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Matthew T. Holt

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.

Wikipedia or ReplicationWiki mentions

(Only mentions on Wikipedia that link back to a page on a RePEc service)
  1. Michael S. Haigh & Matthew T. Holt, 2002. "Crack spread hedging: accounting for time-varying volatility spillovers in the energy futures markets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(3), pages 269-289.

    Mentioned in:

    1. Crack spread hedging: accounting for time-varying volatility spillovers in the energy futures markets (Journal of Applied Econometrics 2002) in ReplicationWiki ()
  2. Matthew T. Holt & Andrew M. McKenzie, 2003. "Quasi-rational and ex ante price expectations in commodity supply models: an empirical analysis of the US broiler market," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(4), pages 407-426.

    Mentioned in:

    1. Quasi-rational andex ante price expectations in commodity supply models: an empirical analysis of the US broiler market (Journal of Applied Econometrics 2003) in ReplicationWiki ()

Working papers

  1. Matthew T. Holt & Timo Teräsvirta, 2017. "Global Hemispheric Temperatures and Co–Shifting: A Vector Shifting–Mean Autoregressive Analysis," CREATES Research Papers 2017-05, Department of Economics and Business Economics, Aarhus University.

    Cited by:

    1. C. Vladimir Rodr'iguez-Caballero & Esther Ruiz, 2024. "Temperature in the Iberian Peninsula: Trend, seasonality, and heterogeneity," Papers 2406.14145, arXiv.org.
    2. Marc Gronwald, 2023. "Explosive Temperatures," CESifo Working Paper Series 10680, CESifo.
    3. González-Rivera, Gloria & Rodríguez Caballero, Carlos Vladimir, 2023. "Modelling intervals of minimum/maximum temperatures in the Iberian Peninsula," DES - Working Papers. Statistics and Econometrics. WS 37968, Universidad Carlos III de Madrid. Departamento de Estadística.
    4. Changli He & Jian Kang & Timo Teräsvirta & Shuhua Zhang, 2019. "Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model," CREATES Research Papers 2019-18, Department of Economics and Business Economics, Aarhus University.
    5. Friedrich, Marina & Lin, Yicong, 2024. "Sieve bootstrap inference for linear time-varying coefficient models," Journal of Econometrics, Elsevier, vol. 239(1).

  2. Matthew T. Holt & Timo Teräsvirta, 2012. "Global Hemispheric Temperature Trends and Co–Shifting: A Shifting Mean Vector Autoregressive Analysis," CREATES Research Papers 2012-54, Department of Economics and Business Economics, Aarhus University.

    Cited by:

    1. Kirstin Hubrich & Timo Teräsvirta, 2013. "Thresholds and Smooth Transitions in Vector Autoregressive Models," CREATES Research Papers 2013-18, Department of Economics and Business Economics, Aarhus University.
    2. 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.
    3. Walter Enders & Matthew T. Holt, 2014. "The Evolving Relationships between Agricultural and Energy Commodity Prices: A Shifting-Mean Vector Autoregressive Analysis," NBER Chapters, in: The Economics of Food Price Volatility, pages 135-187, National Bureau of Economic Research, Inc.
    4. Francisco Estrada & Pierre Perron, "undated". "Detection and attribution of climate change through econometric methods," Boston University - Department of Economics - Working Papers Series 2013-015, Boston University - Department of Economics.

  3. Craig, Lee & Holt, Matthew T., 2012. "The Role of Mechanical Refrigeration in Spatial and Temporal Price Dynamics for Regional U.S. Egg Markets, 1880–1911," MPRA Paper 39554, University Library of Munich, Germany.

    Cited by:

    1. Federico, Giovanni & Sharp, Paul, 2012. "The cost of railroad regulation: The disintegration of American Agricultural Markets in the interwar period," Discussion Papers on Economics 20/2012, University of Southern Denmark, Department of Economics.
    2. Andrew J. Buck & Tavor Tchai & Uriel Spiegel & Wayne A. Morra, 2017. "Refrigeration and the Reduction of the Takeoff Rate of Bushmeat," SAGE Open, , vol. 7(1), pages 21582440166, January.

  4. Goodwin, Barry K. & Holt, Matthew T. & Prestemon, Jeffrey P., 2012. "Nonlinear exchange rate pass-through in timber products: the case of oriented strand board in Canada and the United States," MPRA Paper 40834, University Library of Munich, Germany.

    Cited by:

    1. Kirstin Hubrich & Timo Teräsvirta, 2013. "Thresholds and Smooth Transitions in Vector Autoregressive Models," CREATES Research Papers 2013-18, Department of Economics and Business Economics, Aarhus University.
    2. Guney, Selin, 2015. "An Analysis of the Pass-Through of Exchange Rates in Tropical Forest Product Markets: A Smooth Transition Approach," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205107, Agricultural and Applied Economics Association.
    3. Adewuyi, Adeolu & Ogebe, Joseph O. & Oshota, Sebil, 2021. "The role of exchange rate and relative import price on sawnwood import demand in Africa: Evidence from modified heterogeneous panel data methods," The Journal of Economic Asymmetries, Elsevier, vol. 24(C).
    4. Assogba, Noel Perceval & Zhang, Daowei, 2023. "Exchange rate and U.S. softwood plywood import from Brazil," Forest Policy and Economics, Elsevier, vol. 150(C).
    5. Selin Güney & Andrés Riquelme & Barry Goodwin, 2023. "An Analysis of the Pass-Through of Exchange Rates in Forest Product Markets," Agriculture, MDPI, vol. 13(3), pages 1-16, February.
    6. Onel, Gulcan & Goodwin, Barry K., 2013. "A Non-parametric Approach to Modeling Exchange Rate Pass-through in Basic Commodity Markets," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150319, Agricultural and Applied Economics Association.

  5. Enders, Walter & Holt, Matthew T., 2011. "Breaks, bubbles, booms, and busts: the evolution of primary commodity price fundamentals," MPRA Paper 31461, University Library of Munich, Germany.

    Cited by:

    1. Ubilava, David, 2017. "The ENSO Effect and Asymmetries in Wheat Price Dynamics," World Development, Elsevier, vol. 96(C), pages 490-502.
    2. Ubilava, David, 2014. "The ENSO Effect on World Wheat Market Dynamics: Smooth Transitions in Asymmetric Price Transmission," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 170223, Agricultural and Applied Economics Association.
    3. Ozgur, Onder & Yilanci, Veli & Ozbugday, Fatih Cemil, 2021. "Detecting speculative bubbles in metal prices: Evidence from GSADF test and machine learning approaches," Resources Policy, Elsevier, vol. 74(C).

  6. Goodwin, Barry K. & Holt, Matthew T. & Onel, Gulcan & Prestemon, Jeffrey P., 2011. "Copula-Based Nonlinear Models of Spatial Market Linkages," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 103715, Agricultural and Applied Economics Association.

    Cited by:

    1. Nasreldin, Osama Ahmed & Devesa, Teresa Serra, 2014. "Price volatility of food staples. The case of millet in Niger," 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia 182728, European Association of Agricultural Economists.
    2. Ahmed, Osama & Serra, Teresa, 2015. "Evaluate the economic consequences of revenue insurance programs in Spain using copula models. The case of orange and apple," 2015 Conference, August 9-14, 2015, Milan, Italy 212522, International Association of Agricultural Economists.
    3. Ahmed, Osama & Serra, Teresa, 2015. "Vertical Price Transmission in the Egyptian Tomato Sector After the Arab Spring," 2015 Conference, August 9-14, 2015, Milan, Italy 212523, International Association of Agricultural Economists.
    4. Ahmed, Osama, 2018. "Vertical price transmission in the Egyptian tomato sector after the Arab Spring," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 50(47), pages 5094-5109.
    5. Ahmed, Mansur & Goodwin, Barry, 2015. "Copula-Based Modeling of Dependence Structure among International Food Grain Markets," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 206059, Agricultural and Applied Economics Association.
    6. Johnson, Carrie Lu, 2014. "Analysis of Commodity Market Integration In the Uganda Maize Market," Master's Theses and Plan B Papers 196707, University of Minnesota, Department of Applied Economics.
    7. Ahmed, Osama, 2021. "Assessing the current situation of the world wheat market leadership: Using the semi-parametric approach," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 9(2).
    8. Skadberg, Kristopher & Wilson, William W. & Larsen, Ryan & Dahl, Bruce, 2015. "Spatial Competition, Arbitrage, and Risk in U.S. Soybeans," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 40(3), pages 1-15, September.

  7. Ubilava, David & Holt, Matthew T., 2009. "Nonlinearities in the World Vegetable Oil Price System: El Nino Effects," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49360, Agricultural and Applied Economics Association.

    Cited by:

    1. Peri, Massimo, 2015. "Cliamte Variability and Agricultural Price volatility: the case of corn and soybeans," 2015 Conference, August 9-14, 2015, Milan, Italy 212623, International Association of Agricultural Economists.
    2. María Lucía Martínez Martínez, 2021. "Efectos de precipitaciones en precios de la leche usando modelos con umbrales según la estructura del mercado," Documentos Departamento de Economía 20752, Universidad del Norte.
    3. 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.
    4. Tack, Jesse B. & Ubilava, David, 2013. "El Ni˜no Southern Oscillation Impacts on Crop Insurance," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 151429, Agricultural and Applied Economics Association.
    5. Ubilava, David, 2017. "The ENSO Effect and Asymmetries in Wheat Price Dynamics," World Development, Elsevier, vol. 96(C), pages 490-502.
    6. Bernhard Brümmer & Olaf Korn & Kristina Schlüßler & Tinoush Jamali Jaghdani, 2016. "Volatility in Oilseeds and Vegetable Oils Markets: Drivers and Spillovers," Journal of Agricultural Economics, Wiley Blackwell, vol. 67(3), pages 685-705, September.
    7. Arellano Gonzalez Jesus & Juárez-Torres Miriam & Zazueta Borboa Francisco, 2023. "Temperature shocks and their effect on the price of agricultural products: panel data evidence from vegetables in Mexico," Working Papers 2023-02, Banco de México.
    8. Ubilava, David & Orlowski, Jan, 2016. "The Predictive Content of Climate Anomalies for Agricultural Production: Does ENSO Really Matter?," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 236281, Agricultural and Applied Economics Association.
    9. Jesse Tack & David Ubilava, 2013. "The effect of El Niño Southern Oscillation on U.S. corn production and downside risk," Climatic Change, Springer, vol. 121(4), pages 689-700, December.
    10. Davinson Stev Abril Salcedo & Luis Fernando Melo-Velandia & Daniel Parra-Amado, 2019. "Nonlinear relationship between the weather phenomenon El Niño and Colombian food prices," Borradores de Economia 1085, Banco de la Republica de Colombia.
    11. Ivan Djuric & Linde Götz & Thomas Glauben, 2015. "Are Export Restrictions an Effective Instrument to Insulate Domestic Prices Against Skyrocketing World Market Prices? The Wheat Export Ban in Serbia," Agribusiness, John Wiley & Sons, Ltd., vol. 31(2), pages 215-228, April.
    12. Arellano-Gonzalez, Jesus & Juarez-Torres, Miriam & Zazueta-Borboa, Francisco, 2021. "Temperature shocks and local price changes of agricultural products: panel data evidence from Mexico," 2021 Annual Meeting, August 1-3, Austin, Texas 314060, Agricultural and Applied Economics Association.
    13. Plastina, Alejandro & Lence, Sergio H. & Ortiz-Bobea, Ariel, 2019. "How Weather Affects the Decomposition of Total Factor Productivity in U.S. Agriculture," ISU General Staff Papers 201911120800001087, Iowa State University, Department of Economics.
    14. Daniel Parra-Amado & Davinson Stev Abril-Salcedo & Luis Fernando Melo-Velandia, 2016. "Impactos de los fenómenos climáticos sobre el precio de los alimentos en Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 34(80), pages 146-158, June.
    15. Arellano Gonzalez Jesus & Juárez-Torres Miriam & Zazueta Borboa Francisco, 2023. "Weather Shocks, Prices and Productivity: Evidence from Staples in Mexico," Working Papers 2023-16, Banco de México.
    16. Pede, Valerien O. & Valera, Harold Glenn A. & Alam, Mohammad Jahangir & McKenzie, Andrew M., 2013. "Nonlinearities in Regional Rice Prices in the Philippines: Evidence from a Smooth Transition Autoregressive (STAR) Approach," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150246, Agricultural and Applied Economics Association.
    17. Stanislav E. Shmelev & Vitaliy Salnikov & Galina Turulina & Svetlana Polyakova & Tamara Tazhibayeva & Tobias Schnitzler & Irina A. Shmeleva, 2021. "Climate Change and Food Security: The Impact of Some Key Variables on Wheat Yield in Kazakhstan," Sustainability, MDPI, vol. 13(15), pages 1-23, July.
    18. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2021. "El Nino, La Nina, and Forecastability of the Realized Variance of Agricultural Commodity Prices: Evidence from a Machine Learning Approach," Working Papers 202179, University of Pretoria, Department of Economics.
    19. Smith, Sarah C. & Ubilava, David, 2017. "The El Niño Southern Oscillation and Economic Growth in the Developing World," Working Papers 2017-11, University of Sydney, School of Economics, revised May 2017.
    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. Luis Fernando Melo‐Velandia & Camilo Andrés Orozco‐Vanegas & Daniel Parra‐Amado, 2022. "Extreme weather events and high Colombian food prices: A non‐stationary extreme value approach," Agricultural Economics, International Association of Agricultural Economists, vol. 53(S1), pages 21-40, November.
    22. Valeria Bejarano-Salcedo & Juan Manuel Julio-Román & Edgar Caicedo-García & Julián Alonso Cárdenas-Cárdenas, 2020. "Entendiendo, Modelando y Pronosticando el Efecto de “El Niño” Sobre los Precios de los Alimentos: El Caso Colombiano," Borradores de Economia 1102, Banco de la Republica de Colombia.
    23. David Ubilava, 2012. "El Niño, La Niña, and world coffee price dynamics," Agricultural Economics, International Association of Agricultural Economists, vol. 43(1), pages 17-26, January.
    24. David Ubilava, 2018. "The Role of El Niño Southern Oscillation in Commodity Price Movement and Predictability," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 100(1), pages 239-263.
    25. Salisu, Afees A. & Gupta, Rangan & Nel, Jacobus & Bouri, Elie, 2022. "The (Asymmetric) effect of El Niño and La Niña on gold and silver prices in a GVAR model," Resources Policy, Elsevier, vol. 78(C).
    26. Massimo Peri, 2017. "Climate variability and the volatility of global maize and soybean prices," Food Security: The Science, Sociology and Economics of Food Production and Access to Food, Springer;The International Society for Plant Pathology, vol. 9(4), pages 673-683, August.
    27. Ubilava, David & Villoria, Nelson, 2013. "Do the Trade Winds Alter the Trade Flow? Assessing Impacts of ENSO Shocks on World Cereal Supply," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150516, Agricultural and Applied Economics Association.
    28. Zhu, Yichen & Ghoshray, Atanu, 2021. "Climate Anomalies and Its Impact on U.S. Corn and Soybean Prices," 2021 Conference, August 17-31, 2021, Virtual 315271, International Association of Agricultural Economists.
    29. Atems, Bebonchu & Sardar, Naafey, 2021. "Exploring asymmetries in the effects of El Niño-Southern Oscillation on U.S. food and agricultural stock prices," The Quarterly Review of Economics and Finance, Elsevier, vol. 81(C), pages 1-14.
    30. David Ubilava, 2014. "El Niño Southern Oscillation and the fishmeal–soya bean meal price ratio: regime-dependent dynamics revisited," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 41(4), pages 583-604.
    31. Hernan Botero & Andrew P. Barnes, 2022. "The effect of ENSO on common bean production in Colombia: a time series approach," Food Security: The Science, Sociology and Economics of Food Production and Access to Food, Springer;The International Society for Plant Pathology, vol. 14(6), pages 1417-1430, December.

  8. Pede, Valerien O. & Florax, Raymond J.G.M. & Holt, Matthew T., 2009. "A Spatial Econometric Star Model With An Application To U.S. County Economic Growth, 1969–2003," Working papers 48117, Purdue University, Department of Agricultural Economics.

    Cited by:

    1. Pede, Valerien O. & Florax, Raymond J.G.M. & Lambert, Dayton M., 2014. "Spatial econometric STAR models: Lagrange multiplier tests, Monte Carlo simulations and an empirical application," Regional Science and Urban Economics, Elsevier, vol. 49(C), pages 118-128.
    2. Xu, Wan & Lambert, Dayton M., 2011. "Business Establishment Growth in the Appalachian Region, 2000-2007: An Application of Smooth Transition Spatial Process Models," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 43(3), pages 1-16, August.
    3. Di Caro, Paolo, 2014. "Regional recessions and recoveries in theory and practice: a resilience-based overview," MPRA Paper 60300, University Library of Munich, Germany.
    4. Jason Brown & Dayton Lambert, 2014. "Location decisions of natural gas extraction establishments: a smooth transition count model approach," Research Working Paper RWP 14-5, Federal Reserve Bank of Kansas City.
    5. Elham Vafaei & Parviz Mohammadzadeh & Hossein Asgharpour, 2019. "The Evaluation of Suitability of Spatial Error STAR Model for Modeling Convergence of Social Welfare of Iran's Provinces," Iranian Economic Review (IER), Faculty of Economics,University of Tehran.Tehran,Iran, vol. 23(1), pages 47-62, Winter.
    6. Dayton M. Lambert & Wan Xu & Raymond J. G. M. Florax, 2014. "Partial Adjustment Analysis of Income and Jobs, and Growth Regimes in the Appalachian Region with Smooth Transition Spatial Process Models," International Regional Science Review, , vol. 37(3), pages 328-364, July.

  9. Holt, Matthew T. & Goodwin, Barry K., 2009. "The Almost Ideal and Translog Demand Systems," MPRA Paper 15092, University Library of Munich, Germany.

    Cited by:

    1. Maria Chiara D'Errico & Carlo Andrea Bollino, 2015. "Bayesian Analysis of Demand Elasticity in the Italian Electricity Market," Sustainability, MDPI, vol. 7(9), pages 1-22, September.
    2. Shamaila Aziz & Muhammad Rizwan Yaseen & Sofia Anwar, 2016. "Impact of Rising Energy Prices on Consumer’s Welfare: A Case Study of Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 55(4), pages 605-618.
    3. Schmitz, Hendrik & Madlener, Reinhard, 2017. "Direct and Indirect Energy Rebound Effects in German Households: A Linearized Almost Ideal Demand System Approach," FCN Working Papers 10/2017, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN).
    4. Bhat, Chandra R. & Castro, Marisol & Pinjari, Abdul Rawoof, 2015. "Allowing for complementarity and rich substitution patterns in multiple discrete–continuous models," Transportation Research Part B: Methodological, Elsevier, vol. 81(P1), pages 59-77.
    5. Cao, Jing & Ho, Mun S. & Hu, Wenhao & Jorgenson, Dale, 2020. "Estimating flexible consumption functions for urban and rural households in China," China Economic Review, Elsevier, vol. 61(C).
    6. Jing Cao & Mun Sing Ho & Wenhao Hu & Dale Jorgenson, 2021. "Urban household consumption in China: Price, income, and demographic effects," Review of Development Economics, Wiley Blackwell, vol. 25(2), pages 810-833, May.
    7. Cliona Ni Mhurchu & Helen Eyles & Chris Schilling & Qing Yang & William Kaye-Blake & Murat Genç & Tony Blakely, 2013. "Food Prices and Consumer Demand: Differences across Income Levels and Ethnic Groups," PLOS ONE, Public Library of Science, vol. 8(10), pages 1-12, October.
    8. Muhammad Rizwan YASEEN & Imran QAISER & Nabeela KOUSAR, 2015. "Comparative analysis of the animal products consumption in developing countries: the case study of the South Asian countries," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 61(7), pages 332-342.
    9. Rodrigo Garc?a Arancibia, 2019. "Import Demand for Dairy Products in Chile and Competition among Exporting Countries: The Case of Milk Powder and Cheese," Economia agro-alimentare, FrancoAngeli Editore, vol. 21(1), pages 101-128.

  10. Holt, Matthew T. & Balagtas, Joseph V., 2009. "Estimating Structural Change with Smooth Transition Regressions: an Application to Meat Demand," MPRA Paper 15331, University Library of Munich, Germany.

    Cited by:

    1. Daiki Maki & Yasushi Ota, 2021. "Testing for Time-Varying Properties Under Misspecified Conditional Mean and Variance," Computational Economics, Springer;Society for Computational Economics, vol. 57(4), pages 1167-1182, April.
    2. Darko, Francis Addeah & Eales, James S., 2013. "Meat Demand in the US During and After the Great Recession," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150146, Agricultural and Applied Economics Association.
    3. Hussein, Zekarias & Rodriguez, Nestor & Eales, James S., 2013. "STARs with the GIDDS: Smooth Transition Functions and Structural Change," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150755, Agricultural and Applied Economics Association.
    4. Chapda Nana, Guy & Gervais, Jean-Philippe & Larue, Bruno, 2010. "Regional Integration and Dynamic Adjustments: Evidence from a Gross National Product Function for Canada and the United States," MPRA Paper 23389, University Library of Munich, Germany.
    5. Asche, Frank & Zhang, Dengjun, 2013. "Testing Structural Changes in the U.S. Whitefish Import Market: An Inverse Demand System Approach," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 42(3), pages 1-18, December.
    6. Roheim, Cathy A. & Zhang, Dengjun, 2018. "Sustainability certification and product substitutability: Evidence from the seafood market," Food Policy, Elsevier, vol. 79(C), pages 92-100.
    7. Ma, Meilin & Wang, Holly & Hua, Yizhou & Qin, Fei & Yang, Jing, 2020. "African Swine Fever in China: Shocks, Responses, and Implications on Trade," 2020 Annual Meeting, July 26-28, Kansas City, Missouri 304469, Agricultural and Applied Economics Association.
    8. Ma, Meilin & Wang, H. Holly & Hua, Yizhou & Qin, Fei & Yang, Jing, 2021. "African swine fever in China: Impacts, responses, and policy implications," Food Policy, Elsevier, vol. 102(C).
    9. Pede, Valerien O. & Valera, Harold Glenn A. & Alam, Mohammad Jahangir & McKenzie, Andrew M., 2013. "Nonlinearities in Regional Rice Prices in the Philippines: Evidence from a Smooth Transition Autoregressive (STAR) Approach," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150246, Agricultural and Applied Economics Association.
    10. Joseph V. Balagtas & Joseph Cooper & Patrick McLaughlin & Fei Qin, 2023. "Consumer demand for food at home and food away from home: Understanding economic linkages during the pandemic," Applied Economic Perspectives and Policy, John Wiley & Sons, vol. 45(3), pages 1604-1617, September.
    11. Rodriguez, Nestor & Eales, James S., 2012. "Structural Change via Threshold Effects: Estimating U.S. Meat Demand Using Smooth Transition Functions," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124366, Agricultural and Applied Economics Association.
    12. Ariel Soto‐Caro & Feng Wu & Tian Xia & Zhengfei Guan, 2023. "Demand analysis with structural changes: Model and application to the US blueberry market," Agribusiness, John Wiley & Sons, Ltd., vol. 39(4), pages 1100-1116, October.
    13. Li, Wenying & Dorfman, Jeffrey H., 2018. "Habit Formation with Smooth Transitions: Estimating Demand for U.S. Carbonated-Sweetened Beverages and Beer," 2018 Annual Meeting, August 5-7, Washington, D.C. 273852, Agricultural and Applied Economics Association.
    14. Ning, Xin & Grant, Jason H. & Peterson, Everett B., 2021. "Estimating Structural Change in the Japanese Beef Import Market in the Wake of BSE: A Smooth Transition Approach," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 47(1), January.
    15. Sanders, Daniel J. & Balagtas, Joseph Valdes & Gruere, Guillaume P., 2011. "Revisiting the palm oil boom: An examination of consumption in the oils complex," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 103726, Agricultural and Applied Economics Association.
    16. Walters, Lurleen M. & Jones, Keithly G., 2016. "Caribbean Food Import Demand: An Application of the CBS Differential Demand System," Journal of Food Distribution Research, Food Distribution Research Society, vol. 47(2), pages 1-19, July.
    17. Hiroshi Mori & Toshio Inaba & John Dyck, 2016. "Accounting for structural changes in demand for foods in the presence of age and cohort effects: the case of fresh fish in Japan," Evolutionary and Institutional Economics Review, Springer, vol. 13(2), pages 363-379, December.
    18. Rodriguez, Nestor & Eales, James S., 2015. "Structural Change via Threshold Effects: Estimating U.S. Meat Demand Using Smooth Transition Functions and the Effects of More Women in the Labor Force," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 206522, Agricultural and Applied Economics Association.

  11. Goodwin, Barry K. & Holt, Matthew T. & Prestemon, Jeffery P., 2008. "The Commodity Terms of Trade, Unit Roots, and Nonlinear Alternatives: A Smooth Transition Approach," MPRA Paper 9684, University Library of Munich, Germany.

