Results 111 to 120 of about 1,308,588 (262)
Smart Money: The Forecasting Ability of CFTC Large Traders in Agricultural Futures Markets [PDF]
The forecasting content of the Commodity Futures Trading Commission’s Commitments of Traders (COT) report is investigated. Bivariate Granger causality tests show very little evidence that traders’ positions are useful in forecasting (leading) returns in ...
Sanders, Dwight R. +2 more
core
Food inflation pass‐through from agricultural imports in a small open economy
American Journal of Agricultural Economics, EarlyView.Abstract This paper develops a new framework for quantifying cost pass‐through in a small open economy by estimating firm‐level markup responses to agricultural import price shocks. We show theoretically that markup adjustments depend on firms' reliance on imported inputs and demand curvature, generating heterogeneous inflationary effects across firm ...
Minseong Kang, Seungki Lee
wiley +1 more source
IS CHINA'S AGRICULTURAL FUTURES MARKET EFFICIENT? [PDF]
In this paper, we study the efficiency of the Chinese wheat and soybeans futures markets and assess the conditions in agricultural commodity futures and cash markets in China.
Wang, H. Holly, Ke, Bingfan
core
American Journal of Agricultural Economics, EarlyView.Abstract Large‐scale land reforms constitute a substantial redistribution of wealth and reallocation of agricultural land, which is a major form of asset and production input in developing countries. While land redistribution (from the rich to the poor) remains a highly controversial issue, extensive evidence on its effect is limited.
Devashish Mitra +3 more
wiley +1 more source
Lost in aggregation? On the importance of local food price data for food poverty estimates
American Journal of Agricultural Economics, EarlyView.Abstract This paper explores within‐country variations in food price dynamics and food poverty estimates by employing local market price data and national consumer price index (CPI) data. Our results show that national CPI data may be useful for approximating national trends but they fail to detect and identify spatial variations in local trends, which
Stephan Dietrich +4 more
wiley +1 more source
Migration of Price Discovery With Constrained Futures Markets [PDF]
This paper investigates the information content of futures option prices when the futures price is regulated while the futures option price itself is not. The New York Board of Trade provides the empirical setting for this type of dichotomy in regulation.
Paul Kofman +2 more
core
American Journal of Agricultural Economics, EarlyView.Abstract Preferential trade agreements (PTAs) contain various non‐tariff provisions, yet identifying their trade effects remains challenging because these commitments are high‐dimensional and strongly correlated within agreements. We estimated a theory‐consistent structural gravity model with domestic flows for 26 agricultural subsectors over 1988–2017
Dongin Kim, Sandro Steinbach
wiley +1 more source
Do Futures Trading Activities Affect the Spot Market Volatility Spillover? Evidence from India
Copernican Journal of Finance & AccountingThe present study verifies the effect of futures trading activities on spot market volatility spillover in actively traded commodities on the Multi-Commodity Exchange in India.
M Thilaga, K. Prabhakar Rajkumar
doaj
The role of venture‐financed startups in innovation for US agriculture
American Journal of Agricultural Economics, EarlyView.Abstract To evaluate the role played by startup companies in the innovation ecosystem of US agriculture, we compile a unique dataset of 6024 new entrants founded 1987–2019 that details their financing lifecycles, annual economic performance, and patenting activities.
Gregory D. Graff +2 more
wiley +1 more source
Farm labor scarcity and its uneven impacts on crop producers in the United States
American Journal of Agricultural Economics, EarlyView.Abstract This study is the first to evaluate the impacts of farm labor scarcity on producers in the United States across different crop production systems. Between 2002 and 2017, we disentangle the effects of labor scarcity from the impacts of rising commodity demand, technological change, and supply of other inputs on labor market outcomes.
Srabashi Ray +4 more
wiley +1 more source