Estimating the location of world wheat price discovery
JP Janzen, MK Adjemian - 2017 - Wiley Online Library
Abstract The United States may be losing its leadership role in the world wheat market.
Rising trading volume in foreign futures markets and shifting shares of world trade are …
Rising trading volume in foreign futures markets and shifting shares of world trade are …
Characterizing the Effect of USDA Report Announcements in the Winter Wheat Futures Market Using Realized Volatility
GD Bunek - 2015 - scholarworks.montana.edu
Abstract The United States Department of Agriculture provides information about
fundamental supply and demand conditions for major agricultural commodities. I consider …
fundamental supply and demand conditions for major agricultural commodities. I consider …
Is the corn futures market noisier? The impact of high frequency quoting
The paper pioneers research on high frequency (HF) quoting noise in electronically traded
agricultural futures markets. HF quoting–quickly cancelling posted limit orders and replacing …
agricultural futures markets. HF quoting–quickly cancelling posted limit orders and replacing …
Estimating the Location of World Wheat Price Determination
JP Janzen, MK Adjemian - 2016 - ageconsearch.umn.edu
Abstract The United States may be losing its leading role in the world wheat market. Rising
trading volume in foreign futures markets and shifting shares of world trade are suggested …
trading volume in foreign futures markets and shifting shares of world trade are suggested …
[PDF][PDF] ARE AGRICULTURAL COMMODITY FUTURES GETTING NOISIER? THE IMPACT OF HIGH FREQUENCING QUOTING IN THE CORN MARKET
With the closing of trading pits, the transition in major grain futures markets from open outcry
trading to an electronic platform is now complete. Electronic markets are organized as a …
trading to an electronic platform is now complete. Electronic markets are organized as a …
Essays in Commodity Futures Markets
AJ Thompson - 2015 - search.proquest.com
Chapter 1 of this dissertation studies the excess returns to a simple trend-following strategy
in commodity futures markets and the excess returns' potential drivers. The strategy delivers …
in commodity futures markets and the excess returns' potential drivers. The strategy delivers …