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Econometric model and futures markets commodity price forecasting



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: 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 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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