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	Provedor de dados AgEcon (1) Autor Dong, Fengxia (1) Du, Xiaodong (1) Gould, Brian W. (1) Palavra-chave Agricultural and Food Policy (1) Cash settlement (1) Impulse responses (1) Milk pricing (1) Q11 (1) Q14. (1) Realized volatility (1) Speculation (1) Mais... Tipo do documento Conference Paper or Presentation (1) Ano 2011 (1) País United States (1) Idioma Inglês (1)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 1 Primeira ... 1 ... Última Milk Price Volatility and its Determinants AgEcon Dong, Fengxia; Du, Xiaodong; Gould, Brian W.. The classified pricing of fluid milk under the Federal Milk Marketing Orders (FMMO) system combined with the cash settlement feature of Class IIII milk futures contracts generate a unique volatility pattern of these futures markets in the sense that the volatility gradually decreases as the USDA price announcement dates approaching in the month. Focusing on the evolution of volatility in Class III milk futures market, this study quantifies the relative importance of a set of factors driving milk price variation. While volatilities in both corn futures market and financial market Granger-cause the milk price volatility, the impact of financial market is more persistent. Besides embedded seasonality, market demand and supply conditions in the dairy... Tipo: Conference Paper or Presentation Palavras-chave: Cash settlement; Impulse responses; Milk pricing; Realized volatility; Speculation; Agricultural and Food Policy; Q11; Q14.. Ano: 2011 URL: http://purl.umn.edu/103617 Registros recuperados: 1 Primeira ... 1 ... Última

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