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Paul L. Fackler

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. MacLachlan, Matthew J. & Springborn, Michael R. & Fackler, Paul L., 2015. "Learning about a Moving Target in Resource Management: Optimal Bayesian Disease Control," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205715, Agricultural and Applied Economics Association.

    Cited by:

    1. Xiaoli Fan & Miguel I. Gómez & Shady S. Atallah & Jon M. Conrad, 2020. "A Bayesian State‐Space Approach for Invasive Species Management: The Case of Spotted Wing Drosophila," American Journal of Agricultural Economics, John Wiley & Sons, vol. 102(4), pages 1227-1244, August.
    2. MacLachlan, Matthew & Chelius, Carolyn & Short, Gianna, 2022. "Time-Series Methods for Forecasting and Modeling Uncertainty in the Food Price Outlook," USDA Miscellaneous 327370, United States Department of Agriculture.
    3. Ivan Rudik & Derek Lemoine & Maxwell Rosenthal, 2018. "General Bayesian Learning in Dynamic Stochastic Models: Estimating the Value of Science Policy," 2018 Meeting Papers 369, Society for Economic Dynamics.
    4. Sloggy, Matthew R. & Kling, David M. & Plantinga, Andrew J., 2020. "Measure twice, cut once: Optimal inventory and harvest under volume uncertainty and stochastic price dynamics," Journal of Environmental Economics and Management, Elsevier, vol. 103(C).
    5. Kling, David M. & Sanchirico, James N. & Fackler, Paul L., 2017. "Optimal monitoring and control under state uncertainty: Application to lionfish management," Journal of Environmental Economics and Management, Elsevier, vol. 84(C), pages 223-245.
    6. Pablo Garcia, 2024. "Optimal timing of environmental policy under partial information," BCL working papers 180, Central Bank of Luxembourg.
    7. K. Aleks Schaefer & Daniel P. Scheitrum & Steven van Winden, 2022. "Returns on investment to the British bovine tuberculosis control programme," Journal of Agricultural Economics, Wiley Blackwell, vol. 73(2), pages 472-489, June.
    8. Dai, Bingyan & Gomez, Miguel I. & Fan, Xiaoli & Loeb, Gregory & Shrestha, Binita, 2024. "Cost-effectiveness and Risk Assessment in Integrated Pest Management: The Case of Spotted Wing Drosophila," 2024 Annual Meeting, July 28-30, New Orleans, LA 343531, Agricultural and Applied Economics Association.

  2. Livingston, Michael J. & Carlson, Gerald A. & Fackler, Paul L., 2000. "Bt Cotton Refuge Policy," 2000 Annual meeting, July 30-August 2, Tampa, FL 21850, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

    Cited by:

    1. Simpson, R. David & Laxminarayan, Ramanan, 2000. "Biological Limits on Agricultural Intensification: An Example from Resistance Management," RFF Working Paper Series dp-00-43, Resources for the Future.
    2. Secchi, Silvia & Hurley, Terrance M. & Hellmich, Richard L., 2001. "Managing European Corn Borer Resistance To Bt Corn With Dynamic Refuges," 2001 Annual meeting, August 5-8, Chicago, IL 20543, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    3. Secchi, Silvia, 2000. "Economic issues in resistance management," ISU General Staff Papers 2000010108000013359, Iowa State University, Department of Economics.
    4. Laxminarayan, Ramanan & Simpson, R. David, 2000. "Biological Limits on Agricultural Intensification: An Example from Resistance Management," Discussion Papers 10914, Resources for the Future.
    5. Alston, Julian M. & Hyde, Jeffrey & Marra, Michele C. & Mitchell, Paul D., 2003. "An Ex Ante Analysis of the Benefits from the Adoption of Corn Rootworm Resistant, Transgenic Corn Technology," 2003 Conference (47th), February 12-14, 2003, Fremantle, Australia 57828, Australian Agricultural and Resource Economics Society.
    6. Ramanan Laxminarayan & R. Simpson, 2002. "Refuge Strategies for Managing Pest Resistance in Transgenic Agriculture," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 22(4), pages 521-536, August.

  3. DiRienzo, Cassandra & Fackler, Paul L. & Goodwin, Barry K., 2000. "Modeling Spatial Dependence And Spatial Heterogeneity In County Yield Forecasting Models," 2000 Annual meeting, July 30-August 2, Tampa, FL 21763, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

    Cited by:

    1. Spencer, Nekeisha & Polachek, Solomon, 2015. "Hurricane watch: Battening down the effects of the storm on local crop production," Ecological Economics, Elsevier, vol. 120(C), pages 234-240.

  4. Fackler, Paul L. & Roberts, Matthew C., 1999. "A Term Structure Model For Agricultural Futures," 1999 Annual meeting, August 8-11, Nashville, TN 21543, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

    Cited by:

    1. Lin, Chuanyi & Roberts, Matthew C., 2006. "Storability on Modeling Commodity Futures Prices," 2006 Annual meeting, July 23-26, Long Beach, CA 21484, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    2. Power, Gabriel J. & Eaves, James & Turvey, Calum & Vedenov, Dmitry, 2017. "Catching the curl: Wavelet thresholding improves forward curve modelling," Economic Modelling, Elsevier, vol. 64(C), pages 312-321.
    3. Max F. Schöne & Stefan Spinler, 2017. "A four-factor stochastic volatility model of commodity prices," Review of Derivatives Research, Springer, vol. 20(2), pages 135-165, July.
    4. Sheng-Hung Chen & Song-Zan Chiou-Wei & Zhen Zhu, 2022. "Stochastic seasonality in commodity prices: the case of US natural gas," Empirical Economics, Springer, vol. 62(5), pages 2263-2284, May.

  5. Mario J. Miranda & Paul L. Fackler, 1999. "Hybrid Methods for Continuous Space Dynamic Programming," Computing in Economics and Finance 1999 1332, Society for Computational Economics.

    Cited by:

    1. Richard E. Howitt & Siwa Msangi & Arnaud Reynaud & Keith C. Knapp, 2005. "Estimating Intertemporal Preferences for Natural Resource Allocation," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 87(4), pages 969-983.
    2. Msangi, Siwa, 2005. "Measuring the Gains to Groundwater Management with Recursive Utility," 2005 Annual meeting, July 24-27, Providence, RI 19212, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    3. King, Robert P. & Lohano, Heman D., 2006. "Accuracy of Numerical Solution to Dynamic Programming Models," Staff Papers 14230, University of Minnesota, Department of Applied Economics.
    4. Sayan, Serdar & Kiraci, Arzdar, 2001. "Parametric pension reform with higher retirement ages: A computational investigation of alternatives for a pay-as-you-go-based pension system," Journal of Economic Dynamics and Control, Elsevier, vol. 25(6-7), pages 951-966, June.

  6. Fisher, L. & Fackler, P. & Orden, D., 1992. "Long-Run Identifying Restrictions for an Error-Correction Model of New Zealand Money, Prices and Output," Papers 92-27, New South Wales - School of Economics.

    Cited by:

    1. Kosaka Michiru Sakane, 2013. "News-driven international business cycles," The B.E. Journal of Macroeconomics, De Gruyter, vol. 13(1), pages 751-793, May.
    2. Ben Fung & Marcel Kasumovich, 1997. "Monetary Shocks in the G-6 Countries: Is There a Puzzle?," Staff Working Papers 97-7, Bank of Canada.
    3. Bamba, Ibrahim & Reed, Michael R., 2004. "Monetary Policy Impacts on Cash Crop Coffee and Cocoa Using Structural Vector Error Correction Model," 2004 Annual meeting, August 1-4, Denver, CO 20056, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    4. Yang, M., 1995. "On Identifying Permanent and Transitory Shocks in VAR Models," Papers 95-5, New South Wales - School of Economics.
    5. Fisher, Lance A. & Huh, Hyeon-Seung & Summers, Peter M., 2000. "Structural Identification of Permanent Shocks in VEC Models: A Generalization," Journal of Macroeconomics, Elsevier, vol. 22(1), pages 53-68, January.
    6. Iacoviello, Matteo, 2000. "House prices and the macroeconomy in Europe: Results from a structural var analysis," Working Paper Series 18, European Central Bank.
    7. Brüggemann, Ralf, 2006. "Finite sample properties of impulse response intervals in SVECMs with long-run identifying restrictions," SFB 649 Discussion Papers 2006-021, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    8. Robert Buckle & Kunhong Kim & Julie Tam, 2002. "A structural var approach to estimating budget balance targets," New Zealand Economic Papers, Taylor & Francis Journals, vol. 36(2), pages 149-175.
    9. Kyungho Jang & Masao Ogaki, 2001. "The Effects of Monetary Policy Shocks on Exchange Rates: A Structural Vector Error Correction Model Approach," Working Papers 01-02, Ohio State University, Department of Economics.
    10. Daniel, Betty C., 1997. "International interdependence of national growth rates: A structural trends anakysis," Journal of Monetary Economics, Elsevier, vol. 40(1), pages 73-96, September.
    11. William Bryant & Roselyne Joyeux, 2010. "Interest linkages between the US, UK and German interest rates: should the UK join the European Monetary Union?," International Review of Applied Economics, Taylor & Francis Journals, vol. 24(6), pages 633-647.
    12. Imke Brüggemann, 2003. "Measuring Monetary Policy in Germany: A Structural Vector Error Correction Approach," German Economic Review, Verein für Socialpolitik, vol. 4(3), pages 307-339, August.
    13. Kyungho Jang, 2001. "Impulse Response Analysis with Long Run Restrictions on Error Correction Models," Working Papers 01-04, Ohio State University, Department of Economics.
    14. Kyungho Jang, 2008. "A Structural Vector Error Correction Model with Short-run and Long-run Restrictions," Korean Economic Review, Korean Economic Association, vol. 24, pages 199-232.
    15. Fisher, Lance A. & Huh, Hyeon-seung, 1999. "Weak exogeneity and long-run and contemporaneous identifying restrictions in VEC models," Economics Letters, Elsevier, vol. 63(2), pages 159-165, May.
    16. Matteo Iacoviello, 2002. "House Prices and Business Cycles in Europe: a VAR Analysis," Boston College Working Papers in Economics 540, Boston College Department of Economics.
    17. Jang, Kyungho & Ogaki, Masao, 2003. "The Effects of Japanese Monetary Policy Shocks on Exchange Rates: A Structural Vector Error Correction Model Approach," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 21(1), pages 1-34, February.
    18. Fisher, Lance A. & Huh, Hyeon-seung & Tallman, Ellis W., 2003. "Permanent income and transitory variation in investment and output," Journal of Macroeconomics, Elsevier, vol. 25(2), pages 149-168, June.
    19. Marcel Kasumovich, 1996. "Interpreting Money-Spply and Interest-Rate Sgocks as Monetary-Policy Shocks," Staff Working Papers 96-8, Bank of Canada.
    20. William D. Lastrapes & W. Douglas McMillin, 2004. "Cross-Country Variation in the Liquidity Effect: The Role of Financial Markets," Economic Journal, Royal Economic Society, vol. 114(498), pages 890-915, October.
    21. Luis J. Álvarez & María de los Llanos Matea, 1999. "Underlying Inflation Measures in Spain," Working Papers 9911, Banco de España.
    22. Lance A. Fisher, 1996. "Sources of Exchange Rate and Price Level Fluctuations in Two Commodity Exporting Countries: Australia and New Zealand," The Economic Record, The Economic Society of Australia, vol. 72(219), pages 345-358, December.

  7. Fackler, Paul L. & Young, Douglas L., 1991. "Notes on Modeling Regional Crop Yields," 1991 Quantifying Long Run Agricultural Risks and Evaluating Farmer Responses to Risk Meeting, March 17-20, 1991, San Antonio, Texas 271549, Regional Research Projects > S-232: Quantifying Long Run Agricultural Risks and Evaluating Farmer Responses to Risk.

    Cited by:

    1. Ford, Beth Pride & Musser, Wesley N. & Yonkers, Robert D., 1993. "Measuring Historical Risk In Quarterly Milk Prices," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 22(1), pages 1-7, April.
    2. Ford, Beth Pride & Musser, Wesley N., 1995. "A Comparison Of Nominal And Real Historical Risk Measures," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 27(2), pages 1-17, December.

  8. Fackler, Paul L., 1989. "Modeling Trend and Higher Moment Properties of U.S. Corn Yields," 1989 Quantifying Long Run Agricultural Risks and Evaluating Farmer Responses to Risk Meeting, April 9-12, 1989, Sanibel Island, Florida 271523, Regional Research Projects > S-232: Quantifying Long Run Agricultural Risks and Evaluating Farmer Responses to Risk.

    Cited by:

    1. Myers, Robert J. & Jayne, Thomas S., 1997. "Regime shifts and technology diffusion in crop yield growth paths with an application to maize yields in Zimbabwe," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 41(3), pages 1-19.

