  1. 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) Downloads View citations (2)
  2. 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 Downloads View citations (2)
  3. 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 Downloads View citations (3)
  4. 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 Downloads
  5. 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) Downloads
  6. 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) Downloads
  7. 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 Downloads
  8. 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 Downloads
  9. 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 Downloads View citations (11)
  10. 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 Downloads View citations (2)
  11. 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 Downloads View citations (7)
  12. 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) Downloads

2005

  1. 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) Downloads
  2. 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 Downloads View citations (2)
  3. 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) Downloads View citations (3)
  4. 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) Downloads
  5. 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 Downloads
    See also Journal Article in American Journal of Agricultural Economics (2007)
  6. 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 Downloads
  7. 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 Downloads View citations (3)
  8. 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 Downloads View citations (6)
    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) Downloads
  9. 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 Downloads View citations (1)
    See also Journal Article in Journal of Agricultural and Resource Economics (2006)
  10. 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 Downloads View citations (2)
  11. 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 Downloads View citations (2)

2004

  1. 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 Downloads View citations (8)
    See also Journal Article in American Journal of Agricultural Economics (2006)
  2. Advisory Service Marketing Profiles for Corn in 2001
    AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics Downloads View citations (7)
  3. Advisory Service Marketing Profiles for Soybeans in 2001
    AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics Downloads View citations (4)
  4. Crop Farmers’ Use of Market Advisory Services
    AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics Downloads View citations (10)
  5. 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) Downloads View citations (1)
  6. 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 Downloads
  7. 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 Downloads
    Also in AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics (2003) Downloads View citations (4)

    See also Journal Article in Journal of Agricultural and Applied Economics (2005)
  8. 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) Downloads View citations (1)
  9. 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) Downloads View citations (5)
  10. 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 Downloads View citations (1)
  11. 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) Downloads View citations (1)
  12. The Profitability of Technical Analysis: A Review
    AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics Downloads View citations (27)

2003

  1. 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 Downloads View citations (7)
  2. 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 Downloads View citations (7)
  3. EVALUATION OF MARKET ADVISORY SERVICE PERFORMANCE IN HOGS
    2003 Conference, April 21-22, 2003, St. Louis, Missouri, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management Downloads View citations (1)
  4. 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) Downloads
  5. New Generation Grain Marketing Contracts
    AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics Downloads View citations (3)
  6. 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) Downloads View citations (2)
  7. 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 Downloads View citations (3)
    Also in AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics (2003) Downloads View citations (3)
  8. 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 Downloads View citations (1)
  9. 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 Downloads
  10. 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 Downloads View citations (3)

2002

  1. 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 Downloads View citations (3)
  2. 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) Downloads View citations (10)
    Also in 2002 Regional Committee NC-221, October 7-8, 2002, Denver, Colorado, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition (2002) Downloads
  3. 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 Downloads View citations (9)
  4. 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 Downloads

2001

  1. 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 Downloads View citations (6)
  2. 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 Downloads View citations (20)
    See also Journal Article in American Journal of Agricultural Economics (2004)
  3. 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 Downloads View citations (1)
  4. 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 Downloads View citations (4)
  5. 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 Downloads
  6. 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 Downloads View citations (5)
  7. 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 Downloads View citations (10)

2000

  1. 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 Downloads View citations (2)
  2. 1999 PRICING PERFORMANCE OF MARKET ADVISORY SERVICES FOR CORN AND SOYBEANS
    AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics Downloads View citations (3)
  3. DO AGRICULTURAL MARKET ADVISORY SERVICES BEAT THE MARKET? EVIDENCE FROM THE CORN AND SOYBEAN MARKETS OVER 1995-1998
    AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics Downloads View citations (2)
  4. 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) Downloads
  5. 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 Downloads View citations (8)
  6. 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 Downloads View citations (1)
  7. 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 Downloads View citations (1)
  8. 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) Downloads View citations (1)

