The Pricing of Variance Risks in Agricultural Futures Markets: Do Jumps Matter?
Xinyue He,
Siyu Bian,
Teresa Serra
European Review of Agricultural Economics,
vol. 50, 2023, p. 1428-1452.
The Value of USDA Announcements in the Electronically Traded Corn Futures Market: A Modified Sufficient Test with Risk Adjustments
Joshua Huang,
Teresa Serra,
Philip Garcia
Journal of Agricultural Economics,
vol. 72, 2021, p. 712-734.
Are Futures Prices Good Price Forecasts? Underestimation of Price Reversion in the Soybean Complex
Joshua Huang,
Teresa Serra,
Philip Garcia
European Review of Agricultural Economics,
vol. 47, 2020, p. 178-199.
Food Scare Crises and Developing Countries: The Impact of Avian Influenza on Vertical Price Transmission in the Egyptian Poultry Sector
Islam Hassouneh,
Amr Radwan,
Teresa Serra,
Jose M. Gil
Food Policy,
vol. 37, 2012, p. 264-274.