    Cited by:

    1. David Colman, 2010. "Agriculture's terms of trade: issues and implications," Agricultural Economics, International Association of Agricultural Economists, vol. 41(s1), pages 1-15, November.
    2. Craig, Lee & Holt, Matthew T., 2012. "The Role of Mechanical Refrigeration in Spatial and Temporal Price Dynamics for Regional U.S. Egg Markets, 1880–1911," MPRA Paper 39554, University Library of Munich, Germany.
    3. Emediegwu, Lotanna Ernest, 2023. "Assessing the (a)symmetric effect of global climate anomalies on food prices: Evidence from local prices," 97th Annual Conference, March 27-29, 2023, Warwick University, Coventry, UK 334555, Agricultural Economics Society - AES.
    4. Ghoshray, A., 2018. "The Dynamic Properties of Natural Resource Prices," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277210, International Association of Agricultural Economists.
    5. Ubilava, David, 2017. "The ENSO Effect and Asymmetries in Wheat Price Dynamics," World Development, Elsevier, vol. 96(C), pages 490-502.
    6. Bekkerman, Anton & Goodwin, Barry K. & Piggott, Nicholas E., 2009. "Spatial Analysis of Market Linkages in North Carolina Using Threshold Autoregression Models with Variable Transaction Costs," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49282, Agricultural and Applied Economics Association.
    7. Jeffrey A. Frankel, 2010. "The Natural Resource Curse: A Survey," NBER Working Papers 15836, National Bureau of Economic Research, Inc.
    8. Yamada, Hiroshi & Yoon, Gawon, 2014. "When Grilli and Yang meet Prebisch and Singer: Piecewise linear trends in primary commodity prices," Journal of International Money and Finance, Elsevier, vol. 42(C), pages 193-207.
    9. Jeffrey Frankel, 2012. "The Natural Resource Curse: A Survey of Diagnoses and Some Prescriptions," Growth Lab Working Papers 36, Harvard's Growth Lab.
    10. Byrne, Joseph P & Fazio, Giorgio & Fiess, Norbert, 2010. "Optimism and commitment: An elementary theory of bargaining and war," SIRE Discussion Papers 2010-102, Scottish Institute for Research in Economics (SIRE).
    11. Kurmas Akdogan, 2018. "Mean-reversion and structural change in European food prices," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 18(4), pages 163-173.
    12. Byrne, Joseph P. & Fazio, Giorgio & Fiess, Norbert, 2013. "Primary commodity prices: Co-movements, common factors and fundamentals," Journal of Development Economics, Elsevier, vol. 101(C), pages 16-26.
    13. Hyeongwoo Kim & Jintae Kim, 2014. "London Calling: Nonlinear Mean Reversion across National Stock Markets," Auburn Economics Working Paper Series auwp2014-13, Department of Economics, Auburn University.
    14. Winkelried, Diego, 2015. "Unit Roots, Flexible Trends and the Prebisch-Singer Hypothesis," Working Papers 2015-007, Banco Central de Reserva del Perú.
    15. Pierre JACQUET & Alexis ATLANI & Marwan LISSER, 2017. "Policy responses to terms of trade shocks," Working Papers P205, FERDI.
    16. Winkelried, Diego, 2021. "Unit roots in real primary commodity prices? A meta-analysis of the Grilli and Yang data set," Journal of Commodity Markets, Elsevier, vol. 23(C).
    17. Xiaojie Xu, 2017. "Short-run price forecast performance of individual and composite models for 496 corn cash markets," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(14), pages 2593-2620, October.
    18. Kanieski da Silva, Bruno & Schons, Stella Z. & Cubbage, Frederick W. & Parajuli, Rajan, 2020. "Spatial and cross-product price linkages in the Brazilian pine timber markets," Forest Policy and Economics, Elsevier, vol. 117(C).
    19. Shu-Ling Chen & John D. Jackson & Hyeongwoo Kim & Pramesti Resiandini, 2013. "What Drives Commodity Prices?," Auburn Economics Working Paper Series auwp2013-03, Department of Economics, Auburn University.
    20. Jeffrey Frankel, 2011. "A Solution to Fiscal Procyclicality: the Structural Budget Institutions Pioneered by Chile," Working Papers Central Bank of Chile 604, Central Bank of Chile.
    21. Robert Czudaj & Joscha Beckmann, 2012. "Spot and futures commodity markets and the unbiasedness hypothesis - evidence from a novel panel unit root test," Economics Bulletin, AccessEcon, vol. 32(2), pages 1695-1707.
    22. Lotanna E Emediegwu & Obianuju O Nnadozie, 2023. "On the effects of COVID-19 on food prices in India: a time-varying approach," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 50(2), pages 232-249.
    23. Elkhan Richard Sadik-Zada & Wilhelm Loewenstein & Yadulla Hasanli, 2019. "Commodity Revenues, Agricultural Sector and the Magnitude of Deindustrialization: A Novel Multisector Perspective," Economies, MDPI, vol. 7(4), pages 1-15, November.
    24. Baffes, John & Haniotis, Tassos, 2010. "Placing the 2006/08 commodity price boom into perspective," Policy Research Working Paper Series 5371, The World Bank.
    25. Oglend, Atle & Selland Kleppe, Tore, 2016. "How regular are directional movements in commodity and asset prices? A Wald test," Journal of Empirical Finance, Elsevier, vol. 38(PA), pages 290-306.
    26. Meng Ming & Lee Junsoo & Payne James E., 2017. "RALS-LM unit root test with trend breaks and non-normal errors: application to the Prebisch-Singer hypothesis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(1), pages 31-45, February.
    27. Frankel, Jeffrey, 2011. "A Solution to Overoptimistic Forecasts and Fiscal Procyclicality: The Structural Budget Institutions Pioneered by Chile," Working Paper Series 11-012, Harvard University, John F. Kennedy School of Government.
    28. Hany Fahmy, 2021. "A Reappraisal of the Prebisch-Singer Hypothesis Using Wavelets Analysis," JRFM, MDPI, vol. 14(7), pages 1-17, July.
    29. Xiaojie Xu, 2020. "Corn Cash Price Forecasting," American Journal of Agricultural Economics, John Wiley & Sons, vol. 102(4), pages 1297-1320, August.
    30. Presno, María José & Landajo, Manuel & Fernández, Paula, 2014. "Non-renewable resource prices: A robust evaluation from the stationarity perspective," Resource and Energy Economics, Elsevier, vol. 36(2), pages 394-416.
    31. Mubariz Hasanov & Aysen Arac & Funda Telatar, 2012. "Nonlinearity and Structural Stability in the Phillips Curve: Evidence from Turkey," Hacettepe University Department of Economics Working Papers 20123, Hacettepe University, Department of Economics.
    32. David Ubilava & Matt Holt, 2013. "El Niño southern oscillation and its effects on world vegetable oil prices: assessing asymmetries using smooth transition models," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 57(2), pages 273-297, April.
    33. Elkhan Richard Sadik-Zada, 2021. "Addressing the growth and employment effects of the extractive industries: white and black box illustrations from Kazakhstan," Post-Communist Economies, Taylor & Francis Journals, vol. 33(4), pages 402-434, May.
    34. Manuel Landajo & Mar'ia Jos'e Presno, 2024. "The prices of renewable commodities: A robust stationarity analysis," Papers 2402.01005, arXiv.org.
    35. Goodwin, Barry K. & Holt, Matthew T. & Prestemon, Jeffrey P., 2019. "Nonlinear exchange rate pass-through in timber products: The case of oriented strand board in Canada and the United States," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
    36. Presno, María José & Landajo, Manuel & Fernández, Paula, 2012. "Non-renewable resource prices. A robust evaluation from the stationarity perspective," MPRA Paper 42523, University Library of Munich, Germany.
    37. Ghoshray, Atanu & Kejriwal, Mohitosh & Wohar, Mark E., 2011. "Breaking Trends and the Prebisch-Singer Hypothesis: A Further Investigation," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 120387, European Association of Agricultural Economists.
    38. Ubilava, David, 2013. "El Niño Southern Oscillation and Primary Agricultural Commodity Prices: Causal Inferences from Smooth Transition Models," 2013 Conference (57th), February 5-8, 2013, Sydney, Australia 152202, Australian Agricultural and Resource Economics Society.
    39. Baffes,John & Etienne,Xiaoli Liao, 2015. "Analyzing food price trends in the context of Engel?s law and the Prebisch-Singer hypothesis," Policy Research Working Paper Series 7424, The World Bank.
    40. Atanu Ghoshray & Ashira Perera, 2016. "An Empirical Study of Commodity Prices after Sir Arthur Lewis," Manchester School, University of Manchester, vol. 84(4), pages 551-571, July.
    41. Ghoshray, Atanu, 2011. "A reexamination of trends in primary commodity prices," Journal of Development Economics, Elsevier, vol. 95(2), pages 242-251, July.
    42. Sanders, Daniel J. & Baker, Timothy G., 2012. "Hedgers’ Participation in Futures Markets Under Varying Price Regimes," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124872, Agricultural and Applied Economics Association.
    43. David Ubilava, 2018. "The Role of El Niño Southern Oscillation in Commodity Price Movement and Predictability," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 100(1), pages 239-263.
    44. A Ghoshray & Ashira Perera, 2011. "The Model of Commodity Prices after Sir Arthur Lewis Revisited," Department of Economics Working Papers 08/11, University of Bath, Department of Economics.
    45. Selin Güney & Andrés Riquelme & Barry Goodwin, 2023. "An Analysis of the Pass-Through of Exchange Rates in Forest Product Markets," Agriculture, MDPI, vol. 13(3), pages 1-16, February.
    46. Konstantinos Chatzimichael & Dimitris Christopoulos & Spiro Stefanou & Vangelis Tzouvelekas, 2020. "Irrigation practices, water effectiveness and productivity measurement [Toward an understanding of technology adoption: risk, learning, and neighborhood effects]," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 47(2), pages 467-498.
    47. Awaworyi-Churchill, Sefa & Inekwe, John & Ivanovski, Kris & Smyth, Russell, 2022. "Breaks, trends and correlations in commodity prices in the very long-run," Energy Economics, Elsevier, vol. 108(C).
    48. David Harvey & Neil Kellard & Jakob Madsen & Mark Wohar, 2012. "Trends and Cycles in Real Commodity Prices: 1650-2010," CEH Discussion Papers 010, Centre for Economic History, Research School of Economics, Australian National University.
    49. David Ubilava, 2012. "Modeling Nonlinearities in the U.S. Soybean‐to‐Corn Price Ratio: A Smooth Transition Autoregression Approach," Agribusiness, John Wiley & Sons, Ltd., vol. 28(1), pages 29-41, January.
    50. Pierre JACQUET & Alexis ATLANI & Marwan LISSER, 2017. "Policy responses to terms of trade shocks," Working Papers P205, FERDI.
    51. Murat ASLAN & Saban NAZLIOGLU, 2018. "Do International Relative Commodity Prices Support the Prebisch-Singer Hypothesis? A Nonlinear Panel Unit Root Testing," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 76-92, December.
    52. Manuel Landajo & María José Presno, 2022. "The prices of renewable commodities: a robust stationarity analysis," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 66(2), pages 447-470, April.
    53. MacDonald, Stephen & Meyer, Leslie, 2018. "Long Run Trends and Fluctuations In Cotton Prices," MPRA Paper 84484, University Library of Munich, Germany, revised 10 Feb 2018.
    54. Adrian Boos & Karin Holm‐Müller, 2012. "A theoretical overview of the relationship between the resource curse and genuine savings as an indicator for “weak” sustainability," Natural Resources Forum, Blackwell Publishing, vol. 36(3), pages 145-159, August.
    55. Andaleeb Rahman, 2012. "Characterizing food prices in India," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2012-022, Indira Gandhi Institute of Development Research, Mumbai, India.
    56. Ranjan Aneja & Arjun, 2022. "Impact of Terms of Trade on GDP in the Context of Prebisch–Singer Theorem: Evidence from Egypt and Guinea," The European Journal of Development Research, Palgrave Macmillan;European Association of Development Research and Training Institutes (EADI), vol. 34(5), pages 2561-2575, October.
    57. Lotanna E. Emediegwu, 2024. "Assessing the Asymmetric Effect of Global Climate Anomalies on Food Prices: Evidence from Local Prices," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 87(10), pages 2743-2772, October.
    58. David Ubilava, 2014. "El Niño Southern Oscillation and the fishmeal–soya bean meal price ratio: regime-dependent dynamics revisited," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 41(4), pages 583-604.
    59. Scandizzo, Pasquale Lucio & Savastano, Sara & Vezzani, Antonio, 2010. "The deterministic and speculative component of the terms of trade of primary commodities: An “Eclectic” Real Option value approach," 114th Seminar, April 15-16, 2010, Berlin, Germany 61086, European Association of Agricultural Economists.
    60. David Ubilava, 2022. "A comparison of multistep commodity price forecasts using direct and iterated smooth transition autoregressive methods," Agricultural Economics, International Association of Agricultural Economists, vol. 53(5), pages 687-701, September.

  12. Lynch, Alee L. & Holt, Matthew T. & Gray, Allan W., 2007. "Modeling Technical Change in Midwest Corn Yields, 1895-2005: A Time Varying-Regression Approach," 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon 9896, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

    Cited by:

    1. Tannura, Michael A. & Irwin, Scott H. & Good, Darrel L., 2008. "Weather, Technology, and Corn and Soybean Yields in the U.S. Corn Belt," Marketing and Outlook Research Reports 37501, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics.

  13. Balagtas, Joseph Valdes & Holt, Matthew T., 2006. "Unit Roots, TV-STARs, and the Commodity Terms of Trade: A Further Assessment of the Prebisch-Singer Hypothesis," 2006 Annual meeting, July 23-26, Long Beach, CA 21405, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

    Cited by:

    1. Araujo, Ricardo, 2013. "Assessing the Dynamics of Terms of Trade in a Model of Cumulative Causation and Structural Change," MPRA Paper 46049, University Library of Munich, Germany.

  14. He, Dequan & Holt, Matthew T., 2004. "Efficiency Of Forest Commodity Futures Markets," 2004 Annual meeting, August 1-4, Denver, CO 20344, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

    Cited by:

    1. Manfredo, Mark R. & Sanders, Dwight R., 2006. "Contribution to Price Discovery in the Forest Product Market: Futures, Forwards, and Spot Markets," 2006 Annual meeting, July 23-26, Long Beach, CA 21250, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    2. Narinder Pal Singh & Archana Singh, 2018. "Global Financial Crisis and Price Risk Management in Gold Futures Market- Evidences from Indian & US Markets," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 21(68), pages 111-120, June.
    3. Lya Paola Sierra & Luis Eduardo Gir n & Carolina Osorio, 2017. "Has Financialization in Commodity Markets Affected the Predictability in Metal Markets? The Efficient Markets Hypotheses for Metal Returns," International Journal of Economics and Financial Issues, Econjournals, vol. 7(4), pages 15-22.
    4. Manfredo, Mark R. & Sanders, Dwight R., 2008. "Price discovery in a private cash forward market for lumber," Journal of Forest Economics, Elsevier, vol. 14(1), pages 73-89, January.
    5. Sanders, Dwight R. & Manfredo, Mark R., 2005. "A Test of Forecast Consistency Using USDA Livestock Price Forecasts," 2005 Conference, April 18-19, 2005, St. Louis, Missouri 19042, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    6. Narinder Pal Singh & Archana Singh, 2017. "Empirical Investigation on Food Inflation and Efficiency Issues in Indian Agri-futures Market," Emerging Economy Studies, International Management Institute, vol. 3(2), pages 156-165, November.
    7. Sanders, Dwight R. & Manfredo, Mark R., 2005. "Price Discovery in Private Cash Forward Markets - The Case of Lumber," 2005 Conference, April 18-19, 2005, St. Louis, Missouri 19049, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.

  15. Bishop, Richard C. & Holt, Matthew T. & Hilmer, Christiana E., 2004. "Bootstrapping Your Fish Or Fishing For Bootstraps?: Precision Of Welfare Loss Estimates From A Globally Concave Inverse Demand Model Of Commercial Fish Landings In The U.S. Great Lakes," 2004 Annual meeting, August 1-4, Denver, CO 20272, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

    Cited by:

    1. Lee, Min-Yang A. & Thunberg, Eric M., 2012. "An Inverse Demand System for New England Groundfish: Welfare Analysis of the Transition to Catch Share Management," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 123879, Agricultural and Applied Economics Association.

  16. Bishop, Richard C. & Holt, Matthew T., 2003. "Estimating Post-Harvest Benefits From Increases In Commercial Fish Catches With Implications For Remediation Of Impingement And Entrainment Losses At Power Plants," Staff Papers 12603, University of Wisconsin-Madison, Department of Agricultural and Applied Economics.

    Cited by:

    1. Speers, Ann E. & Besedin, Elena Y. & Palardy, James E. & Moore, Chris, 2016. "Impacts of climate change and ocean acidification on coral reef fisheries: An integrated ecological–economic model," Ecological Economics, Elsevier, vol. 128(C), pages 33-43.

  17. Haigh, Michael S. & Holt, Matthew T., 2002. "Hedging Foreign Currency, Freight And Commodity Futures Portfolios: A Note," Working Papers 28573, University of Maryland, Department of Agricultural and Resource Economics.

    Cited by:

    1. Alexandridis, George & Kavussanos, Manolis G. & Kim, Chi Y. & Tsouknidis, Dimitris A. & Visvikis, Ilias D., 2018. "A survey of shipping finance research: Setting the future research agenda," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 115(C), pages 164-212.
    2. Ji, Qiang & Fan, Ying, 2011. "A dynamic hedging approach for refineries in multiproduct oil markets," Energy, Elsevier, vol. 36(2), pages 881-887.
    3. Su, EnDer, 2013. "Stock index hedge using trend and volatility regime switch model considering hedging cost," MPRA Paper 49190, University Library of Munich, Germany.
    4. Jin, Hyun J. & Koo, Won W., 2006. "Offshore hedging strategy of Japan-based wheat traders under multiple sources of risk and hedging costs," Journal of International Money and Finance, Elsevier, vol. 25(2), pages 220-236, March.
    5. Maitra, Debasish & Chandra, Saurabh & Dash, Saumya Ranjan, 2020. "Liner shipping industry and oil price volatility: Dynamic connectedness and portfolio diversification," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 138(C).
    6. Donald Lien & Fathali Firoozi, 2008. "Offshore Bidding and Currency Futures," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 7(2), pages 125-136, August.
    7. Ismael Pérez-Franco & Esteban Otto Thomasz & Gonzalo Rondinone & Agustín García-García, 2022. "Feed price risk management for sheep production in Spain: a composite future cross-hedging strategy," Risk Management, Palgrave Macmillan, vol. 24(2), pages 137-163, June.
    8. Auer, Benjamin R., 2014. "Daily seasonality in crude oil returns and volatilities," Energy Economics, Elsevier, vol. 43(C), pages 82-88.
    9. Power, Gabriel J. & Vedenov, Dmitry V., 2008. "The Shape of the Optimal Hedge Ratio: Modeling Joint Spot-Futures Prices using an Empirical Copula-GARCH Model," 2008 Conference, April 21-22, 2008, St. Louis, Missouri 37609, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    10. Tanattrin Bunnag, 2015. "Hedging Petroleum Futures with Multivariate GARCH Models," International Journal of Energy Economics and Policy, Econjournals, vol. 5(1), pages 105-120.
    11. Su, EnDer, 2017. "Stock index hedging using a trend and volatility regime-switching model involving hedging cost," International Review of Economics & Finance, Elsevier, vol. 47(C), pages 233-254.
    12. Goulas, Lambros & Skiadopoulos, George, 2012. "Are freight futures markets efficient? Evidence from IMAREX," International Journal of Forecasting, Elsevier, vol. 28(3), pages 644-659.
    13. Mohamed Osman, 2015. "Dynamic Asymmetries in the Electric Consumption of the GCC Countries," International Journal of Energy Economics and Policy, Econjournals, vol. 5(2), pages 461-467.
    14. Yun, Won-Cheol & Jae Kim, Hyun, 2010. "Hedging strategy for crude oil trading and the factors influencing hedging effectiveness," Energy Policy, Elsevier, vol. 38(5), pages 2404-2408, May.
    15. Jin, Hyun Joung, 2008. "A Long Memory Conditional Variance Model for International Grain Markets," Journal of Rural Development/Nongchon-Gyeongje, Korea Rural Economic Institute, vol. 31(2), pages 1-23, May.

  18. Haigh, Michael S. & Holt, Matthew T., 2002. "Combining Time-Varying And Dynamic Multi-Period Optimal Hedging Models," Working Papers 28593, University of Maryland, Department of Agricultural and Resource Economics.

    Cited by:

    1. Rodt, Marc & Schäfer, Klaus, 2005. "Absicherung von Strompreisrisiken mit Futures: Theorie und Empirie," Freiberg Working Papers 2005/18, TU Bergakademie Freiberg, Faculty of Economics and Business Administration.

  19. Hilmer, Christiana E. & Holt, Matthew T., 2000. "A Comparison Of Resampling Techniques When Parameters Are On A Boundary: The Bootstrap, Subsample Bootstrap, And Subsample Jackknife," 2000 Annual meeting, July 30-August 2, Tampa, FL 21810, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

    Cited by:

    1. Elie Appelbaum & Aman Ullah, 1997. "Estimation Of Moments And Production Decisions Under Uncertainty," The Review of Economics and Statistics, MIT Press, vol. 79(4), pages 631-637, November.

  20. Haigh, Michael S. & Holt, Matthew T., 1999. "Volatility Spillovers Between Foreign Exchange, Commodity And Freight Futures Prices: Implications For Hedging Strategies," 1999 Annual meeting, August 8-11, Nashville, TN 21625, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

    Cited by:

    1. Turvey, Calum G. & Yin, Shihong, 2002. "On The Pricing Of Cross Currency Futures Options For Canadian Grains And Livestock," Working Papers 34123, University of Guelph, Department of Food, Agricultural and Resource Economics.
    2. Haigh, Michael S. & Bryant, Henry L., 2001. "The effect of barge and ocean freight price volatility in international grain markets," Agricultural Economics, Blackwell, vol. 25(1), pages 41-58, June.
    3. Wilson, William W. & Wagner, Robert & Nganje, William E., 2003. "Strategic Hedging For Grain Processors," Agribusiness & Applied Economics Report 23637, North Dakota State University, Department of Agribusiness and Applied Economics.
    4. Haigh, Michael S. & Bryant, Henry L., 2000. "Price And Price Risk Dynamics In Barge And Ocean Freight Markets And The Effects On Commodity Trading," 2000 Conference, April 17-18 2000, Chicago, Illinois 18934, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    5. Michael S. Haigh & Henry L. Bryant, 2000. "The effect of barge and ocean freight price volatility in international grain markets," Agricultural Economics, International Association of Agricultural Economists, vol. 25(1), pages 41-58, June.

  21. Hilmer, Christiana E. & Holt, Matthew T., 1999. "The Almost Ideal Supply System And Agricultural Production In The United States," 1999 Annual meeting, August 8-11, Nashville, TN 21659, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

    Cited by:

    1. Thompson, Alexi, 2013. "An almost ideal supply system estimate of US energy substitution," Energy Economics, Elsevier, vol. 40(C), pages 813-818.

  22. Beach, Robert H. & Holt, Matthew T., 1999. "Incorporating Quadratic Scale Curves In Inverse Demand Systems," 1999 Annual meeting, August 8-11, Nashville, TN 21579, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

    Cited by:

    1. Shr, Yau-Huo & Zipp, Katherine, 2016. "Valuing complementarity between environmental goods and housing attributes with the benefit function: An application to flood hazards," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235961, Agricultural and Applied Economics Association.
    2. Dey, Madan Mohan & Garcia, Yolanda T. & Kumar, Praduman & Piumsombun, Somying & Haque, Muhammad Sirajul & Li, Luping & Radam, Alias & Senaratne, Athula & Khiem, Nguyen Tri & Koeshendrajana, Sonny, 2008. "Demand for fish in Asia: a cross-country analysis," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 52(3), pages 1-18.
    3. K. K. Gary Wong & Hoanjae Park, 2018. "Consumption dynamics in inverse demand systems: an application to meat and fish demand in Korea," Agricultural Economics, International Association of Agricultural Economists, vol. 49(6), pages 777-786, November.
    4. Michele Baggio & Jean-Paul Chavas, 2006. "On the Consumer Value of Environmental Diversity," Working Papers 35/2006, University of Verona, Department of Economics.
    5. Lee, Min-Yang A. & Thunberg, Eric M., 2012. "An Inverse Demand System for New England Groundfish: Welfare Analysis of the Transition to Catch Share Management," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 123879, Agricultural and Applied Economics Association.
    6. Gary K.K. Wong & Keith R. McLaren, 2002. "Regular and Estimable Inverse Demand Systems: A Distance Function Approach," Monash Econometrics and Business Statistics Working Papers 6/02, Monash University, Department of Econometrics and Business Statistics.
    7. Toshinobu Matsuda, 2007. "Linearizing the inverse quadratic almost ideal demand system," Applied Economics, Taylor & Francis Journals, vol. 39(3), pages 381-396.
    8. Keith R. McLaren & K. K. Gary Wong, 2008. "The Benefit Function Approach to Modeling Price-Dependent Demand Systems: An Application of Duality Theory," Monash Econometrics and Business Statistics Working Papers 8/08, Monash University, Department of Econometrics and Business Statistics.
    9. Sooriyakumar Krishnapillai & Sarujan Sathiyamoorthy & Anushiya Sireeranhan, 2020. "Impact of Milk Powder Imports on Local Milk Industry and Consumers Welfare in Sri Lanka," International Journal of Economics and Financial Issues, Econjournals, vol. 10(5), pages 165-170.
    10. Liu, Kang Ernest, 2006. "A Quadratic Generalization of the Almost Ideal and Translog Demand Systems: An Application to Food Demand in Urban China," 2006 Annual meeting, July 23-26, Long Beach, CA 21387, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    11. Vasiliki Fourmouzi & Margarita Genius & Vangelis Tzouvelekas, 2006. "The Demand for Organic, Integrated-Agriculture, and Conventional Fresh Vegetables: A Censored Inverse Almost Ideal Demand System," Working Papers 0618, University of Crete, Department of Economics.
    12. Chris Moore & Charles Griffiths, 2018. "Welfare analysis in a two-stage inverse demand model: an application to harvest changes in the Chesapeake Bay," Empirical Economics, Springer, vol. 55(3), pages 1181-1206, November.

  23. Goodwin, Barry K. & Holt, Matthew T., 1998. "Price Transmission and Asymmetric Ajustment in the U.S. Beef Sector," Staff Papers 232533, Virginia Polytechnic Institute and State University, Department of Agricultural and Applied Economics.

    Cited by:

    1. GwanSeon Kim & Tyler Mark, 2017. "Impacts of corn price and imported beef price on domestic beef price in South Korea," Agricultural and Food Economics, Springer;Italian Society of Agricultural Economics (SIDEA), vol. 5(1), pages 1-13, December.
    2. Islam Hassouneh & Teresa Serra & José M. Gil, 2010. "Price transmission in the Spanish bovine sector: the BSE effect," Agricultural Economics, International Association of Agricultural Economists, vol. 41(1), pages 33-42, January.
    3. Jin Guo & Tetsuji Tanaka, 2020. "The Effectiveness of Self-Sufficiency Policy: International Price Transmissions in Beef Markets," Sustainability, MDPI, vol. 12(15), pages 1-23, July.
    4. Devine, Jon & Plastina, Alejandro S. & Theriault, Veronique, 2012. "Cotton Market Integration across Countries, among Qualities, and through Time," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124962, Agricultural and Applied Economics Association.
    5. Catherine Araujo Bonjean & Jean-François Brun, 2011. "Price Transmission in the Cocoa-Chocolate Chain," Working Papers halshs-00552997, HAL.
    6. Joshua G. Maples & B. Wade Brorsen, 2022. "Handling the discontinuity in futures prices when time series modeling of commodity cash and futures prices," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 70(2), pages 139-152, June.
    7. Surathkal, Prasanna & Chung, Chanjin & Han, Sungill, 2014. "Asymmetric Adjustments in Vertical Price Transmission in the US Beef Sector: Testing for Differences among Product Cuts and Quality Grade," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 170196, Agricultural and Applied Economics Association.
    8. Mohammad Jahangir Alam & Andrew M. McKenzie & Ismat Ara Begum & Jeroen Buysse & Eric J. Wailes & Guido Huylenbroeck, 2016. "Asymmetry Price Transmission in the Deregulated Rice Markets in Bangladesh: Asymmetric Error Correction Model," Agribusiness, John Wiley & Sons, Ltd., vol. 32(4), pages 498-511, November.
    9. Serra, Teresa & Goodwin, Barry K., 2002. "Price Transmission And Asymmetric Adjustment In The Spanish Dairy Sector," 2002 Annual meeting, July 28-31, Long Beach, CA 19622, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    10. Xavier IRZ & Mario MAZZOCCHI & Vincent RÉQUILLART & Louis-Georges SOLER, 2015. "Research in Food Economics: past trends and new challenges," Review of Agricultural and Environmental Studies - Revue d'Etudes en Agriculture et Environnement, INRA Department of Economics, vol. 96(1), pages 187-237.
    11. Stewart, Hayden & Blayney, Donald P., 2009. "Retail Dairy Prices Fluctuate With Farm Value of Milk," Amber Waves:The Economics of Food, Farming, Natural Resources, and Rural America, United States Department of Agriculture, Economic Research Service, pages 1-1, December.
    12. Lambert, David K. & Miljkovic, Dragan, 2010. "The sources of variability in U.S. food prices," Journal of Policy Modeling, Elsevier, vol. 32(2), pages 210-222, March.
    13. Nasreldin, Osama Ahmed & Devesa, Teresa Serra, 2014. "Price volatility of food staples. The case of millet in Niger," 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia 182728, European Association of Agricultural Economists.
    14. Livanis, Grigorios T. & Moss, Charles B., 2005. "Price Transmission and Food Scares in the U.S. Beef Sector," 2005 Annual meeting, July 24-27, Providence, RI 19485, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    15. Ahmed, Osama & Serra, Teresa, 2015. "Evaluate the economic consequences of revenue insurance programs in Spain using copula models. The case of orange and apple," 2015 Conference, August 9-14, 2015, Milan, Italy 212522, International Association of Agricultural Economists.
    16. McKenzie, Andrew M. & Thomsen, Michael R., 2001. "The Effect Of E. Coli O157:H7 On Beef Prices," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 26(2), pages 1-14, December.
    17. Joseph, Kishore & Garcia, Philip & Peterson, Paul E., 2016. "Does the Boxed Beef Price Inform the Live Cattle Futures Price?," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 236166, Agricultural and Applied Economics Association.
    18. Lee, Jun & Gomez, Miguel I., 2011. "Impacts of the End of the Coffee Export Quota System on International-to-Retail Price Transmission," Working Papers 126600, Cornell University, Department of Applied Economics and Management.
    19. Jean-Philippe Gervais, 2011. "Disentangling nonlinearities in the long- and short-run price relationships: an application to the US hog/pork supply chain," Applied Economics, Taylor & Francis Journals, vol. 43(12), pages 1497-1510.
    20. Boetel, Brenda L. & Liu, Donald J., 2010. "Estimating Structural Changes in the Vertical Price Relationships in U.S. Beef and Pork Markets," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 35(2), pages 1-17, August.
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    1. Haigh, Michael S. & Bryant, Henry L., 2001. "The effect of barge and ocean freight price volatility in international grain markets," Agricultural Economics, Blackwell, vol. 25(1), pages 41-58, June.
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    198. Ahearn, Mary Clare & Collender, Robert N. & Diao, Xinshen & Harrington, David H. & Hoppe, Robert A. & Korb, Penelope J. & Makki, Shiva S. & Morehart, Mitchell J. & Roberts, Michael J. & Roe, Terry L. , 2004. "Decoupled Payments In A Changing Policy Setting," Agricultural Economic Reports 33981, United States Department of Agriculture, Economic Research Service.
    199. Hendricks, Nathan P. & Smith, Aaron D., 2012. "Comparing the Bias of Dynamic Panel Estimators in Multilevel Panels: Individual versus Grouped Data," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124548, Agricultural and Applied Economics Association.
    200. Arnaud Reynaud, 2009. "Adaptation à court et à long terme de l'agriculture au risque de sécheresse : une approche par couplage de modèles biophysiques et économiques," Review of Agricultural and Environmental Studies - Revue d'Etudes en Agriculture et Environnement, INRA Department of Economics, vol. 90(2), pages 121-154.
    201. C. J. C. Bacha, 2003. "The determinants of reforestation in Brazil," Applied Economics, Taylor & Francis Journals, vol. 35(6), pages 631-639.
    202. Lunyu Xie & Sarah M. Lewis & Maximilian Auffhammer & Peter Berck, 2019. "Heat in the Heartland: Crop Yield and Coverage Response to Climate Change Along the Mississippi River," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 73(2), pages 485-513, June.
    203. Lin, William W. & Dismukes, Robert, 2005. "Risk Considerations in Supply Response: Implications for Counter-Cyclical Payments' Production Impact," 2005 Annual meeting, July 24-27, Providence, RI 19304, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

  28. Holt, Matthew & Aradhyula, Satheesh V., 1990. "Price Risk in Supply Equations: An Application of Garch Time-Series Models to the U.S. Broiler Market," Staff General Research Papers Archive 276, Iowa State University, Department of Economics.

