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Details about Berna Karali

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

Access statistics for papers by Berna Karali.

Last updated 2019-09-12. Update your information in the RePEc Author Service.

Short-id: pka780


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Working Papers

2019

  1. Drop-in Ready Jet Biofuel from Carinata: A Real Options Analysis of Processing Plant Investments
    2019 Annual Meeting, July 21-23, Atlanta, Georgia, Agricultural and Applied Economics Association Downloads
  2. Spillover Effects and Conditional Dependence between Soybean and Soybean Oil Markets
    2019 Annual Meeting, July 21-23, Atlanta, Georgia, Agricultural and Applied Economics Association Downloads

2018

  1. Does Noise in Market Expectations Dilute Price Reactions to USDA Reports?
    2018 Annual Meeting, August 5-7, Washington, D.C., Agricultural and Applied Economics Association Downloads

2017

  1. How Scary Are Food Scares? Evidence from Animal Disease Outbreaks
    2017 Annual Meeting, July 30-August 1, Chicago, Illinois, Agricultural and Applied Economics Association Downloads

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. Estimating relative price impact: The case of Brent and WTI
    2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association Downloads View citations (1)
  3. Market Reaction to Inefficiencies in USDA Crop Production Forecasts
    2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association Downloads View citations (1)

2015

  1. Hurricanes as News? A Comparison of the Impact of Hurricanes on Stock Returns of Energy Companies
    2015 Annual Meeting, January 31-February 3, 2015, Atlanta, Georgia, Southern Agricultural Economics Association Downloads
  2. The Impact of Data Frequency On Stationarity Tests Of Commodity Futures Prices
    2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California, Agricultural and Applied Economics Association Downloads
  3. The Informational Content of Inventory Announcements: Intraday Evidence from Crude Oil Futures Market
    2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California, Agricultural and Applied Economics Association Downloads View citations (3)
    See also Journal Article in Energy Economics (2016)

2014

  1. An Assessment of the Impact of Earthquakes on Global Capital Markets
    2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association Downloads
  2. Conversion of Shipping Fleets from Diesel to Compressed Natural Gas: A Real Options Analysis
    2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association Downloads
    See also Journal Article in Energy (2015)
  3. Event Study of Energy Price Volatility: An Application of Distributional Event Response Model
    2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association Downloads
  4. Relative Performance of Semi-Parametric Nonlinear Models in Forecasting Basis
    2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association Downloads

2013

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

2012

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

2011

  1. HIGH PRICE VOLATILITY AND SPILLOVER EFFECTS IN ENERGY MARKETS
    2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania, Agricultural and Applied Economics Association Downloads View citations (2)

2010

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

2009

  1. Does Futures Price Volatility Differ Across Delivery Horizon?
    2009 Conference, April 20-21, 2009, St. Louis, Missouri, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management Downloads
  2. What Explains High Commodity Price Volatility? Estimating a Unified Model of Common and Commodity-Specific, High- and Low-Frequency Factors
    2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin, Agricultural and Applied Economics Association Downloads View citations (4)

2008

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

2007

  1. Announcement Effects and the Theory of Storage: An Empirical Study of Lumber Futures
    2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) Downloads View citations (5)
    See also Journal Article in Agricultural Economics (2009)

Journal Articles

2019

  1. Are USDA reports still news to changing crop markets?
    Food Policy, 2019, 84, (C), 66-76 Downloads View citations (1)
  2. Can Cattle Basis Forecasts Be Improved? A Bayesian Model Averaging Approach
    Journal of Agricultural and Applied Economics, 2019, 51, (02), 249-266 Downloads
  3. The Changing Role of USDA Inventory Reports in Livestock Markets
    Journal of Agricultural and Resource Economics, 2019, 44, (3) Downloads

2018

  1. Price Discovery and the Basis Effects of Failures to Converge in Soft RedWinter Wheat Futures Markets
    Journal of Agricultural and Resource Economics, 2018, 43, (1) Downloads
  2. The impact of data frequency on market efficiency tests of commodity futures prices
    Journal of Futures Markets, 2018, 38, (6), 696-714 Downloads

