The subjective, market level expectation of price is an unobservable which at best can be measured with error. The usefulness of the past and current cash prices and futures prices are considered. An errors-invariables model of price expectations is introduced and applied in a model of U. S. aggregate soybean supply
This study examines the relationship between the futures price at the time of production/placement d...
The performance of a proposed asymmetric-error GARCH model is evaluated in com-parison to the normal...
Naïve and adaptive schemes have been used as proxies for price expectations in previous studies of s...
Price in agricultural supply equations is usually the expected price. In general, models of agricult...
Abstract models are closely related, it is important to Naive and adaptive schemes have been used de...
The consequences of frequently used price expectation models are analyzed by comparing the responsiv...
A futures price forecasting model is presented which uses monthly futures prices, cash prices receiv...
A futures price forecasting model is presented which uses monthly futures prices, cash prices receiv...
econometrics, future trading, prices, Agricultural and Resource Economics, Economics, Agriculture, A...
The consequences of frequently used price expectation models are analyzed by comparing the responsiv...
Taking the price of futures as a proxy for expected price, this article treats acreage planted to so...
The performance of a proposed asymmetric-error GARCH model is evaluated in comparison to the normal-...
A model is developed using bases, marketing weights, and a composite of monthly futures and cash pri...
Neoclassical economic theory provides an important conceptual framework for the analysis of agricult...
The performance of a proposed asymmetric-error GARCH model is evaluated in comparison to the normal-...
This study examines the relationship between the futures price at the time of production/placement d...
The performance of a proposed asymmetric-error GARCH model is evaluated in com-parison to the normal...
Naïve and adaptive schemes have been used as proxies for price expectations in previous studies of s...
Price in agricultural supply equations is usually the expected price. In general, models of agricult...
Abstract models are closely related, it is important to Naive and adaptive schemes have been used de...
The consequences of frequently used price expectation models are analyzed by comparing the responsiv...
A futures price forecasting model is presented which uses monthly futures prices, cash prices receiv...
A futures price forecasting model is presented which uses monthly futures prices, cash prices receiv...
econometrics, future trading, prices, Agricultural and Resource Economics, Economics, Agriculture, A...
The consequences of frequently used price expectation models are analyzed by comparing the responsiv...
Taking the price of futures as a proxy for expected price, this article treats acreage planted to so...
The performance of a proposed asymmetric-error GARCH model is evaluated in comparison to the normal-...
A model is developed using bases, marketing weights, and a composite of monthly futures and cash pri...
Neoclassical economic theory provides an important conceptual framework for the analysis of agricult...
The performance of a proposed asymmetric-error GARCH model is evaluated in comparison to the normal-...
This study examines the relationship between the futures price at the time of production/placement d...
The performance of a proposed asymmetric-error GARCH model is evaluated in com-parison to the normal...
Naïve and adaptive schemes have been used as proxies for price expectations in previous studies of s...
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