Статті в журналах з теми "Cattle futures market prices"
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Koontz, Stephen R., Michael A. Hudson, and Matthew W. Hughes. "Livestock Futures Markets And Rational Price Formation: Evidence For live Cattle And Live Hogs." Journal of Agricultural and Applied Economics 24, no. 1 (July 1992): 233–49. http://dx.doi.org/10.1017/s0081305200026157.
Повний текст джерелаHuffaker, Ray, and Monika Hartmann. "Reconstructing dynamics of foodborne disease outbreaks in the US cattle market from monitoring data." PLOS ONE 16, no. 1 (January 27, 2021): e0245867. http://dx.doi.org/10.1371/journal.pone.0245867.
Повний текст джерелаTurner, Steven C., Nancy S. Dykes, and John McKissick. "Feeder Cattle Price Differentials in Georgia Teleauctions." Journal of Agricultural and Applied Economics 23, no. 2 (December 1991): 75–84. http://dx.doi.org/10.1017/s0081305200018197.
Повний текст джерелаLusk, Jayson L., and Ted C. Schroeder. "Effects of Meat Recalls on Futures Market Prices." Agricultural and Resource Economics Review 31, no. 1 (April 2002): 47–58. http://dx.doi.org/10.1017/s1068280500003476.
Повний текст джерелаBulama, YaAshe M., Yakubu Bila, and Catherine O. Ojo. "TEST OF PRICE VOLATILITY: A CASE OF THE NIGERIAN CATTLE MARKET." American Journal of Economics 6, no. 1 (January 4, 2022): 1–12. http://dx.doi.org/10.47672/aje.890.
Повний текст джерелаBulama, YaAshe M., Yakubu Bila, and Catherine O. Ojo. "TEST OF PRICE VOLATILITY: A CASE OF THE NIGERIAN CATTLE MARKET." American Journal of Economics 6, no. 1 (January 4, 2022): 1–12. http://dx.doi.org/10.47672/aje.890.
Повний текст джерелаLima, Alexandre Vasconcelos, Rogério Boueri Miranda, and Mathias Schneid Tessmann. "Evaluation of the Future Price of Brazilian Commodities as a Predictor of the Price of the Spot Market." International Journal of Economics and Finance 14, no. 4 (March 25, 2022): 51. http://dx.doi.org/10.5539/ijef.v14n4p51.
Повний текст джерелаPanagiotou, Dimitrios, and Alkistis Tseriki. "Assessing the relationship between closing prices and trading volume in the US livestock futures markets." Studies in Economics and Finance 37, no. 3 (April 22, 2020): 413–28. http://dx.doi.org/10.1108/sef-09-2019-0352.
Повний текст джерелаFoster, Kenneth A., and Arthur M. Havenner. "COINTEGRATION AND SETTLEMENT OF COMMODITY FUTURES CONTRACTS." Macroeconomic Dynamics 3, no. 2 (June 1999): 226–42. http://dx.doi.org/10.1017/s1365100599011050.
Повний текст джерелаOellermann, Charles M., and Paul L. Farris. "Futures or Cash: Which Market Leads Live Beef Cattle Prices?" Journal of Futures Markets 5, no. 4 (1985): 529–38. http://dx.doi.org/10.1002/fut.3990050404.
Повний текст джерелаPereira, P. R. R. X., H. Hasenack, G. R. Pereira, H. Dewes, L. C. Canellas, T. E. Oliveira, and J. O. J. Barcellos. "Climate change and beef supply chain in Southern Brazil." Journal of Agricultural Science 156, no. 6 (August 2018): 731–38. http://dx.doi.org/10.1017/s0021859618000667.
Повний текст джерелаPaiva, Newton N. "The Effects of Mad Cow Disease on U.S. Live Cattle Futures Price." Journal of Agricultural and Applied Economics 35, no. 2 (August 2003): 407–13. http://dx.doi.org/10.1017/s1074070800021362.