    Cited by:

    1. Jumah, Adusei & Kunst, Robert M., 2001. "The Effects of Exchange-Rate Exposures on Equity Asset Markets," Economics Series 94, Institute for Advanced Studies.
    2. Holt, Matthew T. & Moschini, Giancarlo, 1992. "Alternative Measures of Risk in Commodity Supply Models: An Analysis of Sow Farrowing Decisions in the United States," ISU General Staff Papers 199207010700001160, Iowa State University, Department of Economics.
    3. Burton, Diana M. & Love, H. Alan, 1996. "A Review Of Alternative Expectations Regimes In Commodity Markets: Specification, Estimation, And Hypothesis Testing Using Structural Models," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 25(2), pages 1-19, October.
    4. Lan Yi & Jianping Tao & Caifeng Tan & Zhongkun Zhu, 2019. "Avian Influenza, Public Opinion, and Risk Spillover: Measurement, Theory, and Evidence from China’s Broiler Market," Sustainability, MDPI, vol. 11(8), pages 1-44, April.
    5. Jacinto F. Fabiosa, 2002. "Assessing the Impact of the Exchange Rate and Its Volatility on Canadian Pork and Live Swine Exports to the United States and Japan," Food and Agricultural Policy Research Institute (FAPRI) Publications (archive only) 02-wp305, Center for Agricultural and Rural Development (CARD) at Iowa State University.
    6. Heng-Hung KUO & Li-Hsing HO & Wen-Hung LIN, 2015. "Do hog breeds matter? Investigating the price volatility in the Taiwan's auction market," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 61(7), pages 314-325.
    7. Mosadegh Sedghy, Bahareh & Tamini, Lota D. & Lambert, Remy, 2021. "Implications of the state assistance program in the province of Quebec: the case of lamb production," MPRA Paper 112162, University Library of Munich, Germany.
    8. Jumah, Adusei & Kunst, Robert M., 1999. "The Effects of Dollar/Sterling Exchange Rate Volatility on Futures Markets for Coffee and Cocoa," Economics Series 73, Institute for Advanced Studies.
    9. Matthew T. Holt & Andrew M. McKenzie, 2003. "Quasi-rational and ex ante price expectations in commodity supply models: an empirical analysis of the US broiler market," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(4), pages 407-426.
    10. Julie Subervie, 2011. "The impact of world price instability on agricultural supply according to several macroeconomic factors," CERDI Working papers halshs-00564577, HAL.
    11. Roche, M.J. & McQuinn, K., 2002. "Grain Price Volatility in a Small Open Economy," Economics Department Working Paper Series n1130202.pdf, Department of Economics, National University of Ireland - Maynooth.
    12. Huang, Biing-Wen & Chen, Meng-Gu & Chang, Chia-Lin & McAleer, Michael, 2009. "Modelling risk in agricultural finance: Application to the poultry industry in Taiwan," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(5), pages 1472-1487.
    13. Holt, Matthew T. & Aradhyula, Satheesh V., 1998. "Endogenous risk in rational-expectations commodity models: A multivariate generalized ARCH-M approach," Journal of Empirical Finance, Elsevier, vol. 5(2), pages 99-129, June.
    14. Walter C. Labys, 2003. "New Directions in the Modeling and Forecasting of Commodity Markets," Mondes en développement, De Boeck Université, vol. 122(2), pages 3-19.
    15. Coble, Keith H. & Barnett, Barry J., 1999. "The Role Of Research In Producer Risk Management," Professional Papers 15803, Mississippi State University, Department of Agricultural Economics.
    16. Sengupta, Sanchita, 2010. "Three Essays in Environmental and Agricultural Issues," ISU General Staff Papers 201001010800002848, Iowa State University, Department of Economics.
    17. David S. Bullock & Philip Garcia & Kie‐Yup Shin, 2005. "Measuring producer welfare under output price uncertainty and risk non‐neutrality," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 49(1), pages 1-21, March.
    18. Rude, James & Surry, Yves, 2013. "Canadian Hog Supply Respose: A Provincial Level Analysis," Working Papers 148590, Structure and Performance of Agriculture and Agri-products Industry (SPAA).
    19. Mbaga, Msafiri Daudi & Coyle, Barry T., 2003. "Beef Supply Response Under Uncertainty: An Autoregressive Distributed Lag Model," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 28(3), pages 1-21, December.
    20. Haryo Kuncoro, 2011. "The volatility of world crude oil prices," Economic Journal of Emerging Markets, Universitas Islam Indonesia, vol. 3(1), pages 1-15, April.
    21. Bahareh Mosadegh Sedghy & Rémy Lambert & Lota Dabio Tamini, 2016. "Supply response of corn farmers in Quebec: Analyzing the impact of prices volatility?," Cahiers de recherche CREATE 2016-1, CREATE.
    22. Jacinto F. Fabiosa, 2002. "Assessing the Impact of the Exchange Rate and Its Volatility on Canadian Pork and Live Swine Exports to the United States and Japan," Center for Agricultural and Rural Development (CARD) Publications 02-wp305, Center for Agricultural and Rural Development (CARD) at Iowa State University.
    23. Rezitis, Anthony N. & Stavropoulos, Konstantinos S., 2010. "Modeling beef supply response and price volatility under CAP reforms: The case of Greece," Food Policy, Elsevier, vol. 35(2), pages 163-174, April.
    24. Yoon, Jongyeol & Brown, Scott, 2017. "Examination of asymmetric supply response in the U.S. livestock industry," 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama 252779, Southern Agricultural Economics Association.
    25. Anthony N. Rezitis & Konstantinos S. Stavropoulos, 2010. "Supply response and price volatility in the Greek broiler market," Agribusiness, John Wiley & Sons, Ltd., vol. 26(1), pages 25-48.

  29. Holt, Matthew T., 1989. "Bounded Price Variation Models with Rational Expectations and Price Risk," Staff Papers 200475, University of Wisconsin-Madison, Department of Agricultural and Applied Economics.

    Cited by:

    1. Burton, Diana M. & Love, H. Alan, 1996. "A Review Of Alternative Expectations Regimes In Commodity Markets: Specification, Estimation, And Hypothesis Testing Using Structural Models," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 25(2), pages 1-19, October.
    2. 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.
    3. M. Isabel Campos & Zenón Jiménez-Ridruejo, 2000. "Were The Peseta Exchange Rate Crises Forecastable During Target Zone Period?," Working Papers 00-07, Asociación Española de Economía y Finanzas Internacionales.
    4. David S. Bullock & Philip Garcia & Kie‐Yup Shin, 2005. "Measuring producer welfare under output price uncertainty and risk non‐neutrality," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 49(1), pages 1-21, March.
    5. Holt, Matthew T., 1994. "Price-Band Stabilization Programs And Risk: An Application To The U.S. Corn Market," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 19(2), pages 1-16, December.
    6. Roger Claassen & Richard Horan, 2001. "Uniform and Non-Uniform Second-Best Input Taxes," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 19(1), pages 1-22, May.

  30. Chavas, Jean-Paul & Holt, Matthew T., 1989. "An Analysis of Acreage Decisions Under Risk: The Case of Corn and Soybeans," Staff Papers 200476, University of Wisconsin-Madison, Department of Agricultural and Applied Economics.

    Cited by:

    1. Coyle, Barry T., 1993. "On Modeling Systems Of Crop Acreage Demands," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 18(1), pages 1-13, July.
    2. Holt, Matthew T., 1989. "Risk, Rational Expectations, and Price Stabilization in the U.S. Corn Market," Staff Papers 200480, University of Wisconsin-Madison, Department of Agricultural and Applied Economics.
    3. Meilke, K.D. & Weersink, A., 1991. "An Analysis of the Effects of Government Payments to Grain and Oilseeds Producers on Cropping Decisions," Papers 9-91, Gouvernement du Canada - Agriculture Canada.

  31. Holt, Matthew & Johnson, Stanley R., 1989. "Bounded Price Variation and Rational Expectations in an Endogenous Switching Model of the U.S. Corn Market," Staff General Research Papers Archive 267, Iowa State University, Department of Economics.

    Cited by:

    1. Fiechter, Chad & Kuethe, Todd & Zhang, Wendong, 2023. "Information Rigidities and Farmland Value Expectations," ISU General Staff Papers 202306131414240000, Iowa State University, Department of Economics.
    2. Burton, Diana M. & Love, H. Alan, 1996. "A Review Of Alternative Expectations Regimes In Commodity Markets: Specification, Estimation, And Hypothesis Testing Using Structural Models," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 25(2), pages 1-19, October.
    3. Claassen, Roger & Langpap, Christian & Wu, JunJie, 2015. "Impacts of Federal Crop Insurance on Land Use and Environmental Quality," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205340, Agricultural and Applied Economics Association.
    4. Antoine Magnier, 1992. "Théorie des zones cibles et fonctionnement du SME," Économie et Prévision, Programme National Persée, vol. 104(3), pages 87-113.
    5. 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.
    6. Hikaru Hanawa Peterson & William G. Tomek, 2005. "How much of commodity price behavior can a rational expectations storage model explain?," Agricultural Economics, International Association of Agricultural Economists, vol. 33(3), pages 289-303, November.
    7. Langpap, Christian & Wu, JunJie, 2014. "Impacts of Changes in Federal Crop Insurance Programs on Land Use and Environmental Quality," 2014 AAEA: Crop Insurance and the 2014 Farm Bill Symposium: Implementing Change in U.S. Agricultural Policy, October 8-9, 2014, Louisville, KY 186643, Agricultural and Applied Economics Association.
    8. RUGE-MURCIA, Francisco J., 1998. "Uncovering Financial Markets Beliefs About Inflation Targets," Cahiers de recherche 9803, Universite de Montreal, Departement de sciences economiques.
    9. Oczkowski, Edward, 1998. "The impact of market clearing assumptions and dynamics on demand elasticities," Economics Letters, Elsevier, vol. 59(1), pages 39-43, April.
    10. Holt, Matthew T., 1989. "Bounded price variation models with rational expectations and price risk," Economics Letters, Elsevier, vol. 31(4), pages 313-317, December.
    11. Matthew T. Holt & Andrew M. McKenzie, 2003. "Quasi-rational and ex ante price expectations in commodity supply models: an empirical analysis of the US broiler market," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(4), pages 407-426.
    12. Pesaran, M.H. & Samiei, H., 1993. "Limited-Dependaent Rational Expectations Models with Future Expectations," Cambridge Working Papers in Economics 9321, Faculty of Economics, University of Cambridge.
    13. 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.
    14. Choi, Jung-Sup & Helmberger, Peter G., 1993. "Acreage Response, Expected Price Functions, And Endogenous Price Expectations," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 18(1), pages 1-10, July.
    15. Kim, Kwansoo & Chavas, Jean-Paul, 2002. "A Dynamic Analysis Of The Effects Of A Price Support Program On Price Dynamics And Price Volatility," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 27(2), pages 1-20, December.
    16. M. Isabel Campos & Zenón Jiménez-Ridruejo, 2000. "Were The Peseta Exchange Rate Crises Forecastable During Target Zone Period?," Working Papers 00-07, Asociación Española de Economía y Finanzas Internacionales.
    17. Kim, Kwansoo & Chavas, Jean-Paul, 2001. "The Effects of Stocks and Price Floor on Dynamics and Volatility: An Application to the U.S. Nonfat Dry Milk Market," Working Papers 201570, University of Wisconsin-Madison, Department of Agricultural and Applied Economics, Food System Research Group.
    18. Chembezi, Duncan M. & Cacho, Joyce A., 1997. "Alternative Price Expectation Formulation and Information Access," 1997 Annual Meeting, July 13-16, 1997, Reno\ Sparks, Nevada 35905, Western Agricultural Economics Association.
    19. Lee, Lung-fei, 1999. "Estimation of dynamic and ARCH Tobit models," Journal of Econometrics, Elsevier, vol. 92(2), pages 355-390, October.
    20. Holt, Matthew T., 1999. "A Linear Approximate Acreage Allocation Model," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 24(2), pages 1-15, December.
    21. M. Hashem Pesaran & Francisco J. Ruge-Murcia, 1996. "Limited-dependent rational expectations models with jumps," Discussion Paper / Institute for Empirical Macroeconomics 111, Federal Reserve Bank of Minneapolis.
    22. Emilio Galdeano-Gómez, 2007. "Composite price expectations: An empirical analysis for the Spanish horticultural sector," Agribusiness, John Wiley & Sons, Ltd., vol. 23(1), pages 57-83.
    23. M. Isabel Campos & Zenón Jiménez-Ridruejo, "undated". "Were the Peseta Exchange Rate Crises Forecastable During Target Zone Period?," Working Papers on International Economics and Finance 00-07, FEDEA.
    24. Ruge-Murcia, Francisco J., 2006. "The expectations hypothesis of the term structure when interest rates are close to zero," Journal of Monetary Economics, Elsevier, vol. 53(7), pages 1409-1424, October.
    25. Holt, Matthew T., 1991. "A Multi-Market Bounded Prices Model Under Rational Expectations: The Case of Corn and Soybeans," Staff Papers 200537, University of Wisconsin-Madison, Department of Agricultural and Applied Economics.
    26. Lee, Taeho, 1994. "Dynamic structural agricultural price stabilization policy models for producers," ISU General Staff Papers 1994010108000011623, Iowa State University, Department of Economics.
    27. John D. Anderson & Keith H. Coble, 2010. "Impact of renewable fuels standard ethanol mandates on the corn market," Agribusiness, John Wiley & Sons, Ltd., vol. 26(1), pages 49-63.
    28. Lee, Myoung-jae, 1997. "A limited dependent variable model under median rationality," Economics Letters, Elsevier, vol. 54(3), pages 221-225, July.
    29. Ihli, Hanna Julia & Musshoff, Oliver, 2013. "Investment Behavior of Ugandan Smallholder Farmers: An Experimental Analysis," GlobalFood Discussion Papers 154775, Georg-August-Universitaet Goettingen, GlobalFood, Department of Agricultural Economics and Rural Development.
    30. Girardin, Eric & Marimoutou, Velayoudom, 1997. "Estimating the credibility of an exchange rate target zone," Journal of International Money and Finance, Elsevier, vol. 16(6), pages 931-944, December.
    31. Holt, Matthew T. & Aradhyula, Satheesh V., 1991. "Endogenous Risk in a Rational-Expectation Model of the U.S. Broiler Market: A Multivariate Arch-M Approach," Staff Papers 200538, University of Wisconsin-Madison, Department of Agricultural and Applied Economics.
    32. Chavas, Jean-Paul, 2000. "On information and market dynamics: The case of the U.S. beef market," Journal of Economic Dynamics and Control, Elsevier, vol. 24(5-7), pages 833-853, June.
    33. Chavas, Jean-Paul, 1999. "On The Economic Rationality Of Market Participants: The Case Of Expectations In The U.S. Pork Market," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 24(1), pages 1-19, July.
    34. Chavas, Jean-Paul & Kim, Kwansoo, 2001. "An Econometric Analysis Of The Effects Of Market Liberalization On Price Dynamics And Price Volatility," 2001 Annual meeting, August 5-8, Chicago, IL 20649, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    35. Ekboir, Javier M. & Jarvis, Lovell S. & Rey, Carlos, 1998. "Investment Effects Of Endogenous And Exogenous Depreciation: Improved Pastures In Uruguay," 1998 Annual meeting, August 2-5, Salt Lake City, UT 20934, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    36. M. Isabel Campos & Zenon Jimenez-Ridruejo, 2003. "Were the peseta exchange rate crises forecastable during target zone period?," Applied Economics, Taylor & Francis Journals, vol. 35(9), pages 1087-1099.
    37. Ihli, Hanna Julia & Musshoff, Oliver, 2013. "Understanding the Investment Behavior of Ugandan Smallholder Farmers: An Experimental Analysis," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150331, Agricultural and Applied Economics Association.
    38. Saitone, Tina L. & Sexton, Richard J. & Sexton, Steven E., 2008. "Market Power in the Corn Sector: How Does It Affect the Impacts of the Ethanol Subsidy?," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 33(2), pages 1-26.
    39. Anderson, Jock R., 2003. "Risk in rural development: challenges for managers and policy makers," Agricultural Systems, Elsevier, vol. 75(2-3), pages 161-197.
    40. Holt, Matthew T., 1991. "A Multi-Market Bounded Prices Model Under Rational Expectations: The Case of Corn and Soybeans in the U.S," 1991 Annual Meeting, August 4-7, Manhattan, Kansas 271199, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    41. RUGE-MURCIA, Francisco J., 2002. "Some Implications of the Zero Lower Bound on Interest Rates for the Term Structure and Monetary Policy," Cahiers de recherche 2002-06, Universite de Montreal, Departement de sciences economiques.
    42. Campos, M. Isabel & Herrera, Julio & Jimenez-Ridruejo, Zenon, 1999. "Censured Exchange Rates in a Discrete Time Target Zones Model: The Spanish Peseta/Deutsche Mark Case," ERSA conference papers ersa99pa183, European Regional Science Association.
    43. Kim, Kwansoo & Chavas, Jean-Paul, 2002. "The Effects of Stocks and Price Floors on Price Dynamics and Volatility: An Application to the U.S. Nonfat Dry Milk Market," Working Papers 201558, University of Wisconsin-Madison, Department of Agricultural and Applied Economics, Food System Research Group.

  32. Satheesh V. Aradhyula & Matthew T. Holt, 1988. "GARCH Time Series Models: An Application to Retail Livestock Prices," Center for Agricultural and Rural Development (CARD) Publications 88-wp29, Center for Agricultural and Rural Development (CARD) at Iowa State University.

    Cited by:

    1. Yang, Seung-Ryong & Koo, Won W. & Wilson, William W., 1992. "Heteroskedasticity In Crop Yield Models," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 17(1), pages 1-7, July.
    2. Maurice, Noemie & Davis, Junior, 2011. "Unravelling the underlying causes of price volatility in world coffee and cocoa commodity markets," MPRA Paper 43813, University Library of Munich, Germany, revised 2012.
    3. Weaver, Robert D & Natcher, William C, 2000. "Commodity Price Volatility under New Market Orientations," MPRA Paper 9862, University Library of Munich, Germany.
    4. Li, Aizhen & Bravo-Ureta, Boris E. & Okello, David & Deom, Carl & Puppala, Naveen, 2013. "Groundnut Production and Climatic Variability: Evidence from Uganda," Working Paper series 148353, University of Connecticut, Charles J. Zwick Center for Food and Resource Policy.
    5. Unknown, 1990. "Structural Change in Livestock: Causes, Implications, Alternatives," Research Institute on Livestock Pricing 232728, Virginia Polytechnic Institute and State University, Department of Agricultural and Applied Economics.
    6. Unknown, 2012. "Journal of International Agricultural Trade and Development, Volume 08, Issue 1," Journal of International Agricultural Trade and Development, Journal of International Agricultural Trade and Development, vol. 8(1), pages 112-112.
    7. Lei, Li-Fen, 1992. "Using futures and option contracts to manage price and quantity risk: A case of corn farmers in central Iowa," ISU General Staff Papers 1992010108000011326, Iowa State University, Department of Economics.
    8. Shekar Bose, 2001. "Price volatility of south-east fishery's quota species: an empirical analysis," International Economic Journal, Taylor & Francis Journals, vol. 18(3), pages 283-297.
    9. Kirk, Robert, 1971. "Growth Potential Identification and Public Investment Strategy," Journal of Regional Analysis and Policy, Mid-Continent Regional Science Association, vol. 1(1), pages 1-12.
    10. Omar Enrique Castillo Nunez, 2008. "Comportamiento de los precios del ganado hembra de levante de primera clase en Montería y Sincelejo (Colombia)," Revista Facultad de Ciencias Económicas, Universidad Militar Nueva Granada, December.
    11. Framingham, Charles F. & Craddock, W.J., 1974. "Urban Implications of Regional and Interregional Efficiency in Agricultural Production," Journal of Regional Analysis and Policy, Mid-Continent Regional Science Association, vol. 4(1), pages 1-18.
    12. Rezitis, Anthony N., 2003. "Volatility Spillover Effects in Greek Consumer Meat Prices," Agricultural Economics Review, Greek Association of Agricultural Economists, vol. 4(1), pages 1-8, January.

  33. Matthew T. Holt & Stanley R. Johnson, 1988. "Bounded Price Variation, Rational Expectations, and Endogenous Switching in the U.S. Corn Market," Center for Agricultural and Rural Development (CARD) Publications 88-wp28, Center for Agricultural and Rural Development (CARD) at Iowa State University.

    Cited by:

    1. Skold, Karl Durwood, 1989. "The integration of alternative information systems: an application to the Hogs and Pigs report," ISU General Staff Papers 1989010108000010239, Iowa State University, Department of Economics.

  34. Karl D. Skold & Matthew T. Holt, 1988. "Dynamic Elasticities and Flexibilities in a Quarterly Model of the U.S. Pork Sector," Center for Agricultural and Rural Development (CARD) Publications 88-wp32, Center for Agricultural and Rural Development (CARD) at Iowa State University.

    Cited by:

    1. Eswaramoorthy, K., 1991. "U.S. livestock production and factor demand: a multiproduct dynamic dual approach," ISU General Staff Papers 1991010108000010523, Iowa State University, Department of Economics.
    2. Skold, Karl Durwood, 1989. "The integration of alternative information systems: an application to the Hogs and Pigs report," ISU General Staff Papers 1989010108000010239, Iowa State University, Department of Economics.

  35. Satheesh V. Aradhyula & Matthew T. Holt, 1988. "Risk Behavior and Rational Expectations in the U.S. Broiler Market," Center for Agricultural and Rural Development (CARD) Publications 88-wp33, Center for Agricultural and Rural Development (CARD) at Iowa State University.

    Cited by:

