Scott H. Irwin

University of Illinois at Urbana-Champaign

Lawrence J. Norton Chair of Agricultural Marketing

344 Mumford Hall

1301 W. Gregory Dr.

Urbana, IL 61801

United States

http://https://scotthirwin.com/

SCHOLARLY PAPERS

44

DOWNLOADS
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Top 2,726

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25,080

TOTAL CITATIONS
Rank 10,262

SSRN RANKINGS

Top 10,262

in Total Papers Citations

257

Scholarly Papers (44)

1.

The Profitability of Technical Analysis: A Review

AgMAS Project Research Report No. 2004-04
Number of pages: 106 Posted: 15 Oct 2004
Cheol-Ho Park and Scott H. Irwin
Chungbuk National University and University of Illinois at Urbana-Champaign
Downloads 15,818 (536)
Citation 42

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technical analysis, market efficiency, trading systems, speculative markets

2.

The Profitability of Technical Trading Rules in Us Futures Markets: A Data Snooping Free Test

Number of pages: 66 Posted: 17 May 2005 Last Revised: 27 Jun 2008
Cheol-Ho Park and Scott H. Irwin
Chungbuk National University and University of Illinois at Urbana-Champaign
Downloads 1,284 (33,152)
Citation 14

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technical analysis, data snooping, futures markets, replication

3.

Noise Traders, Market Sentiment, and Futures Price Behavior

OFOR-97-02
Number of pages: 39 Posted: 07 Nov 1997
Southern Illinois University - Agribusiness Economics, University of Illinois at Urbana-Champaign and University of Illinois @ Urbana-Champaign
Downloads 1,117 (40,587)
Citation 12

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The Adequacy of Speculation in Agricultural Futures Markets: Too Much of a Good Thing?

Number of pages: 38 Posted: 20 Jun 2008
Dwight R. Sanders, Scott H. Irwin and Robert P. Merrin
Southern Illinois University - Agribusiness Economics, University of Illinois at Urbana-Champaign and Universidad de Cantabria
Downloads 599 (92,439)
Citation 31

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Commitments of Traders, index funds, commodity futures markets

The Adequacy of Speculation in Agricultural Futures Markets: Too Much of a Good Thing?

Applied Economic Perspectives and Policy, Vol. 32, No. 1, pp. 77-94, 2010
Posted: 22 Feb 2010
Dwight R. Sanders, Scott H. Irwin and Robert P. Merrin
Southern Illinois University - Agribusiness Economics, University of Illinois at Urbana-Champaign and Universidad de Cantabria

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Commitment of Traders, index funds, commodity futures markets, G13, Q11, Q13

5.

Weather, Technology, and Corn and Soybean Yields in the U.S. Corn Belt

Number of pages: 127 Posted: 20 Jun 2008
Michael A. Tannura, Scott H. Irwin and Darrel L. Good
affiliation not provided to SSRN, University of Illinois at Urbana-Champaign and University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics
Downloads 559 (102,200)
Citation 29

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corn, soybeans, yield, weather, technology, trends

6.

The Financialization of Commodity Futures Markets or: How I Learned to Stop Worrying and Love the Index Funds

Number of pages: 53 Posted: 30 Oct 2010
Scott H. Irwin and Dwight R. Sanders
University of Illinois at Urbana-Champaign and Southern Illinois University - Agribusiness Economics
Downloads 470 (126,207)
Citation 30

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Index Funds, Commodity, Futures Markets, Prices, Speculation, Bubble

7.

Forecasting Cash Price Volatility of Fed Cattle, Feeder Cattle, and Corn: Time Series, Implied Volatility, and Composite Approaches

OFOR Working Paper No. 99-08
Number of pages: 41 Posted: 11 Jan 2000
Arizona State University - Morrison School of Agribusiness and Resource Management, University of Illinois @ Urbana-Champaign and University of Illinois at Urbana-Champaign
Downloads 451 (132,654)
Citation 1

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8.

Poor Convergence Performance of CBOT Corn, Soybean and Wheat Futures Contracts: Causes and Solutions

Marketing and Outlook Research Report 2009-02
Number of pages: 35 Posted: 15 Oct 2009
University of Illinois at Urbana-Champaign, 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 affiliation not provided to SSRN
Downloads 424 (142,678)
Citation 14

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corn, soybeans, wheat, CBOT, delivery, convergence

9.

