Agricultural commodities are typically produced over an extensive spatial area and are
costly to transport relative to their total value. These characteristics yield a complex set of …

We explore the forecasting issue in a data set of daily corn cash prices from nearly 500
markets across sixteen states: North Dakota, Iowa, Minnesota, Illinois, Indiana, Ohio …

We examine the forecasting problem in a data set of daily corn cash prices from seven
states: Iowa, Illinois, Indiana, Ohio, Minnesota, Nebraska, and Kansas. We assess thirty …

Empirical methods of dynamic spatial price analysis are reviewed. Emphasis is given to
interpreting these methods in the context of economic models of price determination …

Several principles are useful for econometric forecasters: keep the model simple, use all the
data you can get, and use theory (not the data) as a guide to selecting causal variables …

This article provides a perspective on major innovations in research on agricultural markets
over the past century. We review research on market structure and performance, vertical …

In this paper we examine dynamic relationships among wheat prices from five countries for
the years 1981–1999. Error correction models and directed acyclic graphs are employed …

This paper examines the price discovery function for three US wheat futures markets: the
Chicago Board of Trade, Kansas City Board of Trade, and Minneapolis Grain Exchange. The …

Price dynamics for North American oriented strand board markets are examined. The role of
transactions costs are explored vis‐à‐vis the law of one price. Nonlinearities induced by …

The relationship between freight cash and futures prices is investigated using cointegration
econometrics. Results illustrate that the BIFFEX futures market is unbiased, and hence …