The Price Performance on the Futures Market of a Nonstorable Commodity: Live Beef Cattle

Raymond M. Leuthold

91 citations0/0 files storedAmerican Journal of Agricultural Economics

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Economics of Agriculture and Food Markets Livestock Farming and Management Market Dynamics and Volatility

Abstract

Abstract Cash cattle prices are found to be more accurate indicators of subsequent cash cattle price conditions than are the futures prices for distant contracts. This apparent relative inability of futures prices for live beef cattle to reflect later spot prices is becoming more pronounced over time.

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1970Temporal Relationships Among Prices on Commodity Futures Markets: Their Allocative and Stabilizing Roles 1976Normal Backwardation, Forecasting, and the Returns to Commodity Futures Traders

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1983Futures Market Efficiency in the Soybean Complex 1981Speculative Price: Economic Welfare and the Idiot of Chance 1989Forecasting efficiency of energy futures prices 1979The Response of Futures Prices to New Market Information: The Case of Live Hogs

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