    1. Kinnucan, Henry W., 1995. "Some Observations on Measuring Returns to Promotion in Vertical Markets," New Methodologies for Commodity Promotion Economics, October 5-6, 1995, Sacramento, California 279625, Regional Research Projects > NECC-63: Research Committee on Commodity Promotion.
    2. Burton, Diana M. & Love, H. Alan, 1996. "A Review Of Alternative Expectations Regimes In Commodity Markets: Specification, Estimation, And Hypothesis Testing Using Structural Models," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 25(2), pages 1-19, October.
    3. Lan Yi & Jianping Tao & Caifeng Tan & Zhongkun Zhu, 2019. "Avian Influenza, Public Opinion, and Risk Spillover: Measurement, Theory, and Evidence from China’s Broiler Market," Sustainability, MDPI, vol. 11(8), pages 1-44, April.
    4. Tomislav Vukina, 2003. "The Relationship between Contracting and Livestock Waste Pollution," Review of Agricultural Economics, Agricultural and Applied Economics Association, vol. 25(1), pages 66-88.
    5. Haigh, Michael S. & Bryant, Henry L., 2001. "The effect of barge and ocean freight price volatility in international grain markets," Agricultural Economics, Blackwell, vol. 25(1), pages 41-58, June.
    6. Pope, Rulon D. & LaFrance, Jeffrey T. & Just, Richard E., 2011. "Agricultural arbitrage and risk preferences," Journal of Econometrics, Elsevier, vol. 162(1), pages 35-43, May.
    7. Vukina, Tomislav, 2001. "Vertical Integration And Contracting In The U.S. Poultry Sector," Journal of Food Distribution Research, Food Distribution Research Society, vol. 32(2), pages 1-10, July.
    8. 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.
    9. Baker, Mindy L. & Hayes, Dermot J. & Babcock, Bruce A., 2008. "Crop-Based Biofuel Production under Acreage Constraints and Uncertainty," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6352, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    10. Shumway, C. Richard, 1993. "Production economics: Worthwhile investment?," Agricultural Economics, Blackwell, vol. 9(2), pages 89-108, August.
    11. Kim, Jong-Jin & Zheng, Xiaoyong, 2014. "Effects of Alternative Marketing Arrangements on Spot Market Price Distribution in the U.S. Hog Market," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 168759, Agricultural and Applied Economics Association.
    12. Aradhyula, Satheesh V. & Holt, Matthew T., 1988. "Garch Time-Series Models: An Application To Retail Livestock Prices," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 13(2), pages 1-10, December.
    13. Mallory, Mindy & Hayes, Dermot J. & Babcock, Bruce, 2011. "Crop-based Biofuel Production with Acreage Competition and Uncertainty," ISU General Staff Papers 201111010700001481, Iowa State University, Department of Economics.
    14. Rulon D. Pope & Jeffrey T. LaFrance & Richard E. Just, 2007. "Imperfect Price Deflation in Production Systems," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 89(3), pages 738-754.
    15. Kapombe, Crispin M. & Colyer, Dale, 1999. "A structural time series analysis of US broiler exports," Agricultural Economics, Blackwell, vol. 21(3), pages 295-307, December.
    16. Matthew T. Holt & Andrew M. McKenzie, 2003. "Quasi-rational and ex ante price expectations in commodity supply models: an empirical analysis of the US broiler market," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(4), pages 407-426.
    17. Julie Subervie, 2011. "The impact of world price instability on agricultural supply according to several macroeconomic factors," CERDI Working papers halshs-00564577, HAL.
    18. Eswaramoorthy, K., 1991. "U.S. livestock production and factor demand: a multiproduct dynamic dual approach," ISU General Staff Papers 1991010108000010523, Iowa State University, Department of Economics.
    19. Lence, Sergio Horacio, 1991. "Dynamic firm behavior under uncertainty," ISU General Staff Papers 1991010108000010656, Iowa State University, Department of Economics.
    20. Huang, Biing-Wen & Chen, Meng-Gu & Chang, Chia-Lin & McAleer, Michael, 2009. "Modelling risk in agricultural finance: Application to the poultry industry in Taiwan," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(5), pages 1472-1487.
    21. Holt, Matthew T. & Aradhyula, Satheesh V., 1998. "Endogenous risk in rational-expectations commodity models: A multivariate generalized ARCH-M approach," Journal of Empirical Finance, Elsevier, vol. 5(2), pages 99-129, June.
    22. Weihua Liu & Donglei Zhu & Yijia Wang, 2017. "Capacity Procurement in Logistics Service Supply Chain with Demand Updating and Rational Expectation Behavior," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 34(06), pages 1-48, December.
    23. Sergio H. Lence & Dermot J. Hayes, 1993. "Forward-Looking Competitive Firm Under Uncertainty, The," Center for Agricultural and Rural Development (CARD) Publications 93-wp111, Center for Agricultural and Rural Development (CARD) at Iowa State University.
    24. Willett, Lois Schertz, 1991. "An Application Of The Rational Expectations Hypothesis In The U.S. Beekeeping Industry," Northeastern Journal of Agricultural and Resource Economics, Northeastern Agricultural and Resource Economics Association, vol. 20(2), pages 1-13, October.
    25. Kapombe, Crispin M. & Colyer, Dale, 1998. "Modeling U.S. Broiler Supply Response: A Structural Time Series Approach," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 27(2), pages 1-11, October.
    26. Emilio Galdeano-Gómez, 2007. "Composite price expectations: An empirical analysis for the Spanish horticultural sector," Agribusiness, John Wiley & Sons, Ltd., vol. 23(1), pages 57-83.
    27. Carter, Joy & Maynard, Leigh J. & Dillon, Carl R., 2000. "Perfect Cross-Hedging Opportunities Via Formula Pricing: The Case Of The Broiler Industry," 2000 Annual meeting, July 30-August 2, Tampa, FL 21765, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    28. William Lin & Robert Dismukes, 2007. "Supply Response under Risk: Implications for Counter-Cyclical Payments' Production Impact," Review of Agricultural Economics, Agricultural and Applied Economics Association, vol. 29(1), pages 64-86.
    29. David S. Bullock & Philip Garcia & Kie‐Yup Shin, 2005. "Measuring producer welfare under output price uncertainty and risk non‐neutrality," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 49(1), pages 1-21, March.
    30. Cho, Gyu D., 1992. "Estimation of a Wheat Acreage Response Function for Kansas," Staff Papers 118174, Kansas State University, Department of Agricultural Economics.
    31. Mbaga, Msafiri Daudi & Coyle, Barry T., 2003. "Beef Supply Response Under Uncertainty: An Autoregressive Distributed Lag Model," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 28(3), pages 1-21, December.
    32. Haigh, Michael S. & Bryant, Henry L., 2000. "Price And Price Risk Dynamics In Barge And Ocean Freight Markets And The Effects On Commodity Trading," 2000 Conference, April 17-18 2000, Chicago, Illinois 18934, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    33. Pandey, L.M. & Kumar, Sant & Mruthyunjaya, 2005. "Instability, Supply Response and Insurance in Oilseeds Production in India," Agricultural Economics Research Review, Agricultural Economics Research Association (India), vol. 18(Conferenc).
    34. Holt, Matthew T. & Aradhyula, Satheesh V., 1991. "Endogenous Risk in a Rational-Expectation Model of the U.S. Broiler Market: A Multivariate Arch-M Approach," Staff Papers 200538, University of Wisconsin-Madison, Department of Agricultural and Applied Economics.
    35. Kinnucan, Henry W. & Xiao, Hui & Hsia, Chung Jen, 1995. "Direct And Spillover Effects Of Increased U.S. Beef Promotion," Economic Analysis of Meat Promotion, June 2-3, 1995, Denver, Colorado 279613, Regional Research Projects > NECC-63: Research Committee on Commodity Promotion.
    36. Michael S. Haigh & Henry L. Bryant, 2000. "The effect of barge and ocean freight price volatility in international grain markets," Agricultural Economics, International Association of Agricultural Economists, vol. 25(1), pages 41-58, June.
    37. Rezitis, Anthony N. & Stavropoulos, Konstantinos S., 2010. "Modeling beef supply response and price volatility under CAP reforms: The case of Greece," Food Policy, Elsevier, vol. 35(2), pages 163-174, April.
    38. Marc Baudry & Edouard Civel & Camille Tévenart, 2023. "Land allocation and the adoption of innovative practices in agriculture: a real option modelling of the underlying hidden costs," EconomiX Working Papers 2023-1, University of Paris Nanterre, EconomiX.
    39. Holt, Matthew T., 1989. "A Multi-Market Rational Expectation Model with Bounded Prices: The Case of Corn and Soybeans in the U.S," Staff Papers 200485, University of Wisconsin-Madison, Department of Agricultural and Applied Economics.
    40. Holt, Matthew T., 1992. "Modelling Risk Response in the Marketing Channel for Beef: A Multivariate Generalize Arch-M Approach," Staff Papers 200546, University of Wisconsin-Madison, Department of Agricultural and Applied Economics.
    41. Colyer, Dale, 2000. "A Comparison Of Annual, Quarterly And Monthly Turkey Export Models," Conference Papers 19106, West Virginia University, Department of Agricultural Resource Economics.
    42. Anthony N. Rezitis & Konstantinos S. Stavropoulos, 2010. "Supply response and price volatility in the Greek broiler market," Agribusiness, John Wiley & Sons, Ltd., vol. 26(1), pages 25-48.
    43. Aradhyula, Satheesh Venkata, 1989. "Policy structure, output supply and input demand for US crops," ISU General Staff Papers 198901010800009909, Iowa State University, Department of Economics.

  36. Womack, Abner W. & Young II, Robert E. & Trujillo, Joe & Brandt, Jon & Thompson, Virginia & Bunch, Dottye & Marcum, Patsy & Perso, Robin & Todd, Jackie & Alam, Shamsul & Bair, Eugenia & Chowdhury, Ibr, 1986. "The Food Security Act of 1985 One Year Later: Implications and Persistent Problems," FAPRI Staff Reports 244145, Food and Agricultural Policy Research Institute (FAPRI).

    Cited by:

    1. Otto, Daniel M., 1986. "Economic Linkages Between Agriculture and Other Sectors Within Rural America," 1986 Annual Meeting, July 27-30, Reno, Nevada 278114, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

  37. Matthew T. Holt & Stanley R. Johnson, 1986. "Supply Dynamics in the U.S. Hog Industry," Center for Agricultural and Rural Development (CARD) Publications 86-wp12, Center for Agricultural and Rural Development (CARD) at Iowa State University.

    Cited by:

    1. Jacinto F. Fabiosa, 1999. "General Conceptual Approach to Modeling the Livestock Sector: Application to the Japanese Swine-Pork Sector Model with Analysis of the," Center for Agricultural and Rural Development (CARD) Publications 99-tr43, Center for Agricultural and Rural Development (CARD) at Iowa State University.
    2. Mathews, Kenneth H., Jr., 2001. "Antimicrobial Drug Use And Veterinary Costs In U.S. Livestock Production," Agricultural Information Bulletins 33695, United States Department of Agriculture, Economic Research Service.
    3. Boetel, Brenda L. & Hoffmann, Ruben & Liu, Donald J., 2004. "Estimating Investment Rigidity Within A Threshold Regression Framework: The Case Of U.S. Hog Production Sector," Staff Papers 13790, University of Minnesota, Department of Applied Economics.
    4. Eswaramoorthy, K., 1991. "U.S. livestock production and factor demand: a multiproduct dynamic dual approach," ISU General Staff Papers 1991010108000010523, Iowa State University, Department of Economics.
    5. Buhr, Brian L., 1993. "A Quarterly Econometric Simulation Model Of The U.S. Livestock And Meat Sector," Staff Papers 13465, University of Minnesota, Department of Applied Economics.
    6. Wahl, Thomas Iver, 1989. "Modeling dynamic adjustment in Japanese livestock markets under trade liberalization," ISU General Staff Papers 1989010108000010093, Iowa State University, Department of Economics.
    7. Skold, Karl Durwood, 1989. "The integration of alternative information systems: an application to the Hogs and Pigs report," ISU General Staff Papers 1989010108000010239, Iowa State University, Department of Economics.
    8. Bakucs, Zoltán & Márkus, Richárd, 2010. "Supply response on the Hungarian pork meat sector," IAMO Forum 2010: Institutions in Transition – Challenges for New Modes of Governance 52698, Leibniz Institute of Agricultural Development in Central and Eastern Europe (IAMO).
    9. Jacinto F. Fabiosa, 1999. "General Conceptual Approach to Modeling the Livestock Sector: Application to the Japanese Swine-Pork Sector Model with Analysis of the," Food and Agricultural Policy Research Institute (FAPRI) Publications (archive only) 99-tr43, Center for Agricultural and Rural Development (CARD) at Iowa State University.
    10. Metcalfe, Mark R., 2002. "Environmental Regulation And Implications For Competitiveness In International Pork Trade," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 27(1), pages 1-22, July.
    11. Jingjing Wang & Xiaoyang Wang & Xiaohua Yu, 2023. "Shocks, cycles and adjustments: The case of China's Hog Market under external shocks," Agribusiness, John Wiley & Sons, Ltd., vol. 39(3), pages 703-726, July.

  38. Stanley R. Johnson & Matthew T. Holt, 1986. "Value of Climate Information, The," Center for Agricultural and Rural Development (CARD) Publications 86-sr6, Center for Agricultural and Rural Development (CARD) at Iowa State University.

    Cited by:

    1. Macauley, Molly, 2005. "The Value of Information: A Background Paper on Measuring the Contribution of Space-Derived Earth Science Data to National Resource Management," RFF Working Paper Series dp-05-26, Resources for the Future.
    2. Krog, David Russell, 1988. "Plant-process model corn yield forecasts for Iowa," ISU General Staff Papers 1988010108000010686, Iowa State University, Department of Economics.
    3. Choi, Hyung Sik & Schneider, Uwe A. & Rasche, Livia & Cui, Junbo & Schmid, Erwin & Held, Hermann, 2015. "Potential effects of perfect seasonal climate forecasting on agricultural markets, welfare and land use: A case study of Spain," Agricultural Systems, Elsevier, vol. 133(C), pages 177-189.
    4. Joseph Daron, 2015. "Challenges in using a Robust Decision Making approach to guide climate change adaptation in South Africa," Climatic Change, Springer, vol. 132(3), pages 459-473, October.

  39. Holt, Matthew T. & Brandt, Jon A., 1984. "Price Forecasting and Hedging to Enhance Prices and Reduce Risk," 1984 Annual Meeting, August 5-8, Ithaca, New York 278988, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

    Cited by:

    1. Ziehm, William Walter, 1986. "An evaluation of alternative hedging strategies for Iowa cattle feeders: before, at, and after placement, 1974-1984," ISU General Staff Papers 1986010108000018118, Iowa State University, Department of Economics.

Articles

  1. Holt, Matthew T. & Teräsvirta, Timo, 2020. "Global hemispheric temperatures and co-shifting: A vector shifting-mean autoregressive analysis," Journal of Econometrics, Elsevier, vol. 214(1), pages 198-215.
    See citations under working paper version above.
  2. Goodwin, Barry K. & Holt, Matthew T. & Prestemon, Jeffrey P., 2019. "Nonlinear exchange rate pass-through in timber products: The case of oriented strand board in Canada and the United States," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
    See citations under working paper version above.
  3. Barry K. Goodwin & Matthew T. Holt & Gülcan Önel & Jeffrey P. Prestemon, 2018. "Copula-based nonlinear modeling of the law of one price for lumber products," Empirical Economics, Springer, vol. 54(3), pages 1237-1265, May.

    Cited by:

    1. 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.
    2. You, Zhongyuan & Goodwin, Barry K. & Guney, Selin, 2023. "A semi-parametric study on dynamic linkages among international real interest rates," International Review of Economics & Finance, Elsevier, vol. 86(C), pages 215-229.
    3. Santeramo, Fabio, 2021. "Price dynamics, LOP and quantile regressions," MPRA Paper 107454, University Library of Munich, Germany.

  4. Jesse B. Tack & Matthew T. Holt, 2016. "The influence of weather extremes on the spatial correlation of corn yields," Climatic Change, Springer, vol. 134(1), pages 299-309, January.

    Cited by:

    1. Suh, Dong Hee, 2017. "A Spatial Analysis on Corn Production: Implication for Ethanol Sustainability," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258198, Agricultural and Applied Economics Association.
    2. A Ford Ramsey, 2020. "Probability Distributions of Crop Yields: A Bayesian Spatial Quantile Regression Approach," American Journal of Agricultural Economics, John Wiley & Sons, vol. 102(1), pages 220-239, January.
    3. Cornejo, Magdalena & Merener, Nicolas & Merovich, Ezequiel, 2024. "Extreme Dry Spells and Larger Storms in the U.S. Midwest Raise Crop Prices," 2024 Annual Meeting, July 28-30, New Orleans, LA 343690, Agricultural and Applied Economics Association.
    4. Du, Xiaodong & Dong, Fengxia, 2024. "Climate Change and Dynamics of Crop Yield Distribution," 2024 Annual Meeting, July 28-30, New Orleans, LA 343786, Agricultural and Applied Economics Association.
    5. Jesse Tack & Keith Coble & Barry Barnett, 2018. "Warming temperatures will likely induce higher premium rates and government outlays for the U.S. crop insurance program," Agricultural Economics, International Association of Agricultural Economists, vol. 49(5), pages 635-647, September.

  5. Walter Enders & Matthew T. Holt, 2012. "Sharp Breaks or Smooth Shifts? an Investigation of the Evolution of Primary Commodity Prices," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 94(3), pages 659-673.

    Cited by:

    1. Otero, Jesús & Argüello, Ricardo & Oviedo, Juan Daniel & Ramírez, Manuel, 2018. "Explaining coffee price differentials in terms of chemical markers: Evidence from a pairwise approach," Economic Modelling, Elsevier, vol. 72(C), pages 190-201.
    2. Cró, Susana & Martins, António Miguel, 2017. "Structural breaks in international tourism demand: Are they caused by crises or disasters?," Tourism Management, Elsevier, vol. 63(C), pages 3-9.
    3. Teterin, Pavel & Brooks, Robert & Enders, Walter, 2016. "Smooth volatility shifts and spillovers in U.S. crude oil and corn futures markets," Journal of Empirical Finance, Elsevier, vol. 38(PA), pages 22-36.
    4. Ozcan, Burcu & Ozturk, Ilhan, 2016. "A new approach to energy consumption per capita stationarity: Evidence from OECD countries," Renewable and Sustainable Energy Reviews, Elsevier, vol. 65(C), pages 332-344.
    5. Christopher L. Gilbert & Harriet Kasidi Mugera, 2020. "Competitive Storage, Biofuels and the Corn Price," Journal of Agricultural Economics, Wiley Blackwell, vol. 71(2), pages 384-411, June.
    6. BAHMANI-OSKOOEE, Mohsen & Wu, Tsung-Pao, 2017. "Purchasing Power Parity in the 34 OECD Countries: Evidence from Quantile-Based Unit Root Tests with both Smooth and Sharp Breaks," MPRA Paper 81820, University Library of Munich, Germany, revised 07 Feb 2017.
    7. Annastiina Silvennoinen & Susan Thorp, 2016. "Crude Oil and Agricultural Futures: An Analysis of Correlation Dynamics," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 36(6), pages 522-544, June.
    8. Nicola, Francesca de & De Pace, Pierangelo & Hernandez, Manuel A., 2016. "Co-movement of major energy, agricultural, and food commodity price returns: A time-series assessment," Energy Economics, Elsevier, vol. 57(C), pages 28-41.
    9. Mugera, Harriet & Gilbert, Christopher, 2015. "Structural Change in the Relationship Between Energy and Food Prices," 2015 Conference, August 9-14, 2015, Milan, Italy 212505, International Association of Agricultural Economists.
    10. Jing-Ping Li & Omid Ranjbar & Tsangyao Chang, 2017. "Unemployment Hysteresis In Piigs Countries: A New Test With Both Sharp And Smooth Breaks," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 62(05), pages 1165-1177, December.
    11. Christophe André & Tsangyao Chang & Luis A. Gil-Alana & Rangan Gupta, 2017. "Current Account Sustainability in G7 and BRICS: Evidence from a Long Memory Model with Structural Breaks," Working Papers 201705, University of Pretoria, Department of Economics.
    12. Guney, Selin, 2015. "An Analysis of the Pass-Through of Exchange Rates in Tropical Forest Product Markets: A Smooth Transition Approach," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205107, Agricultural and Applied Economics Association.
    13. 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.
    14. Gardebroek, Cornelis & Hernandez, Manuel A. & Robles, Miguel, 2014. "Market interdependence and volatility transmission among major crops:," IFPRI discussion papers 1344, International Food Policy Research Institute (IFPRI).
    15. Winkelried, Diego, 2015. "Unit Roots, Flexible Trends and the Prebisch-Singer Hypothesis," Working Papers 2015-007, Banco Central de Reserva del Perú.
    16. Winkelried, Diego, 2021. "Unit roots in real primary commodity prices? A meta-analysis of the Grilli and Yang data set," Journal of Commodity Markets, Elsevier, vol. 23(C).
    17. Gordon C. Rausser & Harry de Gorter, 2013. "US Policy Contributions to Agricultural Commodity Price Fluctuations, 2006-12," WIDER Working Paper Series wp-2013-033, World Institute for Development Economic Research (UNU-WIDER).
    18. Eissa, Mohamad Abdelaziz & Al Refai, Hisham, 2019. "Modelling the symmetric and asymmetric relationships between oil prices and those of corn, barley, and rapeseed oil," Resources Policy, Elsevier, vol. 64(C).
    19. Shu-Ling Chen & John D. Jackson & Hyeongwoo Kim & Pramesti Resiandini, 2013. "What Drives Commodity Prices?," Auburn Economics Working Paper Series auwp2013-03, Department of Economics, Auburn University.
    20. Hatzenbuehler, Patrick L. & Abbott, Philip C. & Foster, Kenneth A., 2016. "Agricultural Commodity Prices and Exchange Rates under Structural Change," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 41(2), May.
    21. Mohsen Bahmani-Oskooee & Tsangyao Chang & Tsung-Pao Wu, 2015. "Purchasing Power Parity in Transition Countries: Panel Stationary Test with Smooth and Sharp Breaks," IJFS, MDPI, vol. 3(2), pages 1-9, May.
    22. Goodness C. Aye & Tsangyao Chang & Wen-Yi Chen & Rangan Gupta & Mark Wohar, 2016. "Testing the Efficiency of the Art Market using Quantile-Based Unit Root Tests with Sharp and Smooth Breaks," Working Papers 201625, University of Pretoria, Department of Economics.
    23. Wanling Huang & André Varella Mollick & Khoa Huu Nguyen, 2017. "Dynamic responses and tail-dependence among commodities, the US real interest rate and the dollar," Empirical Economics, Springer, vol. 53(3), pages 959-997, November.
    24. Kaila, Heidi & Singhal, Saurabh & Tuteja, Divya, 2020. "Development programs, security, and violence reduction: Evidence from an insurgency in India," World Development, Elsevier, vol. 130(C).
    25. Bozic, Marin & Fortenbery, T., 2015. "Price Discovery, Volatility Spillovers and Adequacy of Speculation when Spot Prices are Stationary: The Case of U.S. Dairy Markets," 2015 Conference, August 9-14, 2015, Milan, Italy 211369, International Association of Agricultural Economists.
    26. Luo, Shikong & Yan, Xinyan & Yang, Haoyi, 2021. "Let’s take a smooth break: Stock return predictability revisited," International Review of Economics & Finance, Elsevier, vol. 75(C), pages 300-314.
    27. Han, Xue & Philip, Garcia, 2016. "GMO Contamination Price Effects in the U.S. Corn Market: StarLink and MIR162," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 236004, Agricultural and Applied Economics Association.
    28. Oglend, Atle & Selland Kleppe, Tore, 2016. "How regular are directional movements in commodity and asset prices? A Wald test," Journal of Empirical Finance, Elsevier, vol. 38(PA), pages 290-306.
    29. Miao, Ruiqing & Hennessy, David A. & FENG, HONGLI, 2013. "Native Grassland Conversion: the Roles of Risk Intervention and Switching Costs," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 149865, Agricultural and Applied Economics Association.
    30. Yushi Jiang & Yifei Cai & Yi-Ting Peng & Tsangyao Chang, 2019. "Testing Hysteresis in Unemployment in G7 Countries Using Quantile Unit Root Test with both Sharp Shifts and Smooth Breaks," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 142(3), pages 1211-1229, April.
    31. de Nicola, Francesca & De Pace, Pierangelo & Hernandez, Manuel A., 2014. "Co-movement of major commodity price returns : time-series assessment," Policy Research Working Paper Series 6845, The World Bank.
    32. Jing Li, 2021. "On Estimating Risk Premium With Flexible Fourier Form," Economics Bulletin, AccessEcon, vol. 41(3), pages 1026-1035.
    33. Mohsen Bahmani-Oskooee & Tsangyao Chang & Tsung-Hsien Chen & Han-Wen Tzeng, 2017. "Revisiting purchasing power parity in Eastern European countries: quantile unit root tests," Empirical Economics, Springer, vol. 52(2), pages 463-483, March.
    34. Guo, Ranran & Ye, Wuyi, 2021. "A model of dynamic tail dependence between crude oil prices and exchange rates," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
    35. Manuel Landajo & Mar'ia Jos'e Presno, 2024. "The prices of renewable commodities: A robust stationarity analysis," Papers 2402.01005, arXiv.org.
    36. Goodwin, Barry K. & Holt, Matthew T. & Prestemon, Jeffrey P., 2019. "Nonlinear exchange rate pass-through in timber products: The case of oriented strand board in Canada and the United States," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
    37. Walter Enders & Matthew T. Holt, 2014. "The Evolving Relationships between Agricultural and Energy Commodity Prices: A Shifting-Mean Vector Autoregressive Analysis," NBER Chapters, in: The Economics of Food Price Volatility, pages 135-187, National Bureau of Economic Research, Inc.
    38. David Ubilava, 2018. "The Role of El Niño Southern Oscillation in Commodity Price Movement and Predictability," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 100(1), pages 239-263.
    39. Zhang, Yue-Jun & Zhang, Han, 2023. "Volatility forecasting of crude oil futures market: Which structural change-based HAR models have better performance?," International Review of Financial Analysis, Elsevier, vol. 85(C).
    40. Philip Abbott, 2014. "Biofuels, Binding Constraints, and Agricultural Commodity Price Volatility," NBER Chapters, in: The Economics of Food Price Volatility, pages 91-131, National Bureau of Economic Research, Inc.
    41. Takamitsu Kurita & Mototsugu Shintani, 2023. "Johansen Test with Fourier-Type Smooth Nonlinear Trends in Cointegrating Relations," CIRJE F-Series CIRJE-F-1216, CIRJE, Faculty of Economics, University of Tokyo.
    42. Gormus, Alper & Nazlioglu, Saban & Soytas, Ugur, 2018. "High-yield bond and energy markets," Energy Economics, Elsevier, vol. 69(C), pages 101-110.
    43. Oguzhan Ozcelik, 2022. "Does the Foreign Trade-Driven Competitive Power of Transition Economies Converge Toward that of EU14 Countries? Evidence from Fourier Panel Unit Root Test with Sharp and Smooth Breaks," EKOIST Journal of Econometrics and Statistics, Istanbul University, Faculty of Economics, vol. 0(36), pages 257-282, June.
    44. Wang, Yuan & Shi, Rui & Zhang, Chen & He, Yanmin & Jiang, Hongyi & Kubota, Jumpei, 2022. "Structural changes and trends in China's renewable electricity production in the policy evolution process," Renewable Energy, Elsevier, vol. 182(C), pages 879-886.
    45. Pinstrup-Andersen, Per (ed.), 2016. "Food Price Policy in an Era of Market Instability: A Political Economy Analysis," OUP Catalogue, Oxford University Press, number 9780198788836.
    46. Manuel Landajo & María José Presno, 2022. "The prices of renewable commodities: a robust stationarity analysis," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 66(2), pages 447-470, April.
    47. 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.
    48. MacDonald, Stephen & Meyer, Leslie, 2018. "Long Run Trends and Fluctuations In Cotton Prices," MPRA Paper 84484, University Library of Munich, Germany, revised 10 Feb 2018.
    49. DeGorter, Harry & Just, David & Mugera, Harriet Kasidi, 2013. "Structural Changes in Commodity Prices: The Role of Policies," 53rd Annual Conference, Berlin, Germany, September 25-27, 2013 156255, German Association of Agricultural Economists (GEWISOLA).
    50. Andaleeb Rahman, 2012. "Characterizing food prices in India," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2012-022, Indira Gandhi Institute of Development Research, Mumbai, India.
    51. Katlego Kola & Tumellano Sebehela, 2021. "Market The (De)merits of using Integral Transforms in Predicting Structural Break Points," International Real Estate Review, Global Social Science Institute, vol. 24(3), pages 405-467.
    52. Hloušková, Z. & Ženíšková, P. & Prášilová, M., 2018. "Comparison of Agricultural Costs Prediction Approaches," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 10(1).
    53. Manuel Landajo & María José Presno & Paula Fernández González, 2021. "Stationarity in the Prices of Energy Commodities. A Nonparametric Approach," Energies, MDPI, vol. 14(11), pages 1-16, June.
    54. David Ubilava, 2022. "A comparison of multistep commodity price forecasts using direct and iterated smooth transition autoregressive methods," Agricultural Economics, International Association of Agricultural Economists, vol. 53(5), pages 687-701, September.

  6. Barry K. Goodwin & Matthew T. Holt & Jeffrey P. Prestemon, 2011. "North American Oriented Strand Board Markets, Arbitrage Activity, and Market Price Dynamics: A Smooth Transition Approach," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 93(4), pages 993-1014.