Повний текст джерелаSun, Yan, and Ken Seng Tan. "A generalized Livestock Gross Margin insurance program for the developing countries." Journal of Agribusiness in Developing and Emerging Economies 9, no. 5 (October 14, 2019): 421–38. http://dx.doi.org/10.1108/jadee-12-2018-0190.
Повний текст джерелаBeard, KT. "Efficiency of index selection for dairy cattle using economic weights for major milk constituents." Australian Journal of Agricultural Research 39, no. 2 (1988): 273. http://dx.doi.org/10.1071/ar9880273.
Повний текст джерелаCrespi, John M., and Tian Xia. "A Note on First-Price Sealed-Bid Cattle Auctions in the Presence of Captive Supplies." Agricultural and Resource Economics Review 44, no. 3 (December 2015): 340–45. http://dx.doi.org/10.1017/s1068280500005098.
Повний текст джерелаVolkenand, Steffen, Guenther Filler, and Martin Odening. "The impact of order imbalance on returns, liquidity, and volatility in agricultural commodity markets." Agricultural Finance Review 78, no. 5 (October 1, 2018): 571–91. http://dx.doi.org/10.1108/afr-10-2017-0099.
Повний текст джерелаBrorsen, B. Wade, Charles M. Oellermann, and Paul L. Farris. "The live cattle futures market and daily cash price movements." Journal of Futures Markets 9, no. 4 (August 1989): 273–82. http://dx.doi.org/10.1002/fut.3990090402.
Повний текст джерелаMoreira Campos da Cunha Amarante, Janaina Gabrielle, Tatiana Marceda Bach, Wesley Vieira da Silva, Daniela Matiollo, Alceu Souza, Claudimar Pereira da Veiga, and David McMillan. "Econometric analysis of cointegration and causality between markets prices toward futures contracts: Evidence from the live cattle market in Brazil." Cogent Business & Management 5, no. 1 (January 1, 2018): 1457861. http://dx.doi.org/10.1080/23311975.2018.1457861.
Повний текст джерелаKopytets, N., S. Pashko, and V. Voloshyn. "Current trends in meat price formation." Ekonomìka ta upravlìnnâ APK, no. 2(159) (November 24, 2020): 55–63. http://dx.doi.org/10.33245/2310-9262-2020-159-2-55-63.
Повний текст джерелаGrymak, A. "Characteristics of the meat stockbreeding market performance." Ekonomìka ta upravlìnnâ APK, no. 2(159) (November 24, 2020): 31–40. http://dx.doi.org/10.33245/2310-9262-2020-159-2-31-40.
Повний текст джерелаParcell, Joe L., Ted C. Schroeder, and Kevin C. Dhuyvetter. "Factors Affecting Live Cattle Basis." Journal of Agricultural and Applied Economics 32, no. 3 (December 2000): 531–41. http://dx.doi.org/10.1017/s1074070800020629.
Повний текст джерелаDivisekara, Roshani W., Ruwan D. Nawarathna, and Lakshika S. Nawarathna. "Forecasting of Global Market Prices of Major Financial Instruments." Journal of Probability and Statistics 2020 (September 14, 2020): 1–11. http://dx.doi.org/10.1155/2020/1258463.
Повний текст джерелаYun, Won-Cheol, Wayne Purcell, Anya McGuirk, and David Kenyon. "Implications of trader mix to price discovery and market effectiveness in live cattle futures." Journal of Futures Markets 15, no. 4 (June 1995): 373–94. http://dx.doi.org/10.1002/fut.3990150402.
Повний текст джерелаKirkland, R. M., T. W. J. Keady, D. C. Patterson, and R. W. J. Steen. "The effect of slaughter weight on production characteristics of Holstein-Friesian male cattle." Proceedings of the British Society of Animal Science 2005 (2005): 1. http://dx.doi.org/10.1017/s1752756200009121.
Повний текст джерелаCharlebois, Sylvain, Maggie McCormick, and Mark Juhasz. "Meat consumption and higher prices." British Food Journal 118, no. 9 (September 5, 2016): 2251–70. http://dx.doi.org/10.1108/bfj-03-2016-0121.
