Matches in SemOpenAlex for { <https://semopenalex.org/work/W2100322586> ?p ?o ?g. }
Showing items 1 to 81 of
81
with 100 items per page.
- W2100322586 endingPage "416" @default.
- W2100322586 startingPage "397" @default.
- W2100322586 abstract "Basis values for hard red spring (HRS) wheat have escalated radically, experienced extraordinary levels of volatility (risk), were subject to a squeeze during 2008, and all these have important implications for market participants. These are particularly important to marketers in the Northern Great Plains in the United States, as well as for Canadian marketers as they confront deregulation in wheat marketing and will be exposed to these risks. The purpose of this paper is to analyze the dynamic relationships and interdependencies among terminal market basis values for milling. Specifically, we seek to identify factors impacting basis values for 13%, 14%, and 15% protein HRS wheat in addition to the intermarket wheat spread between Minneapolis and Kansas City wheat futures. We specify a vector autoregression (VAR) model to explore these relationships. Exogenous structural variables are specified in addition to dynamic interrelationships including seasonal and intertemporal variability and dynamic interdependencies among these markets and relationships. Results of interest are that: (1) basis values for these markets have been trending up and have become more volatile; (2) factors impacting this variability are the protein level in HRS, production of hard red winter (HRW), and Canadian wheat (on high protein basis); (3) HRW protein supplies are not significant in the basis equations, but, do impact the intermarket wheat futures spread; (4) quality factors have a significant impact on basis values, notably vomitoxin, falling numbers, and absorption. Dynamic interrelations are also important in that all prices converge quickly toward a long‐term equilibrium. In addition, there are seasonal impacts, dynamic basis interactions, trends, and lagged impacts of protein levels." @default.
- W2100322586 created "2016-06-24" @default.
- W2100322586 creator A5067385000 @default.
- W2100322586 creator A5067671520 @default.
- W2100322586 date "2012-08-10" @default.
- W2100322586 modified "2023-10-18" @default.
- W2100322586 title "Dynamic Interrelationships in Hard Wheat Basis Markets" @default.
- W2100322586 cites W1982481060 @default.
- W2100322586 cites W1992294071 @default.
- W2100322586 cites W2001194013 @default.
- W2100322586 cites W2009245939 @default.
- W2100322586 cites W2015588326 @default.
- W2100322586 cites W2019459021 @default.
- W2100322586 cites W2052793302 @default.
- W2100322586 cites W2064638174 @default.
- W2100322586 cites W2071409586 @default.
- W2100322586 cites W2086849191 @default.
- W2100322586 cites W2129430414 @default.
- W2100322586 cites W2162064551 @default.
- W2100322586 cites W3124242773 @default.
- W2100322586 cites W3194188397 @default.
- W2100322586 cites W4211139627 @default.
- W2100322586 cites W4230644069 @default.
- W2100322586 cites W4241115065 @default.
- W2100322586 cites W4243079420 @default.
- W2100322586 cites W4252840408 @default.
- W2100322586 cites W4254152361 @default.
- W2100322586 doi "https://doi.org/10.1111/j.1744-7976.2012.01262.x" @default.
- W2100322586 hasPublicationYear "2012" @default.
- W2100322586 type Work @default.
- W2100322586 sameAs 2100322586 @default.
- W2100322586 citedByCount "7" @default.
- W2100322586 countsByYear W21003225862014 @default.
- W2100322586 countsByYear W21003225862017 @default.
- W2100322586 countsByYear W21003225862020 @default.
- W2100322586 countsByYear W21003225862021 @default.
- W2100322586 countsByYear W21003225862023 @default.
- W2100322586 crossrefType "journal-article" @default.
- W2100322586 hasAuthorship W2100322586A5067385000 @default.
- W2100322586 hasAuthorship W2100322586A5067671520 @default.
- W2100322586 hasBestOaLocation W21003225862 @default.
- W2100322586 hasConcept C106159729 @default.
- W2100322586 hasConcept C106306483 @default.
- W2100322586 hasConcept C149782125 @default.
- W2100322586 hasConcept C162324750 @default.
- W2100322586 hasConcept C17744445 @default.
- W2100322586 hasConcept C185874996 @default.
- W2100322586 hasConcept C199539241 @default.
- W2100322586 hasConcept C2983622608 @default.
- W2100322586 hasConcept C91602232 @default.
- W2100322586 hasConceptScore W2100322586C106159729 @default.
- W2100322586 hasConceptScore W2100322586C106306483 @default.
- W2100322586 hasConceptScore W2100322586C149782125 @default.
- W2100322586 hasConceptScore W2100322586C162324750 @default.
- W2100322586 hasConceptScore W2100322586C17744445 @default.
- W2100322586 hasConceptScore W2100322586C185874996 @default.
- W2100322586 hasConceptScore W2100322586C199539241 @default.
- W2100322586 hasConceptScore W2100322586C2983622608 @default.
- W2100322586 hasConceptScore W2100322586C91602232 @default.
- W2100322586 hasIssue "3" @default.
- W2100322586 hasLocation W21003225861 @default.
- W2100322586 hasLocation W21003225862 @default.
- W2100322586 hasOpenAccess W2100322586 @default.
- W2100322586 hasPrimaryLocation W21003225861 @default.
- W2100322586 hasRelatedWork W2080194917 @default.
- W2100322586 hasRelatedWork W2145033651 @default.
- W2100322586 hasRelatedWork W2255786044 @default.
- W2100322586 hasRelatedWork W2358372366 @default.
- W2100322586 hasRelatedWork W2378215390 @default.
- W2100322586 hasRelatedWork W2385765073 @default.
- W2100322586 hasRelatedWork W2392378997 @default.
- W2100322586 hasRelatedWork W2766336064 @default.
- W2100322586 hasRelatedWork W3124855771 @default.
- W2100322586 hasRelatedWork W3147192130 @default.
- W2100322586 hasVolume "61" @default.
- W2100322586 isParatext "false" @default.
- W2100322586 isRetracted "false" @default.
- W2100322586 magId "2100322586" @default.
- W2100322586 workType "article" @default.