1999

  1. 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 Downloads View citations (1)
  2. 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 Downloads View citations (1)
  3. SURVEYING FARMERS: A RESEARCH NOTE
    AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics Downloads View citations (1)
  4. 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 Downloads View citations (5)

1998

  1. 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 Downloads View citations (10)
  2. 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 Downloads View citations (8)

1997

  1. 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 Downloads View citations (4)
  2. 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 Downloads View citations (12)
    Also in Finance, University Library of Munich, Germany (1997) Downloads

    See also Journal Article in Journal of Futures Markets (1998)
  3. Market Efficiency and Marketing to Enhance Income of Crop Producers
    Finance, University Library of Munich, Germany Downloads View citations (11)
    See also Journal Article in Review of Agricultural Economics (1998)
  4. Noise Traders, Market Sentiment, and Futures Price Behavior
    Finance, University Library of Munich, Germany Downloads View citations (3)

1996

  1. NOISE TRADE DEMAND IN FUTURES MARKETS
    ACE OFOR Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics Downloads View citations (1)
    Also in Finance, University Library of Munich, Germany (1996) Downloads View citations (7)

1990

  1. NONSTATIONARITY OF SOYBEAN FUTURES PRICE DISTRIBUTIONS: OPTION-BASED EVIDENCE
    Illinois Agricultural Economics Staff Paper, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics Downloads

1989

  1. An Investigation of Pricing Models for Live Cattle and Feeder Cattle Options
    Staff Papers, Virginia Polytechnic Institute and State University, Department of Agricultural and Applied Economics Downloads

Undated

  1. Commodity Storage under Backwardation: Does the Working Curve Still Work?
    2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania, Agricultural and Applied Economics Association Downloads
    See also Journal Article in Applied Economic Perspectives and Policy (2016)
  2. The Relationship between Commodity Investment Flows and Crude Oil Futures Prices: Real or Spurious?
    2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association Downloads

Journal Articles

2017

  1. New Evidence that Index Traders Did Not Drive Bubbles in Grain Futures Markets
    Journal of Agricultural and Resource Economics, 2017, 42, (1), 23 Downloads View citations (2)

2016

  1. Are Gasoline Prices Still High Relative to Crude Oil Prices?
    farmdoc daily, 2016, 6 Downloads
  2. Commodity Storage under Backwardation: Does the Working Curve Still Work?
    Applied Economic Perspectives and Policy, 2016, 38, (1), 152-173 Downloads View citations (1)
    See also Working Paper
  3. Forming Expectations for 2016 U.S. Average Corn and Soybean Yields: What about El Niño Transitions?
    farmdoc daily, 2016, 6 Downloads
  4. Forming Expectations for the 2016 U.S. Average Corn Yield: What About El Niño?
    farmdoc daily, 2016, 6 Downloads
  5. Forming Expectations for the 2016 U.S. Average Soybean Yield: What About El Niño?
    farmdoc daily, 2016, 6 Downloads
  6. More on the Competitive Position of Ethanol as an Octane Enhancer
    farmdoc daily, 2016, 6 Downloads
  7. Release of iFarm Premium Calculator and iFarm Payment Evaluator
    farmdoc daily, 2016, 6 Downloads
  8. The "Necessity" of New Position Limits in Agricultural Futures Markets: The Verdict from Daily Firm-level Position Data
    Applied Economic Perspectives and Policy, 2016, 38, (2), 292-317 Downloads
  9. The Competitive Position of Ethanol as an Octane Enhancer
    farmdoc daily, 2016, 6 Downloads
  10. The Crop Acreage Puzzle Revisited--With Implications for 2016
    farmdoc daily, 2016, 6 Downloads
  11. The New Upside-Down Relationship of Ethanol and Gasoline Prices
    farmdoc daily, 2016, 6 Downloads
  12. The Profitability of Biodiesel Production in 2015
    farmdoc daily, 2016, 6 Downloads
  13. The Profitability of Ethanol Production in 2015
    farmdoc daily, 2016, 6 Downloads
  14. Using FSA Acreage Data to Project NASS January Planted Acreage Estimates for Corn and Soybeans
    farmdoc daily, 2016, 6 Downloads
  15. farmdoc daily Turns Five Today!
    farmdoc daily, 2016, 6 Downloads