Повний текст джерелаŠrédl, Karel, Marie Prášilová, Lucie Severová, Roman Svoboda, and Michal Štěbeták. "Social and Economic Aspects of Sustainable Development of Livestock Production and Meat Consumption in the Czech Republic." Agriculture 11, no. 2 (January 26, 2021): 102. http://dx.doi.org/10.3390/agriculture11020102.
Повний текст джерелаAhmadi, N. A., and M. Meshkehkar. "An abattoir-based study on the prevalence and economic losses due to cystic echinococcosis in slaughtered herbivores in Ahwaz, south-western Iran." Journal of Helminthology 85, no. 1 (April 19, 2010): 33–39. http://dx.doi.org/10.1017/s0022149x10000234.
Повний текст джерелаGupta, Shashi, Himanshu Choudhary, and D. R. Agarwal. "An Empirical Analysis of Market Efficiency and Price Discovery in Indian Commodity Market." Global Business Review 19, no. 3 (February 15, 2018): 771–89. http://dx.doi.org/10.1177/0972150917713882.
Повний текст джерелаBHANUMURTHY, N. R., PAMI DUA, and LOKENDRA KUMAWAT. "WEATHER SHOCKS AND AGRICULTURAL COMMODITY PRICES IN INDIA." Climate Change Economics 04, no. 03 (August 2013): 1350011. http://dx.doi.org/10.1142/s2010007813500115.
Повний текст джерелаWahid, Muhammad Irsan Y. Hi, Puji Handayati, and Rizky Firmansyah. "Reporting Biological Assets on SAK-ETAP Perspective (A Case Study on Dairy Cattle Farming in Dairy Farming in Oro-Oro Ombo Village, Batu City)." International Journal of Accounting & Finance in Asia Pasific 3, no. 3 (October 31, 2020): 58–68. http://dx.doi.org/10.32535/ijafap.v3i3.953.
Повний текст джерелаYoon, Byung-Sam, and B. Wade Brorsen. "Market Inversion in Commodity Futures Prices." Journal of Agricultural and Applied Economics 34, no. 3 (December 2002): 459–76. http://dx.doi.org/10.1017/s107407080000924x.
Повний текст джерелаMuhammad Asif Ali, Muhammad Asif Ali, and Dr. Naveed Hussain Shah. "Relationship Between Spot Prices and Futures Prices: Evidence From Karachi Stock Exchange." Journal of Business & Tourism 5, no. 2 (November 6, 2021): 109–23. http://dx.doi.org/10.34260/jbt.v5i2.144.
Повний текст джерелаBlank, Steven C. "Price Dependence and Futures Price Theory." Northeastern Journal of Agricultural and Resource Economics 14, no. 2 (October 1985): 169–76. http://dx.doi.org/10.1017/s0899367x00000933.
Повний текст джерелаHolmes, Mark J., and Jesús Otero. "A tale of two coffees? Analysing interaction and futures market efficiency." Studies in Economics and Finance 37, no. 1 (January 30, 2020): 89–109. http://dx.doi.org/10.1108/sef-09-2019-0356.
Повний текст джерелаKhan, Safi Ullah. "Role of the Futures Market on Volatility and Price Discovery of the Spot Market: Evidence from Pakistan’s Stock Market." LAHORE JOURNAL OF ECONOMICS 11, no. 2 (July 1, 2006): 107–21. http://dx.doi.org/10.35536/lje.2006.v11.i2.a6.
Повний текст джерелаBrunetti, Celso, Bahattin Büyükşahin, and Jeffrey H. Harris. "Speculators, Prices, and Market Volatility." Journal of Financial and Quantitative Analysis 51, no. 5 (October 2016): 1545–74. http://dx.doi.org/10.1017/s0022109016000569.
Повний текст джерелаSheng, Chunguang, Guangyu Wang, Yude Geng, and Lirong Chen. "The Correlation Analysis of Futures Pricing Mechanism in China’s Carbon Financial Market." Sustainability 12, no. 18 (September 7, 2020): 7317. http://dx.doi.org/10.3390/su12187317.
