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Are Harvest Forecasts News? USDA Announcements and Futures Market Reactions
4 references·11 citing·38 second hop
Are Harvest Forecasts News? USDA Announcements and Futures Market Reactions (1989)Are Harvest Forecasts News? USDA Announce…Orange Juice and Weather (1984)Orange Juice and WeatherThe Price Variability-Volume Relationship on Speculative Markets (1983)The Price Variability-Volume …The Money Supply Announcements Puzzle: Review and Interpretation (1983)The Money Supply Announcement…Cross Hedging (1981)Cross HedgingQuantifying the WASDE Announcement Effect (2012)Quantifying the WASDE Announc…The Food Crises: A Quantitative Model of Food Prices Including Speculators and Ethanol Conversion (2011)The Food Crises: A Quantitati…A Century of Research on Agricultural Markets (2010)A Century of Research on Agri…The Impact of Situation and Outlook Information in Corn and Soybean Futures Markets: Evidence from WASDE Reports (2008)The Impact of Situation and O…Are Revisions to USDA Crop Production Forecasts Smoothed? (2006)Are Revisions to USDA Crop Pr…How much of commodity price behavior can a rational expectations storage model explain? (2005)How much of commodity price b…Estimating the Structure of Market Reaction to News: Information Events and Lumber Futures Prices (2005)Estimating the Structure of M…An Evaluation of Crop Forecast Accuracy for Corn and Soybeans: USDA and Private Information Agencies (2003)An Evaluation of Crop Forecas…TRENDS IN THE ACCURACY OF USDA PRODUCTION FORECASTS FOR BEEF AND PORK (1998)TRENDS IN THE ACCURACY OF USD…The value of public information in commodity futures markets (1997)The value of public informati…The effects of USDA reports in futures and options markets (1993)The effects of USDA reports i…Stock Returns, Real Activity, Inflation, and Money (1981)The Fiscal and Monetary Linkage Between Stock Returns and Inflation (1983)Stock Prices and Economic News (1984)ON THE DYNAMIC RELATION BETWEEN STOCK PRICES AND EXCHANGE RATES (1996)Stock prices and exchange rate dynamics (2005)The Economics of Exhaustible Resources (1931)Bandwagon, Snob, and Veblen Effects in the Theory of Consumers' Demand (1950)Noise Trader Risk in Financial Markets (1990)Estimating betas from nonsynchronous data (1977)Risk measurement when shares are subject to infrequent trading (1979)Stock returns and the weekend effect (1980)When financial markets work too well: A cautious case for a securities transactions tax (1989)Combinatorial Information Market Design (2003)CO2 Prices, Energy and Weather (2007)The theory and practice of econometrics (1986)Options, Futures, and Other Derivative Securities. (1990)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills (1981)What To Do (and Not to Do) with Time-Series Cross-Section Data (1995)Forecast performance of WASDE price projections for U.S. corn (2015)The components of the bid‐ask spread: Evidence from the corn futures market (2018)Measuring price discovery between nearby and deferred contracts in storable and nonstorable commodity futures markets (2020)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Informationally Efficient Markets (1980)Trading Volume and Serial Correlation in Stock Returns (1993)Bayesian Analysis of Stochastic Volatility Models (2002)Forecasting Volatility in Financial Markets: A Review (2003)USDA Corn and Soybean Acreage Estimates and Yield Forecasts: Dispelling Myths and Misunderstandings (2011)The Econometrics of Financial Markets (2012)The Nature of the Firm (1937)Hedonic Prices and Implicit Markets: Product Differentiation in Pure Competition (1974)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Forty Years of Price Transmission Research in the Food Industry: Insights, Challenges and Prospects (2016)Hedging Performance and Basis Risk in Stock Index Futures (1984)Estimating time‐varying optimal hedge ratios on futures markets (1991)Currency Hedging for International Portfolios (1993)
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References

  • 1983The Price Variability-Volume Relationship on Speculative Markets1,450 cited
  • 1984Orange Juice and Weather540 cited
  • 1981Cross Hedging283 cited
  • 1983The Money Supply Announcements Puzzle: Review and Interpretation212 cited

Cited by

  • 1997The value of public information in commodity futures markets101 cited
  • 2011The Food Crises: A Quantitative Model of Food Prices Including Speculators and Ethanol Conversion101 cited
  • 2012Quantifying the WASDE Announcement Effect94 cited
  • 1993The effects of USDA reports in futures and options markets85 cited
  • 2010A Century of Research on Agricultural Markets85 cited
  • 2008The Impact of Situation and Outlook Information in Corn and Soybean Futures Markets: Evidence from WASDE Reports82 cited
  • 2005How much of commodity price behavior can a rational expectations storage model explain?72 cited
  • 2003An Evaluation of Crop Forecast Accuracy for Corn and Soybeans: USDA and Private Information Agencies64 cited
  • 2006Are Revisions to USDA Crop Production Forecasts Smoothed?48 cited
  • 2005Estimating the Structure of Market Reaction to News: Information Events and Lumber Futures Prices42 cited
  • 1998

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TRENDS IN THE ACCURACY OF USDA PRODUCTION FORECASTS FOR BEEF AND PORK
42 cited