Details about Andrew McKenzie

Access statistics for papers by Andrew McKenzie.

Last updated 2023-06-08. Update your information in the RePEc Author Service.

Short-id: pmc342

Working Papers

2017

1. The Cost of Forward Contracting in CIF NOLA and Mississippi River Barge Freight Markets
   2017 Annual Meeting, July 30-August 1, Chicago, Illinois, Agricultural and Applied Economics Association
2. Time Series Forecast Model Selection for Wholesale Chicken Parts Prices
   2017 Annual Meeting, July 30-August 1, Chicago, Illinois, Agricultural and Applied Economics Association

2016

3. The Value of Government Information in an Era of Declining Budgets
   2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association

2013

4. Nonlinearities in Regional Rice Prices in the Philippines: Evidence from a Smooth Transition Autoregressive (STAR) Approach
   2013 Annual Meeting, August 4-6, 2013, Washington, D.C., Agricultural and Applied Economics Association View citations (1)

2012

5. Measuring Market Integration in the Presence of Threshold Effect: The Case of Bangladesh Rice Markets
   2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association View citations (4)

2011

6. Is There Co-Movement of Agricultural Commodities Futures Prices and Crude Oil?
   2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland, European Association of Agricultural Economists View citations (126)
   See also Journal Article Is there co-movement of agricultural commodities futures prices and crude oil?, Energy Policy, Elsevier (2011) View citations (129) (2011)

2010

7. Linkage between World and Domestic Prices of Rice under the regime of Agricultural Trade Liberalization in Bangladesh
   2010 Conference (54th), February 10-12, 2010, Adelaide, Australia, Australian Agricultural and Resource Economics Society
8. Testing Asymmetric Price Transmission in the Vertical Supply Chain in De-regulated Rice Markets in Bangladesh
   2010 Annual Meeting, July 25-27, 2010, Denver, Colorado, Agricultural and Applied Economics Association View citations (2)

2009

9. The Effect of Food Scares on Risk Aversion: Implied Estimates from BSE Shocks on Cattle Futures Options (PowerPoint)
   SCC-76 Meeting, 2009, March 19-21, Galveston, Texas, SCC-76: Economics and Management of Risk in Agriculture and Natural Resources
10. Volatility Surface and Skewness in Live Cattle Futures Price Distributions with Application to North American BSE Announcements
    2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin, Agricultural and Applied Economics Association View citations (2)

2008

11. A Comparative Assessment of the Broiler:Corn Ratio and Its Impact on Broiler Processors' Profitability
    2008 Annual Meeting, February 2-6, 2008, Dallas, Texas, Southern Agricultural Economics Association
12. Hedging Effectiveness around USDA Crop Reports
    2008 Annual Meeting, February 2-6, 2008, Dallas, Texas, Southern Agricultural Economics Association
    Also in 2008 Conference, April 21-22, 2008, St. Louis, Missouri, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management (2008)

2007

13. The Broiler-Corn Ratio: Is it an Indicator of Fattened Broiler Profits?
    2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)

2005

14. INTEGRATION IN BENIN MAIZE MARKET: AN APPLICATION OF THRESHOLD COINTEGRATION ANALYSIS
    2005 Annual meeting, July 24-27, Providence, RI, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) View citations (4)

1998

15. MARKET EFFICIENCY IN AGRICULTURAL FUTURES MARKETS
    1998 Annual meeting, August 2-5, Salt Lake City, UT, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) View citations (11)
    See also Journal Article Market efficiency in agricultural futures markets, Applied Economics, Taylor & Francis Journals (2002) View citations (52) (2002)

Journal Articles

2021

1. Options strategies
   The Journal of Economic Education, 2021, 52, (2), 173-173

2019

2. Risk Transmission between Chinese and U.S. Agricultural Commodity Futures Markets—A CoVaR Approach
   Sustainability, 2019, 11, (1), 1-18 View citations (10)
3. THE COST OF FORWARD CONTRACTING IN THE CIF NOLA EXPORT BID MARKET
   Journal of Agricultural and Applied Economics, 2019, 51, (1), 164-181 View citations (3)

