Jeffrey H. Dorfman

University of Georgia

Athens, GA 30602-6254

United States

  • University of Georgia

SCHOLARLY PAPERS

4

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174

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (4)

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1.

Hotelling Meets Crypto-Currency: Do Bitcoin Rents Follow Hotelling's Rule?

Number of pages: 46 Posted: 10 Jan 2020
Craig E. Landry, Dylan Turner and Jeffrey H. Dorfman
UGA Ag & Applied Economics, University of Georgia - Department of Agricultural & Applied Economics and University of Georgia
Downloads 174 (329,482)

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asset pricing, bitcoin, natural resources, Hotelling's Rule

2.

Delivery Horizon and Grain Market Volatility

Journal of Futures Markets, Forthcoming
Posted: 18 Aug 2009 Last Revised: 12 Apr 2012
Berna Karali, Jeffrey H. Dorfman and Walter N. Thurman
University of Georgia, University of Georgia and North Carolina State University

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Bayesian econometrics, futures markets, seasonality, theory of storage, volatility

3.

Do Farmers Hedge Optimally or by Habit? A Bayesian Partial-Adjustment Model of Farmer Hedging

Journal of Agricultural and Applied Economics Vol. 42, No. 4, 2010
Posted: 23 Oct 2008 Last Revised: 20 Mar 2010
Jeffrey H. Dorfman and Berna Karali
University of Georgia and University of Georgia

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Bayesian econometrics, habit formation, hedging decisions, information sources

4.

Do Volatility Determinants Vary across Futures Contracts? Insights from a Smoothed Bayesian Estimator

Journal of Futures Markets, Vol. 30, No. 3, pp. 257-277
Posted: 06 Oct 2008 Last Revised: 12 Apr 2012
Berna Karali, Jeffrey H. Dorfman and Walter N. Thurman
University of Georgia, University of Georgia and North Carolina State University

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Bayesian econometrics, futures markets, lumber, theory of storage, volatility