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Price Dynamics in U.S. Grain and Freight Markets

2007· article· en· W2080996505 on OpenAlexvenueno aff
Tun‐Hsiang Yu, David A. Bessler, Stephen Fuller

Bibliographic record

VenueCanadian Journal of Agricultural Economics/Revue canadienne d agroeconomie · 2007
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicGlobal trade and economics
Canadian institutionsnot available
Fundersnot available
KeywordsCointegrationArbitrageEconomicsEconomyWelfare economicsGeographyFinancial economicsEconometrics

Abstract

fetched live from OpenAlex

This paper studies the spatial price linkages in U.S. grain and transportation markets using cointegration analysis and algorithms of inductive causation on directed acyclic graphs. Transport costs and prices from alternative transportation modes are considered to provide a relatively comprehensive view of the interaction between grain and freight markets over time. Dynamic relationship among corn prices in selected U.S. markets and freight rates, extending from January 1990 to December 2002, are explored. Results suggest the Mississippi Gulf (lower Mississippi River port area) is the most dominant corn market among evaluated export and domestic markets. Also, grain barge rates on the upper Mississippi/Illinois Rivers influence domestic corn markets in contemporaneous time. In the longer‐run, significant dynamic relationships among prices in domestic and export corn markets and freight rates are observed; perturbations in transportation rates affect the variation in corn prices considerably. Le présent article examine les relations d'arbitrage spatial entre les prix pour les marchés des céréales et du transport aux États‐Unis à l'aide d'une analyse de cointégration et d'algorithmes utilisant la notion de causalité inductive sur des graphiques acycliques orientés. Les coûts et les prix de divers modes de transport sont examinés afin de fournir un tableau assez complet de l'interaction entre le marché des céréales et le marché du fret au fil du temps. Nous avons exploré la relation dynamique entre les prix du maïs sur des marchés états‐uniens sélectionnés et les taux de fret, entre janvier 1990 et décembre 2002. Les résultats indiquent que le golfe du Mississippi (zone portuaire du Mississippi inférieur) est le marché de maïs le plus important parmi les marchés intérieurs et extérieurs évalués. Les frais de transport des céréales par barge sur le cours supérieur du Mississippi et la rivière Illinois influencent les marchés intérieurs du maïs à l'heure actuelle. À long terme, des liens dynamiques importants entre les prix sur les marchés du maïs intérieur et extérieurs et les frais de transport sont observés. Des changements de frais de transport affectent considérablement la variation des prix du maïs.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.002
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.834
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0020.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0010.000
Science and technology studies0.0000.000
Scholarly communication0.0000.001
Open science0.0010.000
Research integrity0.0000.001
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.025
GPT teacher head0.154
Teacher spread0.128 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

Study designObservational
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations32
Published2007
Admission routes1
Has abstractyes

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