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EFFICIENCY OF FOREST COMMODITY FUTURES MARKETS. (2004). Holt, Matthew ; He, Dequan.
In: 2004 Annual meeting, August 1-4, Denver, CO.
RePEc:ags:aaea04:20344.

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  1. Global Financial Crisis and Price Risk Management in Gold Futures Market- Evidences from Indian & US Markets. (2018). Singh, Narinder Pal.
    In: Romanian Economic Journal.
    RePEc:rej:journl:v:21:y:2018:i:68:p:111-120.

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  2. Empirical Investigation on Food Inflation and Efficiency Issues in Indian Agri-futures Market. (2017). Singh, Archana.
    In: Emerging Economy Studies.
    RePEc:sae:emecst:v:3:y:2017:i:2:p:156-165.

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  3. Has Financialization in Commodity Markets Affected the Predictability in Metal Markets? The Efficient Markets Hypotheses for Metal Returns. (2017). Sierra, Lya Paola ; Osorio, Carolina ; Giron, Luis Eduardo.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2017-04-03.

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  4. Price discovery in a private cash forward market for lumber. (2008). Manfredo, Mark ; Sanders, Dwight R..
    In: Journal of Forest Economics.
    RePEc:eee:foreco:v:14:y:2008:i:1:p:73-89.

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  5. Contribution to Price Discovery in the Forest Product Market: Futures, Forwards, and Spot Markets. (2006). Manfredo, Mark ; Sanders, Dwight R..
    In: 2006 Annual meeting, July 23-26, Long Beach, CA.
    RePEc:ags:aaea06:21250.

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  6. Price Discovery in Private Cash Forward Markets - The Case of Lumber. (2005). Manfredo, Mark ; Sanders, Dwight R..
    In: 2005 Conference, April 18-19, 2005, St. Louis, Missouri.
    RePEc:ags:ncrfiv:19049.

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  7. A Test of Forecast Consistency Using USDA Livestock Price Forecasts. (2005). Manfredo, Mark ; Sanders, Dwight R..
    In: 2005 Conference, April 18-19, 2005, St. Louis, Missouri.
    RePEc:ags:ncrfiv:19042.

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  8. Arbitrage, Risk Premium, and Cointegration Tests of the Efficiency of Futures Markets. (2001). Chow, Ying-Foon.
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:28:y:2001-06:i:5-6:p:693-713.

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References

References cited by this document

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  2. Beck, S. (1993). A rational expectations model of time varying risk premia in commodities futures markets: theory and evidence, International Economic Review, 34, 149-68.

  3. Beck, S. (1994). Cointegration and market efficiency in commodities futures market, Applied Economics. 26, 249-57.
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  4. Beck, S. (2001). Autoregressive conditional heterroscedasticity in commodity spot prices, Journal of Applied Econometrics, 16, 115-32.

  5. Dechard, D.L. (2000). The role of CME softwood lumber futures contracts in price risk management, Presented to Southern Forest Economics Workshop (SOFEW).
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  6. Dickey, D.A., and Fuller, W. (1981). Likelihood ratio tests for autoregressive time series with a unit root, Econometrica, 49: 1057-1072.

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  9. Escribano, A. (1987). Nonlinear Error-Correction: The Case of Money Demand in the UK (1878-1970). University of California: San Diego, Chapter IV, 1987; Ph.D. Dissertation.

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  18. Holt, M.T. and Aradhyula, S.V. (1998) Endogenous risk in rational-expectations commodity models: A multivariate generalized Arch-M approach, Journal of Empirical Finance, 5, 99-129.

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  23. Thraen, C.S. (1999) A note: the CSCE cheddar cheese cash and futures price long-term equilibrium relationship revisited. Journal of Futures Markets. 19, 233-244.
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  5. Expected Spot Prices and the Dynamics of Commodity Risk Premia. (2017). Bianchi, Daniele ; Piana, Jacopo.
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  27. EFFICIENCY OF FOREST COMMODITY FUTURES MARKETS. (2004). Holt, Matthew ; He, Dequan.
    In: 2004 Annual meeting, August 1-4, Denver, CO.
    RePEc:ags:aaea04:20344.

    Full description at Econpapers || Download paper

  28. Market efficiency in agricultural futures markets. (2002). Holt, Matthew ; McKenzie, Andrew M..
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  29. Autoregressive conditional heteroscedasticity in commodity spot prices. (2001). Beck, Stacie.
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  30. Endogenous risk in rational-expectations commodity models: A multivariate generalized ARCH-M approach. (1998). Holt, Matthew ; Aradhyula, Satheesh.
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  31. MARKET EFFICIENCY IN AGRICULTURAL FUTURES MARKETS. (1998). Holt, Matthew ; McKenzie, Andrew M..
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