Chicago Board of Trade Ethanol Contract Efficiency
Author
Abstract
Suggested Citation
DOI: 10.22004/ag.econ.6811
Download full text from publisher
References listed on IDEAS
- Eidman, Vernon R., 2007.
"Economic Parameters for Corn Ethanol and Biodiesel Production,"
Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 39(2), pages 1-12, August.
- Eidman, Vernon R., 2007. "Economic Parameters for Corn Ethanol and Biodiesel Production," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 39(2), pages 345-356, August.
- Eidman, Vernon R., 2007. "Economic Parameters for Corn Ethanol and Biodiesel Production," 2007 Annual Meeting, February 4-7, 2007, Mobile, Alabama 34879, Southern Agricultural Economics Association.
- Grossman, Sanford J & Stiglitz, Joseph E, 1980.
"On the Impossibility of Informationally Efficient Markets,"
American Economic Review, American Economic Association, vol. 70(3), pages 393-408, June.
- Sanford J Grossman & Joseph E Stiglitz, 1997. "On the Impossibility of Informationally Efficient Markets," Levine's Working Paper Archive 1908, David K. Levine.
- Stein, Jerome L, 1981. "Speculative Price: Economic Welfare and the Idiot of Chance," The Review of Economics and Statistics, MIT Press, vol. 63(2), pages 223-232, May.
- Luo, Guo Ying, 1998. "Market Efficiency and Natural Selection in a Commodity Futures Market," The Review of Financial Studies, Society for Financial Studies, vol. 11(3), pages 647-674.
- T. Randall Fortenbery & Hector O. Zapata, 1993. "An examination of cointegration relations between futures and local grain markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 13(8), pages 921-932, December.
- 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.
- Rausser, Gordon C & Carter, Colin, 1983.
"Futures Market Efficiency in the Soybean Complex,"
The Review of Economics and Statistics, MIT Press, vol. 65(3), pages 469-478, August.
- Rausser, Gordon C. & Carter, Colin A., 1982. "Futures market efficiency in the soybean complex," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt7d48x9qc, Department of Agricultural & Resource Economics, UC Berkeley.
- Rausser, Gordon & Carter, Colin A., 1982. "Futures Market Efficiency in the Soybean Complex," CUDARE Working Papers 198214, University of California, Berkeley, Department of Agricultural and Resource Economics.
- A. Antoniou & N. Ergul & P. Holmes & R. Priestley, 1997. "Technical analysis, trading volume and market efficiency: evidence from an emerging market," Applied Financial Economics, Taylor & Francis Journals, vol. 7(4), pages 361-365.
- Garcia, Philip & Hudson, Michael A. & Waller, Mark L., 1988.
"The Pricing Efficiency Of Agricultural Futures Markets: An Analysis Of Previous Research Results,"
Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 20(1), pages 1-12, July.
- Garcia, Philip & Hudson, Michael A. & Waller, Mark L., 1988. "The Pricing Efficiency of Agricultural Futures Markets: An Analysis of Previous Research Results," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 20(1), pages 119-130, July.
- William G. Tomek & Roger W. Gray, 1970. "Temporal Relationships Among Prices on Commodity Futures Markets: Their Allocative and Stabilizing Roles," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 52(3), pages 372-380.
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.- Garcia, Philip & Hudson, Michael A. & Waller, Mark L., 1988.
"The Pricing Efficiency of Agricultural Futures Markets: An Analysis of Previous Research Results,"
Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 20(1), pages 119-130, July.
- Garcia, Philip & Hudson, Michael A. & Waller, Mark L., 1988. "The Pricing Efficiency Of Agricultural Futures Markets: An Analysis Of Previous Research Results," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 20(1), pages 1-12, July.
- Tomek, William G., 1996. "Commodity Futures Prices As Forecasts," Working Papers 127901, Cornell University, Department of Applied Economics and Management.
- 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.
- Krzysztof Borowski & Malgorzata Lukasik, 2015. "Analysis of Selected Seasonality Effects in the Following Agricultural Markets: Corn, Wheat, Coffee, Cocoa, Sugar, Cotton and Soybeans," Eurasian Journal of Business and Management, Eurasian Publications, vol. 3(2), pages 12-37.
- Gordon, J. Douglas, 1985. "The Distribution of Daily Changes in Commodity Futures Prices," Technical Bulletins 156817, United States Department of Agriculture, Economic Research Service.
- Sanders, Dwight R. & Garcia, Philip & Manfredo, Mark R., 2008.
"Information Content in Deferred Futures Prices: Live Cattle and Hogs,"
Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 33(1), pages 1-12, April.