  9. Fackler, Paul L., 1988. "Vector Autoregressive Techniques for Structural Analysis," Department of Economics and Business - Archive 259427, North Carolina State University, Department of Economics.

    Cited by:

    1. Donovan, Cynthia & Myers, Robert & Tschirley, David & Weber, Michael, 1997. "The Effects of Food Aid on Maize Prices in Mozambique," 1997 Conference, August 10-16, 1997, Sacramento, California 197055, International Association of Agricultural Economists.
    2. Brisne J. V. Céspedes & Elcyon C. R. Lima & Alexis Maka, 2005. "Monetary Policy, Inflation and the Level of Economic Activity in Brasil After the Real Plan: Stylized Facts From SVAR Models," Discussion Papers 1101, Instituto de Pesquisa Econômica Aplicada - IPEA.
    3. Nicole M. Mason & Robert J. Myers, 2013. "The effects of the Food Reserve Agency on maize market prices in Zambia," Agricultural Economics, International Association of Agricultural Economists, vol. 44(2), pages 203-216, March.
    4. Robert J. Myers & Roley R. Piggott & William G. Tomek, 1990. "Estimating Sources Of Fluctuations In The Australian Wool Market: An Application Of Var Methods," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 34(3), pages 242-262, December.
    5. Cardoso de Mendonça, Mário Jorge, 2013. "O Crédito Imobiliário no Brasil e sua Relação com a Política Monetária," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 67(4), November.
    6. Brisne J. V. Céspedes & Elcyon C. R. Lima & Alexis Maka & Mário J. C. Mendonça, 2005. "Measuring Monetary Policy Stance in Brazil," Discussion Papers 1128, Instituto de Pesquisa Econômica Aplicada - IPEA.
    7. Jayne, Thomas S. & Meyers, Robert J. & Nyoro, James K., 2005. "Effects of Government Maize Marketing and Trade Policies on Maize Market Prices in Kenya," Food Security Collaborative Working Papers 55162, Michigan State University, Department of Agricultural, Food, and Resource Economics.
    8. Bradshaw, Girard W. & Orden, David, 1988. "Time Series Models For Exchange Rate And Agricultural Price Forecasts," Regional Research Projects > 1988: S-180 Annual Meeting, March 20-23, 1988, Savannah, Georgia 272786, Regional Research Projects > S-180: An Economic Analysis of Risk Management Strategies for Agricultural Production Firms.
    9. Alexander Galetovic & Luis Felipe Lagos, 1990. "Los Efectos de la Indización Cambiaria y Salarial en el Control de la Inflación: el Caso de Chile, 1975-1981," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 27(82), pages 357-380.
    10. Antonio Fiorencio & Ajax R. B. Moreira, 2015. "Long-run Determinants of the Real Exchange Rate: Brazil – 1947/95," Discussion Papers 0072, Instituto de Pesquisa Econômica Aplicada - IPEA.

  10. Fulton, Joan R. & King, Robert P. & Fackler, Paul L., 1988. "Combining Farm And County Data To Construct Farm Level Yield Distributions," Staff Papers 13752, University of Minnesota, Department of Applied Economics.

    Cited by:

    1. Toland, Gerald Jr & Schmiesing, Brian H. & Black, J. Roy, 1989. "Analysis and Comparison of Alternative Estimations of Crop Yield Probability Distributions," WAEA/ WFEA Conference Archive (1929-1995) 244976, Western Agricultural Economics Association.
    2. Margot Rudstrom & Michael Popp & Patrick Manning & Edward Gbur, 2002. "Data Aggregation Issues for Crop Yield Risk Analysis," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 50(2), pages 185-200, July.
    3. Popp, Michael P. & Rudstrom, Margaretha & Manning, Patrick M., 2004. "Spatial Yield Risk Issues: Comparing Yield Risk Across Region, Crop And Aggregation Method," 2004 Annual meeting, August 1-4, Denver, CO 19979, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    4. Michael Popp & Margot Rudstrom & Patrick Manning, 2005. "Spatial Yield Risk Across Region, Crop and Aggregation Method," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 53(2‐3), pages 103-115, June.

  11. Fackler, Paul L. & King, Robert P., 1987. "The Evaluation of Probability Distributions with Special Emphasis on Price Distributions Derived from Option Premiums," Regional Research Projects > 1987: S-180 Annual Meeting, March 22-25, 1987, San Antonio, Texas 272343, Regional Research Projects > S-180: An Economic Analysis of Risk Management Strategies for Agricultural Production Firms.

    Cited by:

    1. Atwood, Joseph A., 1987. "The Evaluation Of Probability Distributions With Special Emphasis On Price Distribution Derived From Option Premiums: A Discussion," Regional Research Projects > 1987: S-180 Annual Meeting, March 22-25, 1987, San Antonio, Texas 272344, Regional Research Projects > S-180: An Economic Analysis of Risk Management Strategies for Agricultural Production Firms.

  12. Fackler, Paul L., 1986. "Futures Price Volatility: Modeling Non-Constant Variance," 1986 Annual Meeting, July 27-30, Reno, Nevada 278172, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

    Cited by:

    1. Roberts, Matthew C., 1999. "Mixture Distributions: Curing Commodity Kurtosis?," 1999 Annual meeting, August 8-11, Nashville, TN 21604, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    2. Lai, Jing-Yi & Myers, Robert J. & Hanson, Steven D., 2003. "Optimal On-Farm Grain Storage by Risk-Averse Farmers," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 28(3), pages 1-22, December.
    3. Wang, H. Holly & Hanson, Steven D. & Black, J. Roy, 2003. "Efficiency Costs of Subsidy Rules for Crop Insurance," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 28(1), pages 1-22, April.

  13. King, Robert P. & Fackler, Paul L., 1985. "Probabilistic Price Forecasts Based On Commodity Option Values," Staff Papers 14030, University of Minnesota, Department of Applied Economics.

    Cited by:

    1. King, Robert P. & Black, J. Roy & Benson, Fred J. & Pavkov, Patti A., 1988. "The Agricultural Risk Management Simulator Microcomputer Program," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 20(2), pages 165-171, December.
    2. King, Robert P., 1985. "A Decision Support System For Commodity Marketing Management," Staff Papers 13827, University of Minnesota, Department of Applied Economics.
    3. Curtis, Charles E., Jr. & Carriker, Gordon L., 1988. "Estimating Implied Volatility Directly from "Nearest-to-the-Money" Commodity Option Premiums," Working Papers 116875, Clemson University, Department of Agricultural and Applied Economics.
    4. Ford, Stephen A. & Ford, Beth Pride & Spreen, Thomas H., 1995. "Evaluation Of Alternative Risk Specifications In Farm Programming Models," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 24(1), pages 1-11, April.

  14. Fackler, Paul L. & King, Robert P., 1984. "Sequential Regression: A Flexible Tool For Time Series Modeling," Staff Papers 13498, University of Minnesota, Department of Applied Economics.

    Cited by:

    1. King, Robert P., 1985. "A Decision Support System For Commodity Marketing Management," Staff Papers 13827, University of Minnesota, Department of Applied Economics.
    2. King, Robert & Lev, Larry, 1991. "A Sequentially Updated Price and Basis Forecasting System for White Wheat," WAEA/ WFEA Conference Archive (1929-1995) 321480, Western Agricultural Economics Association.
    3. Ingco, Merlinda D. & Manderscheid, Lester V., 1988. "Modelling Parameter Variation in Econometric Models: A Handbook," Agricultural Economic Report Series 201375, Michigan State University, Department of Agricultural, Food, and Resource Economics.

Articles

  1. Matthew J. MacLachlan & Michael R. Springborn & Paul L. Fackler, 2017. "Learning about a Moving Target in Resource Management: Optimal Bayesian Disease Control," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 99(1), pages 140-162.
    See citations under working paper version above.
  2. Kling, David M. & Sanchirico, James N. & Fackler, Paul L., 2017. "Optimal monitoring and control under state uncertainty: Application to lionfish management," Journal of Environmental Economics and Management, Elsevier, vol. 84(C), pages 223-245.

    Cited by:

    1. J.B.R. Do Val & Patrice Guillotreau & Thomas Vallée, 2019. "Fishery management under poorly known dynamics," Post-Print hal-03193649, HAL.
    2. Xiaoli Fan & Miguel I. Gómez & Shady S. Atallah & Jon M. Conrad, 2020. "A Bayesian State‐Space Approach for Invasive Species Management: The Case of Spotted Wing Drosophila," American Journal of Agricultural Economics, John Wiley & Sons, vol. 102(4), pages 1227-1244, August.
    3. Ivan Rudik & Derek Lemoine & Maxwell Rosenthal, 2018. "General Bayesian Learning in Dynamic Stochastic Models: Estimating the Value of Science Policy," 2018 Meeting Papers 369, Society for Economic Dynamics.
    4. Sloggy, Matthew R. & Kling, David M. & Plantinga, Andrew J., 2020. "Measure twice, cut once: Optimal inventory and harvest under volume uncertainty and stochastic price dynamics," Journal of Environmental Economics and Management, Elsevier, vol. 103(C).
    5. Jacob LaRiviere & David Kling & James N Sanchirico & Charles Sims & Michael Springborn, 2018. "The Treatment of Uncertainty and Learning in the Economics of Natural Resource and Environmental Management," Review of Environmental Economics and Policy, Association of Environmental and Resource Economists, vol. 12(1), pages 92-112.
    6. Haden Chomphosy, William & Manning, Dale T. & Shwiff, Stephanie & Weiler, Stephan, 2023. "Optimal R&D investment in the management of invasive species," Ecological Economics, Elsevier, vol. 211(C).

  3. Baggio, Michele & Fackler, Paul L., 2016. "Optimal management with reversible regime shifts," Journal of Economic Behavior & Organization, Elsevier, vol. 132(PB), pages 124-136.

    Cited by:

    1. Neha Deopa & Daniele Rinaldo, 2020. "Quickest Detection of Ecological Regimes for Natural Resource Management," Papers 2005.11500, arXiv.org, revised Mar 2024.
    2. Neha Deopa & Daniele Rinaldo, 2024. "Quickest Detection of Ecological Regimes for Natural Resource Management," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 87(5), pages 1327-1366, May.
    3. Jacob LaRiviere & David Kling & James N Sanchirico & Charles Sims & Michael Springborn, 2018. "The Treatment of Uncertainty and Learning in the Economics of Natural Resource and Environmental Management," Review of Environmental Economics and Policy, Association of Environmental and Resource Economists, vol. 12(1), pages 92-112.
    4. Sturla F. Kvamsdal, 2022. "Optimal Management of a Renewable Resource Under Multiple Regimes," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 81(3), pages 481-499, March.
    5. Jules Selles, 2018. "Fisheries management: what uncertainties matter?," Working Papers hal-01824238, HAL.
    6. Nkuiya, Bruno & Diekert, Florian, 2023. "Stochastic growth and regime shift risk in renewable resource management," Ecological Economics, Elsevier, vol. 208(C).

  4. Paul L Fackler & Krishna Pacifici & Julien Martin & Carol McIntyre, 2014. "Efficient Use of Information in Adaptive Management with an Application to Managing Recreation near Golden Eagle Nesting Sites," PLOS ONE, Public Library of Science, vol. 9(8), pages 1-14, August.

    Cited by:

    1. Baggio, Michele & Fackler, Paul L., 2016. "Optimal management with reversible regime shifts," Journal of Economic Behavior & Organization, Elsevier, vol. 132(PB), pages 124-136.

  5. Fackler, Paul L. & Haight, Robert G., 2014. "Monitoring as a partially observable decision problem," Resource and Energy Economics, Elsevier, vol. 37(C), pages 226-241.

    Cited by:

    1. Fan, Xiaoli & Gómez, Miguel & Atallah, Shadi, 2016. "Optimal Monitoring and Controlling of Invasive Species: The Case of Spotted Wing Drosophila in the United States," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 236042, Agricultural and Applied Economics Association.
    2. Sloggy, Matthew R. & Kling, David M. & Plantinga, Andrew J., 2020. "Measure twice, cut once: Optimal inventory and harvest under volume uncertainty and stochastic price dynamics," Journal of Environmental Economics and Management, Elsevier, vol. 103(C).
    3. Kling, David M. & Sanchirico, James N. & Fackler, Paul L., 2017. "Optimal monitoring and control under state uncertainty: Application to lionfish management," Journal of Environmental Economics and Management, Elsevier, vol. 84(C), pages 223-245.
    4. Jacob LaRiviere & David Kling & James N Sanchirico & Charles Sims & Michael Springborn, 2018. "The Treatment of Uncertainty and Learning in the Economics of Natural Resource and Environmental Management," Review of Environmental Economics and Policy, Association of Environmental and Resource Economists, vol. 12(1), pages 92-112.
    5. Baggio, Michele & Fackler, Paul L., 2016. "Optimal management with reversible regime shifts," Journal of Economic Behavior & Organization, Elsevier, vol. 132(PB), pages 124-136.
    6. Thakur, Tiesta & Hurley, Terrance M., 2020. "Will Farmers adopt Remote Sensing for Soybean Aphid Management? An Economic Perspective," 2020 Annual Meeting, July 26-28, Kansas City, Missouri 304267, Agricultural and Applied Economics Association.

