RELIABILITY OF SOYBEAN AND CORN OPTION-BASED PROBABILITY ASSESSMENTS AS OPTION MARKETS MATURE

Elvria Silva and Kandice Kahl

No 271196, 1991 Annual Meeting, August 4-7, Manhattan, Kansas from American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)

Abstract: The objective of this paper is to determine whether optionbased probability assessments become reliable through time. The reliability of soybean and corn option-based probability assessments is evaluated during 1985-1987 and 1988-1990. Soybean probability assessments become reliable in the later period. Corn probability assessments are reliable in both time periods.

Keywords: Crop Production/Industries; Marketing (search for similar items in EconPapers)
Pages: 15
Date: 1991-08-05
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Persistent link: https://EconPapers.repec.org/RePEc:ags:aaea91:271196

DOI: 10.22004/ag.econ.271196

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