- Sanders, Dwight R. & Garcia, Philip & Manfredo, Mark R., 2007. "Information Content in Deferred Futures Prices: Live Cattle and Hogs," 2007 Conference, April 16-17, 2007, Chicago, Illinois 37562, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
- You‐How Go & Wee‐Yeap Lau, 2023. "What do we know about informational efficiency? Three puzzles and the new direction forward," Journal of Economic Surveys, Wiley Blackwell, vol. 37(4), pages 1489-1525, September.
- Jasmina Hasanhodzic & Andrew Lo & Emanuele Viola, 2011.
"A computational view of market efficiency,"
Quantitative Finance, Taylor & Francis Journals, vol. 11(7), pages 1043-1050.
- Jasmina Hasanhodzic & Andrew W. Lo & Emanuele Viola, 2009. "A Computational View of Market Efficiency," Papers 0908.4580, arXiv.org.
- Rausser, Gordon C & Carter, Colin, 1983.
"Futures Market Efficiency in the Soybean Complex,"
The Review of Economics and Statistics, MIT Press, vol. 65(3), pages 469-478, August.
- Rausser, Gordon C. & Carter, Colin A., 1982. "Futures market efficiency in the soybean complex," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt7d48x9qc, Department of Agricultural & Resource Economics, UC Berkeley.
- Rausser, Gordon & Carter, Colin A., 1982. "Futures Market Efficiency in the Soybean Complex," CUDARE Working Papers 198214, University of California, Berkeley, Department of Agricultural and Resource Economics.
- Stéphane Goutte & David Guerreiro & Bilel Sanhaji & Sophie Saglio & Julien Chevallier, 2019. "International Financial Markets," Post-Print halshs-02183053, HAL.
- Carl R. Zulauf & Scott H. Irwin, 1998.
"Market Efficiency and Marketing to Enhance Income of Crop Producers,"
Review of Agricultural Economics, Agricultural and Applied Economics Association, vol. 20(2), pages 308-331.
- Carl R. Zulauf & Scott H. Irwin, 1997. "Market Efficiency and Marketing to Enhance Income of Crop Producers," Finance 9711004, University Library of Munich, Germany.
- Rausser, Gordon C. & Walraven, Nicholas, 1988. "Dynamic welfare analysis and commodity futures markets overshooting," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt7xc0k7s1, Department of Agricultural & Resource Economics, UC Berkeley.
- Chavas, Jean-Paul & Pope, Rulon D. & Kao, Robert S., 1983. "An Analysis Of The Role Of Futures Prices, Cash Prices And Government Programs In Acreage Response," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 8(1), pages 1-7, July.
- Kastens, Terry L. & Schroeder, Ted C., 1996. "Efficiency Tests Of July Kansas City Wheat Futures," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 21(2), pages 1-12, December.
- Nordier, Jean-Pierre, 2021. "Identifying possible misspecification in South African soybean oil future contracts," Research Theses 334756, Collaborative Masters Program in Agricultural and Applied Economics.
- Kim, Jae & Doucouliagos, Hristos & Stanley, T. D., 2014. "Market efficiency in Asian and Australasian stock markets: a fresh look at the evidence," Working Papers eco_2014_9, Deakin University, Department of Economics.
- Algieri, Bernardina & Kalkuhl, Matthias, 2014. "Back to the Futures: An Assessment of Commodity Market Efficiency and Forecast Error Drivers," Discussion Papers 187159, University of Bonn, Center for Development Research (ZEF).
- Kitchen, John, 1988. "Agricultural Futures Prices And New Information," Staff Reports 278066, United States Department of Agriculture, Economic Research Service.
- 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.
- Oxelheim, Lars & Rafferty, Michael, 2002. "On the Static Efficiency of Secondary Bond Markets," Working Paper Series 2001/7, Lund University, Institute of Economic Research.
- Oxelheim, Lars & Rafferty, Michael, 2004. "On the Static Efficiency of Secondary Bond Markets," Working Paper Series 623, Research Institute of Industrial Economics.
- Xianfeng Jiang & Yongdong Shi, 2006. "The Impact of Insider Trading on the Secondary Market with Order-Driven System," Annals of Economics and Finance, Society for AEF, vol. 7(1), pages 129-143, May.
More about this item
Keywords
Crop Production/Industries; Risk and Uncertainty;NEP fields
This paper has been announced in the following NEP Reports:- NEP-AGR-2008-12-14 (Agricultural Economics)
- NEP-ENE-2008-12-14 (Energy Economics)
Statistics
Access and download statisticsCorrections
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:saeaed:6811. 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/saeaaea.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.