2015

  1. $25 spring wheat was a bubble, right?
    Agricultural Finance Review, 2015, 75, (1), 114-132 Downloads
  2. 2014 Really Was an Amazing Year for Ethanol Production Profits
    farmdoc daily, 2015, 5 Downloads
  3. Ethanol Production Profits: The Risk from Lower Prices of Distillers Grains
    farmdoc daily, 2015, 5 Downloads
  4. Forecast performance of WASDE price projections for U.S. corn
    Agricultural Economics, 2015, 46, (S1), 157-171 Downloads View citations (5)
  5. Forming Expectations for the 2015 U.S. Average Corn Yield: What Does History Teach Us?
    farmdoc daily, 2015, 5 Downloads View citations (1)
  6. Forming Expectations for the 2015 U.S. Average Soybean Yield: What Does History Teach Us?
    farmdoc daily, 2015, 5 Downloads View citations (1)
  7. Forming Expectations for the 2015 U.S. Average Spring Wheat Yield: What Does History Teach Us?
    farmdoc daily, 2015, 5 Downloads View citations (1)
  8. Forming Expectations for the 2015 U.S. Average Winter Wheat Yield: What Does History Teach Us?
    farmdoc daily, 2015, 5 Downloads View citations (1)
  9. Further Evidence on the Competitiveness of Ethanol in Gasoline Blends
    farmdoc daily, 2015, 5 Downloads View citations (1)
  10. Futures Market Failure?
    American Journal of Agricultural Economics, 2015, 97, (1), 40-64 Downloads View citations (5)
  11. Long-Term Corn Price Forecasts and the Farm Bill Program Choice
    farmdoc daily, 2015, 5 Downloads
  12. Long-Term Corn, Soybeans, and Wheat Price Forecasts and the Farm Bill Program Choice
    farmdoc daily, 2015, 5 Downloads
  13. Price Explosiveness, Speculation, and Grain Futures Prices
    American Journal of Agricultural Economics, 2015, 97, (1), 65-87 Downloads View citations (17)
  14. Progression of USDA Corn and Soybean Acreage Estimates and Prospects for Final Estimates for 2015
    farmdoc daily, 2015, 5 Downloads
  15. Projecting the 2015-16 Corn Balance Sheet and Price Implications
    farmdoc daily, 2015, 5 Downloads
  16. RINs Gone Wild? (round 2)
    farmdoc daily, 2015, 5 Downloads
  17. The Acreage Puzzle
    farmdoc daily, 2015, 5 Downloads
  18. The Cost of Post‐Harvest Forward Contracting in Corn and Soybeans
    Agribusiness, 2015, 31, (1), 47-62 Downloads View citations (4)
  19. The Profitability of Biodiesel Production in 2014
    farmdoc daily, 2015, 5 Downloads
  20. The Real Price of Natural Gas
    farmdoc daily, 2015, 5 Downloads
  21. The Relationship between Stocks-to-Use and Corn Prices Revisited
    farmdoc daily, 2015, 5 Downloads
  22. Understanding and Evaluating WAOB/USDA Corn Yield Forecasts
    farmdoc daily, 2015, 5 Downloads
  23. What if the EPA Implements RFS Mandates for Renewable Fuels at Statutory Levels?
    farmdoc daily, 2015, 5 Downloads
  24. Where Are Diesel Prices Headed?
    farmdoc daily, 2015, 5 Downloads
  25. Why Isn't the Price of Ethanol RINs Plummeting?
    farmdoc daily, 2015, 5 Downloads
  26. Why are Gasoline and Diesel Prices So High? (Relative to Crude Oil Prices)
    farmdoc daily, 2015, 5 Downloads
  27. Why is the Price of Biodiesel RINs Plummeting?
    farmdoc daily, 2015, 5 Downloads