  6. Fackler, Paul L., 2014. "Structural and Observational Uncertainty in Environmental and Natural Resource Management," International Review of Environmental and Resource Economics, now publishers, vol. 7(2), pages 109-139, July.

    Cited by:

    1. Kling, David M. & Sanchirico, James N. & Fackler, Paul L., 2017. "Optimal monitoring and control under state uncertainty: Application to lionfish management," Journal of Environmental Economics and Management, Elsevier, vol. 84(C), pages 223-245.
    2. Jacob LaRiviere & David Kling & James N Sanchirico & Charles Sims & Michael Springborn, 2018. "The Treatment of Uncertainty and Learning in the Economics of Natural Resource and Environmental Management," Review of Environmental Economics and Policy, Association of Environmental and Resource Economists, vol. 12(1), pages 92-112.
    3. Jules Selles, 2018. "Fisheries management: what uncertainties matter?," Working Papers hal-01824238, HAL.
    4. Baggio, Michele & Fackler, Paul L., 2016. "Optimal management with reversible regime shifts," Journal of Economic Behavior & Organization, Elsevier, vol. 132(PB), pages 124-136.

  7. Balikcioglu, Metin & Fackler, Paul L. & Pindyck, Robert S., 2011. "Solving optimal timing problems in environmental economics," Resource and Energy Economics, Elsevier, vol. 33(3), pages 761-768, September.

    Cited by:

    1. Zhenya Liu & Yuhao Mu, 2022. "Optimal Stopping Methods for Investment Decisions: A Literature Review," IJFS, MDPI, vol. 10(4), pages 1-23, October.
    2. Agliardi, Elettra & Sereno, Luigi, 2012. "Environmental protection, public finance requirements and the timing of emission reductions," Environment and Development Economics, Cambridge University Press, vol. 17(6), pages 715-739, December.
    3. Fenichel, Eli P. & Horan, Richard D., 2016. "Tinbergen and tipping points: Could some thresholds be policy-induced?," Journal of Economic Behavior & Organization, Elsevier, vol. 132(PB), pages 137-152.
    4. Kevin Berry & Eli P. Fenichel & Brian E Robinson, 2018. "The Ecological Insurance Trap," Working Papers 2018-04, University of Alaska Anchorage, Department of Economics.
    5. Dumortier, Jerome & Kauffman, Nathan & Hayes, Dermot J., 2017. "Production and spatial distribution of switchgrass and miscanthus in the United States under uncertainty and sunk cost," ISU General Staff Papers 201709010700001686, Iowa State University, Department of Economics.
    6. Framstad, Nils Chr. & Strand, Jon, 2015. "Energy intensive infrastructure investments with retrofits in continuous time: Effects of uncertainty on energy use and carbon emissions," Resource and Energy Economics, Elsevier, vol. 41(C), pages 1-18.
    7. Dumortier, Jerome Robert Florian, 2011. "The impact of forest offset credits under a stochastic carbon price on agriculture using a rational expectations and real options framework," ISU General Staff Papers 201101010800001160, Iowa State University, Department of Economics.
    8. Strand, Jon, 2011. "Implications of a lowered damage trajectory for mitigation in a continuous-time stochastic model," Policy Research Working Paper Series 5724, The World Bank.
    9. Framstad, Nils Chr., 2013. "When can environmental profile and emissions reductions be optimized independently of the pollutant level?," Memorandum 12/2013, Oslo University, Department of Economics.
    10. Charles Sims & David Finnoff & Jason F. Shogren, 2016. "Bioeconomics of invasive species: using real options theory to integrate ecology, economics, and risk management," Food Security: The Science, Sociology and Economics of Food Production and Access to Food, Springer;The International Society for Plant Pathology, vol. 8(1), pages 61-70, February.
    11. Dumortier, Jerome, 2012. "Welfare changes associated with forest carbon offset credits in the United States," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124632, Agricultural and Applied Economics Association.
    12. Jaakkola, Niko, 2019. "Carbon taxation, OPEC and the end of oil," Journal of Environmental Economics and Management, Elsevier, vol. 94(C), pages 101-117.
    13. Agliardi, Elettra & Sereno, Luigi, 2011. "The effects of environmental taxes and quotas on the optimal timing of emission reductions under Choquet–Brownian uncertainty," Economic Modelling, Elsevier, vol. 28(6), pages 2793-2802.
    14. Elettra Agliardi & Luigi Sereno, 2013. "On the Optimal Timing of Switching from non-Renewable to Renewable Resources: Dirty vs Clean Energy Sources and the Relative Efficiency of Generators," Working Paper series 11_13, Rimini Centre for Economic Analysis.
    15. Dumortier, Jerome & Kauffman, Nathan & Hayes, Dermot J., 2015. "Uncertainty and Time-to-Build in Bioenergy Crop Production," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205574, Agricultural and Applied Economics Association.
    16. Charles Sims & Sarah E. Null, 2019. "Climate Forecasts and Flood Mitigation," Southern Economic Journal, John Wiley & Sons, vol. 85(4), pages 1083-1107, April.
    17. Eryilmaz, Derya & Homans, Frances, 2013. "Uncertainty in Renewable Energy Policy: How do Renewable Energy Credit markets and Production Tax Credits affect decisions to invest in renewable energy?," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150018, Agricultural and Applied Economics Association.
    18. Charles Sims & Sarah Null & Josue Medellin-Azuara, 2017. "Hurry up or wait: The effect of climate change and variability on the timing of private adaptation," Working Papers 2017-04, University of Tennessee, Department of Economics.
    19. Eli Fenichel & Timothy Richards & David Shanafelt, 2014. "The Control of Invasive Species on Private Property with Neighbor-to-Neighbor Spillovers," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 59(2), pages 231-255, October.
    20. Sims, Charles & Finnoff, David, 2013. "When is a “wait and see” approach to invasive species justified?," Resource and Energy Economics, Elsevier, vol. 35(3), pages 235-255.
    21. Tsur, Yacov & Zemel, Amos, 2012. "Dynamic and stochastic analysis of environmental and natural resources," Discussion Papers 120017, Hebrew University of Jerusalem, Department of Agricultural Economics and Management.
    22. Carmen Schiel & Simon Glöser-Chahoud & Frank Schultmann, 2019. "A real option application for emission control measures," Journal of Business Economics, Springer, vol. 89(3), pages 291-325, April.
    23. Sims, Charles & Finnoff, David & O’Regan, Suzanne M., 2016. "Public control of rational and unpredictable epidemics," Journal of Economic Behavior & Organization, Elsevier, vol. 132(PB), pages 161-176.
    24. Mosiño, Alejandro, 2012. "Producing energy in a stochastic environment: Switching from non-renewable to renewable resources," Resource and Energy Economics, Elsevier, vol. 34(4), pages 413-430.
    25. Travaglini, Giuseppe, 2015. "Nonlinear dynamic pollution under uncertainty and binding targets," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 108(C), pages 175-183.

  8. Julien Martin & Paul Fackler & James Nichols & Bruce Lubow & Mitchell Eaton & Michael Runge & Bradley Stith & Catherine Langtimm, 2011. "Structured decision making as a proactive approach to dealing with sea level rise in Florida," Climatic Change, Springer, vol. 107(1), pages 185-202, July.

    Cited by:

    1. Kelly F. Robinson & Erin Baker & Elizabeth Ewing & Victoria Hemming & Melissa A. Kenney & Michael C. Runge, 2023. "Decision Analysis to Advance Environmental Sustainability," Decision Analysis, INFORMS, vol. 20(4), pages 243-251, December.
    2. Sam Nicol & Brad Griffith & Jane Austin & Christine Hunter, 2014. "Optimal water depth management on river-fed National Wildlife Refuges in a changing climate," Climatic Change, Springer, vol. 124(1), pages 271-284, May.
    3. Holly Edwards, 2013. "Potential impacts of climate change on warmwater megafauna: the Florida manatee example (Trichechus manatus latirostris)," Climatic Change, Springer, vol. 121(4), pages 727-738, December.
    4. Reed Noss, 2011. "Between the devil and the deep blue sea: Florida’s unenviable position with respect to sea level rise," Climatic Change, Springer, vol. 107(1), pages 1-16, July.
    5. Kelly F. Robinson & Mark R. DuFour & Jason L. Fischer & Seth J. Herbst & Michael L. Jones & Lucas R. Nathan & Tammy J. Newcomb, 2023. "Lessons Learned in Applying Decision Analysis to Natural Resource Management for High-Stakes Issues Surrounded by Uncertainty," Decision Analysis, INFORMS, vol. 20(4), pages 326-342, December.

  9. Paul L. Fackler & Hüseyin Tastan, 2008. "Estimating the Degree of Market Integration," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 90(1), pages 69-85.

    Cited by:

    1. Ma, Meilin & Delgado, Michael S. & Wang, H. Holly, 2024. "Risk, arbitrage, and spatial price relationships: Insights from China's hog market under the African Swine Fever," Journal of Development Economics, Elsevier, vol. 166(C).
    2. Anna M. Klepacka & Wojciech J. Florkowski & Cesar Revoredo-Giha, 2021. "Can Family Farms Depend on Price Information? Testing Butter and Curd Price Integration in Poland," Agriculture, MDPI, vol. 11(5), pages 1-16, May.
    3. Zant, Wouter, 2010. "Market Integration with Transaction Costs in Developing Country Staple Food Markets: the Case of the Malawi Maize market," 2010 AAAE Third Conference/AEASA 48th Conference, September 19-23, 2010, Cape Town, South Africa 95777, African Association of Agricultural Economists (AAAE).
    4. Constas, Mark A. & d’Errico, Marco & Hoddinott, John F. & Pietrelli, Rebecca, "undated". "Resilient food systems – A proposed analytical strategy for empirical applications," ESA Working Papers 319840, Food and Agriculture Organization of the United Nations, Agricultural Development Economics Division (ESA).
    5. Joe Dewbre & Céline Giner & Wyatt Thompson & Martin Von Lampe, 2008. "High food commodity prices: will they stay? who will pay?," Agricultural Economics, International Association of Agricultural Economists, vol. 39(s1), pages 393-403, November.
    6. Stephens, Emma C. & Mabaya, Edward T., 2008. "Spatial Price Adjustment with and without Trade," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6538, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    7. Lence, Sergio & Moschini, Giancarlo & Santeramo, Fabio Gaetano, 2017. "Threshold cointegration and spatial price transmission when expectations matter," MPRA Paper 80202, University Library of Munich, Germany.
    8. Isaac Abunyuwah & Henry De-Graft Acquah, 2013. "Modelling non-linear Spatial Market Integration and Equilibrium Processes in Hidden Markov Framework," Journal of Economics and Behavioral Studies, AMH International, vol. 5(8), pages 535-545.
    9. Araujo-Enciso, Sergio Rene, 2011. "The Takayama and Judge Price and Allocation Model and its Application in Non-linear Techniques for Spatial Market Integration," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114225, European Association of Agricultural Economists.
    10. Littleboy, Chris, 2022. "A study of scarcity: assessing the availability and value of surplus land in Nigeria," Land Use Policy, Elsevier, vol. 113(C).
    11. Atle Oglend & Frank Asche & Hans‐Martin Straume, 2022. "Estimating Pricing Rigidities in Bilateral Transactions Markets," American Journal of Agricultural Economics, John Wiley & Sons, vol. 104(1), pages 209-227, January.
    12. Panza, Laura, 2020. "From a common empire to colonial rule: commodity market disintegration in the Near East," CEPR Discussion Papers 15434, C.E.P.R. Discussion Papers.
    13. Tomoko Hasegawa & Ronald D. Sands & Thierry Brunelle & Yiyun Cui & Stefan Frank & Shinichiro Fujimori & Alexander Popp, 2020. "Food security under high bioenergy demand toward long-term climate goals," Climatic Change, Springer, vol. 163(3), pages 1587-1601, December.
    14. Ihle, Rico & Amikuzuno, Joseph, 2009. "The Integration of Tomato Markets in Ghana with and without Direct Trade Flows," 2009 Conference, August 16-22, 2009, Beijing, China 51402, International Association of Agricultural Economists.
    15. Christine Moser & Christopher Barrett & Bart Minten, 2009. "Spatial integration at multiple scales: rice markets in Madagascar," Agricultural Economics, International Association of Agricultural Economists, vol. 40(3), pages 281-294, May.
    16. Yuanlong Ge & Holly H. Wang & Sung K. Ahn, 2010. "Cotton market integration and the impact of China's new exchange rate regime," Agricultural Economics, International Association of Agricultural Economists, vol. 41(5), pages 443-451, September.
    17. Tiia‐Maria Pasanen & Miikka Voutilainen & Jouni Helske & Harri Högmander, 2022. "A Bayesian spatio‐temporal analysis of markets during the Finnish 1860s famine," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 71(5), pages 1282-1302, November.
    18. Abunyuwah, Isaac, 2013. "Implications of conceptual and data complexities on time-series econometric applications in market integration analysis," Studies in Agricultural Economics, Research Institute for Agricultural Economics, vol. 115(1), pages 1-7, February.
    19. Hüseyin Taştan & Yılmaz Köprücü, 2023. "Examining spatial market efficiency under different marketing regulations: The case of Turkish lemon markets," Agricultural Economics, International Association of Agricultural Economists, vol. 54(5), pages 709-727, September.
    20. Stephan von Cramon-Taubadel, 2017. "The analysis of market integration and price transmission – results and implications in an African context," Agrekon, Taylor & Francis Journals, vol. 56(2), pages 83-96, April.
    21. O'Brien, Daniel M., 2009. "The Effects of the Micro-Market Structure for Kansas Grain Elevators on Spatial Grain Price Differentials," 2009 Conference, April 20-21, 2009, St. Louis, Missouri 53041, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    22. Madhusudan Ghosh, 2010. "Spatial Price Linkages in Regional Food Grain Markets in India," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 4(4), pages 495-516, November.
    23. Ivan Diaz‐Rainey & Mathias Siems & John K. Ashton, 2011. "The financial regulation of energy and environmental markets," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, vol. 19(4), pages 355-369, November.

