Based on the close relationship between the global soybean market and weather variables,
current studies regarding soybean volatility forecasting under weather information are …

The purpose of this paper is to comprehensively review the literature on the value and
impact of the US Department of Agriculture (USDA) reports and discuss theoretical issues …

Using price discovery measures, including Putniņš'(2013) information leadership share and
intraday data, we quantify the proportional contribution of nearby and deferred contracts in …

Abstract In August 2018, the US Department of Agriculture (USDA) ceased its practice of
early media access during lockup, in which the news media have access to crop and …

We examine persistence and cross‐market liquidity spillovers in the Chicago Mercantile
Exchange soybean complex futures markets. A multidimensional liquidity measure is …

We examine the role of information asymmetry on changes in bid‐ask spreads during major
United States Department of Agriculture (USDA) announcements. Our analyses, using corn …

We develop a theoretical framework and propose a relevant empirical analysis of the
soybean-complex prices' cointegration relationships in a high-frequency setting. We allow …

This paper investigates the effect of algorithmic trading activity, as measured by quoting, on
the corn, soybean, and live cattle commodity futures market quality. Using the CME's limit …

In 2012 USDA began releasing crop reports during trading hours. Prior reports were
released during a trading halt, and in the electronic trading platform traders competed in a …

Many USDA reports are anticipated by commodity traders because they contain news about
market fundamentals. USDA has made several recent changes to the publication of these …