2014

  1. 2014: A Tough Year for Biodiesel Producers
    farmdoc daily, 2014, 4, 4 Downloads
  2. Are USDA Corn Yield Forecasts Getting Better or Worse over Time?
    farmdoc daily, 2014, 4, 8 Downloads
  3. Are USDA Soybean Yield Forecasts Getting Better or Worse over Time?
    farmdoc daily, 2014, 4, 8 Downloads
  4. Bubbles in food commodity markets: Four decades of evidence
    Journal of International Money and Finance, 2014, 42, (C), 129-155 Downloads View citations (58)
  5. Do Big Corn Crops Always Get Bigger?
    farmdoc daily, 2014, 4, 8 Downloads
  6. Do Big Soybean Crops Always Get Bigger?
    farmdoc daily, 2014, 4, 7 Downloads
  7. Do Falling Gasoline Prices Threaten the Competitiveness of Ethanol?
    farmdoc daily, 2014, 4, 6 Downloads
  8. Energy futures prices and commodity index investment: New evidence from firm-level position data
    Energy Economics, 2014, 46, (S1), S57-S68 Downloads View citations (6)
  9. Ethanol Production Profits Hit the Wall
    farmdoc daily, 2014, 4, 4 Downloads
  10. How Much Will Falling Gasoline Prices Affect Ethanol and Corn Demand?
    farmdoc daily, 2014, 4 Downloads
  11. Owning Corn and Soybeans beyond Harvest in 2014/15
    farmdoc daily, 2014, 4, 4 Downloads
  12. Pricing of 2014 Biodiesel RINs under Alternative Policy Scenarios
    farmdoc daily, 2014, 4, 5 Downloads
  13. Prospects for Ethanol Production Profits Dim as Gasoline Prices Plummet
    farmdoc daily, 2014, 4 Downloads View citations (1)
  14. Rolling Back the Write Down of the Renewable Mandate for 2014: The RINs Market Rings the Bell Again
    farmdoc daily, 2014, 4, 7 Downloads View citations (1)
  15. The 2014 U.S. Average Soybean Yield: Headed for a New Record?
    farmdoc daily, 2014, 4, 5 Downloads
  16. The Behavior of Bid-Ask Spreads in the Electronically-Traded Corn Futures Market
    American Journal of Agricultural Economics, 2014, 96, (2), 557-577 Downloads View citations (5)
  17. Understanding the Behavior of Biodiesel RINs Prices
    farmdoc daily, 2014, 4, 7 Downloads View citations (1)
  18. What Can We Learn About Corn and Soybean Yields From Crop Tours?
    farmdoc daily, 2014, 4, 5 Downloads

2013

  1. Commodity index investment and food prices: does the “Masters Hypothesis” explain recent price spikes?
    Agricultural Economics, 2013, 44, (s1), 29-41 Downloads View citations (17)
  2. Do Big Crops Get Bigger and Small Crops Get Smaller? Further Evidence on Smoothing in U.S. Department of Agriculture Forecasts
    Journal of Agricultural and Applied Economics, 2013, 45, (1), 13 Downloads View citations (2)
    Also in Journal of Agricultural and Applied Economics, 2013, 45, (01), 95-107 (2013) Downloads View citations (2)
  3. Measuring Index Investment in Commodity Futures Markets
    The Energy Journal, 2013, Volume 34, (Number 3) Downloads View citations (14)
  4. Returns to individual traders in agricultural futures markets: skill or luck?
    Applied Economics, 2013, 45, (25), 3650-3666 Downloads View citations (5)
  5. Solving the Commodity Markets’ Non-Convergence Puzzle
    Amber Waves:The Economics of Food, Farming, Natural Resources, and Rural America, 2013, (07), 1 Downloads
  6. When do the USDA forecasters make mistakes?
    Applied Economics, 2013, 45, (36), 5086-5103 Downloads View citations (3)
    See also Working Paper (2012)

