Details about Berna Karali
Access statistics for papers by Berna Karali.
Last updated 2023-09-11. Update your information in the RePEc Author Service.
Short-id: pka780
Jump to Journal Articles
Working Papers
2021
- Asymmetric Price Transmission in the Soybean Complex: A Multivariate Quantile Approach
2021 Annual Meeting, August 1-3, Austin, Texas, Agricultural and Applied Economics Association 
2020
- Drop-in Ready Jet Biofuel from Carinata: A Real Options Analysis of Processing Plant Investments
2020 Annual Meeting, July 26-28, Kansas City, Missouri, Agricultural and Applied Economics Association
Also in 2019 Annual Meeting, July 21-23, Atlanta, Georgia, Agricultural and Applied Economics Association (2019)
2019
- Spillover Effects and Conditional Dependence between Soybean and Soybean Oil Markets
2019 Annual Meeting, July 21-23, Atlanta, Georgia, Agricultural and Applied Economics Association
2018
- Does Noise in Market Expectations Dilute Price Reactions to USDA Reports?
2018 Annual Meeting, August 5-7, Washington, D.C., Agricultural and Applied Economics Association
See also Journal Article in American Journal of Agricultural Economics (2020)
2017
- How Scary Are Food Scares? Evidence from Animal Disease Outbreaks
2017 Annual Meeting, July 30-August 1, Chicago, Illinois, Agricultural and Applied Economics Association
See also Journal Article in Applied Economic Perspectives and Policy (2020)
2016
- 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 View citations (2)
See also Journal Article in Food Policy (2019)
- Estimating relative price impact: The case of Brent and WTI
2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association View citations (6)
- Market Reaction to Inefficiencies in USDA Crop Production Forecasts
2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association View citations (1)
See also Journal Article in Applied Economic Perspectives and Policy (2017)
2015
- Hurricanes as News? A Comparison of the Impact of Hurricanes on Stock Returns of Energy Companies
2015 Annual Meeting, January 31-February 3, 2015, Atlanta, Georgia, Southern Agricultural Economics Association
- The Impact of Data Frequency On Stationarity Tests Of Commodity Futures Prices
2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California, Agricultural and Applied Economics Association
See also Journal Article in Journal of Futures Markets (2018)
- The Informational Content of Inventory Announcements: Intraday Evidence from Crude Oil Futures Market
2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California, Agricultural and Applied Economics Association View citations (3)
See also Journal Article in Energy Economics (2016)
2014
- An Assessment of the Impact of Earthquakes on Global Capital Markets
2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association
See also Journal Article in PLOS ONE (2015)
- Conversion of Shipping Fleets from Diesel to Compressed Natural Gas: A Real Options Analysis
2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association
See also Journal Article in Energy (2015)
- Event Study of Energy Price Volatility: An Application of Distributional Event Response Model
2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association
See also Journal Article in American Journal of Agricultural Economics (2019)
- Relative Performance of Semi-Parametric Nonlinear Models in Forecasting Basis
2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association
2013
- Do Index Fund Traders React to USDA Announcements?
2013 Annual Meeting, August 4-6, 2013, Washington, D.C., Agricultural and Applied Economics Association
- Drought, Biofuel, and Livestock
2013 Annual Meeting, August 4-6, 2013, Washington, D.C., Agricultural and Applied Economics Association
- Food before Biodiesel Fuel?
2013 Annual Meeting, February 2-5, 2013, Orlando, Florida, Southern Agricultural Economics Association View citations (4)
2012
- When do the USDA forecasters make mistakes?
2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association
See also Journal Article in Applied Economics (2013)
2011
- HIGH PRICE VOLATILITY AND SPILLOVER EFFECTS IN ENERGY MARKETS
2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania, Agricultural and Applied Economics Association View citations (2)
See also Journal Article in Energy Economics (2014)
2010
- Is commodity price volatility persistent? Another look using improved, full-sample estimates
2010 Annual Meeting, July 25-27, 2010, Denver, Colorado, Agricultural and Applied Economics Association
2009
- Does Futures Price Volatility Differ Across Delivery Horizon?
