Details about Fabio Mattos

Access statistics for papers by Fabio Mattos.

Last updated 2023-04-09. Update your information in the RePEc Author Service.

Short-id: pma2840

Working Papers

2020

1. Pork in the Future: The New Futures and Options Contracts on Pork Cutout
   Cornhusker Economics, University of Nebraska-Lincoln, Department of Agricultural Economics

2019

2. Further Thoughts on the Brazilian Grain Market, Its Competitiveness and Its Challenges
   Cornhusker Economics, University of Nebraska-Lincoln, Department of Agricultural Economics
3. Will “Matopiba” Change the Competitive Landscape in the International Grain Market?
   Cornhusker Economics, University of Nebraska-Lincoln, Department of Agricultural Economics

2018

4. Do We Need More Futures Contracts in Commodity Markets?
   Cornhusker Economics, University of Nebraska-Lincoln, Department of Agricultural Economics
5. Thinking about the Corn Market
   Cornhusker Economics, University of Nebraska-Lincoln, Department of Agricultural Economics

2017

6. Projecting Corn and Soybean Crops: How Accurate Are Crop Forecasts?
   Cornhusker Economics, University of Nebraska-Lincoln, Department of Agricultural Economics
7. Too much information? How relevant are agricultural reports that provide similar information?
   2017 Annual Meeting, July 30-August 1, Chicago, Illinois, Agricultural and Applied Economics Association
8. Who Is Trading in the Futures Markets and Why It Matters Part 2
   Cornhusker Economics, University of Nebraska-Lincoln, Department of Agricultural Economics View citations (2)

2016

9. Commodity Indices and Futures Markets
   Cornhusker Economics, University of Nebraska-Lincoln, Department of Agricultural Economics
10. Commodity Trading Room Comes On-Line at UNL
    Cornhusker Economics, University of Nebraska-Lincoln, Department of Agricultural Economics
11. Who Is Trading in the Futures Markets and Why It Matters – Part 1
    Cornhusker Economics, University of Nebraska-Lincoln, Department of Agricultural Economics

2015

12. "The Only Thing That Is Constant Is Change": A Brief Overview on How Technology Has Changed Futures Markets Part II
    Cornhusker Economics, University of Nebraska-Lincoln, Department of Agricultural Economics
13. Feasibility of new agricultural futures contract: a study in the Brazilian rice market
    2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California, Agricultural and Applied Economics Association
14. PRICE AND VOLATILITY TRANSMISSION IN LIVESTOCK AND GRAIN MARKETS: EXAMINING THE EFFECT OF INCREASING ETHANOL PRODUCTION ACROSS COUNTRIES
    2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California, Agricultural and Applied Economics Association View citations (2)
15. The Importance of Reference Prices in Decision Making: An Application to Commodity Marketing
    Cornhusker Economics, University of Nebraska-Lincoln, Department of Agricultural Economics
16. The Only Thing That Is Constant Is Change: A Brief Overview on How Technology Has Changed Futures Markets in Recent Years Part I
    Cornhusker Economics, University of Nebraska-Lincoln, Department of Agricultural Economics

2014

17. Commodity Market Analysis: Combining Fundamentals and Technicals
    Cornhusker Economics, University of Nebraska-Lincoln, Department of Agricultural Economics
18. Effectiveness marketing strategies and risk measurement in the sugarcane industry
    2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association
19. How Much Money Can We Lose in Grain Markets?
    Cornhusker Economics, University of Nebraska-Lincoln, Department of Agricultural Economics
20. Stress Tests in Commodity Markets
    Cornhusker Economics, University of Nebraska-Lincoln, Department of Agricultural Economics
21. Timing in Commodity Marketing: How Do Producers Decide the "Right" Moment to Price Their Crop?
    2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association

2013

22. Commodity Prices, Volatility and Risk: Is the Soybean Market Becoming Riskier?
    Cornhusker Economics, University of Nebraska-Lincoln, Department of Agricultural Economics
23. Developing new futures contract versus cross-hedging: a study in the Brazilian rice market
    2013 Annual Meeting, August 4-6, 2013, Washington, D.C., Agricultural and Applied Economics Association
24. Formation and Adaptation of Reference Prices in Grain Marketing: An Experimental Study
    2013 Annual Meeting, August 4-6, 2013, Washington, D.C., Agricultural and Applied Economics Association View citations (1)
    Also in Working Papers, Structure and Performance of Agriculture and Agri-products Industry (SPAA) (2013)
    See also Journal Article Formation and adaptation of reference prices in grain marketing: an experimental study, Agricultural Economics, International Association of Agricultural Economists (2016) View citations (5) (2016)
25. More on Commodity Prices, Volatility and Risk: Is the Corn Market Becoming Riskier?
    Cornhusker Economics, University of Nebraska-Lincoln, Department of Agricultural Economics