Understanding Usda Corn and Soybean Production Forecasts: Methods, Performance and Market Impacts Over 1970-2005

AgMAS Project Research Report No. 2006-01
Number of pages: 51 Posted: 20 Apr 2006
Darrel L. Good and Scott H. Irwin
University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics and University of Illinois at Urbana-Champaign
Downloads 386 (158,704)
Citation 9

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Corn, Soybeans, forecast, production, USDA

10.

Futures Market Failure?

Number of pages: 40 Posted: 28 Oct 2011
Philip Garcia, Scott H. Irwin and Aaron Smith
University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign and University of California, Davis - Department of Agricultural and Resource Economics
Downloads 328 (189,794)
Citation 7

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finance, agriculture, commodity futures, delivery, grain, storage, present value, asset pricing

11.

Surveying Farmers: A Research Note

Number of pages: 15 Posted: 10 Oct 2000
Joost M. E. Pennings, Scott H. Irwin and Darrel L. Good
Maastricht University, University of Illinois at Urbana-Champaign and University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics
Downloads 326 (190,995)
Citation 1

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12.

Returns to Traders and Existences of a Risk Premium of a Risk Premium in Agricultural Futures Markets

Number of pages: 57 Posted: 26 May 2011
Nicole Aulerich, Scott H. Irwin and Philip Garcia
Commodity Futures Trading Commission (CFTC), University of Illinois at Urbana-Champaign and University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics
Downloads 322 (193,518)

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commodities, futures markets, risk premium, commodity index traders

13.

The Role of Market Advisory Services in Crop Marketing and Risk Management: A Preliminary Report of Survey Results

AgMas Report 2001-02
Number of pages: 63 Posted: 19 May 2001
Joost M. E. Pennings, Darrel L. Good and Scott H. Irwin
Maastricht University, University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics and University of Illinois at Urbana-Champaign
Downloads 246 (255,598)
Citation 3

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14.

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
University of Georgia - Department of Agricultural & Applied Economics, University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign and University of California, Davis - Departments of Economics and Agricultural Resource Economics
Downloads 242 (259,727)
Citation 12

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

15.

Sunshine vs. Predatory Trading Effects in Commodity Futures Markets: New Evidence from Index Rebalancing

Number of pages: 50 Posted: 03 Dec 2020
Lei Yan, Scott H. Irwin and Dwight R. Sanders
Yale University, University of Illinois at Urbana-Champaign and Southern Illinois University - Agribusiness Economics
Downloads 219 (285,859)
Citation 4

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commodity futures, financialization, index, order flow, rebalancing

16.

The Bias of Simple Bid-Ask Spread Estimators

Number of pages: 71 Posted: 23 Sep 2022
Pedro Tremacoldi-Rossi and Scott H. Irwin
Columbia University, Department of Economics and University of Illinois at Urbana-Champaign
Downloads 207 (301,401)

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liquidity costs, bid-ask spreads, estimation bias

17.

The Pricing Performance of Market Advisory Services in Corn and Soybeans over 1995-2004

AgMAS Project Research Report No. 2006-02
Number of pages: 161 Posted: 20 Apr 2006
University of Illinois at Urbana-Champaign, 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 Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics
Downloads 178 (346,205)
Citation 5

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Prices, corn, soybeans, advisory service, risk, performance

18.

Is the Supply Curve for Commodity Futures Contracts Upward Sloping?

Number of pages: 58 Posted: 16 Apr 2019
Lei Yan, Scott H. Irwin and Dwight R. Sanders
Yale University, University of Illinois at Urbana-Champaign and Southern Illinois University - Agribusiness Economics
Downloads 162 (375,658)
Citation 1

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commodity futures, index, limits to arbitrage, order flow, rebalancing

19.

The Marketing Style of Advisory Services for Corn and Soybeans in 1995

AgMasReport 1999-02
Number of pages: 64 Posted: 30 Oct 2000
University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics, Ohio State University (OSU) - Department of Agricultural, Environmental & Development Economics, University of Illinois at Urbana-Champaign and University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics
Downloads 158 (383,714)
Citation 1

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20.

Understanding Usda Corn and Soybean Production Forecasts: Methods, Performance and Market Impacts Over 1970-2004

AgMAS Research Report No. 2005-03
Number of pages: 49 Posted: 06 May 2005
Darrel L. Good and Scott H. Irwin
University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics and University of Illinois at Urbana-Champaign
Downloads 150 (400,810)
Citation 3

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Corn, Soybeans, forecast, production, USDA

21.

