Commodity Price Forecasting with Large‐Scale Econometric Models and the Futures Market
1981
Just, Richard E. | Rausser, Gordon C.
This paper compares the accuracy of major commercial price forecasts for corn, wheat, soybeans, soybean oil, soybean meal, cotton, live cattle, and hogs. The price‐forecasting information in futures prices is evaluated by comparison. The results among commercial forecasters are mixed, but futures prices perform relatively better on average although not universally so. These results have important implications for operational risk management.
显示更多 [+] 显示较少 [-]AGROVOC关键词
书目信息
出版者
Oxford University Press
其它主题
Commodity prices; Corn
语言
英语
注释
Journal article
类型
Journal Article; Text
2024-02-28
MODS