2009 Conference, April 20-21, 2009, St. Louis, Missouri, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management View citations (1)
See also Journal Article in Journal of Futures Markets (2010)
- What Explains High Commodity Price Volatility? Estimating a Unified Model of Common and Commodity-Specific, High- and Low-Frequency Factors
2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin, Agricultural and Applied Economics Association View citations (5)
See also Journal Article in American Journal of Agricultural Economics (2013)
2008
- Do Farmers Hedge Optimally or by Habit? A Bayesian Partial-Adjustment Model of Farmer Hedging
2008 Conference, April 21-22, 2008, St. Louis, Missouri, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management View citations (1)
See also Journal Article in Journal of Agricultural and Applied Economics (2010)
- Do Inventory and Time-to-Delivery Effects Vary Across Futures Contracts? Insights from a Smoothed Bayesian Estimator
2008 Annual Meeting, July 27-29, 2008, Orlando, Florida, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) View citations (1)
See also Journal Article in Journal of Futures Markets (2010)
- Volatility Persistence in Commodity Futures:Inventory and Time-to-Delivery Effects
2008 Conference, April 21-22, 2008, St. Louis, Missouri, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management View citations (1)
2007
- Announcement Effects and the Theory of Storage: An Empirical Study of Lumber Futures
2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) View citations (5)
See also Journal Article in Agricultural Economics (2009)
Journal Articles
2022
- How far is too far for volatility transmission?
Journal of Commodity Markets, 2022, 26, (C)
- The Impact of Fundamentals on Volatility Measures of Agricultural Substitutes
Journal of Agricultural and Applied Economics, 2022, 54, (4), 723-768 View citations (1)
- The impact of futures contract storage rate policy on convergence expectations in domestic commodity markets
Food Policy, 2022, 111, (C) View citations (1)
2021
- Joint Evaluation of the System of USDA's Farm Income Forecasts
Applied Economic Perspectives and Policy, 2021, 43, (3), 1140-1160 View citations (3)
- When does USDA information have the most impact on crop and livestock markets?
Journal of Commodity Markets, 2021, 22, (C) View citations (4)
2020
- Can Private Forecasters Beat the USDA? Analysis of Relative Accuracy of Crop Acreage and Production Forecasts
Journal of Agricultural and Applied Economics, 2020, 52, (4), 545-561 View citations (2)
- How Scary Are Food Scares? Evidence from Animal Disease Outbreaks
Applied Economic Perspectives and Policy, 2020, 42, (2), 283-306
See also Working Paper (2017)
- Supply Fundamentals and Grain Futures Price Movements
American Journal of Agricultural Economics, 2020, 102, (2), 548-568 View citations (6)
See also Working Paper (2018)
2019
- Are USDA reports still news to changing crop markets?
Food Policy, 2019, 84, (C), 66-76 View citations (11)
See also Working Paper (2016)
- Can Cattle Basis Forecasts Be Improved? A Bayesian Model Averaging Approach
Journal of Agricultural and Applied Economics, 2019, 51, (2), 249-266 View citations (1)
- Event Study of the Crude Oil Futures Market: A Mixed Event Response Model
American Journal of Agricultural Economics, 2019, 101, (3), 960-985 View citations (2)
See also Working Paper (2014)
- The Changing Role of USDA Inventory Reports in Livestock Markets
Journal of Agricultural and Resource Economics, 2019, 44, (3) View citations (4)
2018
- Price Discovery and the Basis Effects of Failures to Converge in Soft RedWinter Wheat Futures Markets
Journal of Agricultural and Resource Economics, 2018, 43, (1) View citations (6)
- The impact of data frequency on market efficiency tests of commodity futures prices
Journal of Futures Markets, 2018, 38, (6), 696-714 View citations (2)
See also Working Paper (2015)
2017
- Do Markets Correct for Smoothing in USDA Crop Production Forecasts? Evidence from Private Analysts and Futures Prices
Applied Economic Perspectives and Policy, 2017, 39, (4), 559-583 View citations (4)
See also Working Paper (2016)
- Do nonrenewable-energy prices affect renewable-energy volatility? The case of wood pellets
Journal of Forest Economics, 2017, 28, (C), 42-48 View citations (3)
- Ripple effects of the 2011 Japan earthquake on international stock markets
Research in International Business and Finance, 2017, 41, (C), 556-576 View citations (6)
- The Evolving Dynamics of Commodity Markets: Introduction to a Journal of Agribusiness Special Issue
Journal of Agribusiness, 2017, 35, (2)
2016
- The informational content of inventory announcements: Intraday evidence from crude oil futures market
Energy Economics, 2016, 59, (C), 349-364 View citations (22)
See also Working Paper (2015)
2015
- A Nonparametric Search for Information Effects from USDA Reports
Journal of Agricultural and Resource Economics, 2015, 40, (1), 20 View citations (13)
- Diesel or compressed natural gas? A real options evaluation of the U.S. natural gas boom on fuel choice for trucking fleets
Energy, 2015, 90, (P2), 1342-1348 View citations (5)
See also Working Paper (2014)
- Do Earthquakes Shake Stock Markets?
