Michael Adjemian

U.S. Department of Agriculture (USDA) - Economic Research Service (ERS)

355 E Street, SW

Washington, DC 20024-3221

United States

SCHOLARLY PAPERS

3

DOWNLOADS

277

CITATIONS
Rank 47,323

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Top 47,323

in Total Papers Citations

9

Scholarly Papers (3)

1.

Deconstructing Wheat Price Spikes: A Model of Supply and Demand, Financial Speculation, and Commodity Price Comovement

USDA-ERS Economic Research Report Number 165
Number of pages: 51 Posted: 01 Oct 2014
Joseph Janzen, Colin A. Carter, Aaron Smith and Michael Adjemian
University of California, Davis, University of California, Davis - Department of Agricultural and Resource Economics, University of California, Davis - Department of Agricultural and Resource Economics and U.S. Department of Agriculture (USDA) - Economic Research Service (ERS)
Downloads 169 (175,667)
Citation 7

Abstract:

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commodity prices, comovement, futures, index funds, speculation, wheat

2.

Non-Convergence in Domestic Commodity Futures Markets: Causes, Consequences, and Remedies

USDA-ERS Economic Information Bulletin No. 115
Number of pages: 33 Posted: 24 Oct 2015
Michael Adjemian, Philip Garcia, Scott H. Irwin and Aaron Smith
U.S. Department of Agriculture (USDA) - Economic Research Service (ERS), University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics and University of California, Davis - Departments of Economics and Agricultural Resource Economics
Downloads 94 (276,322)
Citation 5

Abstract:

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commodity futures, index funds, grains, non-convergence, price discovery

3.

Incorporating Uncertainty Into USDA Commodity Price Forecasts

Number of pages: 37 Posted: 07 Jul 2019
Michael Adjemian, Valentina Bruno and Michel A. Robe
U.S. Department of Agriculture (USDA) - Economic Research Service (ERS), American University - Department of Finance and Real Estate and University of Illinois at Urbana-Champaign
Downloads 14 (554,081)

Abstract:

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USDA, forecasting, derivatives markets, option-implied volatility, WASDE, situation and outlook, grains and oilseeds