    Cited by:

    1. Silvennoinen, Annastiina & Teräsvirta, Timo, 2024. "Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model," Econometrics and Statistics, Elsevier, vol. 32(C), pages 57-72.
    2. Craig, Lee & Holt, Matthew T., 2012. "The Role of Mechanical Refrigeration in Spatial and Temporal Price Dynamics for Regional U.S. Egg Markets, 1880–1911," MPRA Paper 39554, University Library of Munich, Germany.
    3. Justin V Hastings & Sarah G Phillips & David Ubilava & Andrey Vasnev, 2022. "Price Transmission in Conflict-Affected States: Evidence from Cereal Markets of Somalia," Journal of African Economies, Centre for the Study of African Economies, vol. 31(3), pages 272-291.
    4. Murat Midilic, 2016. "Estimation Of Star-Garch Models With Iteratively Weighted Least Squares," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 16/918, Ghent University, Faculty of Economics and Business Administration.
    5. Ubilava, David, 2017. "The ENSO Effect and Asymmetries in Wheat Price Dynamics," World Development, Elsevier, vol. 96(C), pages 490-502.
    6. 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.
    7. Annastiina Silvennoinen & Timo Teräsvirta, 2015. "Testing constancy of unconditional variance in volatility models by misspecification and specification tests," CREATES Research Papers 2015-47, Department of Economics and Business Economics, Aarhus University.
    8. Matthew T. Holt & Timo Teräsvirta, 2012. "Global Hemispheric Temperature Trends and Co–Shifting: A Shifting Mean Vector Autoregressive Analysis," CREATES Research Papers 2012-54, Department of Economics and Business Economics, Aarhus University.
    9. Zhang, Wenbei & Luckert, Marty & Qiu, Feng, 2023. "Asymmetric price transmission and impulse responses from U.S. crude oil to jet fuel and diesel markets," Energy, Elsevier, vol. 283(C).
    10. Jin, Xing & Medina, Mario A. & Zhang, Xiaosong, 2013. "On the importance of the location of PCMs in building walls for enhanced thermal performance," Applied Energy, Elsevier, vol. 106(C), pages 72-78.
    11. Andrés González & Timo Teräsvirta & Dick van Dijk & Yukai Yang, 2017. "Panel Smooth Transition Regression Models," CREATES Research Papers 2017-36, Department of Economics and Business Economics, Aarhus University.
    12. Guney, Selin, 2015. "An Analysis of the Pass-Through of Exchange Rates in Tropical Forest Product Markets: A Smooth Transition Approach," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205107, Agricultural and Applied Economics Association.
    13. Campos-Martins, Susana & Amado, Cristina, 2022. "Financial market linkages and the sovereign debt crisis," Journal of International Money and Finance, Elsevier, vol. 123(C).
    14. Hyeongwoo Kim & Jintae Kim, 2014. "London Calling: Nonlinear Mean Reversion across National Stock Markets," Auburn Economics Working Paper Series auwp2014-13, Department of Economics, Auburn University.
    15. 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.
    16. Choe, Kyoungin & Goodwin, Barry K., 2024. "Nonlinear Aspects of Integration in Corn Markets," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 0(Preprint), September.
    17. Kanieski da Silva, Bruno & Schons, Stella Z. & Cubbage, Frederick W. & Parajuli, Rajan, 2020. "Spatial and cross-product price linkages in the Brazilian pine timber markets," Forest Policy and Economics, Elsevier, vol. 117(C).
    18. Rumankova, Lenka, 2012. "Examination of existence of the law of one price at Czech meat markets," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 4(1), pages 1-9, March.
    19. Shu-Ling Chen & John D. Jackson & Hyeongwoo Kim & Pramesti Resiandini, 2013. "What Drives Commodity Prices?," Auburn Economics Working Paper Series auwp2013-03, Department of Economics, Auburn University.
    20. A.S. Hurn & Annastiina Silvennoinen & Timo Teräsvirta, 2014. "A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market," CREATES Research Papers 2014-09, Department of Economics and Business Economics, Aarhus University.
    21. Matthew T. Holt & Timo Teräsvirta, 2017. "Global Hemispheric Temperatures and Co–Shifting: A Vector Shifting–Mean Autoregressive Analysis," CREATES Research Papers 2017-05, Department of Economics and Business Economics, Aarhus University.
    22. Kanieski Da Silva, Bruno & Abt, Robert & Cubbage, Frederick W., 2018. "Pulpwood Market Dynamics: The Effects Of Wood Pellet Production," 2018 Annual Meeting, August 5-7, Washington, D.C. 273994, Agricultural and Applied Economics Association.
    23. Mulubrhan Amare & Kibrom A. Abay & Patrick Hatzenbuehler, 2024. "Spatial market integration during a pandemic: Evidence from food markets in Nigeria," Agricultural Economics, International Association of Agricultural Economists, vol. 55(1), pages 86-103, January.
    24. Abay, Kibrom A. & Abdelfattah, Lina & Breisinger, Clemens & Siddig, Khalid, 2023. "Evaluating cereal market (dis)integration in less developed and fragile markets: The case of Sudan," Food Policy, Elsevier, vol. 114(C).
    25. Anthony D. Hall & Annastiina Silvennoinen & Timo Teräsvirta, 2023. "Building Multivariate Time-Varying Smooth Transition Correlation GARCH Models, with an Application to the Four Largest Australian Banks," Econometrics, MDPI, vol. 11(1), pages 1-37, February.
    26. Anthony D. Hall & Annastiina Silvennoinen & Timo Teräsvirta, 2021. "Four Australian Banks and the Multivariate Time-Varying Smooth Transition Correlation GARCH model," CREATES Research Papers 2021-13, Department of Economics and Business Economics, Aarhus University.
    27. Cristina Amado & Annastiina Silvennoinen & Timo Terasvirta, 2017. "Modelling and Forecasting WIG20 Daily Returns," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 9(3), pages 173-200, September.
    28. Ahmed, Mansur & Goodwin, Barry, 2015. "Copula-Based Modeling of Dependence Structure among International Food Grain Markets," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 206059, Agricultural and Applied Economics Association.
    29. David Ubilava & Matt Holt, 2013. "El Niño southern oscillation and its effects on world vegetable oil prices: assessing asymmetries using smooth transition models," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 57(2), pages 273-297, April.
    30. Goodwin, Barry K. & Holt, Matthew T. & Prestemon, Jeffrey P., 2019. "Nonlinear exchange rate pass-through in timber products: The case of oriented strand board in Canada and the United States," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
    31. Susana Martins & Cristina Amado, 2018. "Financial Market Contagion and the Sovereign Debt Crisis: A Smooth Transition Approach," NIPE Working Papers 08/2018, NIPE - Universidade do Minho.
    32. Machado Junior, Pedro Celso & Chung, Chanjin, 2018. "Spatial Price Transmission, Transaction Costs, and Econometric Modelling: How Inference Can Be Improved When Transaction Costs Are Observed?," 2018 Annual Meeting, August 5-7, Washington, D.C. 273993, Agricultural and Applied Economics Association.
    33. Li, Wenying & Dorfman, Jeffrey H., 2018. "Habit Formation with Smooth Transitions: Estimating Demand for U.S. Carbonated-Sweetened Beverages and Beer," 2018 Annual Meeting, August 5-7, Washington, D.C. 273852, Agricultural and Applied Economics Association.
    34. Walter Enders & Matthew T. Holt, 2014. "The Evolving Relationships between Agricultural and Energy Commodity Prices: A Shifting-Mean Vector Autoregressive Analysis," NBER Chapters, in: The Economics of Food Price Volatility, pages 135-187, National Bureau of Economic Research, Inc.
    35. Machado Junior, Pedro Celso & Chung, Chanjin, 2018. "Spatial Price Transmission, Transaction Costs, and Econometric Modelling: How Inference Can Be Improved When Transaction Costs Are Observed?," 2018 Annual Meeting, August 5-7, Washington, D.C. 274841, Agricultural and Applied Economics Association.
    36. Selin Güney & Andrés Riquelme & Barry Goodwin, 2023. "An Analysis of the Pass-Through of Exchange Rates in Forest Product Markets," Agriculture, MDPI, vol. 13(3), pages 1-16, February.
    37. Murat Midiliç, 2020. "Estimation of STAR–GARCH Models with Iteratively Weighted Least Squares," Computational Economics, Springer;Society for Computational Economics, vol. 55(1), pages 87-117, January.
    38. Gotz, Linde & Qiu, Feng & Glauben, Thomas, 2012. "The Law of One Price under State-Dependent Policy Intervention: An Application to the Ukrainian Wheat Market," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124904, Agricultural and Applied Economics Association.
    39. Hood, Harrison B. & Dorfman, Jeffrey H., 2014. "Testing Timber Market Linkages with a STAR Model with Housing Start-Controlled Transitions," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 169055, Agricultural and Applied Economics Association.
    40. Zhang, Wenbei & Qiu, Feng, 2024. "Rockets and Feathers in the Oil and Gasoline Markets: In-Depth Analysis of Three Asymmetries," 2024 Annual Meeting, July 28-30, New Orleans, LA 344062, Agricultural and Applied Economics Association.
    41. Li, Yunhan & Li, Wenying & Dorfman, Jeffrey H., 2017. "Examining Dynamically Changing Cattle Market Linkages with Inventory as Controlled Transitions," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 259151, Agricultural and Applied Economics Association.
    42. David Ubilava, 2012. "Modeling Nonlinearities in the U.S. Soybean‐to‐Corn Price Ratio: A Smooth Transition Autoregression Approach," Agribusiness, John Wiley & Sons, Ltd., vol. 28(1), pages 29-41, January.
    43. David Ubilava, 2014. "El Niño Southern Oscillation and the fishmeal–soya bean meal price ratio: regime-dependent dynamics revisited," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 41(4), pages 583-604.
    44. Barry K. Goodwin & Matthew T. Holt & Gülcan Önel & Jeffrey P. Prestemon, 2018. "Copula-based nonlinear modeling of the law of one price for lumber products," Empirical Economics, Springer, vol. 54(3), pages 1237-1265, May.
    45. David Ubilava, 2022. "A comparison of multistep commodity price forecasts using direct and iterated smooth transition autoregressive methods," Agricultural Economics, International Association of Agricultural Economists, vol. 53(5), pages 687-701, September.
    46. Guney, Selin & Goodwin, Barry K., 2013. "Semi-Parametric, Generalized Additive Vector Autoregressive Models of Spatial Price Dynamics," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 151149, Agricultural and Applied Economics Association.

  7. Christiana E. Hilmer & Matthew T. Holt & Richard C. Bishop, 2010. "Bootstrapping Your Fish or Fishing for Bootstraps? Precision of Welfare Loss Estimates from a Globally Concave Inverse Demand Model of Commercial Fish Landings in the U.S. Great Lakes," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 93(1), pages 98-112.
    See citations under working paper version above.
  8. David A. Bessler & Jeffrey H. Dorfman & Matthew T. Holt & Jeffrey T. LaFrance, 2010. "Econometric Developments in Agricultural and Resource Economics: The First 100 Years," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 92(2), pages 571-589.

    Cited by:

    1. Vasylieva, Natalia, 2017. "Economic Aspects of Food Security in Ukrainian Meat and Milk Clusters," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 9(3), September.
    2. Pokorný, Jiří & Froněk, Pavel, 2021. "Price Forecasting Accuracy of the OECD-FAO's Agricultural Outlook and the European Commission DG AGRI's Medium-Term Agricultural Outlook Report," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 13(3), September.

  9. H. Allen Klaiber & Matthew T. Holt, 2010. "The Role of Theoretical Restrictions in Forecasting with Inverse Demand Models," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 92(1), pages 70-85.

    Cited by:

    1. Zheng, Yuqing & Zhen, Chen & Nonnemaker, James & Dench, Daniel, 2014. "U.S. Demand for Tobacco Products in a System Framework," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 174110, Agricultural and Applied Economics Association.

  10. Joseph V. Balagtas & Matthew T. Holt, 2009. "The Commodity Terms of Trade, Unit Roots, and Nonlinear Alternatives: A Smooth Transition Approach," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 91(1), pages 87-105.
    See citations under working paper version above.
  11. Matthew T. Holt & Joseph V. Balagtas, 2009. "Estimating Structural Change with Smooth Transition Regressions: An Application to Meat Demand," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 91(5), pages 1424-1431.
    See citations under working paper version above.
  12. Craig, Lee A. & Holt, Matthew T., 2008. "Mechanical refrigeration, seasonality, and the hog-corn cycle in the United States: 1870-1940," Explorations in Economic History, Elsevier, vol. 45(1), pages 30-50, January.

    Cited by:

    1. Craig, Lee & Holt, Matthew T., 2012. "The Role of Mechanical Refrigeration in Spatial and Temporal Price Dynamics for Regional U.S. Egg Markets, 1880–1911," MPRA Paper 39554, University Library of Munich, Germany.
    2. He, Changli & Kang, Jian & Teräsvirta, Timo & Zhang, Shuhua, 2019. "The shifting seasonal mean autoregressive model and seasonality in the Central England monthly temperature series, 1772–2016," Econometrics and Statistics, Elsevier, vol. 12(C), pages 1-24.
    3. David Ubilava, 2018. "The Role of El Niño Southern Oscillation in Commodity Price Movement and Predictability," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 100(1), pages 239-263.
    4. David Ubilava, 2014. "El Niño Southern Oscillation and the fishmeal–soya bean meal price ratio: regime-dependent dynamics revisited," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 41(4), pages 583-604.

  13. Balagtas, Joseph Valdes & Holt, Matthew T., 2008. "AJAE Appendix: The Commodity Terms of Trade, Unit Roots, and Nonlinear Alternatives," American Journal of Agricultural Economics APPENDICES, Agricultural and Applied Economics Association, vol. 91(1), pages 1-21, April.

    Cited by:

    1. David Colman, 2010. "Agriculture's terms of trade: issues and implications," Agricultural Economics, International Association of Agricultural Economists, vol. 41(s1), pages 1-15, November.
    2. Ubilava, David, 2017. "The ENSO Effect and Asymmetries in Wheat Price Dynamics," World Development, Elsevier, vol. 96(C), pages 490-502.
    3. Jeffrey A. Frankel, 2010. "The Natural Resource Curse: A Survey," NBER Working Papers 15836, National Bureau of Economic Research, Inc.
    4. Jeffrey Frankel, 2012. "The Natural Resource Curse: A Survey of Diagnoses and Some Prescriptions," Growth Lab Working Papers 36, Harvard's Growth Lab.
    5. Byrne, Joseph P & Fazio, Giorgio & Fiess, Norbert, 2010. "Optimism and commitment: An elementary theory of bargaining and war," SIRE Discussion Papers 2010-102, Scottish Institute for Research in Economics (SIRE).
    6. Hyeongwoo Kim & Jintae Kim, 2014. "London Calling: Nonlinear Mean Reversion across National Stock Markets," Auburn Economics Working Paper Series auwp2014-13, Department of Economics, Auburn University.
    7. Winkelried, Diego, 2015. "Unit Roots, Flexible Trends and the Prebisch-Singer Hypothesis," Working Papers 2015-007, Banco Central de Reserva del Perú.
    8. Pierre JACQUET & Alexis ATLANI & Marwan LISSER, 2017. "Policy responses to terms of trade shocks," Working Papers P205, FERDI.
    9. Joseph V. Balagtas & Matthew T. Holt, 2009. "The Commodity Terms of Trade, Unit Roots, and Nonlinear Alternatives: A Smooth Transition Approach," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 91(1), pages 87-105.
    10. Jeffrey Frankel, 2011. "A Solution to Fiscal Procyclicality: the Structural Budget Institutions Pioneered by Chile," Working Papers Central Bank of Chile 604, Central Bank of Chile.
    11. Elkhan Richard Sadik-Zada & Wilhelm Loewenstein & Yadulla Hasanli, 2019. "Commodity Revenues, Agricultural Sector and the Magnitude of Deindustrialization: A Novel Multisector Perspective," Economies, MDPI, vol. 7(4), pages 1-15, November.
    12. Oglend, Atle & Selland Kleppe, Tore, 2016. "How regular are directional movements in commodity and asset prices? A Wald test," Journal of Empirical Finance, Elsevier, vol. 38(PA), pages 290-306.
    13. David Ubilava & Matt Holt, 2013. "El Niño southern oscillation and its effects on world vegetable oil prices: assessing asymmetries using smooth transition models," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 57(2), pages 273-297, April.
    14. Elkhan Richard Sadik-Zada, 2021. "Addressing the growth and employment effects of the extractive industries: white and black box illustrations from Kazakhstan," Post-Communist Economies, Taylor & Francis Journals, vol. 33(4), pages 402-434, May.
    15. Baffes,John & Etienne,Xiaoli Liao, 2015. "Analyzing food price trends in the context of Engel?s law and the Prebisch-Singer hypothesis," Policy Research Working Paper Series 7424, The World Bank.
    16. Atanu Ghoshray & Ashira Perera, 2016. "An Empirical Study of Commodity Prices after Sir Arthur Lewis," Manchester School, University of Manchester, vol. 84(4), pages 551-571, July.
    17. David Ubilava, 2018. "The Role of El Niño Southern Oscillation in Commodity Price Movement and Predictability," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 100(1), pages 239-263.
    18. A Ghoshray & Ashira Perera, 2011. "The Model of Commodity Prices after Sir Arthur Lewis Revisited," Department of Economics Working Papers 08/11, University of Bath, Department of Economics.
    19. Pierre JACQUET & Alexis ATLANI & Marwan LISSER, 2017. "Policy responses to terms of trade shocks," Working Papers P205, FERDI.
    20. Murat ASLAN & Saban NAZLIOGLU, 2018. "Do International Relative Commodity Prices Support the Prebisch-Singer Hypothesis? A Nonlinear Panel Unit Root Testing," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 76-92, December.
    21. MacDonald, Stephen & Meyer, Leslie, 2018. "Long Run Trends and Fluctuations In Cotton Prices," MPRA Paper 84484, University Library of Munich, Germany, revised 10 Feb 2018.

  14. Matthew T. Holt & Lee A. Craig, 2006. "Nonlinear Dynamics and Structural Change in the U.S. Hog—Corn Cycle: A Time-Varying STAR Approach," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 88(1), pages 215-233.

    Cited by:

    1. Craig, Lee & Holt, Matthew T., 2012. "The Role of Mechanical Refrigeration in Spatial and Temporal Price Dynamics for Regional U.S. Egg Markets, 1880–1911," MPRA Paper 39554, University Library of Munich, Germany.
    2. Ubilava, David, 2017. "The ENSO Effect and Asymmetries in Wheat Price Dynamics," World Development, Elsevier, vol. 96(C), pages 490-502.
    3. Poitras, Geoffrey, 2022. "Cobweb Theory, Market Stability and Price Expectations," OSF Preprints xsemj, Center for Open Science.
    4. Christoph Engel & Hanjo Hamann, 2012. "The Hog-Cycle of Law Professors," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2012_08, Max Planck Institute for Research on Collective Goods.
    5. Hamm, Sandra J. & Goodwin, Harold L., Jr. & McKenzie, Andrew M., 2008. "A Comparative Assessment of the Broiler:Corn Ratio and Its Impact on Broiler Processors' Profitability," 2008 Annual Meeting, February 2-6, 2008, Dallas, Texas 6665, Southern Agricultural Economics Association.
    6. Pede, Valerien O. & Florax, Raymond J.G.M. & Lambert, Dayton M., 2014. "Spatial econometric STAR models: Lagrange multiplier tests, Monte Carlo simulations and an empirical application," Regional Science and Urban Economics, Elsevier, vol. 49(C), pages 118-128.
    7. Michael Funke & Marc Gronwald, 2008. "The Undisclosed Renminbi Basket: Are the Markets Telling Us Something about Where the Renminbi–US Dollar Exchange Rate is Going?," The World Economy, Wiley Blackwell, vol. 31(12), pages 1581-1598, December.
    8. Balagtas, Joseph Valdes & Holt, Matthew T., 2006. "Unit Roots, TV-STARs, and the Commodity Terms of Trade: A Further Assessment of the Prebisch-Singer Hypothesis," 2006 Annual meeting, July 23-26, Long Beach, CA 21405, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    9. Holst, Carsten & von Cramon-Taubadel, Stephan, 2012. "International Synchronisation of the Pork Cycle," Acta Oeconomica et Informatica, Faculty of Economics and Management, Slovak Agricultural University in Nitra (FEM SPU), vol. 15(1), pages 1-6, March.
    10. Kurmas Akdogan, 2018. "Mean-reversion and structural change in European food prices," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 18(4), pages 163-173.
    11. Hyeongwoo Kim & Jintae Kim, 2014. "London Calling: Nonlinear Mean Reversion across National Stock Markets," Auburn Economics Working Paper Series auwp2014-13, Department of Economics, Auburn University.
    12. Atle Oglend & Frank Asche, 2016. "Cyclical non-stationarity in commodity prices," Empirical Economics, Springer, vol. 51(4), pages 1465-1479, December.
    13. Shu-Ling Chen & John D. Jackson & Hyeongwoo Kim & Pramesti Resiandini, 2013. "What Drives Commodity Prices?," Auburn Economics Working Paper Series auwp2013-03, Department of Economics, Auburn University.
    14. Joseph V. Balagtas & Matthew T. Holt, 2009. "The Commodity Terms of Trade, Unit Roots, and Nonlinear Alternatives: A Smooth Transition Approach," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 91(1), pages 87-105.
    15. Berg, Ernst & Huffaker, Ray, 2015. "Explaining the German hog price cycle: A nonlinear dynamics approach," 2015 International European Forum (144th EAAE Seminar), February 9-13, 2015, Innsbruck-Igls, Austria 206210, International European Forum on System Dynamics and Innovation in Food Networks.
    16. Rude, James & Gervais, Jean-Philippe, 2007. "Biases in calculating dumping Margins: The case of cyclical products," MPRA Paper 2745, University Library of Munich, Germany.
    17. Serra, Teresa & Zilberman, David, 2013. "Biofuel-related price transmission literature: A review," Energy Economics, Elsevier, vol. 37(C), pages 141-151.
    18. Xu, Wan & Khachatryan, Hayk, 2013. "The Impact of Integrated Pest Management Practices on U.S. National Nursery Industry Annul Sales Revenue: An Application of Smooth Transition Spatial Autoregressive Models," 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida 142961, Southern Agricultural Economics Association.
    19. Piotr FISZEDER & Witold ORZESZKO, 2018. "Nonlinear Granger causality between grains and livestock," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 64(7), pages 328-336.
    20. Mubariz Hasanov & Aysen Arac & Funda Telatar, 2012. "Nonlinearity and Structural Stability in the Phillips Curve: Evidence from Turkey," Hacettepe University Department of Economics Working Papers 20123, Hacettepe University, Department of Economics.
    21. Shao, Yongtong & Xiong, Tao & Li, Minghao & Hayes, Dermot & Zhang, Wendong & Xie, Wei, 2020. "China's Missing Pigs: Correcting China's Hog Inventory Data Using a Machine Learning Approach," ISU General Staff Papers 202001010800001619, Iowa State University, Department of Economics.
    22. Jean‐Paul Chavas & Fanghui Pan, 2020. "The Dynamics and Volatility of Prices in a Vertical Sector," American Journal of Agricultural Economics, John Wiley & Sons, vol. 102(1), pages 353-369, January.
    23. 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.
    24. David Ubilava & Matt Holt, 2013. "El Niño southern oscillation and its effects on world vegetable oil prices: assessing asymmetries using smooth transition models," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 57(2), pages 273-297, April.
    25. Gangyi WANG & Runxiang SI & CuiXia LI & GuiTong ZHANG & Nengyue ZHU, 2018. "Asymmetric price transmission effect of corn on hog: evidence from China," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 64(4), pages 186-196.
    26. Nermeen Harb & Mamdouh Abdelmoula M. Abdelsalam, 2019. "Effect Of Oil Prices On Stock Markets: Evidence From New Generation Of Star Model," Bulletin of Economic Research, Wiley Blackwell, vol. 71(3), pages 466-482, July.
    27. Manuel Landajo & Mar'ia Jos'e Presno, 2024. "The prices of renewable commodities: A robust stationarity analysis," Papers 2402.01005, arXiv.org.
    28. Sanders, Daniel J. & Baker, Timothy G., 2012. "Hedgers’ Participation in Futures Markets Under Varying Price Regimes," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124872, Agricultural and Applied Economics Association.
    29. David Ubilava, 2018. "The Role of El Niño Southern Oscillation in Commodity Price Movement and Predictability," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 100(1), pages 239-263.
    30. Berg, Ernst & Huffaker, Ray, 2015. "Economic Dynamics of the German Hog-Price Cycle," International Journal on Food System Dynamics, International Center for Management, Communication, and Research, vol. 6(2), pages 1-17, July.
    31. Konstantinos Chatzimichael & Dimitris Christopoulos & Spiro Stefanou & Vangelis Tzouvelekas, 2020. "Irrigation practices, water effectiveness and productivity measurement [Toward an understanding of technology adoption: risk, learning, and neighborhood effects]," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 47(2), pages 467-498.
    32. David Ubilava, 2012. "Modeling Nonlinearities in the U.S. Soybean‐to‐Corn Price Ratio: A Smooth Transition Autoregression Approach," Agribusiness, John Wiley & Sons, Ltd., vol. 28(1), pages 29-41, January.
    33. Craig, Lee A. & Holt, Matthew T., 2008. "Mechanical refrigeration, seasonality, and the hog-corn cycle in the United States: 1870-1940," Explorations in Economic History, Elsevier, vol. 45(1), pages 30-50, January.
    34. David Ubilava, 2014. "El Niño Southern Oscillation and the fishmeal–soya bean meal price ratio: regime-dependent dynamics revisited," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 41(4), pages 583-604.
    35. Rodriguez, Nestor & Eales, James S., 2015. "Structural Change via Threshold Effects: Estimating U.S. Meat Demand Using Smooth Transition Functions and the Effects of More Women in the Labor Force," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 206522, Agricultural and Applied Economics Association.

  15. Holt, Matthew T. & Craig, Lee A., 2006. "AJAE Appendix: Nonlinear Dynamics and Structural Change in the U.S. Hog-Corn Ratio: A Time-Varying Star Approach," American Journal of Agricultural Economics APPENDICES, Agricultural and Applied Economics Association, vol. 88(1), pages 1-16, February.

    Cited by:

    1. Ubilava, David, 2017. "The ENSO Effect and Asymmetries in Wheat Price Dynamics," World Development, Elsevier, vol. 96(C), pages 490-502.
    2. Poitras, Geoffrey, 2022. "Cobweb Theory, Market Stability and Price Expectations," OSF Preprints xsemj, Center for Open Science.
    3. Pede, Valerien O. & Florax, Raymond J.G.M. & Lambert, Dayton M., 2014. "Spatial econometric STAR models: Lagrange multiplier tests, Monte Carlo simulations and an empirical application," Regional Science and Urban Economics, Elsevier, vol. 49(C), pages 118-128.
    4. Michael Funke & Marc Gronwald, 2008. "The Undisclosed Renminbi Basket: Are the Markets Telling Us Something about Where the Renminbi–US Dollar Exchange Rate is Going?," The World Economy, Wiley Blackwell, vol. 31(12), pages 1581-1598, December.
    5. Hyeongwoo Kim & Jintae Kim, 2014. "London Calling: Nonlinear Mean Reversion across National Stock Markets," Auburn Economics Working Paper Series auwp2014-13, Department of Economics, Auburn University.
    6. Nermeen Harb & Mamdouh Abdelmoula M. Abdelsalam, 2019. "Effect Of Oil Prices On Stock Markets: Evidence From New Generation Of Star Model," Bulletin of Economic Research, Wiley Blackwell, vol. 71(3), pages 466-482, July.
    7. Konstantinos Chatzimichael & Dimitris Christopoulos & Spiro Stefanou & Vangelis Tzouvelekas, 2020. "Irrigation practices, water effectiveness and productivity measurement [Toward an understanding of technology adoption: risk, learning, and neighborhood effects]," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 47(2), pages 467-498.

  16. Hilmer, Christiana E. & Holt, Matthew T., 2005. "Estimating Indirect Production Functions with a More General Specification: An Application of the Lewbel Model," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 37(3), pages 1-16, December.

    Cited by:

    1. Obeng, K., 2009. "Indirect production function and the output effect of Public transit subsidies," 50th Annual Transportation Research Forum, Portland, Oregon, March 16-18, 2009 207603, Transportation Research Forum.
    2. Obeng, K. & Sakano, R. & Naanwaab, C., 2016. "Understanding overall output efficiency in public transit systems: The roles of input regulations, perceived budget and input subsidies," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 89(C), pages 133-150.

  17. Matthew T. Holt & Andrew M. McKenzie, 2003. "Quasi-rational and ex ante price expectations in commodity supply models: an empirical analysis of the US broiler market," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(4), pages 407-426.

    Cited by:

    1. Ratti, Ronald A. & Vespignani, Joaquin L., 2015. "Commodity prices and BRIC and G3 liquidity: A SFAVEC approach," Journal of Banking & Finance, Elsevier, vol. 53(C), pages 18-33.
    2. Giovanni Angelini & Luca Fanelli, 2016. "Misspecification and Expectations Correction in New Keynesian DSGE Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 78(5), pages 623-649, October.
    3. Haile, Mekbib G. & Wossen, Tesfamicheal & Kalkuhl, Matthias, 2019. "Access to information, price expectations and welfare: The role of mobile phone adoption in Ethiopia," Technological Forecasting and Social Change, Elsevier, vol. 145(C), pages 82-92.
    4. Lenka Rumánková & T. Maier & J. Mach & L. Čechura & Z. Křístková & M. Malý & Z. Malá & P. Hálová, 2012. "Simulations at Czech poultry market," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 60(4), pages 327-334.
    5. Haile, Mekbib G & Kalkuhl, Matthias & Usman, Muhammed A, 2015. "Market information and smallholder farmer price expectations," African Journal of Agricultural and Resource Economics, African Association of Agricultural Economists, vol. 10(4), pages 1-15, December.
    6. Anthony N. Rezitis & Konstantinos S. Stavropoulos, 2010. "Supply response and price volatility in the Greek broiler market," Agribusiness, John Wiley & Sons, Ltd., vol. 26(1), pages 25-48.

  18. Barry K. Goodwin & Matthew T. Holt, 2002. "Parametric and Semiparametric Modeling of the Off-Farm Labor Supply of Agrarian Households in Transition Bulgaria," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 84(1), pages 184-209.

