Journal of Agricultural and Resource Economics
Issue Archives
Search and browse every article in the JARE archive, from 1992 to today. Filter by issue or author, read abstracts, and bookmark articles to come back to.
Search the archive
Keyword
Year & issue
Author
Articles
The forecasting content of the Commodity Futures Trading Commission’s Commitments of Traders (COT) report is investigated. Bivariate Granger causality tests show very little evidence that traders’ positions are useful in forecasting (leading) returns in 10 agricultural futures markets. However, there is substantial evidence that traders respond to price changes. In particular, noncommercial traders display a tendency for trend following. The other trader classifications display mixed styles, perhaps indicating those trader categories capture a variety of traders. The results generally do not support use of the COT data in predicting price movements in agricultural futures markets.
Publish in JARE
JARE publishes applied research in agricultural, food, natural resource and environmental economics. Read the guidelines and policies, then submit through Editorial Express.
Ready to submit?
Manuscripts go through JARE’s Editorial Express site.
Library or member? Subscribe to JARE