The effects of USDA reports in futures and options markets

Article Abstract:

A study was conducted to evaluate the impact of the USDA Crop Production Reports and USDA World Agricultural Supply and Demand Estimates on futures and options markets. The study focuses on the market for corn and soybeans and also considers changes ingrain and oilseed markets. Results show that the influence of such reports havebeen minimal. However, regression tests indicate that market players still lackenough expertise to forecast market futures.

Regulation of agricultural marketing, Reports, Forecasts and trends, Futures market, Futures markets, United States. Department of Agriculture

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An evaluation of price linkages between futures and cash markets for cheddar cheese

Article Abstract:

An analysis of the cash markets for cheddar cheese reveals that there is no stable long run relationship between cash and futures markets and that the cause of this absence cannot be determined. Relationships between cash and futures markets were analysed to determine whether or not one market dominates another and whether there is an established long run relationship in terms of pricing behavior.

Cheese, natural and processed, Cheese Manufacturing, Cheddar Cheese, Analysis, Commodity futures, Index participations

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Option initiation and underlying market behavior: evidence from Norway

Article Abstract:

Option introduction has affected the trading volumes of Norwegian stocks. The positive effects from extended investments and improved hedging opportunities were more than the negative impact brought about by reduced stock market volatility. The rate of price adjustments also did not improve after option listing.

Stocks, Stock options, Securities, Norway, Stock prices

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