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The Impact of Situation and Outlook Information in Corn and Soybean Futures Markets: Evidence from WASDE Reports

Citations

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Cited by:

  1. Lehecka, Georg V., 2014. "The Value of USDA Crop Progress and Condition Information: Reactions of Corn and Soybean Futures Markets," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 39(1), pages 1-18, April.
  2. MacDonald, Stephen & Ash, Mark, 2016. "Detecting the Sources of Information Rigidity: Analyzing Forecast Bias and Smoothing in USDA’s Soybean Forecasts," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235349, Agricultural and Applied Economics Association.
  3. Joshua Huang & Teresa Serra & Philip Garcia, 2021. "The Value of USDA Announcements in the Electronically Traded Corn Futures Market: A Modified Sufficient Test with Risk Adjustments," Journal of Agricultural Economics, Wiley Blackwell, vol. 72(3), pages 712-734, September.
  4. Nicolas Merener, 2012. "Globally Distributed Production and Asset Pricing:the Rise of Latin America in CME Soybean Futures," Business School Working Papers 2012-01, Universidad Torcuato Di Tella.
  5. Xiaoyang Wang & Philip Garcia & Scott H. Irwin, 2014. "The Behavior of Bid-Ask Spreads in the Electronically-Traded Corn Futures Market," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 96(2), pages 557-577.
  6. Urcola, Hernan A. & Irwin, Scott H., 2011. "Are Agricultural Options Overpriced?," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 36(1), pages 1-15, April.
  7. Isengildina-Massa, Olga & Cao, Xiang & Karali, Berna & Irwin, Scott H. & Adjemian, Michael & Johansson, Robert C., 2021. "When does USDA information have the most impact on crop and livestock markets?," Journal of Commodity Markets, Elsevier, vol. 22(C).
  8. Good, Darrel L. & Irwin, Scott H., 2011. "USDA Corn and Soybean Acreage Estimates and Yield Forecasts: Dispelling Myths and Misunderstandings," Marketing and Outlook Briefs 183528, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics.
  9. Lusk, Jayson L., 2016. "From Farm Income to Food Consumption: Valuing USDA Data Products," C-FARE Reports 266593, Council on Food, Agricultural, and Resource Economics (C-FARE).
  10. Karali, Berna, 2012. "Do USDA Announcements Affect Comovements Across Commodity Futures Returns?," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 37(1), pages 1-21, April.
  11. Shon Ferguson & David Ubilava, 2022. "Global commodity market disruption and the fallout," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 66(4), pages 737-752, October.
  12. Irwin, Scott & Good, Darrel & Sanders, Dwight, 2015. "Understanding and Evaluating WAOB/USDA Corn Yield Forecasts," farmdoc daily, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics, vol. 5, April.
  13. Berna Karali & Scott H. Irwin & Olga Isengildina‐Massa, 2020. "Supply Fundamentals and Grain Futures Price Movements," American Journal of Agricultural Economics, John Wiley & Sons, vol. 102(2), pages 548-568, March.
  14. Dorfmann, Jeffrey & Karali, Berna, 2015. "A Nonparametric Search for Information Effects from USDA Reports," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 40(1), pages 1-20.
  15. Adjemian, Michael K. & Arnade, Carlos Anthony, 2017. "Not Lost in Translation: The Impact of USDA Reports on International Corn Markets," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258362, Agricultural and Applied Economics Association.
  16. Siddhartha S. Bora & Ani L. Katchova & Todd H. Kuethe, 2021. "The Rationality of USDA Forecasts under Multivariate Asymmetric Loss," American Journal of Agricultural Economics, John Wiley & Sons, vol. 103(3), pages 1006-1033, May.
  17. Goyal, Raghav & Adjemian, Michael K., 2021. "The 2019 government shutdown increased uncertainty in major agricultural commodity markets," Food Policy, Elsevier, vol. 102(C).
  18. Dominik Boos, 2024. "Risky times: Seasonality and event risk of commodities," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(5), pages 767-783, May.
