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Details about David J. Leatham

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

Access statistics for papers by David J. Leatham.

Last updated 2019-11-02. Update your information in the RePEc Author Service.

Short-id: ple994


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Working Papers

2019

  1. Bitcoin Return Volatility Forecasting: A Comparative Study of GARCH Model and Machine Learning Model
    2019 Annual Meeting, July 21-23, Atlanta, Georgia, Agricultural and Applied Economics Association Downloads
  2. How Cryptocurrencies Prices Affect Each Other?
    2019 Annual Meeting, February 2-5, 2019, Birmingham, Alabama, Southern Agricultural Economics Association Downloads

2018

  1. Dealing with Downside Risk in Energy Markets: Futures versus Exchange-Traded Funds
    2018 Annual Meeting, February 2-6, 2018, Jacksonville, Florida, Southern Agricultural Economics Association Downloads
  2. The transmission of liquidity shocks via China's segmented money market: evidence from recent market events
    Papers, arXiv.org Downloads
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2018)

2017

  1. Monetary policy, Farm sector income and Farm Household Well-being --a VECM Analysis
    2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama, Southern Agricultural Economics Association Downloads

2013

  1. The Impact of Credit Constraints on Housing Demand: Assessed with Endogenous Price and Expenditure
    2013 Annual Meeting, February 2-5, 2013, Orlando, Florida, Southern Agricultural Economics Association Downloads

2012

  1. Price Dynamics in Food-Energy Market in China
    2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association Downloads

2011

  1. An Analysis of the Banana Import market in the U.S
    2011 Annual Meeting, February 5-8, 2011, Corpus Christi, Texas, Southern Agricultural Economics Association Downloads View citations (1)
  2. Estimating the Fair Insurance Premium for Dungeness Crab Yields in the Western U.S. Coast
    2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania, Agricultural and Applied Economics Association Downloads
  3. Measuring efficiency of the Farm Credit System
    2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania, Agricultural and Applied Economics Association Downloads View citations (1)
    See also Journal Article in Agricultural Finance Review (2014)
  4. The Causality of Foreign Direct Investment and Its Effects on Economic Growth: Re-estimated by a Directed Graph Approach
    2011 Annual Meeting, February 5-8, 2011, Corpus Christi, Texas, Southern Agricultural Economics Association Downloads

2010

  1. Dynamic Analysis of Land Prices with Flexible Risk Aversion Coefficients
    2010 Annual Meeting, July 25-27, 2010, Denver, Colorado, Agricultural and Applied Economics Association Downloads
  2. Forecasting Housing Prices: Dynamic Factor Model versus LBVAR Model
    2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania, Agricultural and Applied Economics Association Downloads
  3. Fundamentals and US natural gas price dynamics
    2010 Annual Meeting, February 6-9, 2010, Orlando, Florida, Southern Agricultural Economics Association Downloads View citations (2)
  4. Multi-Period Asset Allocation: An Application of Discrete Stochastic Programming
    2010 Annual Meeting, July 25-27, 2010, Denver, Colorado, Agricultural and Applied Economics Association Downloads

2009

  1. Enterprise-level risk assessment of geographically diversified commercial farms: a copula approach
    2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia, Southern Agricultural Economics Association Downloads

2008

  1. 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 Downloads View citations (9)
  2. Geographical Diversification: An Application of Copula Based CVaR
    2008 Agricultural and Rural Finance Markets in Transition, September 25-26, 2008, Kansas City, Missouri, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition Downloads
  3. Risk Sharing and Incentives with External Equity Financing and Crop Insurance
    Staff Papers, University of Wisconsin-Madison, Department of Agricultural and Applied Economics Downloads

2006

  1. Decision Making Tool to Hedge Exchange Rate Risk
    2006 Agricultural and Rural Finance Markets in Transition, October 2-3, 2006, Washington, DC, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition Downloads
  2. Irrigation Technology Adoption in the Texas High Plains: A Real Options Approach
    2006 Annual meeting, July 23-26, Long Beach, CA, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) Downloads View citations (3)

2005

  1. Impact of Perceptions and Practices on the Financial Performance of Texas Cooperatives
    2005 Agricultural and Rural Finance Markets in Transition, October 3-4, 2005, Minneapolis, Minnesota, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition Downloads
  2. 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) Downloads

