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How predictable are prices of agricultural commodities? : the possibilities and constraints of forecasting wheat prices
Holst, Carsten - 2010
Wheat price forecasts are very important for traders, farmers and politicians as well. However, only quite accurate price predictions can guide these groups towards making the best decisions. Therefore the well-known wheat price projections of both the OECD and the FAPRI from 1996 on are tested...
Persistent link: https://www.econbiz.de/10009381161
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Incorporating Uncertainty into USDA Commodity Price Forecasts
Adjemian, Michael - 2019
possible using backward-looking data alone. At certain forecast steps, a composite method that combines forward- and backward …
Persistent link: https://www.econbiz.de/10012858882
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An Alternative Method to Forecast Season-Average Price for U.S. Corn
Etienne, Xiaoli - 2019
. The purpose of this paper is to explore an alternative econometric procedure to forecast the season-average price of corn … for U.S. producers, a relatively under-researched price forecast. The new method performs well against two widely … particular at the beginning of the post-harvest season. Additionally, the proposed forecast performs no worse or better than the …
Persistent link: https://www.econbiz.de/10012896176
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Incorporating Uncertainty Into USDA Commodity Price Forecasts
Adjemian, Michael - 2019
From 1977 through April 2019, USDA published monthly season-average price (SAP) forecasts for key agricultural commodities in the form of intervals meant to indicate forecasters' uncertainty — but without attaching a confidence level. In May 2019, USDA eliminated the intervals and began...
Persistent link: https://www.econbiz.de/10012867214
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Testing forecast rationality for measures of central tendency
Dimitriadis, Timo; Patton, Andrew J.; Schmidt, Patrick W. - 2020
Rational respondents to economic surveys may report as a point forecast any measure of the central tendency of their … tests of forecast rationality when the measure of central tendency used by the respondent is unknown. We overcome an …
Persistent link: https://www.econbiz.de/10012300563
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Evaluating the OECD-FAO and USDA agricultural baseline projections
Fang, Xiaoyi; Katchova, Ani L. - In: Q open : a journal of agricultural, climate, … 3 (2023) 2, pp. 1-29
The Organization for Economic Cooperation and Development (OECD) in collaboration with the Food and Agricultural Organization (FAO), and the US Department of Agriculture (USDA) produce long-term agricultural projections for key indicators of agricultural commodities. These baseline projections...
Persistent link: https://www.econbiz.de/10014500733
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The Forecasting Value of New Crop Futures : A Decision-Making Framework
Sanders, Dwight R.; Garcia, Philip; Leuthold, Raymond M. - 1998
The statistical forecasting efficiency of new crop corn and soybean futures is the topic of frequent academic inquiry. However, few studies address the usefulness of these forecasts to economic agents? decision making. Each year Central Illinois producers are faced with the decision to plant...
Persistent link: https://www.econbiz.de/10014213103
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Empirical Confidence Intervals for WASDE Forecasts of Corn, Soybean, and Wheat Prices
Isengildina Massa, Olga - 2009
wheat prices over the 1980/81 through 2006/07 marketing years. Empirical methods use historical forecast errors to estimate … forecast error distributions, which are then used to predict confidence limits of forecasts. Five procedures were used to …
Persistent link: https://www.econbiz.de/10013160504
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Speculation in Delhi potato wholesale markets: 2007-2019. Causal connections of prices and arrival quantities
Salmensuu, Olli - In: Cogent Economics & Finance 8 (2020) 1, pp. 1-17
This work built on financial literature on rolling window Granger-causality testing (RWGCT) methodology, specifically expanding its early theme of speculative trading which emerged in 2009 following the food price crisis. Although many times driving the commodity prices in reality, the...
Persistent link: https://www.econbiz.de/10014001390
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Segmenting Supply Chain Risk Using E/CTRM Systems : Unifying Theory of Commodity Hedging and Arbitrage
Frankfurter, Michael Mack - 2012
The complexity of managing physical and financial risk throughout the commodity production, processing and merchandising chain presents numerous challenges. To solve this problem commercials are increasingly turning to Energy and Commodity Transaction Risk Management (E/CTRM) systems. Still,...
Persistent link: https://www.econbiz.de/10013102576