Повний текст джерелаKim, Kyungsik, and Seong-Min Yoon. "Multifractal Measures for Bond Futures Prices in Futures Exchange Market." Journal of the Physical Society of Japan 73, no. 1 (January 15, 2004): 49–52. http://dx.doi.org/10.1143/jpsj.73.49.
Повний текст джерелаVenter, Pierre J., and Eben Maré. "Univariate and Multivariate GARCH Models Applied to Bitcoin Futures Option Pricing." Journal of Risk and Financial Management 14, no. 6 (June 10, 2021): 261. http://dx.doi.org/10.3390/jrfm14060261.
Повний текст джерелаAhmed, Osama, and Fadi Abdelradi. "Understanding the Dependence Structure Between the Futures and Spot Prices of Wheat in Egypt." International Journal of Food and Beverage Manufacturing and Business Models 4, no. 1 (January 2019): 20–37. http://dx.doi.org/10.4018/ijfbmbm.2019010102.
Повний текст джерелаChang, Kai. "Empirical Evidence on Time-Varying Hedging Effectiveness of Emissions Allowances under Departures from the Cost-of-Carry Theory." Discrete Dynamics in Nature and Society 2013 (2013): 1–8. http://dx.doi.org/10.1155/2013/905329.
Повний текст джерелаShuldiner, Alec, and Gregory X. Norkus. ""Buying Prices on the Commodity Futures Market." Cornell Hotel and Restaurant Administration Quarterly 37, no. 3 (June 1996): 30–35. http://dx.doi.org/10.1177/001088049603700316.
Повний текст джерелаSHULDINER, A. "?Buying prices? on the commodity futures market." Cornell Hotel and Restaurant Administration Quarterly 37, no. 3 (June 1996): 5. http://dx.doi.org/10.1016/0010-8804(96)86811-x.
Повний текст джерелаGULCAN, Nazligul, Samet GURSOY, and Ismail CELIK. "Return Volatility Spread in Commodity Volatility Indices: Spot and Future Market Research." Economics and Finance Letters 9, no. 2 (July 21, 2022): 157–69. http://dx.doi.org/10.18488/29.v9i2.3071.
Повний текст джерелаÖzdemir, Letife. "Causality Relationship between Spot and Futures Bitcoin Prices in CME." Journal of corporate governance, insurance and risk management 8, no. 2 (May 15, 2021): 158–69. http://dx.doi.org/10.51410/jcgirm.8.2.11.
Повний текст джерелаOUD, MOHAMMED A. ABA, and JOANNA GOARD. "VALUATION OF OPTIONS ON OIL FUTURES UNDER THE 3/4 OIL PRICE MODEL." International Journal of Theoretical and Applied Finance 18, no. 08 (December 2015): 1550050. http://dx.doi.org/10.1142/s0219024915500508.
Повний текст джерелаKang, Seok Kyu. "The Unbiasedness and Hedging Effectiveness in KOSPI200 Futures Market." Journal of Derivatives and Quantitative Studies 15, no. 1 (May 31, 2007): 73–100. http://dx.doi.org/10.1108/jdqs-01-2007-b0003.
Повний текст джерелаKoy, Ayben. "Modelling Nonlinear Dynamics of Oil Futures Market." Econometric Research in Finance 2, no. 1 (April 1, 2017): 23–42. http://dx.doi.org/10.33119/erfin.2017.2.1.2.
Повний текст джерелаČermák, Michal, and Marie Ligocká. "Could Exist a Causality Between the Most Traded Commodities and Futures Commodity Prices in the Agricultural Market?" Agris on-line Papers in Economics and Informatics 14, no. 4 (December 30, 2022): 11–25. http://dx.doi.org/10.7160/aol.2022.140402.
Повний текст джерелаHerbert, John H. "Do Changes in Natural Gas Futures Prices Influence Changes in Natural Gas Spot Prices?" Energy Exploration & Exploitation 11, no. 5 (October 1993): 467–72. http://dx.doi.org/10.1177/014459879301100506.
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