PRICE DISCOVERY IN THE SOYBEAN COMPLEX

Martin K. Beutler and B Brorsen

No 278959, 1984 Annual Meeting, August 5-8, Ithaca, New York from American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)

Abstract: In this study, the lead-lag relationships between the cash prices of soybeans, soybean oil, and soybean meal were examined following a Granger-causality framework and using daily data. The cash price for soybeans was found to have the most significant impact with respect to price discovery in the three markets.

Keywords: Crop Production/Industries; Demand and Price Analysis; Marketing (search for similar items in EconPapers)
Pages: 17
Date: 1984-08
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Persistent link: https://EconPapers.repec.org/RePEc:ags:aaea84:278959

DOI: 10.22004/ag.econ.278959

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