곡물 베이시스의 결정요인분석: 공간계량모형응용
DC Field | Value | Language |
---|---|---|
dc.contributor.author | 제상영 | - |
dc.contributor.author | Joseph L. Parcell | - |
dc.contributor.author | 한중호 | - |
dc.date.accessioned | 2021-09-07T01:06:43Z | - |
dc.date.available | 2021-09-07T01:06:43Z | - |
dc.date.created | 2021-06-17 | - |
dc.date.issued | 2012 | - |
dc.identifier.issn | 1738-124X | - |
dc.identifier.uri | https://scholar.korea.ac.kr/handle/2021.sw.korea/109731 | - |
dc.description.abstract | We specify and estimate various spatial models which describe significant factors affecting corn and soybean basis for the period January 1996 to December 2006. Understanding factors affecting crop basis patterns helps agribusiness persons and producers make better marketing strategies. Based on the spatial analyses, we find an increase in lagged basis, futures liquidity, differenced cash prices and seasonality strengthen the grain basis, while an increase in transportation costs weaken the grain basis. Moreover, as the grain basis theoretically varies based on spatial competition between other market points, we find there exist significant spatial effects. We find that accounting for spatial serial correlation between market locations explains a majority of the basis variation. | - |
dc.language | English | - |
dc.language.iso | en | - |
dc.publisher | 한국금융공학회 | - |
dc.title | 곡물 베이시스의 결정요인분석: 공간계량모형응용 | - |
dc.title.alternative | Factors Affecting Corn and Soybean Basis: The Value of Incorporating Spatial Econometric Approaches | - |
dc.type | Article | - |
dc.contributor.affiliatedAuthor | 제상영 | - |
dc.identifier.doi | 10.35527/kfedoi.2012.11.4.007 | - |
dc.identifier.bibliographicCitation | 金融工學硏究, v.11, no.4, pp.155 - 174 | - |
dc.relation.isPartOf | 金融工學硏究 | - |
dc.citation.title | 金融工學硏究 | - |
dc.citation.volume | 11 | - |
dc.citation.number | 4 | - |
dc.citation.startPage | 155 | - |
dc.citation.endPage | 174 | - |
dc.type.rims | ART | - |
dc.identifier.kciid | ART001723639 | - |
dc.description.journalClass | 2 | - |
dc.description.journalRegisteredClass | kci | - |
dc.subject.keywordAuthor | 곡물 베이시스 | - |
dc.subject.keywordAuthor | 공간계량모형 | - |
dc.subject.keywordAuthor | 선물 유동성 | - |
dc.subject.keywordAuthor | 공간 경쟁 | - |
dc.subject.keywordAuthor | Crop Basis | - |
dc.subject.keywordAuthor | Spatial Econometrics | - |
dc.subject.keywordAuthor | Futures Liquidity | - |
dc.subject.keywordAuthor | Spatial Competition | - |
Items in ScholarWorks are protected by copyright, with all rights reserved, unless otherwise indicated.
(02841) 서울특별시 성북구 안암로 14502-3290-1114
COPYRIGHT © 2021 Korea University. All Rights Reserved.
Certain data included herein are derived from the © Web of Science of Clarivate Analytics. All rights reserved.
You may not copy or re-distribute this material in whole or in part without the prior written consent of Clarivate Analytics.