2018

4. Was the Missing 2013 WASDE Missed?
   Applied Economic Perspectives and Policy, 2018, 40, (4), 653-671 View citations (9)

2013

5. Crude oil–corn–ethanol – nexus: A contextual approach
   Energy Policy, 2013, 63, (C), 504-513 View citations (15)

2012

6. The dynamic relationships between world and domestic prices of rice under the regime of agricultural trade liberalization in Bangladesh
   Journal of the Asia Pacific Economy, 2012, 17, (1), 113-126 View citations (13)

2011

7. Hedging Effectiveness Around U.S. Department of Agriculture Crop Reports
   Journal of Agricultural and Applied Economics, 2011, 43, (1), 77-94 View citations (2)
   Also in Journal of Agricultural and Applied Economics, 2011, 43, (01), 18 (2011) View citations (2)
8. How Much is That Exam Grade Really Worth? An Estimation of Student Risk Aversion to Their Unknown Final College Course Grades
   The Journal of Economic Education, 2011, 42, (4), 338-353
9. Is there co-movement of agricultural commodities futures prices and crude oil?
   Energy Policy, 2011, 39, (9), 4971-4984 View citations (129)
   See also Working Paper Is There Co-Movement of Agricultural Commodities Futures Prices and Crude Oil?, 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland (2011) View citations (126) (2011)

2010

10. LL601 Contamination and Its Impact on U.S. Rice Prices
    Journal of Agricultural and Applied Economics, 2010, 42, (01), 8 View citations (6)
    Also in Journal of Agricultural and Applied Economics, 2010, 42, (1), 31-38 (2010) View citations (6)

2009

11. Alternative Model Selection Using Forecast Error Variance Decompositions in Wholesale Chicken Markets
    Journal of Agricultural and Applied Economics, 2009, 41, (01), 14 View citations (2)
    Also in Journal of Agricultural and Applied Economics, 2009, 41, (1), 227-240 (2009) View citations (3)
12. Managing Price Risk in Volatile Grain Markets, Issues and Potential Solutions
    Journal of Agricultural and Applied Economics, 2009, 41, (2) View citations (1)
    Also in Journal of Agricultural and Applied Economics, 2009, 41, (2), 353-362 (2009) View citations (1)

2008

13. AJAE Appendix: Pre-Harvest Expectations for Corn: The Informational Content of USDA Reports on New Crop Futures
    American Journal of Agricultural Economics APPENDICES, 2008, 90, (2), 2 View citations (9)
14. Basis Trader
    The Journal of Economic Education, 2008, 39, (4), 401-402
15. Hedging Break-Even Biodiesel Production Costs Using Soybean Oil Futures
    Journal of Agribusiness, 2008, 26, (01), 15 View citations (1)

2007

16. How do you straddle hogs and pigs? Ask the Greeks!
    Applied Financial Economics, 2007, 17, (7), 511-520 View citations (10)

2003

17. Which Broiler Part is the Best Part?
    Journal of Agricultural and Applied Economics, 2003, 35, (3), 13 View citations (8)
    Also in Journal of Agricultural and Applied Economics, 2003, 35, (3), 483-495 (2003) View citations (8)

2002

18. Market efficiency in agricultural futures markets
    Applied Economics, 2002, 34, (12), 1519-1532 View citations (52)
    See also Working Paper MARKET EFFICIENCY IN AGRICULTURAL FUTURES MARKETS, 1998 Annual meeting, August 2-5, Salt Lake City, UT (1998) View citations (11) (1998)

2001

19. THE EFFECT OF E. COLI O157:H7 ON BEEF PRICES
    Journal of Agricultural and Resource Economics, 2001, 26, (2), 14 View citations (11)

1995

20. Evaluating a post-graduate diploma in primary health care education (DPHCE): Issues and interpretations
    Evaluation and Program Planning, 1995, 18, (4), 385-389