Assessing the role of futures position substitutability in a monthly model of factor demand for softwood lumber

Author:

Babula Ronald A.,Zhang Daowei

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics,Social Sciences (miscellaneous),Mathematics (miscellaneous),Statistics and Probability

Reference45 articles.

1. Aulerich N, Hoffman L, Plato G (2009) Issues and prospects in corn, soybeans, and wheat futures markets: new entrants, price volatility, and market performance implications. USDA publication no. FDS-09G-01, August, pp 1–44

2. Adams D, McCarl BA, Homayounfarrohk L (1986) The role of exchange rates in Canadian-United States lumber trade. For Sci 32(4):973–988

3. Adams D, Boyd R, Angle J (1992) Evaluating the stability of softwood lumber demand elasticity by end-use sector: a stochastic parameter approach. For Sci 38(4):825–841

4. Babula R, Miljkovic D (2016) Assessing the role of futures position substitutability in a monthly slaughtered pork factor demand by US processors: a cointegrated VAR model approach. Appl Econ 48(26):2454–2468. https://doi.org/10.1080/00036846.2015.1122734

5. Babula R, Zhang D, Rothenberg JP (2012) A dynamic monthly demand model of US-produced softwood lumber with a futures market linkage. J Int Agric Trade Dev 8:149–164

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