Title:

Are Futures Prices Good Price Forecasts? Underestimation of Price Reversion in the Soybean Complex

Authors:

Joshua Huang (U Illinois)
Teresa Serra (U Illinois)
Philip Garcia (U Illinois)

Journal:

European Review of Agricultural Economics

Year:

2020

Volume:

47

Number:

1

Pages:

178-199

JEL codes:

G13 - Contingent Pricing; Futures Pricing
Q14 - Agricultural Finance