Works (19)

Updated: July 5th, 2023 16:03

2019 journal article

Nonlinear exchange rate pass-through in timber products: The case of oriented strand board in Canada and the United States

NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 50.

By: B. Goodwin n, M. Holt* & J. Prestemon*

author keywords: Exchange rate pass-through; Oriented strand board; Smooth transition model; Unemployment rate
Source: Web Of Science
Added: January 13, 2020

2008 journal article

Mechanical refrigeration, seasonality, and the hog-corn cycle in the United States: 1870-1940

EXPLORATIONS IN ECONOMIC HISTORY, 45(1), 30–50.

By: L. Craig n & M. Holt*

author keywords: hog cycle; refrigeration; seasonality; structural change; time-varying smooth transition autoregression
Source: Web Of Science
Added: August 6, 2018

2006 journal article

Nonlinear dynamics and structural change in the US hog-corn cycle: A time-varying star approach

AMERICAN JOURNAL OF AGRICULTURAL ECONOMICS, 88(1), 215–233.

By: M. Holt n & L. Craig n

author keywords: hog-corn cycle; nonlinearity; structural change; time-series models
Source: Web Of Science
Added: August 6, 2018

2003 journal article

Quasi-rational and ex ante price expectations in commodity supply models: An empirical analysis of the US broiler market

JOURNAL OF APPLIED ECONOMETRICS, 18(4), 407–426.

By: M. Holt n & A. McKenzie

Source: Web Of Science
Added: August 6, 2018

2002 journal article

Combining time-varying and dynamic multi-period optimal hedging models

EUROPEAN REVIEW OF AGRICULTURAL ECONOMICS, 29(4), 471–500.

By: M. Haigh & M. Holt

author keywords: bivariate GARCH; dynamic programming; multi-period hedging
Source: Web Of Science
Added: August 6, 2018

2002 journal article

Crack spread hedging: Accounting for time-varying volatility spillovers in the energy futures markets

Journal of Applied Econometrics, 17(3), 269–289.

By: M. Haigh & M. Holt

Source: NC State University Libraries
Added: August 6, 2018

2002 journal article

Hedging foreign currency, freight, and commodity futures portfolios - A note

JOURNAL OF FUTURES MARKETS, 22(12), 1205–1221.

By: M. Haigh* & M. Holt n

Source: Web Of Science
Added: August 6, 2018

2002 journal article

Inverse demand systems and choice of functional form

EUROPEAN ECONOMIC REVIEW, 46(1), 117–142.

By: M. Holt n

author keywords: bootstrapped LR tests; hybrid model; inverse demand systems; non-nested tests; choice of functional form
Source: Web Of Science
Added: August 6, 2018

2002 journal article

Market efficiency in agricultural futures markets

APPLIED ECONOMICS, 34(12), 1519–1532.

By: A. McKenzie & M. Holt*

Source: Web Of Science
Added: August 6, 2018

2002 journal article

Parametric and semiparametric modeling of the off-farm labor supply of agrarian households in transition Bulgaria

AMERICAN JOURNAL OF AGRICULTURAL ECONOMICS, 84(1), 184–209.

By: B. Goodwin n & M. Holt n

author keywords: economic transition; labor supply; semiparametric estimation
Source: Web Of Science
Added: August 6, 2018

2001 journal article

Incorporating quadratic scale curves in inverse demand systems

AMERICAN JOURNAL OF AGRICULTURAL ECONOMICS, 83(1), 230–245.

By: R. Beach n & M. Holt n

author keywords: Antonelli matrix; inverse demands; negative semidefinite; quadratic scale curves
Source: Web Of Science
Added: August 6, 2018

2000 journal article

Hedging multiple price uncertainty in international grain trade

AMERICAN JOURNAL OF AGRICULTURAL ECONOMICS, 82(4), 881–896.

By: M. Haigh* & M. Holt*

author keywords: commodity and freight futures; multiple risk; multivariate GARCH
Source: Web Of Science
Added: August 6, 2018

1999 journal article

A linear approximate acreage allocation model

Journal of Agricultural and Resource Economics, 24(2), 383–397.

By: M. Holt

Source: NC State University Libraries
Added: August 6, 2018

1999 journal article

Price transmission and asymmetric adjustment in the US beef sector

AMERICAN JOURNAL OF AGRICULTURAL ECONOMICS, 81(3), 630–637.

By: B. Goodwin n & M. Holt n

Source: Web Of Science
Added: August 6, 2018

1998 journal article

Autocorrelation specification in singular equation systems: A further look

ECONOMICS LETTERS, 58(2), 135–141.

By: M. Holt n

author keywords: autoregressive errors; rank reduction; singular demand systems
Source: Web Of Science
Added: August 6, 2018

1998 journal article

Endogenous risk in rational expectations commodity models: a multivariate GARCH_M approach

Journal of Empirical Finance, 5(1998), 99–129.

By: M. Holt n & S. Aradhyula*

Source: NC State University Libraries
Added: August 6, 2018

1997 journal article

Generalized habit formation in inverse almost ideal demand systems: an application to meat expenditures in the U.S.

Empirical Economics, 22(1997), 293–320.

By: M. Holt n & B. Goodwin n

Source: NC State University Libraries
Added: August 6, 2018

1995 journal article

Total response measures in systems of nonlinear equations: An application to a model of the U.S. dairy sector

Canadian Journal of Agricultural Economics, 43(2), 285.

By: M. Holt & S. Aradhyula*

Source: NC State University Libraries
Added: August 6, 2018

1994 journal article

Price-band stabilization programs and risk: An application to the U.S. corn market

Western Journal of Agricultural and Resource Economics, 19(2), 239.

By: M. Holt

Source: NC State University Libraries
Added: August 6, 2018

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