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 2020-12-14. 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 View citations (1)
2. How Cryptocurrencies Prices Affect Each Other?
   2019 Annual Meeting, February 2-5, 2019, Birmingham, Alabama, Southern Agricultural Economics Association View citations (1)

2018

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

2017

5. 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

2013

6. 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

2012

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

2011

8. 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 View citations (2)
9. 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
10. Measuring efficiency of the Farm Credit System
    2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania, Agricultural and Applied Economics Association View citations (1)
    See also Journal Article Measuring the efficiency of the Farm Credit System, Agricultural Finance Review, Emerald Group Publishing Limited (2014) View citations (3) (2014)
11. 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

2010

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

2009

16. 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

2008

17. Cointegration Analysis of Regional House Prices in U.S
    2007 Agricultural and Rural Finance Markets in Transition, October 4-5, 2007, St. Louis, Missouri, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition View citations (11)
18. 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
19. Risk Sharing and Incentives with External Equity Financing and Crop Insurance
    Staff Papers, University of Wisconsin-Madison, Department of Agricultural and Applied Economics

2006

20. 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
21. 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) View citations (3)

2005

22. 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
23. In Search of the "Bank Lending Channel": Causality Analysis for the Transmission Mechanism of U.S. Monetary Policy
    2005 Annual meeting, July 24-27, Providence, RI, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)

2004

24. Agricultural Finance Markets in Transition: Risk Sharing and Incentives with Crop Insurance and External Equity Financing
    Research Bulletins, Cornell University, Department of Applied Economics and Management
25. 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) View citations (2)
26. 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)

2003

27. 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

1999

28. 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 View citations (1)
    See also Journal Article Agricultural liberalization policy and commodity price volatility: a GARCH application, Applied Economics Letters, Taylor & Francis Journals (2001) View citations (30) (2001)

1998

29. 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
    See also Journal Article Impact of interest rate swaps on corporate capital structure: an empirical investigation, Applied Financial Economics, Taylor & Francis Journals (2001) View citations (3) (2001)

1997

30. 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
31. 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
32. 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

1996

33. COMMERCIAL BANKS' RESPONSE TO COSTLY DEPOSITS IN A DEREGULATED ENVIRONMENT
    Faculty Paper Series, Texas A&M University, Department of Agricultural Economics
34. 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

1994

35. 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
36. 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 View citations (3)

1993

37. 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

1992

38. 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 View citations (1)

1990

39. 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

1989

40. 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

1987

41. 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
42. 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

1985

43. 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

Undated

44. Market Integration and Price Discovery of Regional Land Markets in Texas
    2020 Annual Meeting, February 1-4, 2020, Louisville, Kentucky, Southern Agricultural Economics Association

Journal Articles

2020

1. Identifying Vulnerable Households Using Machine Learning
   Sustainability, 2020, 12, (15), 1-18 View citations (6)

2018

2. 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 View citations (2)
3. The transmission of liquidity shocks via China's segmented money market: Evidence from recent market events
   Journal of International Financial Markets, Institutions and Money, 2018, 57, (C), 110-126 View citations (4)
   See also Working Paper The transmission of liquidity shocks via China's segmented money market: evidence from recent market events, Papers (2018) View citations (4) (2018)

2017

4. Hedging downside risk of oil refineries: A vine copula approach
   Energy Economics, 2017, 66, (C), 493-507 View citations (25)

2016

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

2015

7. Geographical diversification in wheat farming: a copula-based CVaR framework
   Agricultural Finance Review, 2015, 75, (3), 368-384
8. Oil Price Forecasting Using Crack Spread Futures and Oil Exchange Traded Funds
   Contemporary Economics, 2015, 9, (1) View citations (2)
9. Optimal gasoline hedging strategies using futures contracts and exchange-traded funds
   Applied Economics, 2015, 47, (32), 3482-3498 View citations (5)

2014

10. Interdependence of oil prices and stock market indices: A copula approach
    Energy Economics, 2014, 44, (C), 331-339 View citations (100)
11. Measuring the efficiency of the Farm Credit System
    Agricultural Finance Review, 2014, 74, (1), 38-54 View citations (3)
    See also Working Paper Measuring efficiency of the Farm Credit System, 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania (2011) View citations (1) (2011)

2013

12. 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 View citations (4)
13. Causality among Foreign Direct Investment and Economic Growth: A Directed Acyclic Graph Approach
    Journal of Agricultural and Applied Economics, 2013, 45, (4), 617-637 View citations (7)
    Also in Journal of Agricultural and Applied Economics, 2013, 45, (4), 20 (2013) View citations (6)
14. The multi-market analysis of a housing price transmission model
    Applied Economics, 2013, 45, (27), 3810-3819 View citations (5)

2008

15. 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 View citations (28)

2007

16. REITs' dynamics under structural change with unknown break points
    Journal of Housing Economics, 2007, 16, (1), 37-58 View citations (12)