2012

  1. A Reappraisal of Investing in Commodity Futures Markets
    Applied Economic Perspectives and Policy, 2012, 34, (3), 515-530 Downloads View citations (9)
    Also in Applied Economic Perspectives and Policy, 2012, 34, (3), 515-530 (2012) Downloads View citations (7)
  2. Composite and Outlook Forecast Accuracy
    Journal of Agricultural and Resource Economics, 2012, 37, (2), 19 Downloads View citations (2)
  3. Financialization and Structural Change in Commodity Futures Markets
    Journal of Agricultural and Applied Economics, 2012, 44, (3), 26 Downloads View citations (39)
    Also in Journal of Agricultural and Applied Economics, 2012, 44, (03), 371-396 (2012) Downloads View citations (39)
  4. How market efficiency and the theory of storage link corn and ethanol markets
    Energy Economics, 2012, 34, (6), 2157-2166 Downloads View citations (34)
    See also Working Paper (2010)
  5. Testing the Masters Hypothesis in commodity futures markets
    Energy Economics, 2012, 34, (1), 256-269 Downloads View citations (117)

2011

  1. Are Agricultural Options Overpriced?
    Journal of Agricultural and Resource Economics, 2011, 36, (1), 15 Downloads View citations (1)
  2. Empirical confidence intervals for USDA commodity price forecasts
    Applied Economics, 2011, 43, (26), 3789-3803 Downloads View citations (5)
  3. Improving the accuracy of outlook price forecasts
    Agricultural Economics, 2011, 42, (3), 357-371 View citations (3)
  4. Index Funds, Financialization, and Commodity Futures Markets
    Applied Economic Perspectives and Policy, 2011, 33, (1), 1-31 Downloads View citations (83)
    Also in Applied Economic Perspectives and Policy, 2011, 33, (1), 1-31 (2011) Downloads View citations (65)
  5. Live and Feeder Cattle Options Markets: Returns, Risk, and Volatility Forecasting
    Journal of Agricultural and Resource Economics, 2011, 36, (1), 20 Downloads View citations (3)
    See also Working Paper (2009)
  6. 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 Downloads View citations (31)
  7. O Excesso de Confiança dos Produtores de Milho no Brasil e o Uso de Contratos Futuros
    Brazilian Journal of Rural Economy and Sociology (Revista de Economia e Sociologia Rural-RESR), 2011, 49, (2), 22 Downloads
  8. 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 Downloads View citations (4)
    Also in Applied Economic Perspectives and Policy, 2011, 33, (1), 116-142 (2011) Downloads View citations (4)

2010

  1. A reality check on technical trading rule profits in the U.S. futures markets
    Journal of Futures Markets, 2010, 30, (7), 633-659 Downloads View citations (5)
  2. A speculative bubble in commodity futures prices? Cross-sectional evidence
    Agricultural Economics, 2010, 41, (1), 25-32 Downloads View citations (52)
    See also Working Paper (2009)
  3. Hog Options: Contract Redesign and Market Efficiency
    Journal of Agricultural and Applied Economics, 2010, 42, (4), 18 Downloads View citations (1)
    Also in Journal of Agricultural and Applied Economics, 2010, 42, (04), 773-790 (2010) Downloads View citations (1)
  4. Outlook vs. Futures: Three Decades of Evidence in Hog and Cattle Markets
    American Journal of Agricultural Economics, 2010, 92, (1), 1-15 Downloads View citations (9)
    See also Working Paper (2007)
  5. Quantile Regression Estimates of Confidence Intervals for WASDE Price Forecasts
    Journal of Agricultural and Resource Economics, 2010, 35, (3), 23 Downloads View citations (1)
  6. 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 Downloads View citations (1)
  7. The Adequacy of Speculation in Agricultural Futures Markets: Too Much of a Good Thing?
    Applied Economic Perspectives and Policy, 2010, 32, (1), 77-94 Downloads View citations (51)
    Also in Applied Economic Perspectives and Policy, 2010, 32, (1), 77-94 (2010) Downloads View citations (44)