2004

  1. EFFECT OF REVENUE INSURANCE ON ENTRY AND EXIT DECISIONS IN TABLE GRAPE PRODUCTION: A REAL OPTION APPROACH
    2004 Annual meeting, August 1-4, Denver, CO, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) Downloads View citations (2)
  2. EFFECTS OF FEDERAL RISK MANAGEMENT PROGRAMS ON LAND ALLOCATION AND INPUT USE
    2004 Annual meeting, August 1-4, Denver, CO, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) Downloads

2003

  1. Risk Sharing and Incentives with Crop Insurance and External Equity Financing
    2003 Regional Committee NCT-194, October 6-7, 2003; Kansas City, Missouri, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition Downloads

1999

  1. Agricultural Liberalization Policy and Commodity Price Volatility: A GARCH Application
    1999 Regional Committee NC-221, 1999, Mississauga, Ontario, Canada, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition Downloads

1998

  1. IMPACT OF INTEREST RATE SWAPS ON CORPORATE CAPTIAL STRUCTURE: AN EMPIRICAL INVESTIGATION
    1998 Regional Committee NC-221, October 5-6, 1998, Louisville, Kentucky, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition Downloads
    See also Journal Article in Applied Financial Economics (2001)

1997

  1. Economic Impact of Crop Insurance on the North Dakota State Economy
    1997 Annual Meeting, July 13-16, 1997, Reno\ Sparks, Nevada, Western Agricultural Economics Association Downloads
  2. THE EFFECTS OF A CONSTRAINED OPERATING BUDGET ON THE OPERATING EFFICIENCY OF LARGE AGRIBUSINESS OPERATIONS
    1997 Regional Committee NCT-173, October 6-7, 1997, Denver, Colorado, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition Downloads
  3. THE PERFORMANCE OF SWAP USAGE IN THE FOOD PROCESSING INDUSTRY: EVIDENCE FROM THE STOCK MARKET
    1997 Regional Committee NCT-173, October 6-7, 1997, Denver, Colorado, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition Downloads

1996

  1. COMMERCIAL BANKS' RESPONSE TO COSTLY DEPOSITS IN A DEREGULATED ENVIRONMENT
    Faculty Paper Series, Texas A&M University, Department of Agricultural Economics Downloads
  2. OVERVIEW OF FINANCIAL DERIVATIVES USED BY FINANCIAL INTERMEDITARIES: SOME IMPLICATIONS FOR FINANCING AGRICULTURE
    1996 Regional Committee NC-207, September 8-9, 1996, New York, New York, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition Downloads

1994

  1. AN ANALYSIS OF THE SCALE ECONOMIES AND COST EFFICIENCIES IN THE FARM CREDIT SYSTEM
    1994 Regional Committee NC-207, October 1994, Washington, DC, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition Downloads
  2. APPLICATION OF MATHEMATICAL PROGRAMMING TECHINIQUES IN CREDIT SCORING OF AGRICULTURAL LOANS
    1994 Regional Committee NC-207, October 1994, Washington, DC, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition Downloads View citations (2)

1993

  1. An Analysis of the Cost of Efficiency in the Farm Credit System for Direct Lending Associations
    1993 Regional Committee NC-207, October 4-5, 1993, Chicago, Illinois, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition Downloads

1992

  1. Composition of Bank Liabilities in a Deregulated Environment and Its Impact on Agricultural Lending
    1992 Regional Committee NC-207, September 26-29, 1992, Minneapolis/St. Paul, Minnesota, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition Downloads View citations (1)

1990

  1. Risk-Adjusted Farm Income Enhancement by Holding Off-Farm Investments
    1990 Regional Committee NC-161, September 24-25, 1990, Kansas City, Missouri, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition Downloads

1989

  1. Cover Matter 1989
    1989 Regional Committee NC-161, October 2-3, 1989, St. Louis, Missouri, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition Downloads

1987

  1. AN OVERVIEW OF CREDIT ASSESSMENT MODELS
    1987 Regional Committee NC-161, October 6-7, 1987, Denver, Colorado, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition Downloads
  2. Equity Capital in Financing Agriculture
    1987 Regional Committee NC-161, October 6-7, 1987, Denver, Colorado, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition Downloads

