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Econometric model and futures markets commodity price forecasting

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Econometric model and futures markets commodity price forecasting eScholarship provides open access, scholarly publishing services to the University of California and delivers a dynamic research platform to scholars worldwide. Department of Agricultural and Resource Economics, UCB UC Berkeley Title: Econometric model and futures markets commodity price forecasting Author: Just, Richard E., University of Califorina, Berkeley Rausser, Gordon C., University of California, Berkeley Publication Date: 09-01-1979 Series: CUDARE Working Papers Publication Info: Department of Agricultural & Resource Economics, UCB Permalink: http://www.escholarship.org/uc/item/8673v745 Keywords: contracts, econometric models, forecasting, future trading, prices Copyright Information: All rights reserved unless otherwise indicated. Contact the author or original publisher for any necessary permissions. eScholarship is not the copyright owner for deposited works. Learn more at http://www.escholarship.org/help_copyright.html#reuse Division of Agricultural Sciences L~IVERSITY OF CALIFORNIA Working Paper No. 72 ECONOMETRIC !'<ODEI. AND FUTURES Mi\RI(ETS COl>ltvKlDlTY PRICE FORECASTING by Richard E. Just and Gordon C. Rausser Ca1ifornia Agricu1tura1 Experiment Station Giannini Foundation of Agricultural Economics September 1979 by Riehard E. Just and Gordon C. Rausser** Ccmnereial forecasts of spot agrieultural carrnodity markets have been available since 1976. These forecasts are quarterly, refer to specifie cash markets, and cover a number of carrnodities. The firms that generate and sell these forecasts, largely to agribusiriess CO!l[>aTIies, include Chase ElOOno- ~trics,~nesA9ri~lturalservi<le, DatäResources:; InC. JlJRt), ana Wharton E:c:(:jrgnet:l':ic l!'drwästihgAs~iates. tnaddi tidj'j,;t:he .I;I~·aisodeveloPs such torwästs.~toft~se foreg(j;sts .•;;it:<l hasoo .~. l~ge....s~(,!, ti.s. agri~l~ tural sectornPdels whieh speeifyfotfnalHnks among individ

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