  10. Paul Fackler, 2005. "A MATLAB Solver for Nonlinear Rational Expectations Models," Computational Economics, Springer;Society for Computational Economics, vol. 26(2), pages 173-181, October.

    Cited by:

    1. Christophe Gouel & Sébastien Jean, 2015. "Optimal Food Price Stabilization in a Small Open Developing Country," The World Bank Economic Review, World Bank, vol. 29(1), pages 72-101.
    2. Christophe Gouel, 2013. "Comparing numerical methods for solving the competitive storage model," Post-Print hal-01136976, HAL.
    3. Gouel, Christophe, 2013. "Optimal food price stabilisation policy," European Economic Review, Elsevier, vol. 57(C), pages 118-134.

  11. Michael J. Livingston & Gerald A. Carlson & Paul L. Fackler, 2004. "Managing Resistance Evolution in Two Pests to Two Toxins with Refugia," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 86(1), pages 1-13.

    Cited by:

    1. Brown, Zachary S., 2017. "Voluntary programs to encourage refuges for pesticide resistance management: lessons from a quasi-experiment," CEnREP Working Papers 264974, North Carolina State University, Department of Agricultural and Resource Economics.
    2. Just, David R. & Wang, Shenghui & Pinstrup-Andersen, Per, 2006. "Tarnishing Silver Bullets: Bt Technology Adoption, Bounded Rationality and the Outbreak of Secondary Pest Infestations in China," 2006 Annual meeting, July 23-26, Long Beach, CA 21230, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    3. Pech, Caris L. & Doole, Graeme J. & Pluske, Johanna M., 2009. "The value of refugia in managing anthelmintic resistance: a modelling approach," 2009 Conference (53rd), February 11-13, 2009, Cairns, Australia 48166, Australian Agricultural and Resource Economics Society.
    4. Malcolm, Scott A. & Marshall, Elizabeth P. & Aillery, Marcel P. & Heisey, Paul W. & Livingston, Michael J. & Day-Rubenstein, Kelly A., 2012. "Agricultural Adaptation to a Changing Climate: Economic and Environmental Implications Vary by U.S. Region," Economic Research Report 127734, United States Department of Agriculture, Economic Research Service.
    5. Frisvold, George B. & Reeves, Jeanne M., 2008. "The costs and benefits of refuge requirements: The case of Bt cotton," Ecological Economics, Elsevier, vol. 65(1), pages 87-97, March.
    6. Fernandez-Cornejo, Jorge & Livingston, Michael J. & Mitchell, Lorraine & Wechsler, Seth, 2014. "Genetically Engineered Crops in the United States," Economic Research Report 164263, United States Department of Agriculture, Economic Research Service.
    7. Marion Desquilbet & Markus Herrmann, 2016. "The Dynamics of Pest Resistance Management: The Case of Refuge Fields for Bt Crops," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 64(2), pages 253-288, June.
    8. Brown, Zachary, 2016. "Voluntary programs to encourage compliance with refuge regulations for pesticide resistance management: results from a quasi-experiment," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 237333, Agricultural and Applied Economics Association.
    9. Desquilbet, Marion & Hermann, Markus, 2012. "An assessment of bioeconomic modeling of pest resistance with new insights into dynamic refuge fields," TSE Working Papers 12-263, Toulouse School of Economics (TSE).
    10. Stefan Ambec & Marion Desquilbet, 2012. "Regulation of a Spatial Externality: Refuges versus Tax for Managing Pest Resistance," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 51(1), pages 79-104, January.
    11. Grimsrud, Kristine M. & Huffaker, Ray, 2006. "Solving multidimensional bioeconomic problems with singular-perturbation reduction methods: Application to managing pest resistance to pesticidal crops," Journal of Environmental Economics and Management, Elsevier, vol. 51(3), pages 336-353, May.

  12. Paul L. Fackler & Michael J. Livingston, 2002. "Optimal Storage by Crop Producers," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 84(3), pages 645-659.

    Cited by:

    1. Gallagher, Nicholas James, 2024. "Dynamic Programming Methods for Characterizing In-Season Farm Management Decisions," Dissertations and Theses 344827, Ekiti State University, Ado-Ekiti, Department of Agricultural Economics and Extension Services.
    2. Calum G. Turvey, 2010. "Biography," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 70(1), pages 5-20, May.
    3. Lim, Krisha & Wichmann, Bruno & Luckert, Martin, 2021. "Adaptation, spatial effects, and targeting: Evidence from Africa and Asia," World Development, Elsevier, vol. 139(C).
    4. Holzer, Patrick & Loy, Jens-Peter, 2016. "Messung Des Vermarktungserfolges Bei Marktfruchtbaubetrieben: Wie Groß Sind Die Unterschiede?," 56th Annual Conference, Bonn, Germany, September 28-30, 2016 244893, German Association of Agricultural Economists (GEWISOLA).
    5. Elisabeth Vollmer & Daniel Hermann & Oliver Musshoff, 2019. "The disposition effect in farmers’ selling behavior: an experimental investigation," Agricultural Economics, International Association of Agricultural Economists, vol. 50(2), pages 177-189, March.
    6. Onur Boyabatlı & Jason Nguyen & Tong Wang, 2017. "Capacity Management in Agricultural Commodity Processing and Application in the Palm Industry," Manufacturing & Service Operations Management, INFORMS, vol. 19(4), pages 551-567, October.
    7. Zulauf, Carl R. & Zhou, Haijiang & Roberts, Matthew C., 2005. "Updating the Estimation of the Supply of Storage Model," 2005 Annual meeting, July 24-27, Providence, RI 19122, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    8. Andres F. Jola-Sanchez & Juan Camilo Serpa, 2021. "Inventory in Times of War," Management Science, INFORMS, vol. 67(10), pages 6457-6479, October.
    9. Kusumastuti, Ratih Dyah & Donk, Dirk Pieter van & Teunter, Ruud, 2016. "Crop-related harvesting and processing planning: a review," International Journal of Production Economics, Elsevier, vol. 174(C), pages 76-92.
    10. Elodie Maître d'Hôtel & Tristan Le Cotty, 2018. "Why does on†farm storage fail to mitigate price volatility?," Agricultural Economics, International Association of Agricultural Economists, vol. 49(1), pages 71-82, January.
    11. Lewis T. Cunningham & B. Wade Brorsen & Kim B. Anderson & Emílio Tostão, 2008. "Gender differences in marketing styles," Agricultural Economics, International Association of Agricultural Economists, vol. 38(1), pages 1-7, January.
    12. Jens‐Peter Loy & Thore Holm & Carsten Steinhagen & Thomas Glauben, 2015. "Seasonal Quality Premiums for Wheat: A Case Study for Northern Germany," Agribusiness, John Wiley & Sons, Ltd., vol. 31(1), pages 63-75, January.
    13. Schmit, T.M. & J., Luo & Conrad, J.M., 2011. "Estimating the influence of U.S. ethanol policy on plant investment decisions: A real options analysis with two stochastic variables," Energy Economics, Elsevier, vol. 33(6), pages 1194-1205.
    14. Zhu, Drew, 2016. "The Mechanism of Giffen Behaviour," MPRA Paper 75707, University Library of Munich, Germany.
    15. Joni M. Klumpp & B. Wade Brorsen & Kim B. Anderson, 2008. "Market Advisory Service Recommendations and Wheat Producers' Selling Decisions," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 56(1), pages 117-128, March.
    16. Liu, Hengyu & Zhang, Juliang & Zhou, Chen & Ru, Yihong, 2018. "Optimal purchase and inventory retrieval policies for perishable seasonal agricultural products," Omega, Elsevier, vol. 79(C), pages 133-145.
    17. Hyun Seok Kim & B. Wade Brorsen, 2012. "Can real option values explain apparent storage at a loss?," Applied Economics, Taylor & Francis Journals, vol. 44(16), pages 2081-2090, June.
    18. Klumpp, Joni M. & Brorsen, B. Wade & Anderson, Kim B., 2005. "The Impact of Marketing Strategy Information on the Producer's Selling Decision," 2005 Conference, April 18-19, 2005, St. Louis, Missouri 19036, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    19. Loy, Jens-Peter & Pieniadz, Agata, 2009. "Optimal Grain Marketing Revisited: A German and Polish Perspective," 2009 Conference, August 16-22, 2009, Beijing, China 51058, International Association of Agricultural Economists.

  13. Darren L. Frechette & Paul L. Fackler, 1999. "What Causes Commodity Price Backwardation?," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 81(4), pages 761-771.

    Cited by:

    1. Yoon, Byung-Sam & Brorsen, B. Wade, 2002. "Market Inversion in Commodity Futures Prices," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 34(3), pages 459-476, December.
    2. Evans, Lewis & Guthrie, Graeme, 2007. "Commodity Price Behavior With Storage Frictions," Working Paper Series 19065, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation.
    3. Bobenrieth H, Eugenio S A & Bobenrieth H, Juan R A & Wright, Brian D, 2004. "A Model of Supply of Storage," Economic Development and Cultural Change, University of Chicago Press, vol. 52(3), pages 605-616, April.
    4. Franken, Jason R.V. & Garcia, Philip & Irwin, Scott H., 2006. "Do Interest Rates Explain Disaggregate Commodity Price Growth?," 2006 Annual meeting, July 23-26, Long Beach, CA 21319, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    5. Seamon, V. Frederick & Kahl, Kandice H. & Curtis, Charles E., Jr., 2001. "Regional And Seasonal Differences In The Cotton Basis," Journal of Agribusiness, Agricultural Economics Association of Georgia, vol. 19(2), pages 1-15.
    6. Peterson, Hikaru Hanawa & Tomek, William G., 2000. "Commodity Price Behavior: A Rational Expectations Storage Model of Corn," Working Papers 127682, Cornell University, Department of Applied Economics and Management.
    7. Andrew Coleman, 2007. "A model of spatial arbitrage with transport capacity constraints and endogenous transport prices," Reserve Bank of New Zealand Discussion Paper Series DP2007/05, Reserve Bank of New Zealand.
    8. Andreas Röthig, 2009. "Microeconomic Risk Management and Macroeconomic Stability," Lecture Notes in Economics and Mathematical Systems, Springer, number 978-3-642-01565-6, July.
    9. Andrew Coleman, 2007. "The pitfalls of estimating transactions costs from price data: evidence from trans-Atlantic gold-point arbitrage, 1886-1905," Reserve Bank of New Zealand Discussion Paper Series DP2007/07, Reserve Bank of New Zealand.
    10. Peterson, Hikaru Hanawa & Tomek, William G., 2001. "Income-Enhancing And Risk-Reducing Properties Of Marketing Practices," 2001 Annual meeting, August 5-8, Chicago, IL 20613, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    11. Peterson, Hikaru Hanawa & Tomek, William G., 2001. "Income Enhancing and Risk Management Properties of Marketing Practices," 2001 Conference, April 23-24, 2001, St. Louis, Missouri 18963, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    12. Andrew Coleman, 2008. "Storage Under Backwardation: A Direct Test of the Wright-Williams Conjecture," Working Papers 08_13, Motu Economic and Public Policy Research.

  14. Fackler, Paul L. & McNew, Kevin, 1998. "Experimental Markets Using The Electronic Market Place (Emp)," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 30(1), pages 1-12, July.

