Exogenous Risk, Hedging Pressure, and Risk Premia in Agricultural Commodity Markets
Traders place 15% weight on USDA crop reports relative to private priors when forming price expectations, with this anchoring weight rising when private analyst disagreement increases.
Featured in No. 132 on 25 Sep 2026 · 2 days after release
- Released
- 23 Sep 2026
- First featured
- No. 132 · 25 Sep 2026
- Published in
- Not yet, as far as Semantic Scholar knows
- Fanfare
- 2 of 5
- Identifier
- RePEc:ags:aaea26:404411
- Authors
- Hosung Nam et al.
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).