2012

26. An Economic Analysis of Removing the Canadian Wheat Board’s Single Desk Authority and Rail Deregulation in Western Canada
    2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association
27. Do producers exhibit disposition effect? Evidence from grain marketing
    Working Papers, Structure and Performance of Agriculture and Agri-products Industry (SPAA)
28. Risk measurement in commodities markets: How much price risk do agricultural producers really face?
    2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association

2011

29. Are Canadian Farmers Overconfident?
    2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania, Agricultural and Applied Economics Association
30. Do Farmers Exhibit Disposition Effect?: Evidence from Grain Marketing
    2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania, Agricultural and Applied Economics Association

2010

31. Evolving Market Performance in Brazilian Futures Contracts Using Relative Efficiency
    2010 Annual Meeting, July 25-27, 2010, Denver, Colorado, Agricultural and Applied Economics Association

2009

32. The Effect of Prior Gains and Losses on Current Risk-Taking Using Quantile Regression
    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)

2008

33. Dynamic Decision Making in Agricultural Futures and Options Markets
    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

34. Insights into Trader Behavior: Risk Aversion and Probability Weighting
    2007 Conference, April 16-17, 2007, Chicago, Illinois, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management View citations (3)

2006

35. Probability Distortion and Loss Aversion in Futures Hedging
    2006 Conference, April 17-18, 2006, St. Louis, Missouri, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management

2005

36. Relaxing Standard Hedging Assumptions in the Presence of Downside Risk
    2005 Conference, April 18-19, 2005, St. Louis, Missouri, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management View citations (3)
    See also Journal Article Relaxing standard hedging assumptions in the presence of downside risk, The Quarterly Review of Economics and Finance, Elsevier (2008) View citations (9) (2008)

2004

37. PRICE DISCOVERY IN THINLY TRADED MARKETS: CASH AND FUTURES RELATIONSHIPS IN BRAZILIAN AGRICULTURAL FUTURES MARKETS
    2004 Conference, April 19-20, 2004, St. Louis, Missouri, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management View citations (23)

2003

38. THE FEASIBILITY OF A BOXED BEEF FUTURES CONTRACT: HEDGING WHOLESALE BEEF CUTS
    2003 Conference, April 21-22, 2003, St. Louis, Missouri, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management View citations (3)

Journal Articles

2020

1. Quantifying the Announcement Effects in the U.S. Lumber Futures Market
   Journal of Forest Economics, 2020, 35, (4), 375-395 View citations (1)

2018

2. New Insights on Hedge Ratios in the Presence of Stochastic Transaction Costs
   Risks, 2018, 6, (4), 1-15 View citations (2)
3. The Expansion of the Brazilian Winter Corn Crop and Its Impact on Price Transmission
   IJFS, 2018, 6, (2), 1-17 View citations (7)

2017

4. The Reaction of Coffee Futures Price Volatility to Crop Reports
   Emerging Markets Finance and Trade, 2017, 53, (10), 2361-2376 View citations (3)

2016

5. Formation and adaptation of reference prices in grain marketing: an experimental study
   Agricultural Economics, 2016, 47, (6), 621-632 View citations (5)
   See also Working Paper Formation and Adaptation of Reference Prices in Grain Marketing: An Experimental Study, 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. (2013) View citations (1) (2013)
6. Futures Price Response to Crop Reports in Grain Markets
   Journal of Futures Markets, 2016, 36, (10), 923-942 View citations (6)

2012

7. Marketing Contracts, Overconfidence, and Timing in the Canadian Wheat Market
   Journal of Agricultural and Resource Economics, 2012, 37, (3), 16 View citations (1)
8. Measuring the degree to which probability weighting affects risk-taking Behavior in financial decisions
   Journal of Finance and Investment Analysis, 2012, 1, (2), 1 View citations (1)

2008

9. Probability weighting and loss aversion in futures hedging
   Journal of Financial Markets, 2008, 11, (4), 433-452 View citations (7)
10. Relaxing standard hedging assumptions in the presence of downside risk
    The Quarterly Review of Economics and Finance, 2008, 48, (1), 78-93 View citations (9)
    See also Working Paper Relaxing Standard Hedging Assumptions in the Presence of Downside Risk, 2005 Conference, April 18-19, 2005, St. Louis, Missouri (2005) View citations (3) (2005)

Chapters

2011

1. Applications of Behavioral Finance to Entrepreneurs and Venture Capitalists: Decision Making Under Risk and Uncertainty in Futures and Options Markets
   Springer View citations (1)