Information Content in Deferred Futures Prices: Live Cattle and Hogs
The informational content in live cattle and hog deferred futures prices is assessed using a direct test of incremental forecast ability for two- to twelve-month horizons. for 1976-2007, the results indicate that hog futures prices add incremental information at all horizons, but unique information...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Western Agricultural Economics Association
2008-04-01
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| Series: | Journal of Agricultural and Resource Economics |
| Subjects: | |
| Online Access: | https://ageconsearch.umn.edu/record/36709 |