Empirical Confidence Intervals for WASDE Forecasts of Corn, Soybean, and Wheat Prices

Marketing and Outlook Research Report 2009-01
Number of pages: 74 Posted: 15 Oct 2009
Virginia Polytechnic Institute and State University, University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics and University of Illinois at Urbana-Champaign
Downloads 134 (438,417)
Citation 1

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forecast, USDA, commodity, confidence interval, empirical

22.

Development of a Market Benchmark Price for Agmas Performance Evaluations

AgMasReport 1998-02
Number of pages: 27 Posted: 30 Oct 2000
Darrel L. Good, Scott H. Irwin and Thomas E. Jackson
University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign and University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics
Downloads 127 (457,230)
Citation 4

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23.

The Pricing Performance of Market Advisory Services in Corn and Soybeans Over 1995-2003

AgMAS Project Research Report No. 2005-01
Number of pages: 147 Posted: 17 Apr 2005
University of Illinois at Urbana-Champaign, University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics, University of São Paulo (USP) - Department of Economics, Administration and Sociology and J.P. Morgan Chase & Co.
Downloads 103 (534,631)
Citation 5

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Prices, corn, soybeans, advisory service, risk, performance

24.

Do Agricultural Market Advisory Services Beat the Market? Evidence from the Wheat Market Over 1995-1998

AgMasReport 2001-01
Number of pages: 63 Posted: 02 Jun 2001
Mark A. Jirik, Scott H. Irwin and Darrel L. Good
University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign and University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics
Downloads 93 (571,923)
Citation 1

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25.

Do Agricultural Market Advisory Services Beat the Market? Evidence from the Corn and Soybean Markets Over 1995-1998

AgMas Project Research Report No. 2000-03
Number of pages: 67 Posted: 28 Dec 2000
University of Illinois at Urbana-Champaign, 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 Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics
Downloads 93 (571,923)
Citation 2

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26.

1999 Pricing Performance of Market Advisory Services for Corn and Soybeans

AgMas Report No. 2000-04
Number of pages: 58 Posted: 04 Feb 2001
Scott H. Irwin, Darrel L. Good and João Martines-Filho
University of Illinois at Urbana-Champaign, University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics and University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics
Downloads 91 (579,722)
Citation 1

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27.

Heterogeneity in the Likelihood of Market Advisory Service Use by U.S. Crop Producers

Agribusiness: An International Journal, Vol. 21, No. 1, pp. 109-128, January 2005
Number of pages: 39 Posted: 04 Oct 2005
Maastricht University, University of Illinois at Urbana-Champaign, University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics and Virginia Polytechnic Institute and State University
Downloads 90 (583,643)
Citation 1

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Marketing advisory services, marketing philosophy, mixture model, financial performance, heterogeneity, risk attitudes, crop producers

28.

Do Agricultural Market Advisory Services Beat the Market? Evidence from the Corn and Soybean Markets Over 1995-1997

AgMasReport 1999-03
Number of pages: 46 Posted: 30 Oct 2000
Scott H. Irwin, Thomas E. Jackson and Darrel L. Good
University of Illinois at Urbana-Champaign, University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics and University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics
Downloads 90 (583,643)
Citation 1

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29.

1998 Pricing Performance of Market Advisory Services for Corn and Soybeans

AgMasReport 2000-01
Number of pages: 53 Posted: 07 Nov 2000
University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign, University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics and University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics
Downloads 87 (595,695)

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30.

1996 Pricing Performance of Market Advisory Services for Corn and Soybeans

AgMas Project Research Report No. 1998-01
Number of pages: 40 Posted: 28 Dec 2000
Thomas E. Jackson, Scott H. Irwin and Darrel L. Good
University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign and University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics
Downloads 86 (599,852)
Citation 8

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31.

Ethanol Price Discovery in U.S. Terminal Markets

Number of pages: 39 Posted: 11 Jun 2022
Maria Gerveni, Teresa Serra, Scott H. Irwin and Todd Hubbs
affiliation not provided to SSRN, affiliation not provided to SSRN, University of Illinois at Urbana-Champaign and USDA Economic Research Service
Downloads 82 (616,964)
Citation 1

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price discovery, ethanol, spot market, Hasbrouck information share, double-hurdle model, market fundamentals, trading platform concentration

32.

The Price of Biodiesel Rins and Economic Fundamentals

NBER Working Paper No. w25341
Number of pages: 23 Posted: 11 Dec 2018 Last Revised: 30 Mar 2023
Scott H. Irwin, Kristen McCormack and James H. Stock
University of Illinois at Urbana-Champaign, Harvard University - Harvard Kennedy School (HKS) and Harvard University - Department of Economics
Downloads 78 (634,451)
Citation 2

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33.