  19. Kishore Joseph & Philip Garcia, 2018. "Intraday market effects in electronic soybean futures market during non-trading and trading hour announcements," Applied Economics, Taylor & Francis Journals, vol. 50(11), pages 1188-1202, March.
  20. repec:ags:jrapmc:122314 is not listed on IDEAS
  21. McKenzie, Andrew M. & Ke, Yangmin, 2022. "How do USDA announcements affect international commodity prices?," Journal of Commodity Markets, Elsevier, vol. 28(C).
  22. Adrian Fernandez‐Perez & Bart Frijns & Ivan Indriawan & Alireza Tourani‐Rad, 2019. "Surprise and dispersion: informational impact of USDA announcements," Agricultural Economics, International Association of Agricultural Economists, vol. 50(1), pages 113-126, January.
  23. Pierrick Piette, 2019. "Can Satellite Data Forecast Valuable Information from USDA Reports ? Evidences on Corn Yield Estimates," Working Papers hal-02149355, HAL.
  24. MacDonald, Stephen & Ash, Mark & Cooke, Bryce, 2017. "The Evolution of Inefficiency in USDA’s Forecasts of U.S. and World Soybean Markets," MPRA Paper 87545, University Library of Munich, Germany.
  25. Irwin, Scott H. & Sanders, Dwight R. & Good, Darrel L., 2014. "Evaluation of Selected USDA WAOB and NASS Forecasts and Estimates in Corn and Soybeans," Marketing and Outlook Research Reports 183477, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics.
  26. Karali, Berna & Isengildina-Massa, Olga & Irwin, Scott H. & Adjemian, Michael K. & Johansson, Robert, 2019. "Are USDA reports still news to changing crop markets?," Food Policy, Elsevier, vol. 84(C), pages 66-76.
  27. Andrew M. McKenzie & Jessica L. Darby, 2017. "Information Content of USDA Rice Reports and Price Reactions of Rice Futures," Agribusiness, John Wiley & Sons, Ltd., vol. 33(4), pages 552-568, September.
  28. Xiao, Jinzhi & Lence, Sergio H. & Hart, Chad, 2014. "Usda And Private Analysts' Forecasts Of Ending Stocks: How Good Are They?," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 170642, Agricultural and Applied Economics Association.
  29. Alex Frino & Michael Garcia, 2018. "Should macroeconomic information be released during trading breaks in futures markets?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(7), pages 775-787, July.
  30. repec:ags:jrapmc:122315 is not listed on IDEAS
  31. Olga Isengildina-Massa & Scott H. Irwin & Darrel L. Good & Jennifer K. Gomez, 2008. "Impact of WASDE reports on implied volatility in corn and soybean markets," Agribusiness, John Wiley & Sons, Ltd., vol. 24(4), pages 473-490.
  32. Xiao, Jinzhi, 2015. "Essays on the forecasts of ending stocks," ISU General Staff Papers 201501010800005902, Iowa State University, Department of Economics.
  33. Kaus, Taylor T. & Mattos, Fabio L., 2017. "Too much information? How relevant are agricultural reports that provide similar information?," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258367, Agricultural and Applied Economics Association.
  34. Tianyang Zhang & Ziran Li, 2022. "Can a rational expectation storage model explain the USDA ending grain stocks forecast errors?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(3), pages 313-337, March.
  35. Lehecka, Georg V., 2013. "The Reaction of Corn and Soybean Futures Markets to USDA Crop Progress and Condition Information," 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida 142491, Southern Agricultural Economics Association.
  36. Ying, Jiahui & Shonkwiler, J. Scott, 2017. "A Temporal Impact Assessment Method for the Informational Content of USDA Reports in Corn and Soybean Futures Markets," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258201, Agricultural and Applied Economics Association.
  37. Bunek, Gabriel D. & Janzen, Joseph P., 2024. "Does public information facilitate price consensus? Characterizing USDA announcement effects using realized volatility," Journal of Commodity Markets, Elsevier, vol. 33(C).
  38. Isengildina-Massa, Olga & MacDonald, Stephen & Xie, Ran, 2012. "A Comprehensive Evaluation of USDA Cotton Forecasts," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 37(1), pages 1-16, April.
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