1985

  1. LENDERS' RESPONSE TO CROP INSURANCE: COMPATIBILITY OR CONFLICT
    1985 Regional Committee NC-161, October 9-10, 1985, St. Louis, Missouri, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition Downloads

Journal Articles

2018

  1. Analyzing Extreme Comovements in Agricultural and Energy Commodity Markets Using a Regular Vine Copula Method
    International Journal of Energy Economics and Policy, 2018, 8, (5), 193-201 Downloads View citations (1)
  2. 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 Downloads
    See also Working Paper (2018)

2017

  1. Hedging downside risk of oil refineries: A vine copula approach
    Energy Economics, 2017, 66, (C), 493-507 Downloads View citations (8)

2016

  1. Dependence and extreme correlation among US industry sectors
    Studies in Economics and Finance, 2016, 33, (1), 26-49 Downloads
  2. MEAN-VARIANCE VERSUS MEAN–EXPECTED SHORTFALL MODELS: AN APPLICATION TO WHEAT VARIETY SELECTION
    Journal of Agricultural and Applied Economics, 2016, 48, (2), 148-172 Downloads

2015

  1. Geographical diversification in wheat farming: a copula-based CVaR framework
    Agricultural Finance Review, 2015, 75, (3), 368-384 Downloads
  2. Oil Price Forecasting Using Crack Spread Futures and Oil Exchange Traded Funds
    Contemporary Economics, 2015, 9, (1) Downloads

2014

  1. Interdependence of oil prices and stock market indices: A copula approach
    Energy Economics, 2014, 44, (C), 331-339 Downloads View citations (44)
  2. Measuring the efficiency of the Farm Credit System
    Agricultural Finance Review, 2014, 74, (1), 38-54 Downloads View citations (2)
    See also Working Paper (2011)

2013

  1. Aggregate business failures and macroeconomic conditions: A VAR look at the U.S. between 1980 and 2004
    Journal of Applied Economics, 2013, 16, 179-202 Downloads
  2. Causality among Foreign Direct Investment and Economic Growth: A Directed Acyclic Graph Approach
    Journal of Agricultural and Applied Economics, 2013, 45, (4), 20 Downloads View citations (2)
    Also in Journal of Agricultural and Applied Economics, 2013, 45, (4), 617-637 (2013) Downloads View citations (2)

2008

  1. Irrigation technology adoption and its implication for water conservation in the Texas High Plains: a real options approach
    Agricultural Economics, 2008, 38, (1), 47-55 Downloads View citations (23)

2007

  1. REITs' dynamics under structural change with unknown break points
    Journal of Housing Economics, 2007, 16, (1), 37-58 Downloads View citations (9)

2005

  1. Effects of Federal Risk Management Programs on Optimal Acreage Allocation and Nitrogen Use in a Texas Cotton-Sorghum System
    Journal of Agricultural and Applied Economics, 2005, 37, (3), 15 Downloads View citations (8)
  2. Effects of Federal Risk Management Programs on Optimal Acreage Allocation and Nitrogen Use in a Texas Cotton–Sorghum System
    Journal of Agricultural and Applied Economics, 2005, 37, (3), 685-699 Downloads View citations (8)
  3. Futures Trading Activity and Commodity Cash Price Volatility
    Journal of Business Finance & Accounting, 2005, 32, (1-2), 297-323 Downloads View citations (28)
    Also in Journal of Business Finance & Accounting, 2005, 32, (1‐2), 297-323 (2005) Downloads View citations (5)

2003

  1. Price and Volatility Transmission in International Wheat Futures
    Annals of Economics and Finance, 2003, 4, (1), 37-50 Downloads View citations (18)

2001

  1. Asset storability and price discovery in commodity futures markets: A new look
    Journal of Futures Markets, 2001, 21, (3), 279-300 Downloads View citations (64)
  2. CURRENCY CONVERTIBILITY AND LINKAGE BETWEEN CHINESE OFFICIAL AND SWAP MARKET EXCHANGE RATES
    Contemporary Economic Policy, 2001, 19, (3), 347-359 Downloads View citations (5)
  3. Impact of interest rate swaps on corporate capital structure: an empirical investigation
    Applied Financial Economics, 2001, 11, (1), 75-81 Downloads View citations (2)
    See also Working Paper (1998)

