A reappraisal of the forecasting performance of corn and soybean new crop futures

Article Abstract:

An evaluation of the forecasting performance of Nov 1998 soybean and Dec 1998 futures contracts using percent-change and specified price-level models revealed conflicting results. The specified price-level model suggested the existence of an avoidable social loss in the soybean market since 1973 while the percent-change model points only to the existence of unavoidable social losses. The conflicting results offers the best argument for other alternative methods of price forecasting performance evaluation.

Author: Irwin, Scott H., Zulauf, Carl R., Ropp, Jason E., Sberna, Anthony J.
Securities and Commodity Exchanges, Security and commodity exchanges, Corn, Corn Farming, Commodity Exchanges, Commodity futures, Futures, Commodity price indexes

User Contributions:

Comment about this article or add new information about this topic:

CAPTCHA


Updating the estimation of the supply of storage

Article Abstract:

Empirical results of bootstrap methods, which are used to examine the impact of negative supply storage prices of soybeans on stocks, are presented.

Author: Roberts, Matthew C., Zulauf, Carl R., Zhou, Haijiang
Market information - general, Commodity & service prices, Securities issued, listed, Frozen Fruit, Juice, and Vegetable Manufacturing, Frozen fruits and vegetables, Frozen Beans ex Lima, Prices and rates, Supply and demand, Securities, Logistics, Business logistics, Company securities, Statistical methods, Soybean industry, Company pricing policy

User Contributions:

Comment about this article or add new information about this topic:

CAPTCHA


Technical analysis and genetic programming: constructing and testing a commodity portfolio

Article Abstract:

A method of developing and examining commodity portfolio using technical analysis and genetic programming is presented.

Author: Roberts, Matthew C.
Commercial Banks, Investment Banking and Securities Dealing, Portfolio Management, Portfolio & Funds Management, Methods, Genetic algorithms, Commodity markets

User Contributions:

Comment about this article or add new information about this topic:

CAPTCHA


Subjects list: Analysis, Soybean, Soybeans, United States, Usage
This website is not affiliated with document authors or copyright owners. This page is provided for informational purposes only. Unintentional errors are possible.