    Cited by:

    1. McNew, Kevin & Musser, Wesley N., 2000. "Evidence Of Farmer Forward Pricing Behavior," Working Papers 28568, University of Maryland, Department of Agricultural and Resource Economics.

  15. McNew, Kevin & Fackler, Paul L., 1997. "Testing Market Equilibrium: Is Cointegration Informative?," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 22(2), pages 1-17, December.

    Cited by:

    1. Hamulczuk, Mariusz, 2020. "Spatial Integration of Agricultural Commodity Markets – Methodological Problems," Problems of Agricultural Economics / Zagadnienia Ekonomiki Rolnej 311225, Institute of Agricultural and Food Economics - National Research Institute (IAFE-NRI).
    2. Anthony N. Rezitis, 2018. "Empirical analysis of price relations along the Finnish supply chain of selected meat, dairy, and egg products: A dynamic panel data approach," Agribusiness, John Wiley & Sons, Ltd., vol. 34(3), pages 542-561, June.
    3. Santeramo, Fabio Gaetano & Cioffi, Antonio, 2012. "Transmission Of Market Crises In The European Vegetables Sector," Politica Agricola Internazionale - International Agricultural Policy, Edizioni L'Informatore Agrario, vol. 2012(2), pages 1-10, March.
    4. Franken, Jason R.V. & Parcell, Joseph L. & Tonsor, Glynn T., 2011. "Impact of Mandatory Price Reporting on Hog Market Integration," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 43(2), pages 1-13, May.
    5. Mengel, Carolin & von Cramon-Taubadel, Stephan, 2014. "Distance and border effects on price transmission - a meta-analysis," GlobalFood Discussion Papers 170988, Georg-August-Universitaet Goettingen, GlobalFood, Department of Agricultural Economics and Rural Development.
    6. Barry K. Goodwin & Nicholas E. Piggott, 2001. "Spatial Market Integration in the Presence of Threshold Effects," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 83(2), pages 302-317.
    7. Miljkovic, Dragan, 1999. "Transporting The Export-Bound Grain By Rail: A Study Of Market Integration," Research Discussion Papers 29236, Montana State University, Department of Agricultural Economics and Economics, Trade Research Center.
    8. Rahman, Mohammad Chhiddikur, 2018. "Welfare Impact of Asymmetric Price Transmission on Bangladesh Rice Consumers," EconStor Theses, ZBW - Leibniz Information Centre for Economics, number 251114, September.
    9. Giulia LISTORTI, 2008. "Price Transmission Mechanisms: a Policy Investigation of International Wheat Markets," Working Papers 318, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    10. Rashid, Shahidur & Negassa, Asfaw, 2012. "Policies and performance of Ethiopian cereal markets," IFPRI book chapters, in: Dorosh, Paul A. & Rashid, Shahidur (ed.), Food and agriculture in Ethiopia: Progress and policy challenges, chapter 5, International Food Policy Research Institute (IFPRI).
    11. Fausti, Scott W. & Diersen, Matthew A., 2003. "Did The Voluntary Price Reporting System Fail To Provide Price Transparency In The Cash Market For Dressed Steers: Evidence From South Dakota," 2003 Annual Meeting, July 13-16, 2003, Denver, Colorado 35971, Western Agricultural Economics Association.
    12. Ankamah-Yeboah, Isaac, 2012. "Spatial Price Transmission in the Regional Maize Markets in Ghana," MPRA Paper 49720, University Library of Munich, Germany.
    13. Quattri, Maria A., 2012. "On trade efficiency in the Ethiopian agricultural markets," 123rd Seminar, February 23-24, 2012, Dublin, Ireland 122512, European Association of Agricultural Economists.
    14. Sahito, Jam Ghulam Murtaza, 2015. "Market integration of wheat in Pakistan," Discussion Papers 72, Justus Liebig University Giessen, Center for international Development and Environmental Research (ZEU).
    15. Mesbah Motamed & Kenneth A. Foster & Wallace E. Tyner, 2008. "Applying cointegration and error correction to measure trade linkages: maize prices in the United States and Mexico," Agricultural Economics, International Association of Agricultural Economists, vol. 39(1), pages 29-39, July.
    16. Bingham, Matthew F. & Prestemon, Jeffrey P. & MacNair, Douglas J. & Abt, Robert C. & Bingham, Matthew F., 2003. "Market structure in U. S. southern pine roundwood," Journal of Forest Economics, Elsevier, vol. 9(2), pages 97-117.
    17. Olivier Massol & Albert Banal-Estañol, 2014. "Market power across the Channel: Are Continental European gas markets isolated ?," Working Papers hal-02475017, HAL.
    18. Rosa, Franco & Vasciaveo, Michela & Weaver, Robert D., 2014. "Agricultural and oil commodities: price transmission and market integration between US and Italy," Bio-based and Applied Economics Journal, Italian Association of Agricultural and Applied Economics (AIEAA), vol. 3(2), pages 1-25, August.
    19. Fausti, Scott W. & Diersen, Matthew A., 2005. "Price Transparency in the Voluntary Price Reporting System for Live Cattle: Theory and Empirical Evidence from South Dakota," Economics Staff Papers 32027, South Dakota State University, Department of Economics.
    20. John Baffes & Bruce Gardner, 2003. "The transmission of world commodity prices to domestic markets under policy reforms in developing countries," Journal of Economic Policy Reform, Taylor & Francis Journals, vol. 6(3), pages 159-180.
    21. Rashid, Shahidur, 2011. "Intercommodity price transmission and food price policies: An analysis of Ethiopian cereal markets," IFPRI discussion papers 1079, International Food Policy Research Institute (IFPRI).
    22. Dragan Miljkovic, 2009. "US and Canadian livestock prices: market integration and trade dependence," Applied Economics, Taylor & Francis Journals, vol. 41(2), pages 183-193.
    23. Angela M. Krueger & Victoria Salin & Allan W. Gray, 2001. "Geographic diversification strategy and the implications of global market integration in table grapes," Agribusiness, John Wiley & Sons, Ltd., vol. 18(1), pages 81-99.
    24. Odhiambo, Mark O. & Oluoch-Kosura, Willis & Kibiego, Michael B., 2006. "Analysis of the Structure and Performance of the Beans Marketing System in Nairobi," 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia 25440, International Association of Agricultural Economists.
    25. Rose FIAMOHE & Bruno HENRY de FRAHAN, 2012. "Transmission Des Prix Et Asymétrie Sur Les Marchés De Produits Vivriers Au Bénin," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 36, pages 205-228.
    26. Atanu Ghoshray, 2002. "Agricultural Economics Society Prize Essay Asymmetric Price Adjustment and the World Wheat Market," Journal of Agricultural Economics, Wiley Blackwell, vol. 53(2), pages 299-317, July.
    27. Boamah, Nicholas Addai, 2022. "Segmentation, business environment and global informational efficiency of emerging financial markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 84(C), pages 52-60.
    28. Wouter Zant, 2013. "How Is the Liberalization of Food Markets Progressing? Market Integration and Transaction Costs in Subsistence Economies," The World Bank Economic Review, World Bank, vol. 27(1), pages 28-54.
    29. Soon, Byung Min & Thompson, Wyatt, 2016. "Measuring Non-Tariff Barriers by Combining Cointegration Tests and Simulation Models with an Application to Russian Chicken Imports," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235738, Agricultural and Applied Economics Association.
    30. Ihle, Rico & von Cramon-Taubadel, Stephan, 2008. "Nonlinear Vector Error Correction Models in Price Transmission Analysis: Threshold Models vs. Markov-Switching Models," 2008 International Congress, August 26-29, 2008, Ghent, Belgium 44198, European Association of Agricultural Economists.
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    1. Alexandridis, George & Sahoo, Satya & Song, Dong-Wook & Visvikis, Ilias, 2018. "Shipping risk management practice revisited: A new portfolio approach," Transportation Research Part A: Policy and Practice, Elsevier, vol. 110(C), pages 274-290.

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    1. Richard Robinson, 2019. "The Management Nexus of Imperfect Duty: Kantian Views of Virtuous Relations, Reasoned Discourse, and Due Diligence," Journal of Business Ethics, Springer, vol. 157(1), pages 119-136, June.
    2. Pirrong, Craig, 2017. "The economics of commodity market manipulation: A survey," Journal of Commodity Markets, Elsevier, vol. 5(C), pages 1-17.

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    1. Leuthold, Raymond M. & Noussinov, Mikhail A., 1999. "Optimal Hedging Strategies For The U.S. Cattle Feeder," Journal of Agribusiness, Agricultural Economics Association of Georgia, vol. 17(1), pages 1-19.
    2. Fei, Chengcheng & Vedenov, Dmitry & Stevens, Reid B. & Anderson, David, 2021. "Single-Commodity vs. Joint Hedging in Cattle Feeding Cycle: Is Joint Hedging Always Essential?," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 46(3), September.
    3. Białkowski, Jędrzej & Bohl, Martin T. & Perera, Devmali, 2023. "Commodity futures hedge ratios: A meta-analysis," Journal of Commodity Markets, Elsevier, vol. 30(C).
    4. Dahlgran, Roger A., 2007. "Inventory and Transformation Hedging Effectiveness in Corn Crushing," 2007 Conference, April 16-17, 2007, Chicago, Illinois 37557, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
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    6. Rahman, Shaikh Mahfuzur & Dorfman, Jeffrey H. & Turner, Steven C., 2004. "A Bayesian Approach to Optimal Cross-Hedging of Cottonseed Products Using Soybean Complex Futures," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 29(2), pages 1-16, August.
    7. Ahmedov, Zafarbek & Woodard, Joshua D., 2012. "Do RIN Mandates and Blender's Tax Credit Affect Blenders' Hedging Strategies?," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124980, Agricultural and Applied Economics Association.
    8. Mikhail A. Noussinov & Raymond M. Leuthold, 1998. "Optimal Hedging Strategies for the U.S. Cattle Feeder," Finance 9804004, University Library of Munich, Germany.
    9. Joost M. E. Pennings & Matthew T. G. Meulenberg, 1998. "New Futures Markets in Agricultural Production Rights: Possibilities and Constraints for the British and Dutch Milk Quota Markets," Journal of Agricultural Economics, Wiley Blackwell, vol. 49(1), pages 50-66, March.
    10. Vedenov, Dmitry & Power, Gabriel J., 2022. "We don't need no fancy hedges! Or do we?," International Review of Financial Analysis, Elsevier, vol. 81(C).
    11. Morgunov, V.I. (Моргунов, В.И.), 2016. "The Liquidity Management of the Banking Sector and the Short-Term Money Market Interest Rates [Управление Ликвидностью Банковского Сектора И Краткосрочной Процентной Ставкой Денежного Рынка]," Working Papers 21311, Russian Presidential Academy of National Economy and Public Administration.
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    14. Liu, Pan & Vedenov, Dmitry & Power, Gabriel J., 2017. "Is hedging the crack spread no longer all it's cracked up to be?," Energy Economics, Elsevier, vol. 63(C), pages 31-40.
    15. Haarstad, Aleksander H. & Lavrutich, Maria & Strypet, Kristian & Strøm, Eivind, 2022. "Multi-commodity price risk hedging in the Atlantic salmon farming industry," Journal of Commodity Markets, Elsevier, vol. 25(C).
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    19. Rozaimah Zainudin & Roselee Shah Shaharudin, 2011. "Multi Mean Garch Approach to Evaluating Hedging Performance in the Crude Palm Oil Futures Market," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 7(1), pages 111-130.
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    1. Mitchell, Paul D. & Knight, Thomas O., 2008. "Economic Analysis of Supplemental Deductible Coverage as Recommended in the USDA's 2007 Farm Bill Proposal," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 37(1), pages 1-15, April.
    2. Mitchell, Paul D. & Knight, Thomas O., 2007. "Economic Analysis of Supplemental Deductible Coverage as Recommended in the USDA’s 2007 Farm Bill Proposal," Staff Papers 92125, University of Wisconsin-Madison, Department of Agricultural and Applied Economics.
    3. Werner, Christoph & Bedford, Tim & Cooke, Roger M. & Hanea, Anca M. & Morales-Nápoles, Oswaldo, 2017. "Expert judgement for dependence in probabilistic modelling: A systematic literature review and future research directions," European Journal of Operational Research, Elsevier, vol. 258(3), pages 801-819.
    4. Sang Hyeon Lee & Ji Yong Lee & Doo Bong Han & Rodolfo M. Nayga, 2015. "Are Korean consumers willing to pay a tax for a mandatory BSE testing programme?," Applied Economics, Taylor & Francis Journals, vol. 47(13), pages 1286-1297, March.
    5. Gudbrand Lien & J. Hardaker & Marcel Asseldonk & James Richardson, 2011. "Risk programming analysis with imperfect information," Annals of Operations Research, Springer, vol. 190(1), pages 311-323, October.
    6. Miller, Douglas J. & Liu, Wei-han, 2002. "On the recovery of joint distributions from limited information," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 259-274, March.
    7. Belasco, Eric J., 2008. "The Role of Price Risk Management in Mitigating Fed Cattle Profit Exposure," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 33(3), pages 1-17.

