Michael Adjemian

University of Georgia - Department of Agricultural & Applied Economics

Athens, GA 30602

United States

SCHOLARLY PAPERS

5

DOWNLOADS

366

SSRN CITATIONS
Rank 36,460

SSRN RANKINGS

Top 36,460

in Total Papers Citations

10

CROSSREF CITATIONS

10

Scholarly Papers (5)

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 University of Georgia - Department of Agricultural & Applied Economics
Downloads 197 (174,124)
Citation 11

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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
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 108 (282,763)
Citation 9

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

Incorporating Uncertainty Into USDA Commodity Price Forecasts

Number of pages: 37 Posted: 07 Jul 2019
Michael Adjemian, Valentina Bruno and Michel A. Robe
University of Georgia - Department of Agricultural & Applied Economics, American University - Department of Finance and Real Estate and University of Illinois at Urbana-Champaign
Downloads 61 (402,213)
Citation 1

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

Incorporating Uncertainty into Usda Commodity Price Forecasts

American Journal of Agricultural Economics, Vol. 102, Issue 2, pp. 696-712, 2020
Number of pages: 17 Posted: 24 Mar 2020
Michael Adjemian, Valentina G. Bruno and Michel A. Robe
University of Georgia - Department of Agricultural & Applied Economics, American University and University of Illinois at Urbana-Champaign
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Citation 1
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derivatives markets, forecasting, grains, optionā€implied volatility, situation and outlook, USDA, WASDE

Incorporating Uncertainty into USDA Commodity Price Forecasts

American Journal of Agricultural Economics, Forthcoming
Posted: 06 Dec 2019
Michael Adjemian, Valentina Bruno and Michel A. Robe
University of Georgia - Department of Agricultural & Applied Economics, American University - Department of Finance and Real Estate and University of Illinois at Urbana-Champaign

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

4.

Using Usda Forecasts to Estimate the Price Flexibility of Demand for Agricultural Commodities

American Journal of Agricultural Economics, Vol. 94, Issue 4, pp. 978-995, 2012
Number of pages: 18 Posted: 15 Apr 2020
Michael Adjemian
University of Georgia - Department of Agricultural & Applied Economics
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Citation 1
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commodity prices, corn, demand flexibility, futures prices, soybeans, USDA supply forecasts, WASDE

5.

Quantifying the Wasde Announcement Effect

American Journal of Agricultural Economics, Vol. 94, Issue 1, pp. 238-256, 2012
Number of pages: 19 Posted: 08 Apr 2020
Michael Adjemian
University of Georgia - Department of Agricultural & Applied Economics
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Citation 4
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announcement effect, event study, futures market efficiency, government news, USDA, WASDE