2006

17. Does consumer debt cause economic recession? Evidence using directed acyclic graphs
    Applied Economics Letters, 2006, 13, (7), 401-407 View citations (3)

2005

18. 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 View citations (9)
    Also in Journal of Agricultural and Applied Economics, 2005, 37, (3), 685-699 (2005) View citations (9)
19. Futures Trading Activity and Commodity Cash Price Volatility
    Journal of Business Finance & Accounting, 2005, 32, (1‐2), 297-323 View citations (49)

2003

20. Price and Volatility Transmission in International Wheat Futures
    Annals of Economics and Finance, 2003, 4, (1), 37-50 View citations (24)

2002

21. Stock market reaction to food recalls: a GARCH application
    Applied Economics Letters, 2002, 9, (15), 979-987 View citations (31)

2001

22. Agricultural liberalization policy and commodity price volatility: a GARCH application
    Applied Economics Letters, 2001, 8, (9), 593-598 View citations (30)
    See also Working Paper Agricultural Liberalization Policy and Commodity Price Volatility: A GARCH Application, 1999 Regional Committee NC-221, 1999, Mississauga, Ontario, Canada (1999) View citations (1) (1999)
23. Asset storability and price discovery in commodity futures markets: A new look
    Journal of Futures Markets, 2001, 21, (3), 279-300 View citations (113)
24. CURRENCY CONVERTIBILITY AND LINKAGE BETWEEN CHINESE OFFICIAL AND SWAP MARKET EXCHANGE RATES
    Contemporary Economic Policy, 2001, 19, (3), 347-359 View citations (6)
25. Impact of interest rate swaps on corporate capital structure: an empirical investigation
    Applied Financial Economics, 2001, 11, (1), 75-81 View citations (3)
    See also Working Paper IMPACT OF INTEREST RATE SWAPS ON CORPORATE CAPTIAL STRUCTURE: AN EMPIRICAL INVESTIGATION, 1998 Regional Committee NC-221, October 5-6, 1998, Louisville, Kentucky (1998) (1998)

2000

26. THE LAW OF ONE PRICE: DEVELOPED AND DEVELOPING COUNTRY MARKET INTEGRATION
    Journal of Agricultural and Applied Economics, 2000, 32, (3), 12 View citations (14)
    Also in Journal of Agricultural and Applied Economics, 2000, 32, (3), 429-440 (2000) View citations (15)
27. The wealth effect of swap usage in the food processing industry
    Agribusiness, 2000, 16, (3), 367-379

1999

28. PRICE DISCOVERY IN WHEAT FUTURES MARKETS
    Journal of Agricultural and Applied Economics, 1999, 31, (2), 12 View citations (23)
    Also in Journal of Agricultural and Applied Economics, 1999, 31, (2), 359-370 (1999) View citations (25)

1998

29. Market efficiency of US grain markets: Application of cointegration tests
    Agribusiness, 1998, 14, (2), 107-112 View citations (3)

1997

30. Development of Statistical Discriminant Mathematical Programming Model Via Resampling Estimation Techniques
    American Journal of Agricultural Economics, 1997, 79, (4), 1352-1362 View citations (6)

1995

31. External equity financing in agriculture via profit and loss sharing contracts: A proposed financial innovation
    Agribusiness, 1995, 11, (3), 223-233 View citations (8)
32. FACTORS AFFECTING COMMERCIAL BANK LENDING TO AGRICULTURE
    Journal of Agricultural and Applied Economics, 1995, 27, (01), 15 View citations (1)
    Also in Journal of Agricultural and Applied Economics, 1995, 27, (1), 112-126 (1995) View citations (1)

1994

33. THE EFFECTS OF HOLDING NONFARM RELATED FINANCIAL ASSETS ON RISK-ADJUSTED FARM INCOME
    Journal of Agricultural and Applied Economics, 1994, 26, 15
    Also in Journal of Agricultural and Applied Economics, 1994, 26, (2), 565-579 (1994)
34. THE VALUE OF PLANTING FLEXIBILITY PROVISIONS IN THE 1990 FARM BILL TO THREE REPRESENTATIVE TEXAS FARMS
    Journal of Agricultural and Applied Economics, 1994, 26, (01), 10 View citations (2)
    Also in Journal of Agricultural and Applied Economics, 1994, 26, (1), 148-157 (1994) View citations (2)

1993

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

1988

37. Farmers' Choice of Fixed and Adjustable Interest Rate Loans
    American Journal of Agricultural Economics, 1988, 70, (4), 803-812 View citations (10)
38. Transition in agriculture: A strategic assessment of agriculture and banking
    Agribusiness, 1988, 4, (2), 157-165

1987

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

1986

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

1984

42. 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 View citations (8)

1978

43. INTEREST RATES CHARGED AND AMOUNTS LOANS BY MAJOR FARM REAL ESTATE LENDERS
    Journal of Agricultural Economics Research, 1978, 30, (02), 9 View citations (3)