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    4. Florian Ielpo & Benoît Sévi, 2014. "Forecasting the density of oil futures," Working Papers 2014-601, Department of Research, Ipag Business School.
    5. Thomas Busch, 2008. "Testing the martingale restriction for option implied densities," Review of Derivatives Research, Springer, vol. 11(1), pages 61-81, March.
    6. Eidman, Vernon R., 1989. "Quantifying And Managing Risk In Agriculture," Staff Papers 13646, University of Minnesota, Department of Applied Economics.
    7. Francis X. Diebold & Jinyong Hahn & Anthony S. Tay, 1998. "Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange," New York University, Leonard N. Stern School Finance Department Working Paper Seires 98-079, New York University, Leonard N. Stern School of Business-.
    8. Jukka Sihvonen & Sami Vähämaa, 2014. "Forward‐Looking Monetary Policy Rules and Option‐Implied Interest Rate Expectations," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 34(4), pages 346-373, April.
    9. Andres Trujillo-Barrera & Philip Garcia & Mindy L Mallory, 2018. "Short-term price density forecasts in the lean hog futures market," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 45(1), pages 121-142.
    10. Ricardo Crisóstomo, 2021. "Estimating real word probabilities: a forward-looking behavioral framework," CNMV Working Papers CNMV Working Papers no. 7, CNMV- Spanish Securities Markets Commission - Research and Statistics Department.
    11. Carl R. Zulauf & E. Neal Blue, 2003. "Has the Market's Estimate of Crop Price Variability Increased since the 1996 Farm Bill?," Review of Agricultural Economics, Agricultural and Applied Economics Association, vol. 25(1), pages 145-153.
    12. Miranda, Mario J & Glauber, Joseph W, 1993. "Estimation of Dynamic Nonlinear Rational Expectations Models of Primary Commodity Markets with Private and Government Stockholding," The Review of Economics and Statistics, MIT Press, vol. 75(3), pages 463-470, August.
    13. Peter Christoffersen & Kris Jacobs & Bo Young Chang, 2011. "Forecasting with Option Implied Information," CREATES Research Papers 2011-46, Department of Economics and Business Economics, Aarhus University.
    14. Shackleton, Mark B. & Taylor, Stephen J. & Yu, Peng, 2010. "A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices," Journal of Banking & Finance, Elsevier, vol. 34(11), pages 2678-2693, November.
    15. David S. Bates, 1997. "Post-'87 Crash Fears in S&P 500 Futures Options," NBER Working Papers 5894, National Bureau of Economic Research, Inc.
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    17. John B. Carlson & Ben R. Craig & William R. Melick, 2005. "Recovering market expectations of FOMC rate changes with options on federal funds futures," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 25(12), pages 1203-1242, December.
    18. Siddiqi, Hammad, 2015. "Analogy Based Valuation of Commodity Options," Risk and Sustainable Management Group Working Papers 197334, University of Queensland, School of Economics.
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    20. Mazzocco, Michael A. & Sherrick, Bruce J. & Sonka, Steven T., 1992. "The Role of Decision Maker Expectations in Valuing Climate Information," WAEA/ WFEA Conference Archive (1929-1995) 321338, Western Agricultural Economics Association.
    21. Jaqueline Terra Moura Marins, 2020. "Option-Based Risk Aversion Indicators for Predicting Currency Crises in Emerging Markets," Working Papers Series 515, Central Bank of Brazil, Research Department.
    22. Liu, Xiaoquan & Shackleton, Mark B. & Taylor, Stephen J. & Xu, Xinzhong, 2007. "Closed-form transformations from risk-neutral to real-world distributions," Journal of Banking & Finance, Elsevier, vol. 31(5), pages 1501-1520, May.
    23. Algieri, Bernardina & Leccadito, Arturo & Tunaru, Diana, 2021. "Risk premia in electricity derivatives markets," Energy Economics, Elsevier, vol. 100(C).
    24. Julius Loermann, 2021. "The impact of CHF/EUR exchange rate uncertainty on Swiss exports to the Eurozone: evidence from a threshold VAR," Empirical Economics, Springer, vol. 60(3), pages 1363-1385, March.
    25. Josep Puigvert-Gutiérrez & Rupert Vincent-Humphreys, 2012. "A Quantitative Mirror on the Euribor Market Using Implied Probability Density Functions," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 2(1), pages 1-31, June.
    26. Schnitkey, Gary D. & Sherrick, Bruce J. & Irwin, Scott H., 2002. "Evaluation of Risk Reductions Associated with Multi-Peril Crop Insurance Products," 2002 Regional Committee NC-221, October 7-8, 2002, Denver, Colorado 132375, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition.
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    28. David Buschena & Kevin McNew, 2008. "Subsidized Options in a Thin Market: A Case Study of the Dairy Options Pilot Program Introduction," Review of Agricultural Economics, Agricultural and Applied Economics Association, vol. 30(1), pages 103-119.
    29. Covindassamy, Genevre & Robe, Michel A. & Wallen, Jonathan, 2016. "Sugar With Your Coffee?: Financials, Fundamentals, and Soft Price Uncertainty," IDB Publications (Working Papers) 8588, Inter-American Development Bank.
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    32. Umarov, Alisher & Sherrick, Bruce J., 2005. "Farmers' Subjective Yield Distributions: Calibration and Implications for Crop Insurance Valuation," 2005 Annual meeting, July 24-27, Providence, RI 19396, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    33. An-Sing Chen & Yan-Zhen Liu, 2008. "Enhancing hedging performance with the spanning polynomial projection," Quantitative Finance, Taylor & Francis Journals, vol. 8(6), pages 605-617.
    34. Jaqueline Terra Moura Marins, 2024. "Predictability of Exchange Rate Density Forecasts for Emerging Economies in the Short Run," Working Papers Series 588, Central Bank of Brazil, Research Department.
    35. Egorov, Alexei V. & Hong, Yongmiao & Li, Haitao, 2006. "Validating forecasts of the joint probability density of bond yields: Can affine models beat random walk?," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 255-284.
    36. de Vincent-Humphreys, Rupert & Noss, Joseph, 2012. "Estimating probability distributions of future asset prices: empirical transformations from option-implied risk-neutral to real-world density functions," Bank of England working papers 455, Bank of England.
    37. Silva, Elvria & Kahl, Kandice, 1991. "Reliability Of Soybean And Corn Option-Based Probability Assessments As Option Markets Mature," 1991 Annual Meeting, August 4-7, Manhattan, Kansas 271196, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    38. Schmitz, Jochen & Ledebur, Oliver von, 2012. "The 2007 emerging corn price surge revisited – Was it expected or a large surprise?," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil 123971, International Association of Agricultural Economists.
    39. Siddiqi, Hammad, 2015. "Analogy based Valuation of Commodity Options," MPRA Paper 61083, University Library of Munich, Germany.

  22. David Orden & Paul L. Fackler, 1989. "Identifying Monetary Impacts on Agricultural Prices in VAR Models," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 71(2), pages 495-502.

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    1. V. H. Smith & J. S. Lapp, 1993. "Relative Price Variability Among Agricultural Commodities And Macroeconomic Instability In The United Kingdom," Journal of Agricultural Economics, Wiley Blackwell, vol. 44(2), pages 272-283, May.
    2. Christophe C. Gouel, 2012. "Agricultural price instability: a survey of competing explanations and remedies," Post-Print hal-01001218, HAL.
    3. Athanasios Triantafyllou & Dimitrios Bakas & Marilou Ioakimidis, 2019. "Commodity Price Uncertainty as a Leading Indicator of Economic Activity," Working Paper series 19-03, Rimini Centre for Economic Analysis.
    4. Dusberg, Carl, 1997. "CAP and Monetary Policy," MPRA Paper 89234, University Library of Munich, Germany.
    5. Bernardina Algieri, 2014. "A roller coaster ride: an empirical investigation of the main drivers of the international wheat price," Agricultural Economics, International Association of Agricultural Economists, vol. 45(4), pages 459-475, July.
    6. Ardeni, Pier-Giorgio & Rausser, Gordon C., 1992. "Interactions among money, exchange rates, and commodity prices," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt8bg30713, Department of Agricultural & Resource Economics, UC Berkeley.
    7. Dmitry Burakov, 2016. "Elasticity of Agricultural Prices in Russia: An Empirical Study of Energy and Monetary Channels," International Journal of Energy Economics and Policy, Econjournals, vol. 6(3), pages 551-562.
    8. Wang, Vey & Lai, Chung-Hui & Hu, Shih-Wen & Cheng, Chia-Hui, 2007. "股票政策宣告對農產品價格與股票價格的動態影響 [The impact of stock market policy announcement on commodity prices and share prices]," MPRA Paper 31178, University Library of Munich, Germany.
    9. AlShawa, Alaa Kamal, 1999. "Identifying the effects of monetary policy shocks on the farm sector," ISU General Staff Papers 1999010108000013546, Iowa State University, Department of Economics.
    10. Robert J. Myers & Roley R. Piggott & William G. Tomek, 1990. "Estimating Sources Of Fluctuations In The Australian Wool Market: An Application Of Var Methods," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 34(3), pages 242-262, December.
    11. Shahnoushi, Naser & Henneberry, Shida Rastegari & Manssori, Hooman, 2009. "An Examination of the Relationship between Food Prices and Government Monetary Policies in Iran," 2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia 46078, Southern Agricultural Economics Association.
    12. Choe, Young Chan & Koo, Won W., 1993. "Monetary Impacts On Prices In The Short And Long Run: Further Results For The United States," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 18(2), pages 1-14, December.
    13. Saghaian, Sayed & Reed, Michael R., 2014. "The Impact Of The Recent Federal Reserve Large-Scale Asset Purchases On The Agricultural Commodity Prices: A Historical Decomposition," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 170010, Agricultural and Applied Economics Association.
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    15. Fisher, Lance A. & Fackler, Paul L. & Orden, David, 1995. "Long-run identifying restrictions for an error-correction model of New Zealand money, prices and output," Journal of International Money and Finance, Elsevier, vol. 14(1), pages 127-147, February.
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    17. Meyer, Stefan & Yu, Xiaohua, 2011. "Long-run neutrality of money supply for food prices in Germany with policy effects," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114640, European Association of Agricultural Economists.
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    24. Khundrakpam, J. K. & Das, Dipika, 2011. "Monetary Policy and Food Prices in India," MPRA Paper 50904, University Library of Munich, Germany.
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    28. Saghaian, Sayed & Reed, Michael, 2015. "Spillover Effects Of U.S. Federal Reserve’S Recent Quantitative Easing On Canadian Commodity Prices," International Journal of Food and Agricultural Economics (IJFAEC), Alanya Alaaddin Keykubat University, Department of Economics and Finance, vol. 3(1), pages 1-33, January.
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    31. Dalia Ghanem & Aaron Smith, 2022. "Causality in structural vector autoregressions: Science or sorcery?," American Journal of Agricultural Economics, John Wiley & Sons, vol. 104(3), pages 881-904, May.
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Chapters

  1. Fackler, Paul L. & Goodwin, Barry K., 2001. "Spatial price analysis," Handbook of Agricultural Economics, in: B. L. Gardner & G. C. Rausser (ed.), Handbook of Agricultural Economics, edition 1, volume 1, chapter 17, pages 971-1024, Elsevier.