PLOS ONE, 2015, 10, (7), 1-19 View citations (13)
See also Working Paper (2014)
2014
- Macro determinants of volatility and volatility spillover in energy markets
Energy Economics, 2014, 46, (C), 413-421 View citations (72)
See also Working Paper (2011)
- Stock Market Reactions to Environmental News in the Food Industry
Journal of Agricultural and Applied Economics, 2014, 46, (2), 17 View citations (6)
Also in Journal of Agricultural and Applied Economics, 2014, 46, (2), 209-225 (2014) View citations (7)
- The Pattern of Price Linkages Among Commodities
Journal of Futures Markets, 2014, 34, (11), 1062-1076 View citations (2)
2013
- A New Look at the Economic Evaluation of Wind Energy as an Alternative to Electric and Natural Gas-Powered Irrigation
Journal of Agricultural and Applied Economics, 2013, 45, (4), 12 View citations (3)
Also in Journal of Agricultural and Applied Economics, 2013, 45, (4), 739-751 (2013) View citations (4)
- Short- and Long-Run Determinants of Commodity Price Volatility
American Journal of Agricultural Economics, 2013, 95, (3), 724-738 View citations (36)
See also Working Paper (2009)
- When do the USDA forecasters make mistakes?
Applied Economics, 2013, 45, (36), 5086-5103 View citations (5)
See also Working Paper (2012)
2012
- A public policy aid for bioenergy investment: Case study of failed plants
Energy Policy, 2012, 51, (C), 465-473 View citations (7)
- Do USDA Announcements Affect Comovements Across Commodity Futures Returns?
Journal of Agricultural and Resource Economics, 2012, 37, (1), 21 View citations (17)
- The Informational Content of Distant-Delivery Futures Contracts
Journal of Agricultural and Resource Economics, 2012, 37, (2), 15 View citations (2)
2011
- Assessing the Market for Poultry Litter in Georgia: Are Subsidies Needed to Protect Water Quality?
Journal of Agricultural and Applied Economics, 2011, 43, (4), 16 View citations (1)
Also in Journal of Agricultural and Applied Economics, 2011, 43, (4), 553-568 (2011) View citations (1)
- Bayesian State-Space Estimation of Stochastic Volatility for Storable Commodities
American Journal of Agricultural Economics, 2011, 93, (2), 434-440 View citations (4)
2010
- Components of Grain Futures Price Volatility
Journal of Agricultural and Resource Economics, 2010, 35, (2), 16 View citations (19)
- Delivery horizon and grain market volatility
Journal of Futures Markets, 2010, 30, (9), 846-873 View citations (1)
See also Working Paper (2009)
- Do Farmers Hedge Optimally or by Habit? A Bayesian Partial-Adjustment Model of Farmer Hedging
Journal of Agricultural and Applied Economics, 2010, 42, (4), 791-803 View citations (1)
Also in Journal of Agricultural and Applied Economics, 2010, 42, (4), 13 (2010) View citations (2)
See also Working Paper (2008)
- Do volatility determinants vary across futures contracts? Insights from a smoothed Bayesian estimator
Journal of Futures Markets, 2010, 30, (3), 257-277 View citations (2)
See also Working Paper (2008)
2009
- Announcement effects and the theory of storage: an empirical study of lumber futures
Agricultural Economics, 2009, 40, (4), 421-436 View citations (9)
See also Working Paper (2007)
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