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	Provedor de dados AgEcon (2) Autor Good, Darrel L. (2) Irwin, Scott H. (2) Gomez, Jennifer K. (1) Isengildina, Olga (1) Isengildina-Massa, Olga (1) Palavra-chave WASDE (2) Accuracy-informativeness tradeoff (1) Agribusiness (1) Corn (1) Crop Production/Industries (1) Demand and Price Analysis (1) Financial Economics (1) Interval forecasts (1) Market impact (1) Outlook (1) Overconfidence (1) Q100 (1) Q110 (1) Q130 (1) Rational inaccuracy (1) Situation (1) Soybeans (1) Mais... Tipo do documento Conference Paper or Presentation (1) Journal Article (1) Ano 2008 (1) 2003 (1) País United States (2) Idioma Inglês (2)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 2 Primeira ... 1 ... Última The Impact of Situation and Outlook Information in Corn and Soybean Futures Markets: Evidence from WASDE Reports AgEcon Isengildina-Massa, Olga; Irwin, Scott H.; Good, Darrel L.; Gomez, Jennifer K.. The purpose of this study was to examine the impact of situation and outlook information from World Agricultural Supply and Demand Estimates (WASDE) in corn and soybean futures markets over the period 1985 to 2006. Results indicate that WASDE reports containing National Agricultural Statistics Service (NASS) crop production estimates and other domestic and international situation and outlook information have the largest impact; causing return variance on report sessions to be 7.38 times greater than normal return variance in corn futures and 6.87 times greater than normal return variance in soybean futures. WASDE reports limited to international situation information and domestic and international outlook information have a smaller impact. The results show... Tipo: Journal Article Palavras-chave: Corn; Market impact; Outlook; Situation; Soybeans; WASDE; Agribusiness; Crop Production/Industries; Financial Economics; Q100; Q110; Q130. Ano: 2008 URL: http://purl.umn.edu/45048 USDA INTERVAL FORECASTS OF CORN AND SOYBEAN PRICES: OVERCONFIDENCE OR RATIONAL INACCURACY? AgEcon Isengildina, Olga; Irwin, Scott H.; Good, Darrel L.. The USDA WASDE (World Agricultural Supply and Demand Estimates) price forecasts are published in the form of an interval, but typically analyzed as point estimates. Thus, all information about uncertainty imbedded in the forecast is ignored. The purpose of this paper is to evaluate the accuracy of WASDE price forecasts using methodology suitable for testing judgmental interval forecasts. Empirical analysis includes traditional statistical tests as well as an alternative behavioral evaluation (accuracy-informativeness tradeoff model). The results of the traditional analysis indicate overconfidence of WASDE price interval forecasts, while the results of the behavioral approach suggest rational inaccuracy. Tipo: Conference Paper or Presentation Palavras-chave: Interval forecasts; Overconfidence; Rational inaccuracy; Accuracy-informativeness tradeoff; WASDE; Demand and Price Analysis. Ano: 2003 URL: http://purl.umn.edu/18987 Registros recuperados: 2 Primeira ... 1 ... Última

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