    Cited by:

    1. Falkowski, Jan & Jakubowski, Maciej & Strawinski, Pawel, 2013. "Returns from Income Strategies in Rural Poland," Factor Markets Working Papers 178, Centre for European Policy Studies.
    2. Almeida, Alexandre N. & Bravo-Ureta, Boris E., 2019. "Agricultural productivity, shadow wages and off-farm labor decisions in Nicaragua," Economic Systems, Elsevier, vol. 43(1), pages 99-110.
    3. Kubitza, Christoph & Dib, Jonida Bou & Kopp, Thomas & Krishna, Vijesh V. & Nuryartono, Nunung & Qaim, Matin & Romero, Miriam & Klasen, Stephan, 2019. "Labor savings in agriculture and inequality at different spatial scales: The expansion of oil palm in Indonesia," EFForTS Discussion Paper Series 26, University of Goettingen, Collaborative Research Centre 990 "EFForTS, Ecological and Socioeconomic Functions of Tropical Lowland Rainforest Transformation Systems (Sumatra, Indonesia)".
    4. Bhaumik, Sumon K. & Dimova, Ralitza & Nugent, Jeffrey B., 2006. "Pulls, Pushes and Entitlement Failures in Labor Markets: Does the State of Development Matter?," IZA Discussion Papers 2258, Institute of Labor Economics (IZA).
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    7. Boisvert, Richard N., 2002. "Analysis of a Re-Focused Agricultural Policy within a Farm-Household Framework Some Data Requirements," Workshop on the Farm Household-Firm Unit: Its Importance in Agriculture and Implications for Statistics, April 12-13,2002, Wye Campus, Imperial College 15727, International Agricultural Policy Reform and Adjustment Project (IAPRAP).
    8. Tocco, Barbara & Davidova, Sophia & Bailey, Alastair, 2012. "Labour Adjustments In Agriculture: Evidence From Romania," 132nd Seminar, October 25-27, 2012, Skopje, Republic of Macedonia 139503, European Association of Agricultural Economists.
    9. Pandit, Mahesh & Paudel, Krishna P. & Mishra, Ashok K., 2013. "Do Agricultural Subsidies Affect the Labor Allocation Decision? Comparing Parametric and Semiparametric Methods," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 38(1), pages 1-18, April.
    10. Fernandez-Cornejo, Jorge & Mishra, Ashok K. & Nehring, Richard F. & Hendricks, Chad & Southern, Malaya & Gregory, Alexandra, 2007. "Off-Farm Income, Technology Adoption, And Farm Economic Performance," Economic Research Report 7234, United States Department of Agriculture, Economic Research Service.
    11. Ahmed, Mansur & Goodwin, Barry, "undated". "Agricultural Mechanization and Non-Farm Labor Supply of Farm Households: Evidence from Bangladesh," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 236131, Agricultural and Applied Economics Association.
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    13. Vergara, Oscar & Coble, Keith H. & Patrick, George F. & Knight, Thomas O. & Baquet, Alan E., 2004. "Farm Income Variability and the Supply of Off-Farm Labor by Limited-Resource Farmers," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 36(2), pages 1-13, August.
    14. Ooms, Daan L. & Hall, Alastair R., 2005. "On- and Off-Farm Labour Supply of Dutch Dairy Farmers: Estimation and Policy Simulations," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark 24506, European Association of Agricultural Economists.
    15. Bhaumik, Sumon Kumar & Dimova, Ralitza & Nugent, Jeffrey B., 2011. "Off-farm labor supply and labor markets in rapidly changing circumstances: Bulgaria during transition," Economic Systems, Elsevier, vol. 35(3), pages 378-389, September.
    16. Tocco, Barbara & Davidova, Sophia & Bailey, Alastair, 2012. "Key Issues in Agricultural Labour Markets: A Review of Major Studies and Project Reports on Agriculture and Rural Labour Markets," Working papers 122847, Factor Markets, Centre for European Policy Studies.
    17. Drall, Anviksha & Mandal, Sabuj Kumar, 2021. "Investigating the existence of entry barriers in rural non-farm sector (RNFS) employment in India: A theoretical modelling and an empirical analysis," World Development, Elsevier, vol. 141(C).
    18. A. Ford Ramsey & Tadashi Sonoda & Minkyong Ko, 2023. "Intersectoral labor migration and agriculture in the United States and Japan," Agricultural Economics, International Association of Agricultural Economists, vol. 54(3), pages 364-381, May.
    19. Ooms, Daan & Hall, A.R. Alastair, 2005. "Panel Data Estimation of Labour Supply Equations for Dutch Dairy Farmers," 89th Seminar, February 2-5, 2005, Parma, Italy 234636, European Association of Agricultural Economists.
    20. Olper, Alessandro & Raimondi, Valentina & Cavicchioli, Daniele & Vigani, Mauro, 2012. "Does the Common Agricultural Policy Reduce Farm Labour Migration? Panel data analysis across EU regions," Working papers 128790, Factor Markets, Centre for European Policy Studies.
    21. Boisvert, Richard N. & Chang, Hung-Hao, 2006. "Does Participation in the Conservation Reserve Program and Off-Farm Work Affect the Level and Distribution of Farm Household Incomes?," 2006 Annual meeting, July 23-26, Long Beach, CA 21277, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    22. Gedikoglu, Haluk, 2015. "Socio-Economic Factors And Adoption O Fenergy Crops," International Journal of Food and Agricultural Economics (IJFAEC), Alanya Alaaddin Keykubat University, Department of Economics and Finance, vol. 3(1), pages 1-17, January.
    23. Kamel Elouhichi & Pascal Tillie & Aymeric Ricome & Sergio Gomez-Y-Paloma, 2020. "Modelling Farm-household Livelihoods in Developing Economies: Insights from three country case studies using LSMS-ISA data," JRC Research Reports JRC118822, Joint Research Centre.
    24. Seidu, Ayuba & Onel, Gulcan, 2015. "International Migration, Remittance Income, and Income Diversification Strategies among Rural Farm Households in Transitional Albania," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205517, Agricultural and Applied Economics Association.
    25. Chang, Hung-Hao & Boisvert, Richard N., 2009. "Does Participation in the Conservation Reserve Program and/or Off-Farm Work Affect the Level and Distribution of Farm Household Income?," Working Papers 57035, Cornell University, Department of Applied Economics and Management.
    26. Diarra, Lacina & Dessy, Sylvain, 2018. "Land Tenure Security and Non-Agricultural Sector Employment: Household-level Evidence from Uganda," 2018 Annual Meeting, August 5-7, Washington, D.C. 274240, Agricultural and Applied Economics Association.
    27. Kubitza, Christoph & Vijesh, Krishna V. & Klasen, Stephan & Kopp, Thomas & Nuryartono, Nunung & Qaim, Matin, 2021. "Labor Displacement in Agriculture: The Case of Oil Palm in Indonesia," 2021 Conference, August 17-31, 2021, Virtual 314982, International Association of Agricultural Economists.
    28. Alex Almeida & Boris Bravo-Ureta, 2011. "Agricultural Productivity And Off-Farm Labor Decisions By Heads And Spouses In Nicaragua: A Semiparametric Analysis Using Panel Data," ERSA conference papers ersa11p508, European Regional Science Association.
    29. Tocco, Barbara & Davidova, Sophia & Bailey, Alastair, 2012. "Supply and Demand Side Limitations Affecting the Structure of Agriculture and the Rural Economy," Working papers 122849, Factor Markets, Centre for European Policy Studies.
    30. Ramsey, A. Ford & Sonoda, Tadashi & Ko, Minkyong, 2021. "Aggregation and Threshold Models of Intersectoral Labor Migration: Evidence from the United States and Japan," 2021 Conference, August 17-31, 2021, Virtual 315110, International Association of Agricultural Economists.
    31. Rakhe Balachandran & Jerrod Penn & Maria Bampasidou, 2023. "Understanding the variation in estimates of off‐farm labour supply elasticities: A meta‐analysis," Journal of Agricultural Economics, Wiley Blackwell, vol. 74(1), pages 116-134, February.
    32. Ooms, Daan L. & Hall, Alastair R., 2005. "EU policy reform simulation based on panel data estimation of on- and off-farm labour supply equations for Dutch dairy farmers," 2005 Annual meeting, July 24-27, Providence, RI 19434, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

  19. Michael S. Haigh & Matthew T. Holt, 2002. "Crack spread hedging: accounting for time-varying volatility spillovers in the energy futures markets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(3), pages 269-289.

    Cited by:

    1. Wang, Yudong & Wu, Chongfeng, 2012. "Forecasting energy market volatility using GARCH models: Can multivariate models beat univariate models?," Energy Economics, Elsevier, vol. 34(6), pages 2167-2181.
    2. Jozef Baruník and Ev~en Kocenda, 2019. "Total, Asymmetric and Frequency Connectedness between Oil and Forex Markets," The Energy Journal, International Association for Energy Economics, vol. 0(Special I).
    3. Chang, C-L. & McAleer, M.J. & Wang, Y., 2016. "Testing Co-Volatility Spillovers for Natural Gas Spot, Futures and ETF Spot using Dynamic Conditional Covariances," Econometric Institute Research Papers EI2016-29, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    4. Hankyeung Choi & David J. Leatham & Kunlapath Sukcharoen, 2015. "Oil Price Forecasting Using Crack Spread Futures and Oil Exchange Traded Funds," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 9(1), March.
    5. Lovcha, Yuliya & Perez-Laborda, Alejandro, 2020. "Dynamic frequency connectedness between oil and natural gas volatilities," Economic Modelling, Elsevier, vol. 84(C), pages 181-189.
    6. Mensi, Walid & Brahim, Mariem & Hammoudeh, Shawkat & Tiwari, Aviral Kumar & Kang, Sang Hoon, 2024. "Time-varying causality and correlations between spot and futures prices of natural gas, crude oil, heating oil, and gasoline," Resources Policy, Elsevier, vol. 93(C).
    7. Caporin, Massimiliano & Malik, Farooq, 2020. "Do structural breaks in volatility cause spurious volatility transmission?," Journal of Empirical Finance, Elsevier, vol. 55(C), pages 60-82.
    8. Wang, Yudong & Wu, Chongfeng, 2012. "What can we learn from the history of gasoline crack spreads?: Long memory, structural breaks and modeling implications," Economic Modelling, Elsevier, vol. 29(2), pages 349-360.
    9. Jozef Baruník, Evzen Kocenda and Lukáa Vácha, 2015. "Volatility Spillovers Across Petroleum Markets," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3).
    10. Ewing, Bradley T. & Malik, Farooq, 2016. "Volatility spillovers between oil prices and the stock market under structural breaks," Global Finance Journal, Elsevier, vol. 29(C), pages 12-23.
    11. Cao, Min & Conlon, Thomas, 2023. "Composite jet fuel cross-hedging," Journal of Commodity Markets, Elsevier, vol. 30(C).
    12. Carol Alexander & Marcel Prokopczuk & Anannit Sumawon, 2012. "The (De)merits of Minimum-Variance Hedging: Application to the Crack Spread," ICMA Centre Discussion Papers in Finance icma-dp2012-01, Henley Business School, University of Reading.
    13. Yu‐Sheng Lai, 2019. "Flexible covariance dynamics, high‐frequency data, and optimal futures hedging," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(12), pages 1529-1548, December.
    14. Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer, 2010. "Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH," Working Papers in Economics 10/03, University of Canterbury, Department of Economics and Finance.
    15. Nicola, Francesca de & De Pace, Pierangelo & Hernandez, Manuel A., 2016. "Co-movement of major energy, agricultural, and food commodity price returns: A time-series assessment," Energy Economics, Elsevier, vol. 57(C), pages 28-41.
    16. Billio, Monica & Casarin, Roberto & Osuntuyi, Anthony, 2018. "Markov switching GARCH models for Bayesian hedging on energy futures markets," Energy Economics, Elsevier, vol. 70(C), pages 545-562.
    17. Chris Brooks & Marcel Prokopczuk, 2013. "The dynamics of commodity prices," Quantitative Finance, Taylor & Francis Journals, vol. 13(4), pages 527-542, March.
    18. Ahmad R. Jalali‐Naini & Maryam Kazemi Manesh, 2006. "Price volatility, hedging and variable risk premium in the crude oil market," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 30(2), pages 55-70, June.
    19. 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.
    20. Gong, Xu & Liu, Yun & Wang, Xiong, 2021. "Dynamic volatility spillovers across oil and natural gas futures markets based on a time-varying spillover method," International Review of Financial Analysis, Elsevier, vol. 76(C).
    21. Baumeister, Christiane & Kilian, Lutz, 2013. "Are product spreads useful for forecasting? An empirical evaluation of the Verleger hypothesis," CFS Working Paper Series 2013/09, Center for Financial Studies (CFS).
    22. Olson, Eric & Vivian, Andrew & Wohar, Mark E., 2019. "What is a better cross-hedge for energy: Equities or other commodities?," Global Finance Journal, Elsevier, vol. 42(C).
    23. Qianjie Geng & Yudong Wang, 2021. "Futures Hedging in CSI 300 Markets: A Comparison Between Minimum-Variance and Maximum-Utility Frameworks," Computational Economics, Springer;Society for Computational Economics, vol. 57(2), pages 719-742, February.
    24. Donald Lien & Hsiang‐Tai Lee & Her‐Jiun Sheu, 2018. "Hedging systematic risk in the commodity market with a regime‐switching multivariate rotated generalized autoregressive conditional heteroskedasticity model," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(12), pages 1514-1532, December.
    25. Chen, Xiangyu & Tongurai, Jittima, 2022. "Spillovers and interdependency across base metals: Evidence from China's futures and spot markets," Resources Policy, Elsevier, vol. 75(C).
    26. Xiaohang Ren & Yiying Li & Xianming Sun & Ruijun Bu & Fredj Jawadi, 2023. "Modeling extreme risk spillovers between crude oil and Chinese energy futures markets," Post-Print hal-04478730, HAL.
    27. Gormus, N. Alper & Soytas, Ugur & Diltz, J. David, 2014. "Volatility transmission between energy-related asset classes," Global Finance Journal, Elsevier, vol. 25(3), pages 246-259.
    28. Chevallier, Julien & Ielpo, Florian, 2017. "Investigating the leverage effect in commodity markets with a recursive estimation approach," Research in International Business and Finance, Elsevier, vol. 39(PB), pages 763-778.
    29. Lv, Fei & Yang, Chen & Fang, Libing, 2020. "Do the crude oil futures of the Shanghai International Energy Exchange improve asset allocation of Chinese petrochemical-related stocks?," International Review of Financial Analysis, Elsevier, vol. 71(C).
    30. Magkonis, Georgios & Tsouknidis, Dimitris A., 2017. "Dynamic spillover effects across petroleum spot and futures volatilities, trading volume and open interest," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 104-118.
    31. Ewing, Bradley T. & Malik, Farooq, 2013. "Volatility transmission between gold and oil futures under structural breaks," International Review of Economics & Finance, Elsevier, vol. 25(C), pages 113-121.
    32. Yu‐Sheng Lai, 2018. "Estimation of the optimal futures hedge ratio for equity index portfolios using a realized beta generalized autoregressive conditional heteroskedasticity model," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(11), pages 1370-1390, November.
    33. 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.
    34. Mjelde, James W. & Bessler, David A., 2009. "Market integration among electricity markets and their major fuel source markets," Energy Economics, Elsevier, vol. 31(3), pages 482-491, May.
    35. Hemantha Herath & Pranesh Kumar & Amin Amershi, 2013. "Crack spread option pricing with copulas," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 37(1), pages 100-121, January.
    36. Chun, Dohyun & Cho, Hoon & Kim, Jihun, 2019. "Crude oil price shocks and hedging performance: A comparison of volatility models," Energy Economics, Elsevier, vol. 81(C), pages 1132-1147.
    37. Wang, Shuang & Wallace, Stein W. & Lu, Jing & Gu, Yewen, 2020. "Handling financial risks in crude oil imports: Taking into account crude oil prices as well as country and transportation risks," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 133(C).
    38. Dimitrios Kartsonakis‐Mademlis & Nikolaos Dritsakis, 2021. "Asymmetric volatility spillovers between world oil prices and stock markets of the G7 countries in the presence of structural breaks," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 3930-3944, July.
    39. 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).
    40. John B. Mitchell, 2010. "Soybean Futures Crush Spread Arbitrage: Trading Strategies and Market Efficiency," JRFM, MDPI, vol. 3(1), pages 1-34, December.
    41. Chen, Xiangyu & Tongurai, Jittima, 2021. "Cross-commodity hedging for illiquid futures: Evidence from China's base metal futures market," Global Finance Journal, Elsevier, vol. 49(C).
    42. Chang, Chiao-Yi & Lai, Jing-Yi & Chuang, I-Yuan, 2010. "Futures hedging effectiveness under the segmentation of bear/bull energy markets," Energy Economics, Elsevier, vol. 32(2), pages 442-449, March.
    43. Power, Gabriel J. & Vedenov, Dmitry, 2023. "Who's afraid of a Texas hedge?," Energy Economics, Elsevier, vol. 127(PB).
    44. Seulki Chung, 2024. "Modelling and Forecasting Energy Market Volatility Using GARCH and Machine Learning Approach," Papers 2405.19849, arXiv.org.
    45. Kam Fong Chan & Philip Gray, 2017. "Do Scheduled Macroeconomic Announcements Influence Energy Price Jumps?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 37(1), pages 71-89, January.
    46. Yudong Wang & Chongfeng Wu & Li Yang, 2015. "Hedging with Futures: Does Anything Beat the Naïve Hedging Strategy?," Management Science, INFORMS, vol. 61(12), pages 2870-2889, December.
    47. Асатуров К.Г. & Теплова Т.В., 2014. "Построение Коэффициентов Хеджирования Для Высоколиквидных Акций Российского Рынка На Основе Моделей Класса Garch," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 50(1), pages 37-54, январь.
    48. Wu, Feng & Guan, Zhengfei, 2009. "The Volatility Spillover Effects and Optimal Hedging Strategy in the Corn Market," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49453, Agricultural and Applied Economics Association.
    49. Murat, Atilim & Tokat, Ekin, 2009. "Forecasting oil price movements with crack spread futures," Energy Economics, Elsevier, vol. 31(1), pages 85-90, January.
    50. Wang, Yudong & Geng, Qianjie & Meng, Fanyi, 2019. "Futures hedging in crude oil markets: A comparison between minimum-variance and minimum-risk frameworks," Energy, Elsevier, vol. 181(C), pages 815-826.
    51. Lovcha, Yuliya & Perez-Laborda, Alejandro, 2022. "Long-memory and volatility spillovers across petroleum futures," Energy, Elsevier, vol. 243(C).
    52. Chiou-Wei, Song-Zan & Chen, Sheng-Hung & Zhu, Zhen, 2020. "Natural gas price, market fundamentals and hedging effectiveness," The Quarterly Review of Economics and Finance, Elsevier, vol. 78(C), pages 321-337.
    53. Jozef Barunk & Evzen KoÄ enda & Lukáš Váchaa, 2015. "Volatility Spillovers Across Petroleum Markets," The Energy Journal, , vol. 36(3), pages 309-330, July.
    54. Liu, Tangyong & Gong, Xu, 2020. "Analyzing time-varying volatility spillovers between the crude oil markets using a new method," Energy Economics, Elsevier, vol. 87(C).
    55. Westgaard, Sjur & Estenstad, Maria & Seim, Maria & Frydenberg, Stein, 2011. "Co-integration of ICE Gas oil and Crude oil futures," Energy Economics, Elsevier, vol. 33(2), pages 311-320, March.
    56. Sukcharoen, Kunlapath & Leatham, David J., 2017. "Hedging downside risk of oil refineries: A vine copula approach," Energy Economics, Elsevier, vol. 66(C), pages 493-507.

  20. Michael S. Haigh & Matthew T. Holt, 2002. "Combining time-varying and dynamic multi-period optimal hedging models," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 29(4), pages 471-500, December.
    See citations under working paper version above.
  21. Michael S. Haigh & Matthew T. Holt, 2002. "Hedging foreign currency, freight, and commodity futures portfolios—A note," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 22(12), pages 1205-1221, December.
    See citations under working paper version above.
  22. Andrew McKenzie & Matthew Holt, 2002. "Market efficiency in agricultural futures markets," Applied Economics, Taylor & Francis Journals, vol. 34(12), pages 1519-1532.
    See citations under working paper version above.
  23. Richard C. Bishop & Matthew T. Holt, 2002. "A semiflexible normalized quadratic inverse demand system: an application to the price formation of fish," Empirical Economics, Springer, vol. 27(1), pages 23-47.

    Cited by:

    1. Marsh, Thomas L. & Featherstone, Allen M. & Garrett, Thomas A., 2003. "Input Inefficiency in Commercial Banks: A Normalized Quadratic Input Distance Approach," 2003 Regional Committee NCT-194, October 6-7, 2003; Kansas City, Missouri 132520, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition.
    2. Coralie KERSULEC & Luc DOYEN, 2022. "From fork to fish: The role of consumer preferences on the sustainability of fisheries," Bordeaux Economics Working Papers 2022-10, Bordeaux School of Economics (BSE).
    3. Speers, Ann E. & Besedin, Elena Y. & Palardy, James E. & Moore, Chris, 2016. "Impacts of climate change and ocean acidification on coral reef fisheries: An integrated ecological–economic model," Ecological Economics, Elsevier, vol. 128(C), pages 33-43.
    4. K. K. Gary Wong & Hoanjae Park, 2018. "Consumption dynamics in inverse demand systems: an application to meat and fish demand in Korea," Agricultural Economics, International Association of Agricultural Economists, vol. 49(6), pages 777-786, November.
    5. Marsh, Thomas L., 2005. "Economic substitution for US wheat food use by class," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 49(3), pages 1-19.
    6. Michele Baggio & Jean-Paul Chavas, 2006. "On the Consumer Value of Environmental Diversity," Working Papers 35/2006, University of Verona, Department of Economics.
    7. Marsh, Thomas L. & Piggott, Nicholas E., 2013. "Measuring Pre-Commited Quantities Through Consumer Price Formation," 2013 Conference (57th), February 5-8, 2013, Sydney, Australia 152165, Australian Agricultural and Resource Economics Society.
    8. Lee, Min-Yang A. & Thunberg, Eric M., 2012. "An Inverse Demand System for New England Groundfish: Welfare Analysis of the Transition to Catch Share Management," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 123879, Agricultural and Applied Economics Association.
    9. Gary K.K. Wong & Keith R. McLaren, 2002. "Regular and Estimable Inverse Demand Systems: A Distance Function Approach," Monash Econometrics and Business Statistics Working Papers 6/02, Monash University, Department of Econometrics and Business Statistics.
    10. Dong, Fengxia & Marsh, Thomas L. & Stiegert, Kyle W., 2005. "State Trading Enterprises in a Differentiated Product Environment: The Case of Global Malting Barley Markets," Working Papers 201543, University of Wisconsin-Madison, Department of Agricultural and Applied Economics, Food System Research Group.
    11. Färe, Rolf & Grosskopf, Shawna & Hayes, Kathy J. & Margaritis, Dimitris, 2008. "Estimating demand with distance functions: Parameterization in the primal and dual," Journal of Econometrics, Elsevier, vol. 147(2), pages 266-274, December.
    12. Keith R. McLaren & K.K. Gary Wong, 2009. "Effective global regularity and empirical modelling of direct, inverse, and mixed demand systems," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 42(2), pages 749-770, May.
    13. Huang, Pei, 2014. "An Inverse Demand System for Blue Crab in the Chesapeake Bay: Endogeneity and Seasonality," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 169827, Agricultural and Applied Economics Association.
    14. Toshinobu Matsuda, 2007. "Linearizing the inverse quadratic almost ideal demand system," Applied Economics, Taylor & Francis Journals, vol. 39(3), pages 381-396.
    15. Keith R. McLaren & K. K. Gary Wong, 2008. "The Benefit Function Approach to Modeling Price-Dependent Demand Systems: An Application of Duality Theory," Monash Econometrics and Business Statistics Working Papers 8/08, Monash University, Department of Econometrics and Business Statistics.
    16. Christiana E. Hilmer & Matthew T. Holt & Richard C. Bishop, 2010. "Bootstrapping Your Fish or Fishing for Bootstraps? Precision of Welfare Loss Estimates from a Globally Concave Inverse Demand Model of Commercial Fish Landings in the U.S. Great Lakes," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 93(1), pages 98-112.
    17. Beach, Robert H. & Holt, Matthew T., 1999. "Incorporating Quadratic Scale Curves In Inverse Demand Systems," 1999 Annual meeting, August 8-11, Nashville, TN 21579, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    18. Sooriyakumar Krishnapillai & Sarujan Sathiyamoorthy & Anushiya Sireeranhan, 2020. "Impact of Milk Powder Imports on Local Milk Industry and Consumers Welfare in Sri Lanka," International Journal of Economics and Financial Issues, Econjournals, vol. 10(5), pages 165-170.
    19. Moore, Chris, 2015. "Welfare Estimates of Avoided Ocean Acidification in the U.S. Mollusk Market," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 40(1), pages 1-13.
    20. Lee, Young-Jae & Kennedy, P. Lynn, 2013. "Quantity And Exchange Rate Effects On U.S. Trout Prices," 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida 142133, Southern Agricultural Economics Association.
    21. Marsh, Thomas L. & Featherstone, Allen M., 2003. "Inverse Demand Relationships For Wheat Food Use By Class," 2003 Annual meeting, July 27-30, Montreal, Canada 22001, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    22. Ly, Nguyen & Henry, Kinnucan, 2016. "Some Effects of Income and Population Growth on Fish Price and Welfare," 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas 229892, Southern Agricultural Economics Association.
    23. Chris Moore & Charles Griffiths, 2018. "Welfare analysis in a two-stage inverse demand model: an application to harvest changes in the Chesapeake Bay," Empirical Economics, Springer, vol. 55(3), pages 1181-1206, November.
    24. Pei Huang, 2015. "An Inverse Demand System for the Differentiated Blue Crab Market in Chesapeake Bay," Marine Resource Economics, University of Chicago Press, vol. 30(2), pages 139-156.

  24. Holt, Matthew T., 2002. "Inverse demand systems and choice of functional form," European Economic Review, Elsevier, vol. 46(1), pages 117-142, January.

    Cited by:

    1. Gregory S. Crawford & Lachlan Deer & Jeremy Smith & Paul Sturgeon, 2017. "The regulation of public service broadcasters: should there be more advertising on television?," ECON - Working Papers 268, Department of Economics - University of Zurich.
    2. Rangkakulnuwat, Poomthan & Wang, H. Holly & Ahn, Sung K., 2007. "The inverse imported factor demand system in Thailand: A cointegration analysis," Economics Letters, Elsevier, vol. 94(3), pages 402-407, March.
    3. Holt, Matthew T. & Goodwin, Barry K., 2009. "The Almost Ideal and Translog Demand Systems," MPRA Paper 15092, University Library of Munich, Germany.
    4. Matthew T. Holt & Joseph V. Balagtas, 2009. "Estimating Structural Change with Smooth Transition Regressions: An Application to Meat Demand," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 91(5), pages 1424-1431.
    5. Marsh, Thomas L. & Piggott, Nicholas E., 2013. "Measuring Pre-Commited Quantities Through Consumer Price Formation," 2013 Conference (57th), February 5-8, 2013, Sydney, Australia 152165, Australian Agricultural and Resource Economics Society.
    6. Gary K.K. Wong & Keith R. McLaren, 2002. "Regular and Estimable Inverse Demand Systems: A Distance Function Approach," Monash Econometrics and Business Statistics Working Papers 6/02, Monash University, Department of Econometrics and Business Statistics.
    7. Keith R. McLaren & K.K. Gary Wong, 2009. "Effective global regularity and empirical modelling of direct, inverse, and mixed demand systems," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 42(2), pages 749-770, May.
    8. Ma, Meilin & Wang, Holly & Hua, Yizhou & Qin, Fei & Yang, Jing, 2020. "African Swine Fever in China: Shocks, Responses, and Implications on Trade," 2020 Annual Meeting, July 26-28, Kansas City, Missouri 304469, Agricultural and Applied Economics Association.
    9. Matthew T. Holt & Andrew M. McKenzie, 2003. "Quasi-rational and ex ante price expectations in commodity supply models: an empirical analysis of the US broiler market," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(4), pages 407-426.
    10. Huang, Pei, 2014. "An Inverse Demand System for Blue Crab in the Chesapeake Bay: Endogeneity and Seasonality," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 169827, Agricultural and Applied Economics Association.
    11. van Ommeren, Jos & de Groote, Jesper & Mingardo, Giuliano, 2014. "Residential parking permits and parking supply," Regional Science and Urban Economics, Elsevier, vol. 45(C), pages 33-44.
    12. Ma, Meilin & Wang, H. Holly & Hua, Yizhou & Qin, Fei & Yang, Jing, 2021. "African swine fever in China: Impacts, responses, and policy implications," Food Policy, Elsevier, vol. 102(C).
    13. Chin-Hwa Sun & Fu-Sung Chiang & Dale Squires & Anthony Rogers & Man-Ser Jan, 2019. "More landings for higher profit? Inverse demand analysis of the bluefin tuna auction price in Japan and economic incentives in global bluefin tuna fisheries management," PLOS ONE, Public Library of Science, vol. 14(8), pages 1-27, August.
    14. Toshinobu Matsuda, 2007. "Linearizing the inverse quadratic almost ideal demand system," Applied Economics, Taylor & Francis Journals, vol. 39(3), pages 381-396.
    15. Gabrielyan, Gnel & Marsh, Thomas L., 2012. "Domestic and Export Price Formation of U.S. Hops," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124722, Agricultural and Applied Economics Association.
    16. Eric Sjöberg, 2015. "Pricing on the Fish Market--Does Size Matter?," Marine Resource Economics, University of Chicago Press, vol. 30(3), pages 277-296.
    17. Keith R. McLaren & K. K. Gary Wong, 2008. "The Benefit Function Approach to Modeling Price-Dependent Demand Systems: An Application of Duality Theory," Monash Econometrics and Business Statistics Working Papers 8/08, Monash University, Department of Econometrics and Business Statistics.
    18. Jos Van Ommeren & Derk Wentink, 2012. "The (Hidden) Cost Of Employer Parking Policies," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 53(3), pages 965-978, August.
    19. Debaere, Peter, 2005. "Small Fish - Big Issues The Effect of Trade Policy on the Global Shrimp Market," CEPR Discussion Papers 5254, C.E.P.R. Discussion Papers.
    20. Rodriguez, Nestor & Eales, James S., 2015. "Structural Change via Threshold Effects: Estimating U.S. Meat Demand Using Smooth Transition Functions and the Effects of More Women in the Labor Force," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 206522, Agricultural and Applied Economics Association.