    See also Working Paper (2008)

2009

  1. Devil or Angel? The Role of Speculation in the Recent Commodity Price Boom (and Bust)
    Journal of Agricultural and Applied Economics, 2009, 41, (02), 377-391 Downloads View citations (83)
    Also in Journal of Agricultural and Applied Economics, 2009, 41, (2) (2009) Downloads View citations (92)
  2. Is Storage at a Loss Merely an Illusion of Spatial Aggregation?
    Journal of Agribusiness, 2009, 27, (1-2), 20 Downloads View citations (2)
  3. Market Instability in a New Era of Corn, Soybean, and Wheat Prices
    Choices: The Magazine of Food, Farm, and Resource Issues, 2009, (1), 6 Downloads View citations (19)
  4. Smart Money: The Forecasting Ability of CFTC Large Traders in Agricultural Futures Markets
    Journal of Agricultural and Resource Economics, 2009, 34, (2), 21 Downloads View citations (14)
  5. The Marketing Performance of Illinois and Kansas Wheat Farmers
    Journal of Agricultural and Applied Economics, 2009, 41, (1), 15 Downloads View citations (1)
    Also in Journal of Agricultural and Applied Economics, 2009, 41, (01), 177-191 (2009) Downloads View citations (1)

    See also Working Paper (2008)

2008

  1. Impact of WASDE reports on implied volatility in corn and soybean markets
    Agribusiness, 2008, 24, (4), 473-490 Downloads View citations (8)
  2. Producers' complex risk management choices
    Agribusiness, 2008, 24, (1), 31-54 Downloads View citations (6)
  3. Recent Convergence Performance of CBOT Corn, Soybean, and Wheat Futures Contracts
    Choices: The Magazine of Food, Farm, and Resource Issues, 2008, 23, (2), 6 Downloads View citations (2)
  4. 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), 89-103 Downloads View citations (17)
    Also in Journal of Agricultural and Applied Economics, 2008, 40, (1), 15 (2008) Downloads View citations (18)
  5. To What Surprises Do Hog Futures Markets Respond?
    Journal of Agricultural and Applied Economics, 2008, 40, (1), 15 Downloads View citations (3)
    Also in Journal of Agricultural and Applied Economics, 2008, 40, (01), 73-87 (2008) Downloads View citations (3)

    See also Working Paper (2007)

2007

  1. Style and Performance of Agricultural Market Advisory Services
    American Journal of Agricultural Economics, 2007, 89, (3), 607-623 Downloads View citations (3)
    See also Working Paper (2005)
  2. WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS?
    Journal of Economic Surveys, 2007, 21, (4), 786-826 Downloads View citations (87)

2006

  1. Are Revisions to USDA Crop Production Forecasts Smoothed?
    American Journal of Agricultural Economics, 2006, 88, (4), 1091-1104 Downloads View citations (18)
    See also Working Paper (2004)
  2. The Value of USDA Situation and Outlook Information in Hog and Cattle Markets
    Journal of Agricultural and Resource Economics, 2006, 31, (2), 21 Downloads View citations (17)
    See also Working Paper (2005)

2005

  1. Does the Performance of Illinois Corn and Soybean Farmers Lag the Market?
    American Journal of Agricultural Economics, 2005, 87, (5), 1271-1279 Downloads View citations (7)
  2. Heterogeneity in the likelihood of market advisory service use by U.S. crop producers
    Agribusiness, 2005, 21, (1), 109-128 Downloads View citations (8)
  3. Optimal Hedging with a Subjective View: An Empirical Bayesian Approach
    American Journal of Agricultural Economics, 2005, 87, (4), 918-930 Downloads View citations (4)
  4. Portfolios of Agricultural Market Advisory Services: How Much Diversification Is Enough?
    Journal of Agricultural and Applied Economics, 2005, 37, (01), 101-114 Downloads
    Also in Journal of Agricultural and Applied Economics, 2005, 37, (1), 14 (2005) Downloads

