Zobrazeno 1 - 10
of 53
pro vyhledávání: '"Dwight R. Sanders"'
Publikováno v:
Journal of Agricultural and Resource Economics, Vol 43, Iss 3, Pp 457-468 (2018)
The USDA produces four forecasts of net farm income for each year; these forecasts are closely monitored by decision makers across the agricultural sector. However, little is known about the performance of these forecasts. Traditional forecast evalua
Externí odkaz:
https://doaj.org/article/419f34a68c30442f95aa655b7272a166
Publikováno v:
Journal of Agricultural and Resource Economics, Vol 34, Iss 2, Pp 276-296 (2009)
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
Externí odkaz:
https://doaj.org/article/225852579aba4a30a919bc00da5334b2
Publikováno v:
Journal of Agricultural and Resource Economics, Vol 33, Iss 1, Pp 87-98 (2008)
The informational content in live cattle and hog deferred futures prices is assessed using a direct test of incremental forecast ability for two- to twelve-month horizons. for 1976-2007, the results indicate that hog futures prices add incremental in
Externí odkaz:
https://doaj.org/article/492ccce85a4f4e1bb3f426353efbef7a
Autor:
Dwight R. Sanders, Mark R. Manfredo
Publikováno v:
Journal of Agricultural and Resource Economics, Vol 29, Iss 1, Pp 31-44 (2004)
An empirical methodology is developed for statistically testing the hedging effectiveness among competing futures contracts. The presented methodology is based on the encompassing principle, widely used in the forecasting literature, and applied here
Externí odkaz:
https://doaj.org/article/7f932455968248909d7e6d77cd92f44e
Autor:
Dwight R. Sanders, Mark R. Manfredo
Publikováno v:
Journal of Agricultural and Resource Economics, Vol 28, Iss 2, Pp 316-334 (2003)
One-step-ahead forecasts of quarterly live cattle, live hog, and broiler prices are evaluated under two general approaches: accuracy-based measures and classification based measures which test the ability to categorize price movements directionally o
Externí odkaz:
https://doaj.org/article/7d7ea1e0f19e4e61a4bee92ebae4530e
Autor:
Dwight R. Sanders, Mark R. Manfredo
Publikováno v:
Journal of Agricultural and Resource Economics, Vol 27, Iss 1, Pp 114-127 (2002)
One-step-ahead forecasts of quarterly beef, pork, and poultry production are examined and evaluated based on traditional criteria for optimality-efficiency and unbiasedness-as well as their performance versus a univariate time-series model. However,
Externí odkaz:
https://doaj.org/article/25f221cca0be4a81822139ac7c8d5178
Publikováno v:
Applied Economic Perspectives and Policy. 45:1025-1050
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::26605960de28ad9d4926c8862ec27ded
https://doi.org/10.1002/aepp.13297
https://doi.org/10.1002/aepp.13297
Publikováno v:
Journal of Commodity Markets. 26:100195
Annual rebalancing of the S&P Goldman Sachs Commodity Index (S&P GSCI) provides a novel identification of the impact of predictable order flows from index investors in commodity futures markets. Using the 24 commodities included in the S&P GSCI for 2
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a8c590af9f7ee1f7f4c21fbf36295e13
https://doi.org/10.1016/j.jcomm.2021.100195
https://doi.org/10.1016/j.jcomm.2021.100195
Autor:
Scott H. Irwin, Dwight R. Sanders
Commodity futures prices exploded in 2007-2008 and concerns about a new type of speculative participant in commodity futures markets began to emerge. The main argument was that unprecedented buying pressure from new'commodity index'investors created