  25. Robert H. Beach & Matthew T. Holt, 2001. "Incorporating Quadratic Scale Curves in Inverse Demand Systems," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 83(1), pages 230-245.
    See citations under working paper version above.
  26. Michael S. Haigh & Matthew T. Holt, 2000. "Hedging Multiple Price Uncertainty in International Grain Trade," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 82(4), pages 881-896.

    Cited by:

    1. Turvey, Calum G. & Yin, Shihong, 2002. "On The Pricing Of Cross Currency Futures Options For Canadian Grains And Livestock," Working Papers 34123, University of Guelph, Department of Food, Agricultural and Resource Economics.
    2. Henry L. Bryant & Michael S. Haigh, 2005. "Derivative pricing model and time‐series approaches to hedging: A comparison," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 25(7), pages 613-641, July.
    3. Du, Wen & Wang, H. Holly, 2004. "Price behavior in China's wheat futures market," China Economic Review, Elsevier, vol. 15(2), pages 215-229.
    4. Udo Broll & Peter Welzel & Kit Pong Wong, 2013. "Price Risk and Risk Management in Agriculture," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 7(2), June.
    5. Michael S. Haigh & David A. Bessler, 2004. "Causality and Price Discovery: An Application of Directed Acyclic Graphs," The Journal of Business, University of Chicago Press, vol. 77(4), pages 1099-1121, October.
    6. Bryant, Henry L. & Haigh, Michael S., 2003. "Comparing The Performances Of The Partial Equilibrium And Time-Series Approaches To Hedging," Working Papers 28580, University of Maryland, Department of Agricultural and Resource Economics.
    7. Haigh, Michael S. & Bryant, Henry L., 2001. "The effect of barge and ocean freight price volatility in international grain markets," Agricultural Economics, Blackwell, vol. 25(1), pages 41-58, June.
    8. Röthig, Andreas, 2008. "The Impact of Backwardation on Hedgers' Demand for Currency Futures Contracts: Theory versus Empirical Evidence," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 35698, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
    9. Haigh, Michael S. & Nomikos, Nikos K. & Bessler, David A., 2002. "Integration And Causality In International Freight Markets--Modeling With Error Correction And Directed Acyclic Graphs," Working Papers 28558, University of Maryland, Department of Agricultural and Resource Economics.
    10. Carol Alexander & Marcel Prokopczuk & Anannit Sumawon, 2012. "The (De)merits of Minimum-Variance Hedging: Application to the Crack Spread," ICMA Centre Discussion Papers in Finance icma-dp2012-01, Henley Business School, University of Reading.
    11. Jian Yang & Titus Awokuse, 2003. "Asset storability and hedging effectiveness in commodity futures markets," Applied Economics Letters, Taylor & Francis Journals, vol. 10(8), pages 487-491.
    12. Su, EnDer, 2013. "Stock index hedge using trend and volatility regime switch model considering hedging cost," MPRA Paper 49190, University Library of Munich, Germany.
    13. Jin, Hyun J. & Koo, Won W., 2006. "Offshore hedging strategy of Japan-based wheat traders under multiple sources of risk and hedging costs," Journal of International Money and Finance, Elsevier, vol. 25(2), pages 220-236, March.
    14. Lavee, Doron, 2010. "The effect of water supply uncertainty on farmers' choice of crop portfolio," Agricultural Water Management, Elsevier, vol. 97(11), pages 1847-1854, November.
    15. Qiang Zhang & Michael R. Reed & Sayed H. Saghaian, 2010. "The impact of multiple volatilities on import demand for U.S. commodities: the case of soybeans," Agribusiness, John Wiley & Sons, Ltd., vol. 26(2), pages 202-219.
    16. Anton Bekkerman, 2011. "Time‐varying hedge ratios in linked agricultural markets," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 71(2), pages 179-200, August.
    17. 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).
    18. Xiaojie Xu, 2019. "Price dynamics in corn cash and futures markets: cointegration, causality, and forecasting through a rolling window approach," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 33(2), pages 155-181, June.
    19. Michael S. Haigh & Matthew T. Holt, 2002. "Combining time-varying and dynamic multi-period optimal hedging models," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 29(4), pages 471-500, December.
    20. Yu Zhao & Xi Zhang & Zhongshun Shi & Lei He, 2017. "Grain Price Forecasting Using a Hybrid Stochastic Method," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 34(05), pages 1-24, October.
    21. Tonsor, Glynn T., 2008. "Hedging in Presence of Market Access Risk," 2008 Conference, April 21-22, 2008, St. Louis, Missouri 37621, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    22. Zhao, Jieyuan & Goodwin, Barry K., 2012. "Dynamic Cross-Hedge Ratios: An Application of Copula Models," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124610, Agricultural and Applied Economics Association.
    23. Ismael Pérez-Franco & Esteban Otto Thomasz & Gonzalo Rondinone & Agustín García-García, 2022. "Feed price risk management for sheep production in Spain: a composite future cross-hedging strategy," Risk Management, Palgrave Macmillan, vol. 24(2), pages 137-163, June.
    24. Andreas Röthig, 2009. "Microeconomic Risk Management and Macroeconomic Stability," Lecture Notes in Economics and Mathematical Systems, Springer, number 978-3-642-01565-6, October.
    25. Donald Lien & Hsiang‐Tai Lee & Her‐Jiun Sheu, 2018. "Hedging systematic risk in the commodity market with a regime‐switching multivariate rotated generalized autoregressive conditional heteroskedasticity model," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(12), pages 1514-1532, December.
    26. Hsiang‐Tai Lee, 2024. "Riemannian‐geometric regime‐switching covariance hedging," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(6), pages 1003-1054, June.
    27. Franken, Jason R.V. & Irwin, Scott H. & Garcia, Philip, 2021. "Biodiesel hedging under binding renewable fuel standard mandates," Energy Economics, Elsevier, vol. 96(C).
    28. Hsiang‐Tai Lee, 2022. "A Markov regime‐switching Cholesky GARCH model for directly estimating the dynamic of optimal hedge ratio," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(3), pages 389-412, March.
    29. Du, Wen, 2004. "International Market Integration Under Wto: Evidence In The Price Behaviors Of Chinese And Us Wheat Futures," 2004 Annual meeting, August 1-4, Denver, CO 20115, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    30. Power, Gabriel J. & Vedenov, Dmitry V., 2008. "The Shape of the Optimal Hedge Ratio: Modeling Joint Spot-Futures Prices using an Empirical Copula-GARCH Model," 2008 Conference, April 21-22, 2008, St. Louis, Missouri 37609, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    31. Haigh, Michael S. & Bryant, Henry L., 2000. "Price And Price Risk Dynamics In Barge And Ocean Freight Markets And The Effects On Commodity Trading," 2000 Conference, April 17-18 2000, Chicago, Illinois 18934, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    32. Röthig, Andreas, 2008. "The impact of backwardation on hedgers' demand for currency futures contracts: theory versus empirical evidence," Darmstadt Discussion Papers in Economics 190, Darmstadt University of Technology, Department of Law and Economics.
    33. Su, EnDer, 2017. "Stock index hedging using a trend and volatility regime-switching model involving hedging cost," International Review of Economics & Finance, Elsevier, vol. 47(C), pages 233-254.
    34. Michael S. Haigh & Henry L. Bryant, 2000. "The effect of barge and ocean freight price volatility in international grain markets," Agricultural Economics, International Association of Agricultural Economists, vol. 25(1), pages 41-58, June.
    35. Sharma, Chandan & Pal, Debdatta, 2018. "Exchange rate volatility and India's cross-border trade: A pooled mean group and nonlinear cointegration approach," Economic Modelling, Elsevier, vol. 74(C), pages 230-246.
    36. Yu, Tun-Hsiang & Bessler, David A. & Fuller, Stephen W., 2006. "The Influence of Transportation Rates on Grain Prices: A Dynamic Analysis," 47th Annual Transportation Research Forum, New York, New York, March 23-25, 2006 208036, Transportation Research Forum.
    37. Lee, Hsiang-Tai & Lee, Chien-Chiang, 2022. "A regime-switching real-time copula GARCH model for optimal futures hedging," International Review of Financial Analysis, Elsevier, vol. 84(C).
    38. Haigh, Michael S. & Holt, Matthew T., 2002. "Hedging Foreign Currency, Freight And Commodity Futures Portfolios: A Note," Working Papers 28573, University of Maryland, Department of Agricultural and Resource Economics.
    39. Jason R. V. Franken & Scott H. Irwin, 2024. "Revisiting biodiesel hedging," Agribusiness, John Wiley & Sons, Ltd., vol. 40(4), pages 1002-1015, October.
    40. Yun, Won-Cheol & Jae Kim, Hyun, 2010. "Hedging strategy for crude oil trading and the factors influencing hedging effectiveness," Energy Policy, Elsevier, vol. 38(5), pages 2404-2408, May.
    41. Josef TAUŠER & Radek ČAJKA, 2014. "Hedging techniques in commodity risk management," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 60(4), pages 174-182.
    42. Shabir Mohsin Hashmi & Bisharat Hussain Chang & Muhammad Shahbaz, 2021. "Asymmetric effect of exchange rate volatility on India's cross‐border trade: Evidence from global financial crisis and multiple threshold nonlinear autoregressive distributed lag model," Australian Economic Papers, Wiley Blackwell, vol. 60(1), pages 64-97, March.

  27. Holt, Matthew T., 1999. "A Linear Approximate Acreage Allocation Model," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 24(2), pages 1-15, December.

    Cited by:

    1. Carpentier, Alain & Gohin, Alexandre & Sckokai, Paolo & Thomas, Alban, 2015. "Economic modelling of agricultural production: past advances and new challenges," Revue d'Etudes en Agriculture et Environnement, Editions NecPlus, vol. 96(01), pages 131-165, March.
    2. Hikaru Hanawa Peterson & William G. Tomek, 2005. "How much of commodity price behavior can a rational expectations storage model explain?," Agricultural Economics, International Association of Agricultural Economists, vol. 33(3), pages 289-303, November.
    3. Banerjee, Swagata (Ban), 2013. "Comparing Results of Irrigation Water Demand Forecasting from Three Southern States," 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida 143062, Southern Agricultural Economics Association.
    4. Carpentier, Alain & Gohin, Alexandre, 2015. "On the economic theory of crop rotations: value of the crop rotation effects and implications on acreage choice modeling," Working Papers 205299, Institut National de la recherche Agronomique (INRA), Departement Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2).
    5. Boansi, David, 2013. "Price and non-price determinants and supply response of rice in Côte d’Ivoire," MPRA Paper 47941, University Library of Munich, Germany.
    6. Yi, Fujin & Sun, Dingqiang & Zhou, Yingheng, 2015. "Grain subsidy, liquidity constraints and food security—Impact of the grain subsidy program on the grain-sown areas in China," Food Policy, Elsevier, vol. 50(C), pages 114-124.
    7. Davies, Stephen P. & Erickson, Kenneth W. & Vickner, Steven S. & Hoag, Dana L. & Nehring, Richard F., 2005. "An Error-Components Three-Stage Least-Squares Model of Investment Allocation by Farm Households," 2005 Annual meeting, July 24-27, Providence, RI 19249, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    8. 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.
    9. Uchida, Shinsuke, 2014. "Indirect Land Use Effects of Conservation: Disaggregate Slippage in the U.S. Conservation Reserve Program," Working Papers 186644, University of Maryland, Department of Agricultural and Resource Economics.
    10. Jerome Dumortier & Miguel Carriquiry & Amani Elobeid, 2021. "Impact of climate change on global agricultural markets under different shared socioeconomic pathways," Agricultural Economics, International Association of Agricultural Economists, vol. 52(6), pages 963-984, November.
    11. Sunil KANWAR & Elisabeth SADOULET, 2008. "Dynamic Output Response Revisited: The Indian Cash Crops," The Developing Economies, Institute of Developing Economies, vol. 46(3), pages 217-241, September.
    12. Sunil Kanwar, 2007. "Price Incentives, Nonprice factors, and Crop Supply Response: The Indian Cash Crops," Working Papers id:1180, eSocialSciences.
    13. Boansi, David, 2013. "Response of rice yields in Ghana: some prescriptions for future rice policy," MPRA Paper 47889, University Library of Munich, Germany.
    14. Kanwar, Sunil, 2006. "Relative profitability, supply shifters and dynamic output response, in a developing economy," Journal of Policy Modeling, Elsevier, vol. 28(1), pages 67-88, January.
    15. Dumortier, Jerome & Elobeid, Amani & Carriquiry, Miguel, 2022. "Light-duty vehicle fleet electrification in the United States and its effects on global agricultural markets," Ecological Economics, Elsevier, vol. 200(C).
    16. Tabares Elizabeth & Ramón Rosales, 2005. "Políticas de control de oferta de coca: la zanahoria" y "el garrote""," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, May.
    17. Bayou Demeke & Ian Coxhead, 2005. "The Effect of National Policies and Labor Market on Land Use Decisions in Developing Countries: An Application of Maximum Simulated Likelihood to System of Censored Acreages with Panel Data," Others 0503007, University Library of Munich, Germany.
    18. Hendricks, Nathan P. & Janzen, Joseph P. & Smith, Aaron, 2013. "Futures Prices in Supply Analysis Reconsidered," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150696, Agricultural and Applied Economics Association.
    19. Jerome Dumortier & Miguel Carriquiry & Amani Elobeid, 2023. "Interactions Between U.S. Vehicle Electrification, Climate Change, and Global Agricultural Markets," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 84(1), pages 99-123, January.
    20. Sunil Kanwar, 2004. "Relative Profitability, Supply Shifters and Dynamic Output Response:The Indian Foodgrains," Working papers 133, Centre for Development Economics, Delhi School of Economics.
    21. Yi, Fujin & Sun, Dingqiang, 2014. "Grain Subsidy, Liquidity Constraints and Food security—Impact of the Grain Subsidy Program on the Grain-Sown Areas in China," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 169779, Agricultural and Applied Economics Association.
    22. Lin, William W. & Dismukes, Robert, 2005. "Risk Considerations in Supply Response: Implications for Counter-Cyclical Payments' Production Impact," 2005 Annual meeting, July 24-27, Providence, RI 19304, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

  28. Barry K. Goodwin & Matthew T. Holt, 1999. "Price Transmission and Asymmetric Adjustment in the U.S. Beef Sector," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 81(3), pages 630-637.
    See citations under working paper version above.
  29. Holt, Matthew T., 1998. "Autocorrelation specification in singular equation systems: A further look," Economics Letters, Elsevier, vol. 58(2), pages 135-141, February.

    Cited by:

    1. Holt, Matthew T. & Goodwin, Barry K., 2009. "The Almost Ideal and Translog Demand Systems," MPRA Paper 15092, University Library of Munich, Germany.
    2. Holt, Matthew T., 2002. "Inverse demand systems and choice of functional form," European Economic Review, Elsevier, vol. 46(1), pages 117-142, January.
    3. Matthew T. Holt & Joseph V. Balagtas, 2009. "Estimating Structural Change with Smooth Transition Regressions: An Application to Meat Demand," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 91(5), pages 1424-1431.
    4. Rodrigo García Arancibia & Edith Depetris Guiguet, 2020. "Brazilian Import Demand of Dairy Products with Emphasis in the Mercosul Context [Demanda brasileira de importações de laticínios com ênfase no contexo do Mercosul]," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), vol. 30(2), pages 551-577, May-Augus.
    5. Guy Chapda Nana & Bruno Larue, 2012. "Imposing Curvature Conditions on Flexible Functional Forms for GNP Functions," Cahiers de recherche CREATE 2012-5, CREATE.
    6. De Fraja, Gianni & Ciccarelli, Carlo & Tiezzi, Silvia, 2018. "How Hard Is It to Maximise Profit? Evidence from a 19-th Century Italian State Monopoly," CEPR Discussion Papers 12907, C.E.P.R. Discussion Papers.
    7. Chapda Nana, Guy & Larue, Bruno, 2012. "Imposing Curvature Conditions on Flexible Functional Forms to GNP Functions," Working Papers 123308, University of Laval, Center for Research on the Economics of the Environment, Agri-food, Transports and Energy (CREATE).
    8. Peguero, Felipe & Kennedy, P. Lynn & Zapata, Hector O., 2018. "A Generalized Dynamic Inverse AIDS Model for Fresh Fruits and Vegetables: An Application to the U.S. Bell Pepper Industry," 2018 Annual Meeting, February 2-6, 2018, Jacksonville, Florida 266686, Southern Agricultural Economics Association.
    9. Christiana E. Hilmer & Matthew T. Holt & Richard C. Bishop, 2010. "Bootstrapping Your Fish or Fishing for Bootstraps? Precision of Welfare Loss Estimates from a Globally Concave Inverse Demand Model of Commercial Fish Landings in the U.S. Great Lakes," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 93(1), pages 98-112.
    10. Wong, Gary & Fleisher, Belton M. & Zhao, Min Qiang & McGuire, William H., 2020. "Technical Progress and Induced Innovation in China: A Variable Profit Function Approach," IZA Discussion Papers 13017, Institute of Labor Economics (IZA).

  30. Holt, Matthew T. & Aradhyula, Satheesh V., 1998. "Endogenous risk in rational-expectations commodity models: A multivariate generalized ARCH-M approach," Journal of Empirical Finance, Elsevier, vol. 5(2), pages 99-129, June.

    Cited by:

    1. Haigh, Michael S. & Bryant, Henry L., 2001. "The effect of barge and ocean freight price volatility in international grain markets," Agricultural Economics, Blackwell, vol. 25(1), pages 41-58, June.
    2. Pope, Rulon D. & LaFrance, Jeffrey T. & Just, Richard E., 2011. "Agricultural arbitrage and risk preferences," Journal of Econometrics, Elsevier, vol. 162(1), pages 35-43, May.
    3. He, Dequan & Holt, Matthew T., 2004. "Efficiency Of Forest Commodity Futures Markets," 2004 Annual meeting, August 1-4, Denver, CO 20344, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    4. Matthew T. Holt & Andrew M. McKenzie, 2003. "Quasi-rational and ex ante price expectations in commodity supply models: an empirical analysis of the US broiler market," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(4), pages 407-426.
    5. Andrew McKenzie & Matthew Holt, 2002. "Market efficiency in agricultural futures markets," Applied Economics, Taylor & Francis Journals, vol. 34(12), pages 1519-1532.
    6. Lenka Rumánková & T. Maier & J. Mach & L. Čechura & Z. Křístková & M. Malý & Z. Malá & P. Hálová, 2012. "Simulations at Czech poultry market," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 60(4), pages 327-334.
    7. David S. Bullock & Philip Garcia & Kie‐Yup Shin, 2005. "Measuring producer welfare under output price uncertainty and risk non‐neutrality," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 49(1), pages 1-21, March.
    8. Haigh, Michael S. & Bryant, Henry L., 2000. "Price And Price Risk Dynamics In Barge And Ocean Freight Markets And The Effects On Commodity Trading," 2000 Conference, April 17-18 2000, Chicago, Illinois 18934, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    9. Michael S. Haigh & Henry L. Bryant, 2000. "The effect of barge and ocean freight price volatility in international grain markets," Agricultural Economics, International Association of Agricultural Economists, vol. 25(1), pages 41-58, June.
    10. Rezitis, Anthony N. & Stavropoulos, Konstantinos S., 2010. "Modeling beef supply response and price volatility under CAP reforms: The case of Greece," Food Policy, Elsevier, vol. 35(2), pages 163-174, April.
    11. Gerrit Reher & Bernd Wilfling, 2016. "A nesting framework for Markov-switching GARCH modelling with an application to the German stock market," Quantitative Finance, Taylor & Francis Journals, vol. 16(3), pages 411-426, March.
    12. Anthony N. Rezitis & Konstantinos S. Stavropoulos, 2010. "Supply response and price volatility in the Greek broiler market," Agribusiness, John Wiley & Sons, Ltd., vol. 26(1), pages 25-48.

  31. Holt, Matthew T & Goodwin, Barry K, 1997. "Generalized Habit Formation in an Inverse Almost Ideal Demand System: An Application to Meat Expenditures in the U.S," Empirical Economics, Springer, vol. 22(2), pages 293-320.

    Cited by:

    1. Dorfman, Jeffrey H. & Karali, Berna, 2008. "Do Farmers Hedge Optimally or by Habit? A Bayesian Partial-Adjustment Model of Farmer Hedging," 2008 Conference, April 21-22, 2008, St. Louis, Missouri 37596, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    2. Goodwin, Barry K. & Harper, Daniel C. & Schnepf, Randall D., 2003. "Short-Run Demand Relationships in the U.S. Fats and Oils Complex," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 35(1), pages 1-14, April.
    3. Beach, Robert H. & Zhen, Chen, 2009. "Consumer Purchasing Behavior in Response to Media Coverage of Avian Influenza," 2009 Conference, August 16-22, 2009, Beijing, China 51742, International Association of Agricultural Economists.
    4. K. K. Gary Wong & Hoanjae Park, 2018. "Consumption dynamics in inverse demand systems: an application to meat and fish demand in Korea," Agricultural Economics, International Association of Agricultural Economists, vol. 49(6), pages 777-786, November.
    5. Zhen, Chen & Wohlgenant, Michael K., 2006. "Food Safety and Habits in U.S. Meat Demand under Rational Expectations," 2006 Annual meeting, July 23-26, Long Beach, CA 21287, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    6. Holt, Matthew T., 2002. "Inverse demand systems and choice of functional form," European Economic Review, Elsevier, vol. 46(1), pages 117-142, January.
    7. Marsh, Thomas L., 2005. "Economic substitution for US wheat food use by class," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 49(3), pages 1-19.
    8. Matthew T. Holt & Joseph V. Balagtas, 2009. "Estimating Structural Change with Smooth Transition Regressions: An Application to Meat Demand," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 91(5), pages 1424-1431.
    9. Yeboah, Godfred & Maynard, Leigh J., 2004. "The Impact Of Bse, Fmd, And U.S. Export Promotion Expenditures On Japanese Meat Demand," 2004 Annual meeting, August 1-4, Denver, CO 19978, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    10. Panos Fousekis & Brian J. Revell, 2002. "Primary Demand for Red Meats in the United Kingdom," Cahiers d'Economie et Sociologie Rurales, INRA Department of Economics, vol. 63, pages 31-50.
    11. Franziska Funke & Linus Mattauch & Inge van den Bijgaart & Charles Godfray & Cameron Hepburn & David Klenert & Marco Springmann & Nicolas Treich, 2022. "Toward Optimal Meat Pricing: Is It Time to Tax Meat Consumption?," Post-Print hal-03863442, HAL.
    12. Marsh, Thomas L. & Piggott, Nicholas E., 2013. "Measuring Pre-Commited Quantities Through Consumer Price Formation," 2013 Conference (57th), February 5-8, 2013, Sydney, Australia 152165, Australian Agricultural and Resource Economics Society.
    13. W D A Bryant, 2009. "General Equilibrium:Theory and Evidence," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6875, August.
    14. Andres Silva & Senarath Dharmasena, 2016. "Considering seasonal unit root in a demand system: an empirical approach," Empirical Economics, Springer, vol. 51(4), pages 1443-1463, December.
    15. Peguero, Felipe & Kennedy, P. Lynn & Zapata, Hector O., 2018. "A Generalized Dynamic Inverse AIDS Model for Fresh Fruits and Vegetables: An Application to the U.S. Bell Pepper Industry," 2018 Annual Meeting, February 2-6, 2018, Jacksonville, Florida 266686, Southern Agricultural Economics Association.
    16. Karagiannis, G. & Mergos, G. J., 2002. "Estimating theoretically consistent demand systems using cointegration techniques with application to Greek food data," Economics Letters, Elsevier, vol. 74(2), pages 137-143, January.
    17. Niemi, Janne, 2018. "Short-run and long-run food import elasticities with persistent trading habits," Working Papers 111, VATT Institute for Economic Research.
    18. Silva, Andres & Dharmasena, Senarath, 2013. "Modeling Seasonal Unit Roots as a Simple Empirical Method to Handle Autocorrelation in Demand Systems: Evidence from UK Expenditure Data," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 149928, Agricultural and Applied Economics Association.
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  33. Chavas, Jean-Paul & Holt, Matthew T., 1995. "Nonlinear Dynamics And Economic Instability: The Optimal Management Of A Biological Population," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 20(2), pages 1-16, December.

    Cited by:

    1. Hommes, Cars H. & Rosser,, J. Barkley, 2001. "Consistent Expectations Equilibria And Complex Dynamics In Renewable Resource Markets," Macroeconomic Dynamics, Cambridge University Press, vol. 5(02), pages 180-203, April.
    2. Ben White, 2000. "A Review of the Economics of Biological Natural Resources," Journal of Agricultural Economics, Wiley Blackwell, vol. 51(3), pages 419-462, September.
    3. Chavas, Jean-Paul, 2000. "On information and market dynamics: The case of the U.S. beef market," Journal of Economic Dynamics and Control, Elsevier, vol. 24(5-7), pages 833-853, June.

  34. Holt, Matthew T., 1994. "Price-Band Stabilization Programs And Risk: An Application To The U.S. Corn Market," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 19(2), pages 1-16, December.

    Cited by:

    1. Hikaru Hanawa Peterson & William G. Tomek, 2005. "How much of commodity price behavior can a rational expectations storage model explain?," Agricultural Economics, International Association of Agricultural Economists, vol. 33(3), pages 289-303, November.
    2. Parcell, Joseph L. & Kastens, Terry L. & Dhuyvetter, Kevin C. & Schroeder, Ted C., 2000. "Agricultural Economists' Effectiveness In Reporting And Conveying Research Procedures And Results," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 29(2), pages 1-10, October.
    3. 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.
    4. Kim, Kwansoo & Chavas, Jean-Paul, 2002. "A Dynamic Analysis Of The Effects Of A Price Support Program On Price Dynamics And Price Volatility," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 27(2), pages 1-20, December.
    5. Kim, Kwansoo & Chavas, Jean-Paul, 2001. "The Effects of Stocks and Price Floor on Dynamics and Volatility: An Application to the U.S. Nonfat Dry Milk Market," Working Papers 201570, University of Wisconsin-Madison, Department of Agricultural and Applied Economics, Food System Research Group.
    6. David S. Bullock & Philip Garcia & Kie‐Yup Shin, 2005. "Measuring producer welfare under output price uncertainty and risk non‐neutrality," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 49(1), pages 1-21, March.
    7. Mbaga, Msafiri Daudi & Coyle, Barry T., 2003. "Beef Supply Response Under Uncertainty: An Autoregressive Distributed Lag Model," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 28(3), pages 1-21, December.
    8. Ihli, Hanna Julia & Musshoff, Oliver, 2013. "Investment Behavior of Ugandan Smallholder Farmers: An Experimental Analysis," GlobalFood Discussion Papers 154775, Georg-August-Universitaet Goettingen, GlobalFood, Department of Agricultural Economics and Rural Development.
    9. Ihli, Hanna Julia & Musshoff, Oliver, 2013. "Understanding the Investment Behavior of Ugandan Smallholder Farmers: An Experimental Analysis," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150331, Agricultural and Applied Economics Association.
    10. Kim, Kwansoo & Chavas, Jean-Paul, 2002. "The Effects of Stocks and Price Floors on Price Dynamics and Volatility: An Application to the U.S. Nonfat Dry Milk Market," Working Papers 201558, University of Wisconsin-Madison, Department of Agricultural and Applied Economics, Food System Research Group.

