Details about Fabio Mattos

Access statistics for papers by Fabio Mattos.

Last updated 2026-04-13. Update your information in the RePEc Author Service.

Short-id: pma2840

Working Papers

2025

1. Co-movements and dynamic connectedness between ethanol and agricultural commodity prices in the post-Covid-19 period: evidence from Brazil
   2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO, Agricultural and Applied Economics Association

2024

2. Corn ethanol expansion in Brazil: Are volatility interconnectedness changing?
   2024 Annual Meeting, July 28-30, New Orleans, LA, Agricultural and Applied Economics Association
3. THE REACTION OF CORN FUTURES PRICES TO U.S. AND BRAZILIAN CROP REPORTS
   2024 Annual Meeting, July 28-30, New Orleans, LA, Agricultural and Applied Economics Association

2017

4. Evaluating Crop Forecast Accuracy for Corn and Soybeans in the United States, China, Brazil, and Argentina
   2017 Conference, April 24-25, 2017, St. Louis, Missouri, NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management

2016

5. The Information Content in the Term Structure of Commodity Prices
   2016 Conference, April 18-19, 2016, St. Louis, Missouri, NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management

2015

6. Accuracy-Informativeness Tradeoff for Interval Forecast Comparison
   2015 Conference, April 20-21, 2015, St. Louis, Missouri, NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management
7. 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
8. 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)
9. The Effects of Brazilian Second (Winter) Corn Crop on Price Seasonality, Basis Behavior and Integration to International Market
   2015 Conference, April 20-21, 2015, St. Louis, Missouri, NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management

2014

10. Effectiveness marketing strategies and risk measurement in the sugarcane industry
    2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association
11. How Do Agricultural Futures Prices Respond To New Information About Drought Conditions?
    2014 Conference, April 21-22, 2014, St. Louis, Missouri, NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management
12. Marketing Strategies for Soybeans in 1997-2012: Performance Persistence and Risk-return Tradeoffs
    2014 Conference, April 21-22, 2014, St. Louis, Missouri, NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management

2013

13. 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
14. 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)
15. How Do Producers Decide the “Right” Moment to Price Their Crop?
    2013 Conference, April 22-23, 2013, St. Louis, Missouri, NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management

2012

16. Do producers exhibit disposition effect? Evidence from grain marketing
    Working Papers, Structure and Performance of Agriculture and Agri-products Industry (SPAA)
17. How Does “Cost Risk”Influence Producers' Decision to Hedge?
    2012 Conference, April 16-17, 2012, St. Louis, Missouri, NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management
18. 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
19. The Increasing Participation of China in the World Soybean Market and Its Impact on Price Linkages in Futures Markets
    2012 Conference, April 16-17, 2012, St. Louis, Missouri, NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management

2011

20. Are Canadian Farmers Overconfident?
    2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania, Agricultural and Applied Economics Association
21. Changes in Liquidity,Cash Market Activity, and Futures Market
    2011 Conference, April 18-19, 2011, St. Louis, Missouri, NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management
22. Do Farmers Exhibit Disposition Effect?: Evidence from Grain Marketing
    2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania, Agricultural and Applied Economics Association
23. How Do Canadian Wheat Producers’ Make Marketing Decisions?
    2011 Conference, April 18-19, 2011, St. Louis, Missouri, NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management

2010

24. Evolving Market Performance in Brazilian Futures Contracts Using Relative Efficiency
    2010 Annual Meeting, July 25-27, 2010, Denver, Colorado, Agricultural and Applied Economics Association
25. Producers’ Grain Marketing Decisions: A Study in the Canadian Markets
    2010 Conference, April 19-20, 2010, St. Louis, Missouri, NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management

2009

26. 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

27. 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

28. 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

29. 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

30. 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 (12) (2008)

2004

31. 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

32. 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 (4)