    Cited by:

    1. Baffes, John & Kshirsagar, Varun & Mitchell, Donald, 2015. "What Drives Local Food Prices? Evidence from the Tanzanian Maize Market," 2015 Conference, August 9-14, 2015, Milan, Italy 211193, International Association of Agricultural Economists.
    2. Hamulczuk, Mariusz, 2020. "Spatial Integration of Agricultural Commodity Markets – Methodological Problems," Problems of Agricultural Economics / Zagadnienia Ekonomiki Rolnej 311225, Institute of Agricultural and Food Economics - National Research Institute (IAFE-NRI).
    3. Fiankor, Dela-Dem Doe, 2022. "Distance to destination and export price variation within agri-food firms," 96th Annual Conference, April 4-6, 2022, K U Leuven, Belgium 321203, Agricultural Economics Society - AES.
    4. Li, Jian & Chavas, Jean-Paul, 2020. "The Impacts of African Swine Fever on Vertical and Spatial Hog Pricing and Market Integration in China," 2020 Annual Meeting, July 26-28, Kansas City, Missouri 304516, Agricultural and Applied Economics Association.
    5. Svanidze, Miranda & Götz, Linde, 2019. "Determinants of spatial market efficiency of grain markets in Russia," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 89, pages 1-10.
    6. Hueth, Brent & Taylor, Christopher W., 2013. "Spatial Competition in Agricultural Markets: A Discrete-Choice Approach," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150506, Agricultural and Applied Economics Association.
    7. Ahmadi-Javid, Amir & Amiri, Elahe & Meskar, Mahla, 2018. "A Profit-Maximization Location-Routing-Pricing Problem: A Branch-and-Price Algorithm," European Journal of Operational Research, Elsevier, vol. 271(3), pages 866-881.
    8. Ralandison, Tsilavo & Arimoto, Yutaka & Kono, Hisaki & Sakurai, Takeshi & Takahashi, Kazushi, 2015. "Rice flows across regions in Madagascar," IDE Discussion Papers 503, Institute of Developing Economies, Japan External Trade Organization(JETRO).
    9. Jasper Grashuis, 2019. "Spatial Competition in the Iowa Corn Market: Informing the Pricing Behavior of Corporate and Cooperative Grain Merchants," Sustainability, MDPI, vol. 11(4), pages 1-13, February.
    10. David Atkin & Dave Donaldson, 2015. "Who's Getting Globalized? The Size and Implications of Intra-national Trade Costs," NBER Working Papers 21439, National Bureau of Economic Research, Inc.
    11. Garg, Teevrat & Barrett, Christopher B. & Gómez, Miguel I. & Lentz, Erin C. & Violette, William J., 2013. "Market Prices and Food Aid Local and Regional Procurement and Distribution: A Multi-Country Analysis," World Development, Elsevier, vol. 49(C), pages 19-29.
    12. Catherine ARAUJO BONJEAN & Johny EGG & Magali AUBERT, 2008. "Commerce du mil en Afrique de l’Ouest : les frontières abolies ?," Working Papers 200831, CERDI.
    13. Gbegbelegbe, Sika & De Groote, Hugo, 2012. "Spatial and Temporal Maize Price Analysis in East Africa," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil 126844, International Association of Agricultural Economists.
    14. Listorti, Giulia & Esposti, Roberto, 2012. "Horizontal Price Transmission in Agricultural Markets: Fundamental Concepts and Open Empirical Issues," Bio-based and Applied Economics Journal, Italian Association of Agricultural and Applied Economics (AIEAA), vol. 1(1), pages 1-28, April.
    15. Gluschenko, Konstantin, 2018. "Пространственная Интеграция Региональных Рынков Сибири [Spatial Integration of Siberian Regional Markets]," MPRA Paper 88920, University Library of Munich, Germany.
    16. Pettersen, Ingrid Kristine & Brækkan, Eivind Hestvik & Myrland, Øystein, 2018. "Are Norwegian fishermen selling in the same market?," Journal of Commodity Markets, Elsevier, vol. 12(C), pages 9-18.
    17. Jorgensen, Christian & Persson, Morten, 2013. "The Market for Tractors in the EU: Price Differences and Convergence," Working papers 144005, Factor Markets, Centre for European Policy Studies.
    18. Matthias Kalkuhl & Lukas Kornher & Matthias Kalkuhl & Irfan Mujahid, 2015. "Food price volatility in developing countries – the role of trade and storage," EcoMod2015 8415, EcoMod.
    19. Valdes, R. & Von Cramon, S. & Engler, A., 2018. "The role of fuel prices on the wholesale price relationships between horticultural markets," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277064, International Association of Agricultural Economists.
    20. Luckmann, Jonas & Ihle, Rico & Grethe, Harald & Kleinwechter, Ulrich, 2011. "Can Vietnamese Upland Farmers Profit from High World Market Prices? A Price Transmission Analysis," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114376, European Association of Agricultural Economists.
    21. Ofentse, Goetswamang Phankie, 2022. "Evaluation of the prospects of hedging Botswana's maize prices against the Johannesburg Stock Exchange Commodity Market Derivative," Research Theses 334751, Collaborative Masters Program in Agricultural and Applied Economics.
    22. Ihle, R. & Amikuzuno, J. & von Cramon-Taubadel, S. & Zorya, S., 2010. "Grenzeffekte in der Marktintegration bei Mais in Ostafrika: Einsichten aus einem semi-parametrischen Regressionsmodell," Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.”, German Association of Agricultural Economists (GEWISOLA), vol. 45, March.
    23. Anna M. Klepacka & Wojciech J. Florkowski & Cesar Revoredo-Giha, 2021. "Can Family Farms Depend on Price Information? Testing Butter and Curd Price Integration in Poland," Agriculture, MDPI, vol. 11(5), pages 1-16, May.
    24. Lanie Tomgouani, 2018. "Working Paper 306 - Asymmetric Price Transmission of Rice in Togo," Working Paper Series 2427, African Development Bank.
    25. John Baffes & Varun Kshirsagar, 2020. "Shocks to food market systems: A network approach," Agricultural Economics, International Association of Agricultural Economists, vol. 51(1), pages 111-129, January.
    26. Gadenne, Lucie, 2018. "Can Rationing Increase Welfare? Theory and An Application to India's Ration Shop System," CEPR Discussion Papers 13080, C.E.P.R. Discussion Papers.
    27. Wang, W. & Wei, L., 2018. "China s Agricultural Price Control Policy and its Price and Welfare Implications: The Case of Soybean," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277342, International Association of Agricultural Economists.
    28. Constas, Mark A. & d’Errico, Marco & Hoddinott, John F. & Pietrelli, Rebecca, "undated". "Resilient food systems – A proposed analytical strategy for empirical applications," ESA Working Papers 319840, Food and Agriculture Organization of the United Nations, Agricultural Development Economics Division (ESA).
    29. Jerzy Rembeza & Kamila Radlińska, 2020. "Price Linkages Between Tea Markets: A Case Study for Colombo, Kolkata and Mombasa Auctions," European Research Studies Journal, European Research Studies Journal, vol. 0(2), pages 134-150.
    30. Gluschenko, Konstantin, 2018. "Market of the Novosibirsk Oblast in the System of Regional Markets," MPRA Paper 83649, University Library of Munich, Germany.
    31. Traub, Lulama Ndibongo & Myers, Robert J. & Jayne, Thomas S. & Meyer, Ferdinand H., 2010. "Measuring Integration and Efficiency in Maize Grain Markets: The Case of South Africa and Mozambique," 2010 AAAE Third Conference/AEASA 48th Conference, September 19-23, 2010, Cape Town, South Africa 96644, African Association of Agricultural Economists (AAAE).
    32. Serebrennikov, Dmytro & Glauben, Thomas & Goetz, Linde, 2014. "Spatial integration of Russian domestic wheat markets," 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia 182754, European Association of Agricultural Economists.
    33. Carlotta Penone & Elisa Giampietri & Samuele Trestini, 2022. "Futures–spot price transmission in EU corn markets," Agribusiness, John Wiley & Sons, Ltd., vol. 38(3), pages 679-709, July.
    34. Nardella, Michele & Boccaletti, Stefano, 2005. "The NAFTA Agreement and Market Integration Among Canada, US and Mexico: The Role of Non-Tariff Measures," 2005 Annual meeting, July 24-27, Providence, RI 19347, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    35. Bekkers, Eddy & Brockmeier, Martina & Francois, Joseph & Yang, Fan, 2017. "Local Food Prices and International Price Transmission," World Development, Elsevier, vol. 96(C), pages 216-230.
    36. Meng, Shu & Goodwin, Barry K., 2020. "Modeling Spatial Price Linkages Using a Threshold SDE Model," 2020 Annual Meeting, July 26-28, Kansas City, Missouri 304443, Agricultural and Applied Economics Association.
    37. Svanidze, Miranda & Götz, Linde, 2019. "Spatial market efficiency of grain markets in Russia: Implications of high trade costs for export potential," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 21, pages 60-68.
    38. Arimoto, Yutaka & Kono, Hisaki & Ralandison, Tsilavo & Sakurai, Takeshi & Takahashi, Kazushi, 2015. "Understanding traders' regional arbitage : the case of rice traders in Antananarivo, Madagascar," IDE Discussion Papers 505, Institute of Developing Economies, Japan External Trade Organization(JETRO).
    39. Glushchenko Konstantin, 2004. "Integration of the Russian Market. Empirical Analysis," EERC Working Paper Series 04-06e, EERC Research Network, Russia and CIS.
    40. Ansah, Isaac Gershon & Gardebroek, Cornelis & Ihle, Rico & Jaleta, Moti, 2014. "Analyzing Developing Country Market Integration with Incomplete Price Data Using Cluster Analysis," 2014: Food, Resources and Conflict, December 7-9, 2014. San Diego, California 197169, International Agricultural Trade Research Consortium.
    41. Listorti, Giulia & Esposti, Roberto, 2008. "Making the world market price endogenous within the AGMEMOD modelling framework: an econometric solution," 107th Seminar, January 30-February 1, 2008, Sevilla, Spain 6659, European Association of Agricultural Economists.
    42. Zhang, Xiaoyu & Liu, Yongfu, 2020. "The dynamic impact of international agricultural commodity price fluctuation on Chinese agricultural commodity prices," International Food and Agribusiness Management Review, International Food and Agribusiness Management Association, vol. 23(3), August.
    43. Stephens, Emma C. & Mabaya, Edward T., 2008. "Spatial Price Adjustment with and without Trade," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6538, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    44. Giulia LISTORTI, 2008. "Price Transmission Mechanisms: a Policy Investigation of International Wheat Markets," Working Papers 318, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    45. Frank Davenport & Chris Funk, 2015. "Using time series structural characteristics to analyze grain prices in food insecure countries," Food Security: The Science, Sociology and Economics of Food Production and Access to Food, Springer;The International Society for Plant Pathology, vol. 7(5), pages 1055-1070, October.
    46. Brian Dillon & Chelsey Dambro, 2017. "How Competitive Are Crop Markets in Sub-Saharan Africa?," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 99(5), pages 1344-1361.
    47. Arnade, Carlos Anthony & Osborne, Stefan, 2001. "Measurement And Testing For Neutrality Of Foreign Price And Cpi Transmission In Russia," 2001 Annual meeting, August 5-8, Chicago, IL 20625, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    48. Escobal, Javier, 2005. "The Role of Public Infraestructure in Market Development in Rural Peru," MPRA Paper 727, University Library of Munich, Germany.
    49. Götz, Linde & Djuric, Ivan, 2014. "Price Damping and Price Insulating Effects of Wheat Export Restrictions in Kazakhstan, Russia, and Ukraine," 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia 182954, European Association of Agricultural Economists.
    50. Xinyu Hou & Puyang Sun, 2023. "The impact of dismantling state monopoly on market integration: Evidence from the edible salt reform in China," Economics of Transition and Institutional Change, John Wiley & Sons, vol. 31(3), pages 589-609, July.
    51. Barrett, Christopher B., 2008. "Smallholder market participation: Concepts and evidence from eastern and southern Africa," Food Policy, Elsevier, vol. 33(4), pages 299-317, August.
    52. Hamulczuk, Mariusz & Makarchuk, Oksana & Sica, Edgardo, 2019. "Searching for market integration: Evidence from Ukrainian and European Union rapeseed markets," Land Use Policy, Elsevier, vol. 87(C).
    53. World Bank, 2008. "Regional Trade in Food Staples : Prospects for Stimulating Agricultural Growth and Moderation Food Security Crises in Eastern and Southern Africa," World Bank Publications - Reports 7829, The World Bank Group.
    54. Ebata, Ayako & Velasco, Pamela & von Cramon-Taubadel, Stephan, 2015. "Distance to market and farm-gate prices of staple beans in rural Nicaragua," GlobalFood Discussion Papers 197540, Georg-August-Universitaet Goettingen, GlobalFood, Department of Agricultural Economics and Rural Development.
    55. Ankamah-Yeboah, Isaac, 2012. "Spatial Price Transmission in the Regional Maize Markets in Ghana," MPRA Paper 49720, University Library of Munich, Germany.
    56. Rezitis, Anthony N. & Pachis, Dimitris N., 2013. "Investigating the Price Transmission Mechanism of the Greek Fresh Tomato Market with a Markov Switching Vector Error Correction model," Agricultural Economics Review, Greek Association of Agricultural Economists, vol. 14(2), pages 1-17.
    57. van Campenhout, Bjorn, 2005. "Modelling Trends in Food Market Integration: Method and an Application to Tanzanian Maize Markets," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark 24718, European Association of Agricultural Economists.
    58. Lence, Sergio & Moschini, Giancarlo & Santeramo, Fabio Gaetano, 2017. "Threshold cointegration and spatial price transmission when expectations matter," MPRA Paper 80202, University Library of Munich, Germany.
    59. Huidan Xue & Chenguang Li & Liming Wang & Wen-Hao Su, 2021. "Spatial Price Transmission and Price Dynamics of Global Butter Export Market under Economic Shocks," Sustainability, MDPI, vol. 13(16), pages 1-24, August.
    60. Quattri, Maria A., 2012. "On trade efficiency in the Ethiopian agricultural markets," 123rd Seminar, February 23-24, 2012, Dublin, Ireland 122512, European Association of Agricultural Economists.
    61. Kouyate, Carolin & von Cramon-Taubadel, Stephan & Fofana, Ismael, 2016. "Proximity and price co-movement in West African rice markets," African Journal of Agricultural and Resource Economics, African Association of Agricultural Economists, vol. 11(3).
    62. Chelanga, Philemon & Jensen, Nathaniel & Muendo, Kavoi Mutuku, 2022. "Pastoral livestock market integration amidst improvements in physical and communication infrastructure: Evidence from northern Kenya," African Journal of Agricultural and Resource Economics, African Association of Agricultural Economists, vol. 17(4), December.
    63. Baquedano, Felix G. & Liefert, William M., 2014. "Market integration and price transmission in consumer markets of developing countries," Food Policy, Elsevier, vol. 44(C), pages 103-114.
    64. Sahito, Jam Ghulam Murtaza, 2015. "Market integration of wheat in Pakistan," Discussion Papers 72, Justus Liebig University Giessen, Center for international Development and Environmental Research (ZEU).
    65. Li, Zhigang & Chen, Yu, 2013. "Estimating the social return to transport infrastructure: A price-difference approach applied to a quasi-experiment," Journal of Comparative Economics, Elsevier, vol. 41(3), pages 669-683.
    66. Margarita Gáfaro & Jair N. Ojeda-Joya & Andrea Paola Poveda-Olarte, 2020. "Abastecimiento y costos de transacción en los mercados de alimentos de las principales ciudades de Colombia," Borradores de Economia 1128, Banco de la Republica de Colombia.
    67. Jinho Jung & Juan Sesmero & Ralph Siebert, 2020. "Spatial Differentiation and Market Power in Input Procurement: Evidence from a Structural Model of the Corn Market," CESifo Working Paper Series 8088, CESifo.
    68. Zhao, Jieyuan & Goodwin, Barry K. & Pelletier, Denis, 2012. "A New Approach to Investigate Market Integration: a Markov-Switching Autoregressive Model with Time-Varying Transition Probabilities," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124825, Agricultural and Applied Economics Association.
    69. Ansah, Isaac & Gardebroek, Cornelis & Ihle, Rico & Jaleta, Moti, 2015. "Analyzing Developing Country Market Integration using Incomplete Price Data and Cluster Analysis," 2015 Conference, August 9-14, 2015, Milan, Italy 210954, International Association of Agricultural Economists.
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    94. Liefert, William M. & Persuad, Suresh, 2009. "The Transmission of Exchange Rate Changes to Agricultural Prices," Economic Research Report 55942, United States Department of Agriculture, Economic Research Service.
    95. Odhiambo, Mark O. & Oluoch-Kosura, Willis & Kibiego, Michael B., 2006. "Analysis of the Structure and Performance of the Beans Marketing System in Nairobi," 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia 25440, International Association of Agricultural Economists.
    96. Julio César Alonso & Ana Isabel Gallego, 2010. "Integración espacial del mercado de la carne en las tres principales ciudades de Colombia: Evidencia de las series de precios," Revista Economía y Región, Universidad Tecnológica de Bolívar, vol. 4(2), pages 5-28, December.
    97. Gluschenko, Konstantin, 2017. "The Moscow market in the country’s economic space," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 48, pages 5-21.
    98. Konstantin Gluschenko, 2013. "Distribution Dynamics of Russian Regional Prices," William Davidson Institute Working Papers Series wp1061, William Davidson Institute at the University of Michigan.
    99. Guo, Jinggang & Johnston, Craig M.T., 2021. "Do protectionist trade policies integrate domestic markets? Evidence from the Canada-U.S. softwood lumber dispute," Forest Policy and Economics, Elsevier, vol. 130(C).
    100. Shrestha, Sundar S. & Frechette, Darren L., 2003. "Transfer Costs And Spatial Price Efficiency In The Nepalese Tomato Markets," 2003 Annual meeting, July 27-30, Montreal, Canada 22076, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    101. Santeramo, Fabio, 2021. "Price dynamics, LOP and quantile regressions," MPRA Paper 107454, University Library of Munich, Germany.
    102. Ansah, Isaac Gershon K. & Gardebroek, Cornelis & Ihle, Rico & Jaleta, Moti, 2016. "Got data too poor for time series analysis? Can cluster analysis be a remedy? Studying wheat market integration in Ethiopia," 2016 Fifth International Conference, September 23-26, 2016, Addis Ababa, Ethiopia 246442, African Association of Agricultural Economists (AAAE).
    103. Cárdenas, Jeisson & Gutiérrez, Luis H. & Otero, Jesús, 2017. "Investigating diesel market integration in France: Evidence from micro data," Energy Economics, Elsevier, vol. 63(C), pages 314-321.
    104. Max‐Stephan Schulze & Nikolaus Wolf, 2012. "Economic nationalism and economic integration: the Austro‐Hungarian Empire in the late nineteenth century," Economic History Review, Economic History Society, vol. 65(2), pages 652-673, May.
    105. Hector M. Nuñez and Jesús Otero, 2017. "Integration in Gasoline and Ethanol Markets in Brazil over Time and Space under the Flex-fuel Technology," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2).
    106. Liefert, William M., 2007. "Decomposing Changes in Agricultural Price Gaps," Working Papers 14576, International Agricultural Trade Research Consortium.
    107. Bruno Versailles, 2012. "Market Intergration and Border Effects in Eastern Africa," CSAE Working Paper Series 2012-01, Centre for the Study of African Economies, University of Oxford.
    108. Götz, Linde & Glauben, Thomas & Brümmer, Bernhard, 2013. "Wheat export restrictions and domestic market effects in Russia and Ukraine during the food crisis," Food Policy, Elsevier, vol. 38(C), pages 214-226.
    109. Twine, Edgar & Katjiuongua, Hikuepi, 2015. "Farm-Level and Consumption Responses to Improved Efficiency of Tanzania’s Informal Dairy Value Chain," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 200329, Agricultural and Applied Economics Association.
    110. Sanogo, Issa, 2008. "SPATIAL integration of the rice market: emprirical evidence from mid-west and far-west Nepal and the Nepalese-Indian border," MPRA Paper 14488, University Library of Munich, Germany.
    111. Wouter Zant, 2019. "Mobile Phones and Mozambique Traders: What is the Size of Reduced Search Costs and Who Benefits?," Tinbergen Institute Discussion Papers 19-047/V, Tinbergen Institute.
    112. Baffes, John & Gohou, Gaston, 2005. "The co-movement between cotton and polyester prices," Policy Research Working Paper Series 3534, The World Bank.
    113. Theodoros Skevas & Jasper Grashuis, 2020. "Technical efficiency and spatial spillovers: Evidence from grain marketing cooperatives in the US Midwest," Agribusiness, John Wiley & Sons, Ltd., vol. 36(1), pages 111-126, January.
    114. Elleby, Christian, 2014. "Poverty and Price Transmission," 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia 182722, European Association of Agricultural Economists.
    115. Carlson, Mari K. & Rezitis, Anthony N., 2018. "Integration of the EU broiler meat markets – Application of Regular Vine Copulas," 2018 Annual Meeting, August 5-7, Washington, D.C. 273864, Agricultural and Applied Economics Association.
    116. Pustovit, Nataliya & Schmitz, P. Michael, 2003. "Impact Of Agricultural Protection In Oecd-Countries On South African Agriculture," 2003 Annual Meeting, August 16-22, 2003, Durban, South Africa 25828, International Association of Agricultural Economists.
    117. Barry K. Goodwin & Matthew T. Holt & Jeffrey P. Prestemon, 2021. "Semi-parametric models of spatial market integration," Empirical Economics, Springer, vol. 61(5), pages 2335-2361, November.
    118. Meizal Popat & Garry Griffith & Stuart Mounter & Oscar Cacho, 2022. "Infrastructure investments, regional trade agreements and agricultural market integration in Mozambique," Food Security: The Science, Sociology and Economics of Food Production and Access to Food, Springer;The International Society for Plant Pathology, vol. 14(1), pages 9-22, February.
    119. Eric Overby & Jonathan Clarke, 2012. "A Transaction-Level Analysis of Spatial Arbitrage: The Role of Habit, Attention, and Electronic Trading," Management Science, INFORMS, vol. 58(2), pages 394-412, February.
    120. Liefert, William M. & Liefert, Olga, 2007. "Distortions to Agricultural Incentives in Russia," Agricultural Distortions Working Paper Series 48386, World Bank.
    121. Florine Livat, 2007. "Mesure des interactions de prix : une analyse des modalités de substitution parmi sept vins de Bordeaux," Économie et Prévision, Programme National Persée, vol. 180(4), pages 127-145.
    122. William M. Liefert, 2011. "Decomposing Changes in Agricultural Producer Prices," Journal of Agricultural Economics, Wiley Blackwell, vol. 62(1), pages 119-136, February.
    123. Araujo-Encisco, Sergio, 2011. "Analisis de transmision de precios entre los mercados de maiz mexicanos y el mercado estadounidense: metodos lineales y no lineales," Revista Espanola de Estudios Agrosociales y Pesqueros, Ministerio de Medio Ambiente, Rural y Marino (formerly Ministry of Agriculture), issue 229, pages 1-40.
    124. Götz, Linde & Goychuk, Kateryna & Glauben, Thomas & Meyers, William H., 2013. "Export Restrictions and Market Uncertainty: Evidence from the Analysis of Price Volatility in the Ukrainian Wheat Market," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150308, Agricultural and Applied Economics Association.
    125. Longfei He & Qinxu Gu & Junsong Bian & Kin Keung Lai & Xiao Zhang, 2023. "To Pool or Not to Pool in Carbon Quotas: Analyses of Emission Regulation and Operations in Supply Chain Supernetwork under Cap-and-Trade Policy," Annals of Operations Research, Springer, vol. 324(1), pages 311-353, May.
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    150. Svanidze, Miranda & Goetz, Linde J., 2017. "How Well is the Russian Wheat Market Functioning? A Comparison with the Corn Market in the USA," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258114, Agricultural and Applied Economics Association.
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    157. Yang, Guolei & Huang, Jikun & Kalkuhl, Matthias & von Braun, Joachim & Hu, Jiliang, 2015. "Spatial price transmission under different policy regimes: the case of Chinese soy and maize market," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205665, Agricultural and Applied Economics Association.
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    172. Alejandro Acosta & Rico Ihle & Stephan Cramon-Taubadel, 2019. "Combining market structure and econometric methods for pricetransmission analysis," Food Security: The Science, Sociology and Economics of Food Production and Access to Food, Springer;The International Society for Plant Pathology, vol. 11(4), pages 941-951, August.
    173. Brümmer, Bernhard & von Cramon-Taubadel, Stephan & Zorya, Sergiy, 2006. "Vertical Price Transmission between Wheat and Flour in Ukraine: A Markov-Switching Vector Error Correction Approach," 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia 25575, International Association of Agricultural Economists.
    174. Svanidze, Miranda & Götz, Linde Johanna, 2019. "Spatial market efficiency of grain markets in Russia and global food security: A comparison with the USA," IAMO Discussion Papers 187, Leibniz Institute of Agricultural Development in Transition Economies (IAMO).
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    185. Essam, Timothy M., 2012. "Using Satellite-Based Remote Sensing Data to Assess Millet Price Regimes and Market Performance in Niger," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124654, Agricultural and Applied Economics Association.
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Books

