Matthew T. Holt

Goodwin, B. K., Holt, M. T., & Prestemon, J. P. (2019). 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. https://doi.org/10.1016/j.najef.2019.100989

Craig, L. A., & Holt, M. T. (2008). Mechanical refrigeration, seasonality, and the hog-corn cycle in the United States: 1870-1940. EXPLORATIONS IN ECONOMIC HISTORY, 45(1), 30–50. https://doi.org/10.1016/j.eeh.2007.06.002

Holt, M. T., & Craig, L. A. (2006). 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. https://doi.org/10.1111/j.1467-8276.2006.00849.x

Holt, M. T., & McKenzie, A. M. (2003). 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. https://doi.org/10.1002/jae.694

Haigh, M. S., & Holt, M. T. (2002). Combining time-varying and dynamic multi-period optimal hedging models. EUROPEAN REVIEW OF AGRICULTURAL ECONOMICS, 29(4), 471–500. https://doi.org/10.1093/eurrag/29.4.471

Haigh, M. S., & Holt, M. T. (2002). Crack spread hedging: Accounting for time-varying volatility spillovers in the energy futures markets. Journal of Applied Econometrics, 17(3), 269–289. https://doi.org/10.1002/jac.628

Haigh, M. S., & Holt, M. T. (2002). Hedging foreign currency, freight, and commodity futures portfolios - A note. JOURNAL OF FUTURES MARKETS, 22(12), 1205–1221. https://doi.org/10.1002/fut.10050

Holt, M. T. (2002). Inverse demand systems and choice of functional form. EUROPEAN ECONOMIC REVIEW, 46(1), 117–142. https://doi.org/10.1016/S0014-2921(00)00088-X

McKenzie, A. M., & Holt, M. T. (2002). Market efficiency in agricultural futures markets. APPLIED ECONOMICS, 34(12), 1519–1532. https://doi.org/10.1080/00036840110102761

Goodwin, B. K., & Holt, M. T. (2002). 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. https://doi.org/10.1111/1467-8276.00252

Beach, R. H., & Holt, M. T. (2001). Incorporating quadratic scale curves in inverse demand systems. AMERICAN JOURNAL OF AGRICULTURAL ECONOMICS, 83(1), 230–245. https://doi.org/10.1111/0002-9092.00150

Haigh, M. S., & Holt, M. T. (2000). Hedging multiple price uncertainty in international grain trade. AMERICAN JOURNAL OF AGRICULTURAL ECONOMICS, 82(4), 881–896. https://doi.org/10.1111/0002-9092.00088

Holt, M. T. (1999). A linear approximate acreage allocation model. Journal of Agricultural and Resource Economics, 24(2), 383–397.

Goodwin, B. K., & Holt, M. T. (1999). Price transmission and asymmetric adjustment in the US beef sector. AMERICAN JOURNAL OF AGRICULTURAL ECONOMICS, 81(3), 630–637. https://doi.org/10.2307/1244026

Holt, M. T. (1998). Autocorrelation specification in singular equation systems: A further look. ECONOMICS LETTERS, 58(2), 135–141. https://doi.org/10.1016/S0165-1765(97)00277-2

Holt, M. T., & Aradhyula, S. V. (1998). Endogenous risk in rational expectations commodity models: a multivariate GARCH_M approach. Journal of Empirical Finance, 5(1998), 99–129. https://doi.org/10.1016/s0927-5398(97)00014-5

Holt, M. T., & Goodwin, B. K. (1997). Generalized habit formation in inverse almost ideal demand systems: an application to meat expenditures in the U.S. Empirical Economics, 22(1997), 293–320. https://doi.org/10.1007/bf01205360

Holt, M. T., & Aradhyula, S. V. (1995). 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. https://doi.org/10.1111/j.1744-7976.1995.tb00124.x

Holt, M. T. (1994). Price-band stabilization programs and risk: An application to the U.S. corn market. Western Journal of Agricultural and Resource Economics, 19(2), 239.