IDEAS home Printed from https://ideas.repec.org/p/ags/cudasp/189188.html
   My bibliography  Save this paper

On the Relationship of Expected Supply and Demand to Futures Prices

Author

Listed:
  • Chua, Hans
  • Tomek, William

Abstract

No abstract is available for this item.

Suggested Citation

  • Chua, Hans & Tomek, William, 2010. "On the Relationship of Expected Supply and Demand to Futures Prices," Staff Papers 189188, Cornell University, Department of Applied Economics and Management.
    • Handle: RePEc:ags:cudasp:189188
    DOI: 10.22004/ag.econ.189188
    as

    Download full text from publisher

    File URL: https://ageconsearch.umn.edu/record/189188/files/Cornell_Dyson_sp1001.pdf
    Download Restriction: no
    File URL: https://libkey.io/10.22004/ag.econ.189188?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. Tomek, William G., 1979. "Estimating Demand Relations Using Futures Prices," Journal of Agricultural Economics Research, United States Department of Agriculture, Economic Research Service, vol. 31(4), pages 1-10, October.
    2. Fama, Eugene F, 1970. "Efficient Capital Markets: A Review of Theory and Empirical Work," Journal of Finance, American Finance Association, vol. 25(2), pages 383-417, May.
    3. Mark, Darrell R. & Brorsen, B. Wade & Anderson, Kim B. & Small, Rebecca M., 2008. "Price Risk Management Alternatives for Farmers in the Absence of Forward Contracts with Grain Merchants," Choices: The Magazine of Food, Farm, and Resource Issues, Agricultural and Applied Economics Association, vol. 23(2), pages 1-4.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. 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.
    2. Verteramo Chiu, Leslie J. & Tomek, William G., 2016. "Anticipatory Signals of Changes in Corn Demand," Working Papers 250032, Cornell University, Department of Applied Economics and Management.
    3. Verteramo Chiu, Leslie J. & Tomek, William G., 2017. "Insights from Anticipatory Prices," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258115, Agricultural and Applied Economics Association.
    4. Usama Haroon & Muhammad Hassan Chaudhary & Muhammad Aamir Shahzad & Muhammad Adnan Khan & Nimra Nisar, 2020. "Vegetable Prices Possess Seasonal Volatility: A Case Study of Lahore, Punjab, Pakistan," Journal of Economic Impact, Science Impact Publishers, vol. 2(2), pages 62-71.
    5. Verteramo Chiu, Leslie & Tomek, William, 2016. "Anticipatory Signals of Changes in U.S. Corn Demand," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235869, Agricultural and Applied Economics Association.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Verteramo Chiu, Leslie J. & Tomek, William G., 2016. "Anticipatory Signals of Changes in Corn Demand," Working Papers 250032, Cornell University, Department of Applied Economics and Management.
    2. Verteramo Chiu, Leslie J. & Tomek, William G., 2017. "Insights from Anticipatory Prices," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258115, Agricultural and Applied Economics Association.
    3. Chua, Hans Walter & Tomek, William G., 2012. "On the Relationship of Expected Supply and Demand to Futures Prices," Staff Papers 121055, Cornell University, Department of Applied Economics and Management.
    4. Verteramo Chiu, Leslie & Tomek, William, 2016. "Anticipatory Signals of Changes in U.S. Corn Demand," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235869, Agricultural and Applied Economics Association.
    5. David M. Ritzwoller & Joseph P. Romano, 2019. "Uncertainty in the Hot Hand Fallacy: Detecting Streaky Alternatives to Random Bernoulli Sequences," Papers 1908.01406, arXiv.org, revised Apr 2021.
    6. Shazia Ghani, 2011. "A re-visit to Minsky after 2007 financial meltdown," Post-Print halshs-01027435, HAL.
    7. Steininger, Lea & Hesse, Casimir, 2024. "Buying into new ideas: The ECB’s evolving justification of unlimited liquidity," Department of Economics Working Paper Series 357, WU Vienna University of Economics and Business.
    8. Christiane Goodfellow & Dirk Schiereck & Steffen Wippler, 2013. "Are behavioural finance equity funds a superior investment? A note on fund performance and market efficiency," Journal of Asset Management, Palgrave Macmillan, vol. 14(2), pages 111-119, April.
    9. Cagli, Efe Caglar & Taskin, Dilvin & Evrim Mandaci, Pınar, 2019. "The short- and long-run efficiency of energy, precious metals, and base metals markets: Evidence from the exponential smooth transition autoregressive models," Energy Economics, Elsevier, vol. 84(C).
    10. Andrew Weinbach & Rodney J. Paul, 2009. "National television coverage and the behavioural bias of bettors: the American college football totals market," International Gambling Studies, Taylor & Francis Journals, vol. 9(1), pages 55-66, April.
    11. Plantinga, Andrew J. & Provencher, Bill, 2001. "Internal Consistency In Models Of Optimal Resource Use Under Uncertainty," 2001 Annual meeting, August 5-8, Chicago, IL 20712, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    12. Growitsch Christian & Nepal Rabindra & Stronzik Marcus, 2015. "Price Convergence and Information Efficiency in German Natural Gas Markets," German Economic Review, De Gruyter, vol. 16(1), pages 87-103, February.
    13. Oxelheim, Lars & Rafferty, Michael, 2005. "On the static efficiency of secondary bond markets," Journal of Multinational Financial Management, Elsevier, vol. 15(2), pages 117-135, April.
    14. Baoqiang Zhan & Shu Zhang & Helen S. Du & Xiaoguang Yang, 2022. "Exploring Statistical Arbitrage Opportunities Using Machine Learning Strategy," Computational Economics, Springer;Society for Computational Economics, vol. 60(3), pages 861-882, October.
    15. Shi, Huai-Long & Zhou, Wei-Xing, 2022. "Factor volatility spillover and its implications on factor premia," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 80(C).
    16. Gaio, Luiz Eduardo & Stefanelli, Nelson Oliveira & Pimenta, Tabajara & Bonacim, Carlos Alberto Grespan & Gatsios, Rafael Confetti, 2022. "The impact of the Russia-Ukraine conflict on market efficiency: Evidence for the developed stock market," Finance Research Letters, Elsevier, vol. 50(C).
    17. Anastasios Evgenidis & Stephanos Papadamou, 2021. "The impact of unconventional monetary policy in the euro area. Structural and scenario analysis from a Bayesian VAR," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 5684-5703, October.
    18. Nuruddeen Usman & Kodili Nwanneka & Nduka, 2023. "Announcement Effect of COVID-19 on Cryptocurrencies," Asian Economics Letters, Asia-Pacific Applied Economics Association, vol. 3(3), pages 1-4.
    19. Olayemi O Adu & Blessing O Idakwoji, 2024. "Commodity Market Efficiency - New Evidence From the Russia-Ukraine War," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, vol. 5(2), pages 1-6.
    20. Tihana Škrinjarić, 2019. "Time Varying Spillovers between the Online Search Volume and Stock Returns: Case of CESEE Markets," IJFS, MDPI, vol. 7(4), pages 1-30, October.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ags:cudasp:189188. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: AgEcon Search (email available below). General contact details of provider: https://edirc.repec.org/data/dacorus.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.