2017

  1. Do Markets Correct for Smoothing in USDA Crop Production Forecasts? Evidence from Private Analysts and Futures Prices
    Applied Economic Perspectives and Policy, 2017, 39, (4), 559-583 Downloads View citations (1)
  2. Do nonrenewable-energy prices affect renewable-energy volatility? The case of wood pellets
    Journal of Forest Economics, 2017, 28, (C), 42-48 Downloads View citations (1)
  3. Ripple effects of the 2011 Japan earthquake on international stock markets
    Research in International Business and Finance, 2017, 41, (C), 556-576 Downloads View citations (2)

2016

  1. The informational content of inventory announcements: Intraday evidence from crude oil futures market
    Energy Economics, 2016, 59, (C), 349-364 Downloads View citations (7)
    See also Working Paper (2015)

2015

  1. A Nonparametric Search for Information Effects from USDA Reports
    Journal of Agricultural and Resource Economics, 2015, 40, (1), 20 Downloads View citations (8)
  2. Diesel or compressed natural gas? A real options evaluation of the U.S. natural gas boom on fuel choice for trucking fleets
    Energy, 2015, 90, (P2), 1342-1348 Downloads View citations (5)
    See also Working Paper (2014)

2014

  1. Macro determinants of volatility and volatility spillover in energy markets
    Energy Economics, 2014, 46, (C), 413-421 Downloads View citations (30)
  2. Stock Market Reactions to Environmental News in the Food Industry
    Journal of Agricultural and Applied Economics, 2014, 46, (2), 17 Downloads
    Also in Journal of Agricultural and Applied Economics, 2014, 46, (02), 209-225 (2014) Downloads View citations (2)
  3. The Pattern of Price Linkages Among Commodities
    Journal of Futures Markets, 2014, 34, (11), 1062-1076 Downloads

2013

  1. A New Look at the Economic Evaluation of Wind Energy as an Alternative to Electric and Natural Gas-Powered Irrigation
    Journal of Agricultural and Applied Economics, 2013, 45, (4), 12 Downloads View citations (1)
    Also in Journal of Agricultural and Applied Economics, 2013, 45, (04), 739-751 (2013) Downloads View citations (3)
  2. Short- and Long-Run Determinants of Commodity Price Volatility
    American Journal of Agricultural Economics, 2013, 95, (3), 724-738 Downloads View citations (28)
  3. 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 public policy aid for bioenergy investment: Case study of failed plants
    Energy Policy, 2012, 51, (C), 465-473 Downloads View citations (7)
  2. Do USDA Announcements Affect Comovements Across Commodity Futures Returns?
    Journal of Agricultural and Resource Economics, 2012, 37, (1), 21 Downloads View citations (9)
  3. The Informational Content of Distant-Delivery Futures Contracts
    Journal of Agricultural and Resource Economics, 2012, 37, (2), 15 Downloads View citations (1)

2011

  1. Assessing the Market for Poultry Litter in Georgia: Are Subsidies Needed to Protect Water Quality?
    Journal of Agricultural and Applied Economics, 2011, 43, (04), 553-568 Downloads
    Also in Journal of Agricultural and Applied Economics, 2011, 43, (4), 16 (2011) Downloads
  2. Bayesian State-Space Estimation of Stochastic Volatility for Storable Commodities
    American Journal of Agricultural Economics, 2011, 93, (2), 434-440 Downloads View citations (4)

2010

  1. Components of Grain Futures Price Volatility
    Journal of Agricultural and Resource Economics, 2010, 35, (2), 16 Downloads View citations (13)
  2. Delivery horizon and grain market volatility
    Journal of Futures Markets, 2010, 30, (9), 846-873 Downloads View citations (1)
  3. Do Farmers Hedge Optimally or by Habit? A Bayesian Partial-Adjustment Model of Farmer Hedging
    Journal of Agricultural and Applied Economics, 2010, 42, (04), 791-803 Downloads View citations (1)
    Also in Journal of Agricultural and Applied Economics, 2010, 42, (4), 13 (2010) Downloads View citations (2)

    See also Working Paper (2008)
  4. Do volatility determinants vary across futures contracts? Insights from a smoothed Bayesian estimator
    Journal of Futures Markets, 2010, 30, (3), 257-277 Downloads View citations (1)

2009

  1. Announcement effects and the theory of storage: an empirical study of lumber futures
    Agricultural Economics, 2009, 40, (4), 421-436 Downloads View citations (4)
    See also Working Paper (2007)
 
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