    See also Working Paper (2004)

2004

  1. Crop Insurance Valuation under Alternative Yield Distributions
    American Journal of Agricultural Economics, 2004, 86, (2), 406-419 Downloads View citations (47)
    See also Working Paper (2001)
  2. Efficiency Analysis of Agricultural Market Advisory Services: A Nonlinear Mixed-Integer Programming Approach
    Manufacturing & Service Operations Management, 2004, 6, (3), 237-252 Downloads View citations (4)
  3. Evaluation of USDA Interval Forecasts of Corn and Soybean Prices
    American Journal of Agricultural Economics, 2004, 86, (4), 990-1004 Downloads View citations (7)
  4. The Farmdoc Project: This Is Still Your Father's Extension Program
    American Journal of Agricultural Economics, 2004, 86, (3), 772-777 Downloads View citations (4)
  5. The Impact of Market Advisory Service Recommendations on Producers' Marketing Decisions
    Journal of Agricultural and Resource Economics, 2004, 29, (2), 20 Downloads View citations (8)

2003

  1. An Evaluation of Crop Forecast Accuracy for Corn and Soybeans: USDA and Private Information Agencies
    Journal of Agricultural and Applied Economics, 2003, 35, (01), 79-95 Downloads View citations (15)
    Also in Journal of Agricultural and Applied Economics, 2003, 35, (1), 17 (2003) Downloads View citations (19)
  2. THE THEORY OF CONTRARY OPINION: A TEST USING SENTIMENT INDICES IN FUTURES MARKETS
    Journal of Agribusiness, 2003, 21, (1), 26 Downloads View citations (7)

2002

  1. Surveying Farmers: A Case Study
    Review of Agricultural Economics, 2002, 24, (1), 266-277 Downloads View citations (5)
    Also in Review of Agricultural Economics, 2002, 24, (1), 266-277 (2002) Downloads View citations (17)

2001

  1. 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, (3), 16 Downloads View citations (1)
    Also in Journal of Agricultural and Applied Economics, 2001, 33, (03), 523-538 (2001) Downloads
  2. PRE-HARVEST PRICING STRATEGIES IN OHIO CORN MARKETS: THEIR EFFECT ON RETURNS AND CASH FLOW
    Journal of Agricultural and Applied Economics, 2001, 33, (1), 13 Downloads View citations (1)
    Also in Journal of Agricultural and Applied Economics, 2001, 33, (01), 103-115 (2001) Downloads

1999

  1. A reappraisal of the forecasting performance of corn and soybean new crop futures
    Journal of Futures Markets, 1999, 19, (5), 603-618 Downloads View citations (3)
  2. Managed futures, positive feedback trading, and futures price volatility
    Journal of Futures Markets, 1999, 19, (7), 759-776 Downloads View citations (6)

1998

  1. An analysis of the profiles and motivations of habitual commodity speculators
    Journal of Futures Markets, 1998, 18, (7), 765-801 Downloads View citations (12)
    See also Working Paper (1997)
  2. Market Efficiency and Marketing to Enhance Income of Crop Producers
    Review of Agricultural Economics, 1998, 20, (2), 308-331 Downloads View citations (4)
    See also Working Paper (1997)

1997

  1. Future price responses to USDA's Cold Storage report
    Agribusiness, 1997, 13, (4), 393-400
  2. The value of public information in commodity futures markets
    Journal of Economic Behavior & Organization, 1997, 32, (4), 559-570 Downloads View citations (29)

1996

  1. An Examination of Option-Implied S&P 500 Futures Price Distributions
    The Financial Review, 1996, 31, (3), 667-94
  2. IMPROVING THE RELEVANCE OF RESEARCH ON PRICE FORECASTING AND MARKETING STRATEGIES
    Agricultural and Resource Economics Review, 1996, 25, (1), 8 Downloads View citations (30)
    Also in Agricultural and Resource Economics Review, 1996, 25, (01), 68-75 (1996) Downloads View citations (10)
  3. Monte Carlo Analysis of Mean Reversion in Commodity Futures Prices
    American Journal of Agricultural Economics, 1996, 78, (2), 387-399 Downloads View citations (16)
  4. Reaction of Wheat, Corn, and Soybean Futures Prices to USDA "Export Inspections" Reports
    Review of Agricultural Economics, 1996, 18, (1), 127-136 Downloads View citations (1)

