scholarly journals TRADING BASED ON KNOWING THE WASDE REPORT IN ADVANCE

2017 ◽  
Vol 49 (3) ◽  
pp. 400-415
Author(s):  
TRENT T. MILACEK ◽  
B. WADE BRORSEN
Keyword(s):  
Supply And Demand ◽  
Past Research ◽  
Price Forecasting ◽  
Forecasting Models ◽  
Agricultural Supply

AbstractPast research shows that prices move in response to World Agricultural Supply and Demand Estimates (WASDE) reports immediately prior to and after a report. This research develops trading models based on knowing the next WASDE report in advance. This should help traders evaluate investments to predict information contained within the report and in determining how best to use such forecasts. The price-forecasting models use regressions against the ratios of ending stocks to use. Results show a steady increasing return to trading over the report month. The highest returns are produced by trading during the growing and harvest seasons.

scholarly journals Short-Term Price Forecasting Models Based on Artificial Neural Networks for Intraday Sessions in the Iberian Electricity Market

Energies ◽  
2016 ◽  
Vol 9 (9) ◽  
pp. 721 ◽  
Author(s):  
Claudio Monteiro ◽  
Ignacio Ramirez-Rosado ◽  
L. Fernandez-Jimenez ◽  
Pedro Conde
Keyword(s):  
Neural Networks ◽  
Artificial Neural Networks ◽  
Electricity Market ◽  
Price Forecasting ◽  
Short Term ◽  
Forecasting Models ◽  
Artificial Neural

scholarly journals A Spherical Fuzzy Analytic Hierarchy Process (SF-AHP) and Combined Compromise Solution (CoCoSo) Algorithm in Distribution Center Location Selection: A Case Study in Agricultural Supply Chain

Axioms ◽  
2021 ◽  
Vol 10 (2) ◽  
pp. 53
Author(s):  
Phan Thuy Kieu ◽  
Van Thanh Nguyen ◽  
Viet Tinh Nguyen ◽  
Thanh Phong Ho
Keyword(s):  
Supply Chain ◽  
Supply And Demand ◽  
Distribution Center ◽  
Compromise Solution ◽  
Analytic Hierarchy ◽  
Location Selection ◽  
Proposed Model ◽  
Hierarchy Process ◽  
Agricultural Supply

Logistics is an important service sector, contributing to improving the competitiveness of the economy. Therefore, along with increasing the application of technology and effective business models, it is necessary to increase the connectivity of the infrastructure systems of industrial parks, roads, and seaports of regions and the country. Over the past decades, Vietnamese businesses have been step-by-step going through many stages from production, packaging, quality, hygiene, and safety to grasping new stages in the domestic and global value chain. In many industries, businesses are increasing the content of their own designs, exploiting brands, and approaching consumption networks in the target market. The role of the distribution center is becoming more and more important in ensuring a seamless and flawless supply chain. In particular, the distribution center is the most sensitive contact point between supply and demand in each enterprise. Therefore, the key mission of a distribution center is to reconcile supply and demand requirements. Distribution center location selection problems usually involve multiple quantitative and qualitative criteria that the decision maker must take into account for assessing the symmetrical impact of the criteria to reach the most accurate result. In this study, the authors propose a hybrid MCDM model based on Spherical Fuzzy Analytic Hierarchy Process (SF-AHP) and Combined Compromise Solution (CoCoSo) Algorithm to support the distribution location selection problem of perishable agricultural products. The proposed model is then applied to the numerical case study of the sweet potato product of the Mekong Delta region of Vietnam to demonstrate the feasibility of the model. The contribution of this research is to propose an MCDM model for improving the efficiency of the agricultural supply chain through selecting a location distribution center. This proposed model can be applied to the agricultural supply chain around the world.

scholarly journals Improving the Relevance of Research on Price Forecasting and Marketing Strategies

1996 ◽  
Vol 25 (1) ◽  
pp. 68-75 ◽  
Author(s):  
B. Wade Brorsen ◽  
Scott H. Irwin
Keyword(s):  
Marketing Strategy ◽  
Real World ◽  
Rational Expectations ◽  
Structural Changes ◽  
Statistical Tests ◽  
Marketing Strategies ◽  
Price Forecasting ◽  
Extension Programs ◽  
Forecasting Models ◽  
Public Data

Agricultural economists' research on price forecasting and marketing strategies has been used little by those in the real world. We argue that fresh approaches to research are needed. First, we argue that we need to adopt a new theoretical paradigm, noisy rational expectations. This paradigm suggests that gains from using price forecasting models with public data or from using a marketing strategy are not impossible, but any gains are likely to be small. We need to conduct falsification tests; to perform confirmation and replication; to adjust research to reflect structural changes, such as increased contracting; and always to conduct statistical tests. We also provide a modest agenda for changing our research and extension programs.

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