Search Results - "Fabio L. Mattos"

The expansion of the Brazilian winter corn crop and its impact on price transmission by Mattos, Fabio L, da Silveira, Rodrigo Lanna Franco

“…The purpose of this study is to analyze the impact of the growth of the Brazilian winter corn crop on the dynamics between domestic Brazilian prices and…”
Get full text

Volatility persistence and inventory effect in grain futures markets: evidence from a recursive model by Silveira, Rodrigo Lanna Franco da, Maciel, Leandro dos Santos, Mattos, Fabio L., Ballini, Rosangela

“…The purpose of this paper is to investigate the volatility persistence and the inventory effect in grain futures markets during the period of 1959–2014. The…”
Get full text

Do farmers exhibit disposition effect? Evidence from grain markets by Mattos, Fabio L, Fryza, Stefanie A

“…Purpose – The purpose of this paper is to explore the existence of disposition effect among Canadian wheat farmers when marketing their grain. This study…”
Get full text

Formation and adaptation of reference prices in grain marketing: an experimental study by Mattos, Fabio L., Zinn, Jamie

“…This study aimed to explore how producers’ reference prices are formed and adapt over time, and how they affect marketing decisions. Results indicate that…”
Get full text

Futures Price Response to Crop Reports in Grain Markets by Mattos, Fabio L., Silveira, Rodrigo L. F.

“…The purpose of this study is to investigate the impact of crop reports from U.S. and Brazil on corn and soybean futures markets over the period 2004–2014. A…”
Get full text

The Reaction of Coffee Futures Price Volatility to Crop Reports by Silveira, Rodrigo Lanna F. da, Mattos, Fabio L., Saes, Maria Sylvia M.

“…Analysis of prices and volatility plays an important role in coffee market, especially for developing countries, whose small producers and economies rely…”
Get full text

Marketing Contracts, Overconfidence, and Timing in the Canadian Wheat Market by Mattos, Fabio L., Fryza, Stefanie A.

“…This paper investigates factors that impact marketing performance in the Canadian wheat market. Using data provided by the Canadian Wheat Board (CWB) for six…”
Get full text

Use of crops and livestock futures contracts in portfolios: an analysis of feasibility by Mattos, Fabio L.(Master in Applied Economics), Ferreira Filho, Joaquim Bento de Souza(Universidade de São Paulo Escola Superior de Agricultura Luiz de Queiróz)

“…According to Portfolio Theory, by combining assets that show a correlation inferior to one (1) among their individual returns, it becomes possible to create…”
Get full text

Volatility persistence and inventory effect in grain futures markets: evidence from a recursive model/Persistencia de volatilidade e efeito de inventario nos mercados de futuros de graos: evidencia de um modelo recursivo/Persistencia de volatilidad y efecto de inventario en los mercados de futuros de granos: evidencia de un modelo recursivo by da Silveira, Rodrigo Lanna Franco, Maciel, Leandro dos Santos, Mattos, Fabio L, Ballini, Rosangela

“…The purpose of this paper is to investigate the volatility persistence and the inventory effect in grain futures markets during the period of 1959-2014. The…”
Get full text

Use of crops and livestock futures contracts in portfolios: an analysis of feasibility by Fabio L. Mattos, Joaquim Bento de Souza Ferreira Filho

“…According to Portfolio Theory, by combining assets that show a correlation inferior to one (1) among their individual returns, it becomes possible to create…”
Get full text