Undated

33. "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
34. 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
35. Commodity Indices and Futures Markets
    Cornhusker Economics, University of Nebraska-Lincoln, Department of Agricultural Economics
36. Commodity Market Analysis: Combining Fundamentals and Technicals
    Cornhusker Economics, University of Nebraska-Lincoln, Department of Agricultural Economics
37. Commodity Prices, Volatility and Risk: Is the Soybean Market Becoming Riskier?
    Cornhusker Economics, University of Nebraska-Lincoln, Department of Agricultural Economics
38. Commodity Trading Room Comes On-Line at UNL
    Cornhusker Economics, University of Nebraska-Lincoln, Department of Agricultural Economics
39. Do We Need More Futures Contracts in Commodity Markets?
    Cornhusker Economics, University of Nebraska-Lincoln, Department of Agricultural Economics
40. Further Thoughts on the Brazilian Grain Market, Its Competitiveness and Its Challenges
    Cornhusker Economics, University of Nebraska-Lincoln, Department of Agricultural Economics
41. How Much Money Can We Lose in Grain Markets?
    Cornhusker Economics, University of Nebraska-Lincoln, Department of Agricultural Economics
42. More on Commodity Prices, Volatility and Risk: Is the Corn Market Becoming Riskier?
    Cornhusker Economics, University of Nebraska-Lincoln, Department of Agricultural Economics
43. Pork in the Future: The New Futures and Options Contracts on Pork Cutout
    Cornhusker Economics, University of Nebraska-Lincoln, Department of Agricultural Economics
44. Projecting Corn and Soybean Crops: How Accurate Are Crop Forecasts?
    Cornhusker Economics, University of Nebraska-Lincoln, Department of Agricultural Economics
45. Stress Tests in Commodity Markets
    Cornhusker Economics, University of Nebraska-Lincoln, Department of Agricultural Economics
46. The Importance of Reference Prices in Decision Making: An Application to Commodity Marketing
    Cornhusker Economics, University of Nebraska-Lincoln, Department of Agricultural Economics
47. 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
48. Thinking about the Corn Market
    Cornhusker Economics, University of Nebraska-Lincoln, Department of Agricultural Economics
49. 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
50. 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
51. 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)
52. Who Is Trading in the Futures Markets and Why It Matters – Part 1
    Cornhusker Economics, University of Nebraska-Lincoln, Department of Agricultural Economics
53. Will “Matopiba” Change the Competitive Landscape in the International Grain Market?
    Cornhusker Economics, University of Nebraska-Lincoln, Department of Agricultural Economics

Journal Articles

2026

1. Selling the Harvest: What Drives Farmers’ Use of Grain Marketing Tools?
   Choices: The Magazine of Food, Farm, and Resource Issues, 2026, 41, (1)

2025

2. The Reaction of Corn Futures Markets to US and Brazilian Crop Reports
   Journal of Futures Markets, 2025, 45, (9), 1298-1323

2020

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

2018

4. New Insights on Hedge Ratios in the Presence of Stochastic Transaction Costs
   Risks, 2018, 6, (4), 1-15 View citations (2)
5. The Expansion of the Brazilian Winter Corn Crop and Its Impact on Price Transmission
   IJFS, 2018, 6, (2), 1-17 View citations (8)

2017

6. Measurement of Commodity Price Risk: an overview of Brazilian agricultural markets
   Revista de Economia e Sociologia Rural (RESR), 2017, 55, (3)
7. The Reaction of Coffee Futures Price Volatility to Crop Reports
   Emerging Markets Finance and Trade, 2017, 53, (10), 2361-2376 View citations (3)

2016

8. 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)
9. Futures Price Response to Crop Reports in Grain Markets
   Journal of Futures Markets, 2016, 36, (10), 923-942 View citations (9)

2012

10. Marketing Contracts, Overconfidence, and Timing in the Canadian Wheat Market
    Journal of Agricultural and Resource Economics, 2012, 37, (3), 16 View citations (1)
11. 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

12. Probability weighting and loss aversion in futures hedging
    Journal of Financial Markets, 2008, 11, (4), 433-452 View citations (8)
13. Relaxing standard hedging assumptions in the presence of downside risk
    The Quarterly Review of Economics and Finance, 2008, 48, (1), 78-93 View citations (12)
    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)

Undated

14. The Implementation of Non-explicit Grading
    Applied Economics Teaching Resources (AETR), 7, (5)

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)