2000

  1. THE LAW OF ONE PRICE: DEVELOPED AND DEVELOPING COUNTRY MARKET INTEGRATION
    Journal of Agricultural and Applied Economics, 2000, 32, (3), 12 Downloads View citations (12)
    Also in Journal of Agricultural and Applied Economics, 2000, 32, (3), 429-440 (2000) Downloads View citations (12)
  2. The wealth effect of swap usage in the food processing industry
    Agribusiness, 2000, 16, (3), 367-379

1999

  1. PRICE DISCOVERY IN WHEAT FUTURES MARKETS
    Journal of Agricultural and Applied Economics, 1999, 31, (2), 12 Downloads View citations (17)
    Also in Journal of Agricultural and Applied Economics, 1999, 31, (2), 359-370 (1999) Downloads View citations (19)

1998

  1. Market efficiency of US grain markets: Application of cointegration tests
    Agribusiness, 1998, 14, (2), 107-112 View citations (1)

1997

  1. Development of Statistical Discriminant Mathematical Programming Model Via Resampling Estimation Techniques
    American Journal of Agricultural Economics, 1997, 79, (4), 1352-1362 Downloads View citations (5)

1995

  1. External equity financing in agriculture via profit and loss sharing contracts: A proposed financial innovation
    Agribusiness, 1995, 11, (3), 223-233 View citations (6)
  2. FACTORS AFFECTING COMMERCIAL BANK LENDING TO AGRICULTURE
    Journal of Agricultural and Applied Economics, 1995, 27, (1), 15 Downloads View citations (1)
    Also in Journal of Agricultural and Applied Economics, 1995, 27, (1), 112-126 (1995) Downloads View citations (1)

1994

  1. THE EFFECTS OF HOLDING NONFARM RELATED FINANCIAL ASSETS ON RISK-ADJUSTED FARM INCOME
    Journal of Agricultural and Applied Economics, 1994, 26, 15 Downloads
    Also in Journal of Agricultural and Applied Economics, 1994, 26, (2), 565-579 (1994) Downloads
  2. THE VALUE OF PLANTING FLEXIBILITY PROVISIONS IN THE 1990 FARM BILL TO THREE REPRESENTATIVE TEXAS FARMS
    Journal of Agricultural and Applied Economics, 1994, 26, (1), 10 Downloads View citations (2)
    Also in Journal of Agricultural and Applied Economics, 1994, 26, (1), 148-157 (1994) Downloads View citations (2)

1993

  1. Distributed Lag Effects Of Transportation Expenditures On Rural Income And Employment
    The Review of Regional Studies, 1993, 23, (2), 163-182 Downloads View citations (3)
  2. Profit and loss sharing in agriculture: An application of Islamic banking
    Agribusiness, 1993, 9, (4), 403-412 View citations (4)

1988

  1. Farmers' Choice of Fixed and Adjustable Interest Rate Loans
    American Journal of Agricultural Economics, 1988, 70, (4), 803-812 Downloads View citations (7)
  2. Transition in agriculture: A strategic assessment of agriculture and banking
    Agribusiness, 1988, 4, (2), 157-165

1987

  1. Assessing the comparative economics of a biotechnology: Artificial insemination dairy sires
    Agribusiness, 1987, 3, (2), 207-220 View citations (3)
  2. IMPLICATIONS OF CROP INSURANCE FOR FARMERS AND LENDERS
    Southern Journal of Agricultural Economics, 1987, 19, (2), 8 Downloads View citations (2)
    Also in Journal of Agricultural and Applied Economics, 1987, 19, (2), 113-120 (1987) Downloads View citations (4)

1986

  1. Farm survival and performance under alternative financial conditions and credit policies
    Agribusiness, 1986, 2, (3), 321-337 View citations (3)

1984

  1. Floating versus Fixed-Rate Loans in Agriculture: Effects on Borrowers, Lenders, and the Agriculture Sector
    American Journal of Agricultural Economics, 1984, 66, (5), 607-613 Downloads View citations (4)

1978

  1. INTEREST RATES CHARGED AND AMOUNTS LOANS BY MAJOR FARM REAL ESTATE LENDERS
    Journal of Agricultural Economics Research, 1978, 30, (2), 9 Downloads
 
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