The 1995 Through 1998 Pricing Performance of Market Advisory Services for Wheat

AgMasReport 2000-02
Number of pages: 67 Posted: 30 Oct 2000
University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign, University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics and University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics
Downloads 78 (634,451)
Citation 4

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34.

1997 Pricing Performance of Market Advisory Services for Corn and Soybeans

AgMas Report 1999-01
Number of pages: 34 Posted: 30 Oct 2000
Thomas E. Jackson, Scott H. Irwin and Darrel L. Good
University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign and University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics
Downloads 75 (648,132)
Citation 2

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35.

1995 Pricing Performance of Market Advisory Services for Corn and Soybeans

AgMasReport 1997-01
Number of pages: 34 Posted: 12 Oct 2000
Darrel L. Good, Scott H. Irwin and Thomas E. Jackson
University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign and University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics
Downloads 73 (657,603)

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36.

Bubbles, Food Prices, and Speculation: Evidence from the Cftc's Daily Large Trader Data Files

NBER Working Paper No. w19065
Number of pages: 63 Posted: 24 May 2013 Last Revised: 04 Feb 2023
Nicole Aulerich, Scott H. Irwin and Philip Garcia
Commodity Futures Trading Commission (CFTC), University of Illinois at Urbana-Champaign and University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics
Downloads 54 (762,332)
Citation 5

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37.

Public Futures Funds

The Journal of Futures Markets, Vol. 5, No. 2, 149-171, 1985
Posted: 03 Jun 2020
Scott H. Irwin and B. Wade Brorsen
University of Illinois at Urbana-Champaign and Oklahoma State University

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investments, commodities, futures markets

38.

Mapping Algorithms, Agricultural Futures, and the Relationship Between Commodity Investment Flows and Crude Oil Futures Prices

Energy Economics, Vol. 72:486-504, 2018
Posted: 25 Apr 2019 Last Revised: 06 May 2020
Lei Yan, Scott H. Irwin and Dwight R. Sanders
Yale University, University of Illinois at Urbana-Champaign and Southern Illinois University - Agribusiness Economics

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Commodity futures, Crude oil, Index investment, Mapping algorithm

39.

Outlook vs. Futures: Three Decades of Evidence In Hog and Cattle Markets

American Journal of Agricultural Economics, Vol. 92, No. 1, pp. 1-15, 2010
Posted: 08 Mar 2010
Evelyn V. Colino and Scott H. Irwin
University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics and University of Illinois at Urbana-Champaign

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cattle, encompassing, forecast, futures prices, hogs, outlook, RMSE, Q11, Q13

40.

The Effect of Large Hedge Fund and Cta Trading on Futures Market Volatility

COMMODITY TRADING ADVISORS: RISK, PERFORMANCE ANALYSIS AND SELECTION, Greg N. Gregoriou, Vassilios N. Karavas, Francois-Serge L'Habitant, Fabrice Rouah, eds., John Wiley and Sons, Inc., 2004
Posted: 28 Jun 2004
Scott H. Irwin and Bryce Holt
University of Illinois at Urbana-Champaign and ACH Food Companies, Inc.

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Hedge fund, commodity trading advisor, volatility, market efficiency, futures markets

41.

The Impact of Market Advisory Service Recommendations on Producers' Marketing Decisions

Posted: 23 Jun 2004
Maastricht University, Virginia Polytechnic Institute and State University, University of Illinois at Urbana-Champaign and University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics

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Market advisory services, ordered probit model, producers' marketing decisions

42.

New Evidence on the Value of Public Information in Commodity Markets

OFOR Working Paper Number 94-04
Posted: 29 Oct 2000
University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign, University of Illinois @ Urbana-Champaign and Western Michigan University

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43.

Further Evidence on the Usefulness of Cta Performance Information in Public Commodity Pool Prospectuses and a Proposal for Reform

ADVANCES IN FUTURES AND OPTIONS RESEARCH, Vol 7, 1994
Posted: 20 Dec 1998
Scott H. Irwin
University of Illinois at Urbana-Champaign

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44.

An Analysis of the Profiles and Motivations of Habitual Commodity Speculators

OFOR Working Paper 97-01, University of Illinios, Urbana-Champaign
Posted: 02 Oct 1997
Merrill Lynch & Co., Purdue University - Department of Agricultural Economics, University of Illinois at Urbana-Champaign and University of Illinois at Urbana-Champaign

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