Jeffrey H. Dorfman

University of Georgia

Athens, GA 30602-6254

United States

SCHOLARLY PAPERS

7

DOWNLOADS

31

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (7)

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 30 (508,227)

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

2.

Flexible Tests for Usda Report Announcement Effects in Futures Markets

American Journal of Agricultural Economics, Vol. 101, Issue 4, pp. 1228-1246, 2019
Number of pages: 19 Posted: 21 Apr 2020
jiahui ying, Yu Chen and Jeffrey H. Dorfman
affiliation not provided to SSRN, University of Georgia and University of Georgia
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USDA reports, time‐varying impact, commodity futures markets, announcement effects

3.

Examining Dynamically Changing Timber Market Linkages

American Journal of Agricultural Economics, Vol. 97, Issue 5, pp. 1451-1463, 2015
Number of pages: 13 Posted: 15 Apr 2020
Jeffrey H. Dorfman and Jeffrey Dorfman
University of Georgia and University of Georgia
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market integration, smooth transition, timber markets

4.

Senior Migration: Spatial Considerations of Amenity and Health Access Drivers

Journal of Regional Science, Vol. 56, Issue 1, pp. 96-133, 2016
Number of pages: 38 Posted: 14 Jan 2016
Jeffrey H. Dorfman and Anne M. Mandich
University of Georgia and University of Georgia - Department of Agricultural & Applied Economics
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5.

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

6.

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

7.

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