  35. Jean-Paul Chavas & Matthew T. Holt, 1993. "Market Instability and Nonlinear Dynamics," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 75(1), pages 113-120.

    Cited by:

    1. J. Barkley Rosser, 1999. "On the Complexities of Complex Economic Dynamics," Journal of Economic Perspectives, American Economic Association, vol. 13(4), pages 169-192, Fall.
    2. Huffaker, R. & Canavari, M. & Muñoz-Carpena, R., 2018. "Distinguishing between endogenous and exogenous price volatility in food security assessment: An empirical nonlinear dynamics approach," Agricultural Systems, Elsevier, vol. 160(C), pages 98-109.
    3. Chao, Hui-Ping, 1998. "Regime Switching In Us Livestock Cycles," 1998 Annual meeting, August 2-5, Salt Lake City, UT 20824, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    4. Vitanov, Nikolay K. & Sakai, Kenshi & Dimitrova, Zlatinka I., 2008. "SSA, PCA, TDPSC, ACFA: Useful combination of methods for analysis of short and nonstationary time series," Chaos, Solitons & Fractals, Elsevier, vol. 37(1), pages 187-202.
    5. Barkley Rosser, J. Jr., 2001. "Complex ecologic-economic dynamics and environmental policy," Ecological Economics, Elsevier, vol. 37(1), pages 23-37, April.
    6. Aadland, David, 2004. "Cattle cycles, heterogeneous expectations and the age distribution of capital," Journal of Economic Dynamics and Control, Elsevier, vol. 28(10), pages 1977-2002, September.
    7. Boussard, Jean-Marc, 1996. "When risk generates chaos," Journal of Economic Behavior & Organization, Elsevier, vol. 29(3), pages 433-446, May.
    8. Goetz, Stephan J., 1993. "On The Existence Of Stable Equilibria In Agriculture," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 25(1), pages 1-9, July.
    9. Franco Bevilacqua & Adriaan van Zon, 2004. "Random walks and non-linear paths in macroeconomic time series: some evidence and implications," Chapters, in: John Foster & Werner Hölzl (ed.), Applied Evolutionary Economics and Complex Systems, chapter 3, Edward Elgar Publishing.
    10. Charles F. Nicholson & Mark W. Stephenson, 2015. "Milk Price Cycles in the U.S. Dairy Supply Chain and Their Management Implications," Agribusiness, John Wiley & Sons, Ltd., vol. 31(4), pages 507-520, October.
    11. Natalia Brzezina & Birgit Kopainsky & Erik Mathijs, 2016. "Can Organic Farming Reduce Vulnerabilities and Enhance the Resilience of the European Food System? A Critical Assessment Using System Dynamics Structural Thinking Tools," Sustainability, MDPI, vol. 8(10), pages 1-32, September.
    12. Jean-Marc Boussard, 2000. "Agriculture, équilibre général et OMC," Économie rurale, Programme National Persée, vol. 257(1), pages 3-16.
    13. Sophie Mitra & Jean‐Marc Boussard, 2012. "A simple model of endogenous agricultural commodity price fluctuations with storage," Agricultural Economics, International Association of Agricultural Economists, vol. 43(1), pages 1-15, January.
    14. Berg, Ernst & Huffaker, Ray, 2015. "Explaining the German hog price cycle: A nonlinear dynamics approach," 2015 International European Forum (144th EAAE Seminar), February 9-13, 2015, Innsbruck-Igls, Austria 206210, International European Forum on System Dynamics and Innovation in Food Networks.
    15. Antle, John M. & Capalbo, Susan Marie, 2002. "Agriculture As A Managed Ecosystem: Policy Implications," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 27(1), pages 1-15, July.
    16. Anning Wei & Raymond M. Leuthold, 1998. "Long Agricultural Futures Prices: ARCH, Long Memory, or Chaos Processes?," Finance 9805001, University Library of Munich, Germany.
    17. Hervani, Aref A., 2005. "Can oligopsony power be measured? The case of U.S. old newspapers market," Resources, Conservation & Recycling, Elsevier, vol. 44(4), pages 343-380.
    18. Asmaa Ahmed, 2005. "Random Walks in the Economic Dynamic Series," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 78-100.
    19. Bunyamin Demir & Nesrin Alptekin & Yilmaz Kilicaslan & Mehmet Ergen & Nilgun Caglairmak Uslu, 2015. "Forecasting Agricultural Production: A Chaotic Dynamic Approach," World Journal of Applied Economics, WERI-World Economic Research Institute, vol. 1(1), pages 65-80, June.
    20. Ray Huffaker & Monika Hartmann, 2021. "Reconstructing dynamics of foodborne disease outbreaks in the US cattle market from monitoring data," PLOS ONE, Public Library of Science, vol. 16(1), pages 1-15, January.
    21. Ray Huffaker & Garry Griffith & Charles Dambui & Maurizio Canavari, 2021. "Empirical Detection and Quantification of Price Transmission in Endogenously Unstable Markets: The Case of the Global–Domestic Coffee Supply Chain in Papua New Guinea," Sustainability, MDPI, vol. 13(16), pages 1-18, August.
    22. Baak, Saang Joon, 1999. "Tests for bounded rationality with a linear dynamic model distorted by heterogeneous expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 23(9-10), pages 1517-1543, September.
    23. Berg, Ernst & Huffaker, Ray, 2014. "What drives the German hog price cyle? Diagnostic modelling of a nonlinear dynamic system," 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia 182822, European Association of Agricultural Economists.
    24. Berg, Ernst & Huffaker, Ray, 2015. "Economic Dynamics of the German Hog-Price Cycle," International Journal on Food System Dynamics, International Center for Management, Communication, and Research, vol. 6(2), pages 1-17, July.
    25. R. Jha & H. K. Nagarajan, 2002. "Wholesale spreads and the dynamics of retail price volatility in Indian rice markets," Applied Economics Letters, Taylor & Francis Journals, vol. 9(6), pages 387-390.
    26. Berg, Ernst, 2017. "Impacts of Inventory Management on Price Volatility in Agricultural Commodity Markets: Insights from a System Dynamics Model," 2017 International Congress, August 28-September 1, 2017, Parma, Italy 261281, European Association of Agricultural Economists.
    27. Chaudhry, Muhammad Imran & Miranda, Mario J., 2018. "Complex price dynamics in vertically linked cobweb markets," Economic Modelling, Elsevier, vol. 72(C), pages 363-378.
    28. Craig, Lee A. & Holt, Matthew T., 2008. "Mechanical refrigeration, seasonality, and the hog-corn cycle in the United States: 1870-1940," Explorations in Economic History, Elsevier, vol. 45(1), pages 30-50, January.
    29. Akio Matsumoto & Ugo Merlone & Ferenc Szidarovszky, 2017. "Extended oligopolies with contingent workforce," Journal of Evolutionary Economics, Springer, vol. 27(5), pages 989-1005, November.

  36. Matthew T. Holt, 1993. "Risk Response in the Beef Marketing Channel: A Multivariate Generalized ARCH-M Approach," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 75(3), pages 559-571.

    Cited by:

    1. Lee, Jung-Hee & Brorsen, B. Wade, 1994. "Effect of Risk Aversion on Feeder Cattle Prices," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 26(2), pages 386-392, December.
    2. Kenneth Njoroge & Amalia Yiannaka & Konstantinos Giannakas & Azzeddine M. Azzam, 2007. "Market and Welfare Effects of the U.S. Livestock Mandatory Reporting Act," Southern Economic Journal, John Wiley & Sons, vol. 74(1), pages 290-311, July.
    3. Haigh, Michael S. & Bryant, Henry L., 2001. "The effect of barge and ocean freight price volatility in international grain markets," Agricultural Economics, Blackwell, vol. 25(1), pages 41-58, June.
    4. Kim, Jong-Jin & Zheng, Xiaoyong, 2014. "Effects of Alternative Marketing Arrangements on Spot Market Price Distribution in the U.S. Hog Market," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 168759, Agricultural and Applied Economics Association.
    5. Frank, Julieta & Garcia, Philip, 2005. "Time-Varying Risk Premium or Informational Inefficiency? Further Evidence in Agricultural Futures Markets," 2005 Conference, April 18-19, 2005, St. Louis, Missouri 19051, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    6. Mosadegh Sedghy, Bahareh & Tamini, Lota D. & Lambert, Remy, 2021. "Implications of the state assistance program in the province of Quebec: the case of lamb production," MPRA Paper 112162, University Library of Munich, Germany.
    7. Julie Subervie, 2011. "The impact of world price instability on agricultural supply according to several macroeconomic factors," CERDI Working papers halshs-00564577, HAL.
    8. Roche, M.J. & McQuinn, K., 2002. "Grain Price Volatility in a Small Open Economy," Economics Department Working Paper Series n1130202.pdf, Department of Economics, National University of Ireland - Maynooth.
    9. Maples, Joshua G. & Harri, Ardian & Riley, John Michael & Tack, Jesse B., 2013. "Marketing Margins and Input Price Uncertainty," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150604, Agricultural and Applied Economics Association.
    10. Marsh, John M., 2000. "U.S. Feeder Cattle Prices: Effects of Finance and Risk, Cow-Calf and Feedlot Technology, and Mexican and Canadian Feeder Imports," Research Discussion Papers 256824, Montana State University, Department of Agricultural Economics and Economics, Trade Research Center.
    11. Marsh, John M., 2001. "U.S. Feeder Cattle Prices: Effects Of Finance And Risk, Cow-Calf And Feedlot Technologies, And Mexican Feeder Imports," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 26(2), pages 1-15, December.
    12. Haigh, Michael S. & Bryant, Henry L., 2000. "Price And Price Risk Dynamics In Barge And Ocean Freight Markets And The Effects On Commodity Trading," 2000 Conference, April 17-18 2000, Chicago, Illinois 18934, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    13. Bahareh Mosadegh Sedghy & Rémy Lambert & Lota Dabio Tamini, 2016. "Supply response of corn farmers in Quebec: Analyzing the impact of prices volatility?," Cahiers de recherche CREATE 2016-1, CREATE.
    14. Barrett, Christopher B., 1997. "Liberalization and food price distributions: ARCH-M evidence from Madagascar," Food Policy, Elsevier, vol. 22(2), pages 155-173, April.
    15. Mujawamariya, Gaudiose & Burger, Kees & D'Haese, Marijke F.C., 2012. "Behaviour and performance of traders in the gum arabic supply chain in Senegal: Investigating oligopsonistic myths," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil 126236, International Association of Agricultural Economists.
    16. Michael S. Haigh & Henry L. Bryant, 2000. "The effect of barge and ocean freight price volatility in international grain markets," Agricultural Economics, International Association of Agricultural Economists, vol. 25(1), pages 41-58, June.
    17. Rezitis, Anthony N. & Stavropoulos, Konstantinos S., 2010. "Modeling beef supply response and price volatility under CAP reforms: The case of Greece," Food Policy, Elsevier, vol. 35(2), pages 163-174, April.
    18. Dahl, Christian M. & Iglesias, Emma M., 2009. "Volatility spill-overs in commodity spot prices: New empirical results," Economic Modelling, Elsevier, vol. 26(3), pages 601-607, May.
    19. Alan Woodland & Kishti Sen, 2010. "The volatility of Australian traded goods' prices," Applied Economics, Taylor & Francis Journals, vol. 42(30), pages 3849-3869.
    20. Mosadegh Sedghy, Bahareh & Tamini, Lota Dabio & Lambert, Remy, 2018. "Effects of Price Insurance Programs on Supply Response: A Case Study of Corn Farmers in Quebec," MPRA Paper 93816, University Library of Munich, Germany, revised 30 Nov 2018.
    21. Richards, Timothy J. & Patterson, Paul M. & van Ispelen, Pieter, 1998. "Modeling Fresh Tomato Marketing Margins: Econometrics And Neural Networks," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 27(2), pages 1-14, October.

  37. Matthew T. Holt, 1992. "A Multimarket Bounded Price Variation Model under Rational Expectations: Corn and Soybeans in the United States," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 74(1), pages 10-20.

    Cited by:

    1. Tomek, William G. & Myers, Robert J., 1993. "Empirical Analysis Of Agricultural Commodity Prices: A Viewpoint," Working Papers 6847, Cornell University, Department of Applied Economics and Management.
    2. Burton, Diana M. & Love, H. Alan, 1996. "A Review Of Alternative Expectations Regimes In Commodity Markets: Specification, Estimation, And Hypothesis Testing Using Structural Models," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 25(2), pages 1-19, October.
    3. Chembezi, Duncan M. & Cacho, Joyce A., 1997. "Alternative Price Expectation Formulation and Information Access," 1997 Annual Meeting, July 13-16, 1997, Reno\ Sparks, Nevada 35905, Western Agricultural Economics Association.
    4. Horan, Richard D. & Claassen, Roger & Cooper, Joseph C., 2000. "Environmental Risk And Agri-Environmental Policy Design," 2000 Annual meeting, July 30-August 2, Tampa, FL 21827, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    5. Holt, Matthew T., 1994. "Price-Band Stabilization Programs And Risk: An Application To The U.S. Corn Market," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 19(2), pages 1-16, December.
    6. Baltezore, James F. & Leitch, Jay A. & Linz, George M., 1994. "The Economics of Cattail Management: Assessing the Trade-Offs," Agricultural Economics Reports 23147, North Dakota State University, Department of Agribusiness and Applied Economics.
    7. David Ubilava, 2012. "Modeling Nonlinearities in the U.S. Soybean‐to‐Corn Price Ratio: A Smooth Transition Autoregression Approach," Agribusiness, John Wiley & Sons, Ltd., vol. 28(1), pages 29-41, January.
    8. Zhu, Yichen & Ghoshray, Atanu, 2021. "Climate Anomalies and Its Impact on U.S. Corn and Soybean Prices," 2021 Conference, August 17-31, 2021, Virtual 315271, International Association of Agricultural Economists.

  38. Holt, Matthew T. & Moschini, GianCarlo, 1992. "Alternative Measures Of Risk In Commodity Supply Models: An Analysis Of Sow Farrowing Decisions In The United States," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 17(1), pages 1-12, July.
    See citations under working paper version above.
  39. Jean-Paul Chavas & Matthew T. Holt, 1991. "On Nonlinear Dynamics: The Case of the Pork Cycle," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 73(3), pages 819-828.

    Cited by:

    1. Chao, Hui-Ping, 1998. "Regime Switching In Us Livestock Cycles," 1998 Annual meeting, August 2-5, Salt Lake City, UT 20824, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    2. Lota D. Tamini & Jean‐Philippe Gervais, 2005. "Developing Economic Indexes for the Quebec Hog/Pork Industry," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 53(1), pages 1-23, March.
    3. Piotr Fiszeder & Witold Orzeszko, 2012. "Nonparametric Verification of GARCH-Class Models for Selected Polish Exchange Rates and Stock Indices," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 62(5), pages 430-449, November.
    4. Acharya, Ram N. & Gentle, Paul F. & Mishra, Ashok K. & Paudel, Krishna P., 2008. "Examining The Crb Index As An Indicator For U.S. Inflation," 2008 Annual Meeting, February 2-6, 2008, Dallas, Texas 6760, Southern Agricultural Economics Association.
    5. Barkley Rosser, J. Jr., 2001. "Complex ecologic-economic dynamics and environmental policy," Ecological Economics, Elsevier, vol. 37(1), pages 23-37, April.
    6. Achim Schmillen & Joachim Möller, 2009. "Determinants of Lifetime Unemployment - A Micro Data Analysis with Censored Quantile Regressions," Working Papers 275, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies).
    7. Christoph Engel & Hanjo Hamann, 2012. "The Hog-Cycle of Law Professors," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2012_08, Max Planck Institute for Research on Collective Goods.
    8. Weaver, Robert D & Natcher, William C, 2000. "Commodity Price Volatility under New Market Orientations," MPRA Paper 9862, University Library of Munich, Germany.
    9. Franco Bevilacqua & Adriaan van Zon, 2004. "Random walks and non-linear paths in macroeconomic time series: some evidence and implications," Chapters, in: John Foster & Werner Hölzl (ed.), Applied Evolutionary Economics and Complex Systems, chapter 3, Edward Elgar Publishing.
    10. Boussard, Jean-Marc & Gerard, Francoise & Piketty, Marie-Gabrielle & Christensen, Ane-Katrine & Voituriez, Tancrede, 2003. "May The Pro-Poor Impacts Of Trade Liberalization Vanish Because Of Imperfect Information ?," 2003 Annual Meeting, August 16-22, 2003, Durban, South Africa 25849, International Association of Agricultural Economists.
    11. Orzeszko, Witold, 2008. "The new method of measuring the effects of noise reduction in chaotic data," Chaos, Solitons & Fractals, Elsevier, vol. 38(5), pages 1355-1368.
    12. Marisa Faggini & Bruna Bruno & Anna Parziale, 2019. "Does Chaos Matter in Financial Time Series Analysis?," International Journal of Economics and Financial Issues, Econjournals, vol. 9(4), pages 18-24.
    13. Atle Oglend & Frank Asche, 2016. "Cyclical non-stationarity in commodity prices," Empirical Economics, Springer, vol. 51(4), pages 1465-1479, December.
    14. Ng, Desmond & Chen, Liming, 2016. "Learning to Learn: A Case for the Heterogeneous Expectations Hypothesis in Industrialized Markets," International Journal on Food System Dynamics, International Center for Management, Communication, and Research, vol. 7(3), pages 1-17, June.
    15. Berg, Ernst & Huffaker, Ray, 2015. "Explaining the German hog price cycle: A nonlinear dynamics approach," 2015 International European Forum (144th EAAE Seminar), February 9-13, 2015, Innsbruck-Igls, Austria 206210, International European Forum on System Dynamics and Innovation in Food Networks.
    16. Mußhoff, O. & Hirschauer, N., 2006. "Die Rehabilitation von Optimierungsverfahren? - Eine Analyse des Anbauverhaltens ausgewählter Brandenburger Marktfruchtbetriebe," Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.”, German Association of Agricultural Economists (GEWISOLA), vol. 41, March.
    17. Walter C. Labys, 2003. "New Directions in the Modeling and Forecasting of Commodity Markets," Mondes en développement, De Boeck Université, vol. 122(2), pages 3-19.
    18. Walter Labys, 2005. "Commodity Price Fluctuations: A Century of Analysis," Working Papers Working Paper 2005-01, Regional Research Institute, West Virginia University.
    19. M. Burton, 1993. "Some Illustrations Of Chaos In Commodity Models," Journal of Agricultural Economics, Wiley Blackwell, vol. 44(1), pages 38-50, January.
    20. Zawadzka, Danuta, 2010. "The History of Research on the "Pig Cycle"," Problems of Agricultural Economics / Zagadnienia Ekonomiki Rolnej 205144, Institute of Agricultural and Food Economics - National Research Institute (IAFE-NRI).
    21. Muhammad Imran Chaudhry & Mario J. Miranda, 2024. "Endogenous price fluctuations: Evidence from the chicken supply chain in Pakistan," American Journal of Agricultural Economics, John Wiley & Sons, vol. 106(2), pages 637-658, March.
    22. Shao, Yongtong & Xiong, Tao & Li, Minghao & Hayes, Dermot & Zhang, Wendong & Xie, Wei, 2020. "China's Missing Pigs: Correcting China's Hog Inventory Data Using a Machine Learning Approach," ISU General Staff Papers 202001010800001619, Iowa State University, Department of Economics.
    23. Jean‐Paul Chavas & Fanghui Pan, 2020. "The Dynamics and Volatility of Prices in a Vertical Sector," American Journal of Agricultural Economics, John Wiley & Sons, vol. 102(1), pages 353-369, January.
    24. Walter C. Labys & Dominique Badillo & Jean-Baptiste Lesourd, 1998. "Cycles à moyen terme des prix mondiaux des matières premières agricoles," Économie rurale, Programme National Persée, vol. 243(1), pages 16-21.
    25. Gangyi WANG & Runxiang SI & CuiXia LI & GuiTong ZHANG & Nengyue ZHU, 2018. "Asymmetric price transmission effect of corn on hog: evidence from China," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 64(4), pages 186-196.
    26. Schmillen, Achim & Möller, Joachim, 2012. "Distribution and determinants of lifetime unemployment," Labour Economics, Elsevier, vol. 19(1), pages 33-47.
    27. Ray Huffaker & Garry Griffith & Charles Dambui & Maurizio Canavari, 2021. "Empirical Detection and Quantification of Price Transmission in Endogenously Unstable Markets: The Case of the Global–Domestic Coffee Supply Chain in Papua New Guinea," Sustainability, MDPI, vol. 13(16), pages 1-18, August.
    28. Berg, Ernst & Huffaker, Ray, 2014. "What drives the German hog price cyle? Diagnostic modelling of a nonlinear dynamic system," 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia 182822, European Association of Agricultural Economists.
    29. Chavas, Jean-Paul, 1999. "On The Economic Rationality Of Market Participants: The Case Of Expectations In The U.S. Pork Market," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 24(1), pages 1-19, July.
    30. Xiong, Tao & Zhang, Wendong & Chen, Chen-Ti, 2021. "A Fortune from misfortune: Evidence from hog firms’ stock price responses to China’s African Swine Fever outbreaks," Food Policy, Elsevier, vol. 105(C).
    31. David Ubilava, 2012. "Modeling Nonlinearities in the U.S. Soybean‐to‐Corn Price Ratio: A Smooth Transition Autoregression Approach," Agribusiness, John Wiley & Sons, Ltd., vol. 28(1), pages 29-41, January.
    32. Tancrède Voituriez, 1998. "Dynamique non linéaire du marché mondial des huiles et des graisses," Économie rurale, Programme National Persée, vol. 243(1), pages 22-29.
    33. Jingjing Wang & Xiaoyang Wang & Xiaohua Yu, 2023. "Shocks, cycles and adjustments: The case of China's Hog Market under external shocks," Agribusiness, John Wiley & Sons, Ltd., vol. 39(3), pages 703-726, July.
    34. Craig, Lee A. & Holt, Matthew T., 2008. "Mechanical refrigeration, seasonality, and the hog-corn cycle in the United States: 1870-1940," Explorations in Economic History, Elsevier, vol. 45(1), pages 30-50, January.
    35. Christoph Engel & Hanjo Hamann, 2016. "The Hog Cycle of Law Professors: An Econometric Time Series Analysis of the Entry-Level Job Market in Legal Academia," PLOS ONE, Public Library of Science, vol. 11(7), pages 1-22, July.
    36. Brock, W.A. & Dechert, W.D. & LeBaron, B. & Scheinkman, J.A., 1995. "A Test for Independence Based on the Correlation Dimension," Working papers 9520, Wisconsin Madison - Social Systems.
    37. Chris Noell, 2007. "A look into the nature of complex systems and beyond “Stonehenge” economics: coping with complexity or ignoring it in applied economics?," Agricultural Economics, International Association of Agricultural Economists, vol. 37(2‐3), pages 219-235, September.

  40. Jean-Paul Chavas & Matthew T. Holt, 1990. "Acreage Decisions Under Risk: The Case of Corn and Soybeans," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 72(3), pages 529-538.
    See citations under working paper version above.
  41. Holt, Matthew T & Johnson, Stanley R, 1989. "Bounded Price Variation and Rational Expectations in an Endogenous Switching Model of the U.S. Corn Market," The Review of Economics and Statistics, MIT Press, vol. 71(4), pages 605-613, November.
    See citations under working paper version above.
  42. Holt, Matthew T., 1989. "Bounded price variation models with rational expectations and price risk," Economics Letters, Elsevier, vol. 31(4), pages 313-317, December.
    See citations under working paper version above.
  43. Satheesh V. Aradhyula & Matthew T. Holt, 1989. "Risk Behavior and Rational Expectations in the U.S. Broiler Market," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 71(4), pages 892-902.
    See citations under working paper version above.
  44. Matthew T. Holt & Stanley R. Johnson, 1988. "Supply Dynamics in the U.S. Hog Industry," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 36(2), pages 313-335, July.
    See citations under working paper version above.
  45. Aradhyula, Satheesh V. & Holt, Matthew T., 1988. "Garch Time-Series Models: An Application To Retail Livestock Prices," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 13(2), pages 1-10, December.
    See citations under working paper version above.
  46. Matthew T. Holt & Jon A. Brandt, 1985. "Combining price forecasting with hedging of hogs: An evaluation using alternative measures of risk," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 5(3), pages 297-309, September.

    Cited by:

    1. Anastassiadis, Friederike & Feil, Jan-Henning & Mußhoff, Oliver & Schilling, Philipp, 2014. "Analysing Farmers’ Use Of Price Hedging In-Struments: An Experimental Approach," 54th Annual Conference, Goettingen, Germany, September 17-19, 2014 187361, German Association of Agricultural Economists (GEWISOLA).
    2. Babcock, Bruce A. & Choi, E. Kwan & Feinerman, Eli, 1993. "Risk and Probability Premiums for Cara Utility Function," Staff General Research Papers Archive 596, Iowa State University, Department of Economics.
    3. Fabio C. Zanini & Philip Garcia, 1997. "Did Producer Hedging Opportunities in the Live Hog Contract Decline?," Finance 9712005, University Library of Munich, Germany.

Chapters

  1. Walter Enders & Matthew T. Holt, 2014. "The Evolving Relationships between Agricultural and Energy Commodity Prices: A Shifting-Mean Vector Autoregressive Analysis," NBER Chapters, in: The Economics of Food Price Volatility, pages 135-187, National Bureau of Economic Research, Inc.

    Cited by:

    1. Teterin, Pavel & Brooks, Robert & Enders, Walter, 2016. "Smooth volatility shifts and spillovers in U.S. crude oil and corn futures markets," Journal of Empirical Finance, Elsevier, vol. 38(PA), pages 22-36.
    2. Cao, A.N.Q. & Grosche, S.-C., 2018. "Financial and Commodity-specific expectations in soybean futures markets," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277538, International Association of Agricultural Economists.
    3. Christopher L. Gilbert & Harriet Kasidi Mugera, 2020. "Competitive Storage, Biofuels and the Corn Price," Journal of Agricultural Economics, Wiley Blackwell, vol. 71(2), pages 384-411, June.
    4. Jasmien De Winne & Gert Peersman, 2016. "Macroeconomic Effects Of Disruptions In Global Food Commodity Markets: Evidence For The United States," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 16/924, Ghent University, Faculty of Economics and Business Administration.
    5. Gert Peersman, 2018. "International Food Commodity Prices and Missing (Dis)Inflation in the Euro Area," Working Paper Research 350, National Bank of Belgium.
    6. 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.
    7. Enders Walter & Jones Paul, 2016. "Grain prices, oil prices, and multiple smooth breaks in a VAR," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(4), pages 399-419, September.
    8. Zhang, Yue-Jun & Zhang, Han, 2023. "Volatility forecasting of crude oil futures market: Which structural change-based HAR models have better performance?," International Review of Financial Analysis, Elsevier, vol. 85(C).
    9. Ajibade, Toyin Benedict & Ayinde, Opeyemi Eyitayo & Abdoulaye, Tahirou, 2020. "Food Price Volatility in Nigeria and Its Driving Factors: Evidence from Garch Estimates," International Journal of Food and Agricultural Economics (IJFAEC), Alanya Alaaddin Keykubat University, Department of Economics and Finance, vol. 8(4), October.

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