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 …

Abstract The United States Department of Agriculture provides information about
fundamental supply and demand conditions for major agricultural commodities. I consider …

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 …

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 …

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 …

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 …