1995

  1. Informational Content of Government Hogs and Pigs Reports: Comment
    American Journal of Agricultural Economics, 1995, 77, (3), 698-702 Downloads

1994

  1. Rational Expectations in Agriculture? A Review of the Issues and the Evidence
    Review of Agricultural Economics, 1994, 16, (1), 133-158 Downloads View citations (4)
  2. The forecasting performance of livestock futures prices: A comparison to USDA expert predictions
    Journal of Futures Markets, 1994, 14, (7), 861-875 Downloads View citations (1)
  3. The performance of alternative VAR models in forecasting exchange rates
    International Journal of Forecasting, 1994, 10, (3), 419-433 Downloads View citations (14)

1993

  1. Economic evaluation of commodity price forecasting models
    International Journal of Forecasting, 1993, 9, (3), 387-397 Downloads View citations (15)
  2. Investment performance of public commodity pools: 1979‐1990
    Journal of Futures Markets, 1993, 13, (7), 799-820 Downloads View citations (1)

1992

  1. Option‐based evidence of the nonstationarity of expected S&P 500 futures price distributions
    Journal of Futures Markets, 1992, 12, (3), 275-290 Downloads View citations (5)
  2. The Market Timing Value of Univariate and Multivariate Time Series Models Within the Soybean Complex
    Journal of Agribusiness, 1992, 10, (1), 13 Downloads
  3. Weak- and Strong-Form Rationality Tests of Market Analysts' Expectations of USDA Hogs and Pigs Reports
    Review of Agricultural Economics, 1992, 14, (2), 263-270 Downloads

1991

  1. The soybean complex spread: An examination of market efficiency from the viewpoint of a production process
    Journal of Futures Markets, 1991, 11, (1), 25-37 Downloads View citations (3)

1990

  1. Hedging Effectiveness in a Vertical Marketing Channel for Two Periods
    Journal of Agribusiness, 1990, 08, (2), 14 Downloads
  2. The Reaction of Live Hog Futures Prices to USDA Hogs and Pigs Reports
    American Journal of Agricultural Economics, 1990, 72, (1), 84-94 Downloads View citations (12)

1989

  1. Farmland: A Good Investment?
    Choices: The Magazine of Food, Farm, and Resource Issues, 1989, 04, (4), 2 Downloads
  2. Further Evidence on Soybean Marketing Strategies: The Role of Options
    Review of Agricultural Economics, 1989, 11, (2), 213-219 Downloads
  3. 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 Downloads View citations (43)

1988

  1. Returns to Farm Real Estate Revisited
    American Journal of Agricultural Economics, 1988, 70, (3), 580-587 Downloads View citations (12)
  2. Similarity of computer guided technical trading systems
    Journal of Futures Markets, 1988, 8, (1), 1-13 Downloads View citations (4)

1987

  1. A note on the factors affecting technical trading system returns
    Journal of Futures Markets, 1987, 7, (5), 591-595 Downloads View citations (4)
  2. Angell, George. Agricultural Options: Trading Puts and Calls in the New Grain and Livestock Futures Markets. New York: American Management Association, 1986, ix + 230 pp., $22.95
    American Journal of Agricultural Economics, 1987, 69, (1), 194 Downloads

1985

  1. Public futures funds
    Journal of Futures Markets, 1985, 5, (3), 463-485 Downloads View citations (5)
    Also in Journal of Futures Markets, 1985, 5, (2), 149-171 (1985) Downloads View citations (10)

Chapters

2014

  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, 2014, pp 211-253 Downloads View citations (4)
    See also Working Paper (2013)
 
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