  1. Mario J. Miranda & Paul L. Fackler, 2004. "Applied Computational Economics and Finance," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262633094, April.

    Cited by:

    1. Kohei Hasui & Yoshiyuki Nakazono & Yuki Teranishi, 2018. "Role of Expectation in a Liquidity Trap," UTokyo Price Project Working Paper Series 081, University of Tokyo, Graduate School of Economics.
    2. Sarolta Laczo & Raffaele Rossi, 2018. "Time-Consistent Consumption Taxation," Working Papers 857, Queen Mary University of London, School of Economics and Finance.
    3. Ren, Bijie & Polasky, Stephen, 2014. "The optimal management of renewable resources under the risk of potential regime shift," Journal of Economic Dynamics and Control, Elsevier, vol. 40(C), pages 195-212.
    4. Richard S. J. Tol & In Chang Hwang & Frédéric Reynès, 2012. "The Effect of Learning on Climate Policy under Fat-tailed Uncertainty," Working Paper Series 5312, Department of Economics, University of Sussex Business School.
    5. Chekenya, Nixon S., 2023. "Climate-induced crop failure and crop abandonment: What do we know and not know?," African Journal of Agricultural and Resource Economics, African Association of Agricultural Economists, vol. 18(2), October.
    6. Leith, Campbell & Liu, Ding, 2016. "The inflation bias under Calvo and Rotemberg pricing," Journal of Economic Dynamics and Control, Elsevier, vol. 73(C), pages 283-297.
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