Risk management in agricultural markets: A review

Journal of Futures Markets

Volumn 21, Issue 10, 2001, Pages 953-985

  Tomek, William G ^a   Peterson, Hikaru Hanawa ^b  

^a Department of Obstetrics Gynecology   (United States)

^b KANSAS STATE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0035599487     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/fut.2004     Document Type: Article

References (9)

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4. Barkoulas, J., Labys, W. C., & Onochie, J. (1997). Fractional dynamics in international commodity prices. Journal of Futures Markets, 17, 161-189.
5. Bates, D. S. (1991). The crash of '87: Was it expected? The evidence from options markets. Journal of Finance, 46, 1009-1044.
6. Beck, S. (1998). Autoregressive conditional heteroskedasticity in commodity prices. Working Paper, Department of Economics, University of Delaware.
7. Benirschka, M., & Binkley, J. K. (1995). Optimal storage and marketing over space and time. American Journal of Agricultural Economics, 77, 512-524.
8. Bessembinder, H., Coughenour, J. F., Seguin, P. J., & Smoller, M. M. (1995). Mean reversion in equilibrium asset prices: Evidence from the futures term structure. Journal of Finance, 50, 361-375.
9. Bessler, D. A., & Brandt, J. A. (1992). An analysis of forecasts of livestock prices. Journal of Economic Behavior and Organization, 18, 249-263.