Darren L. Frechette

affiliation not provided to SSRN

No Address Available

SCHOLARLY PAPERS

6

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0

SSRN CITATIONS

3

CROSSREF CITATIONS

0

Scholarly Papers (6)

1.

Fractional Integration in Agricultural Futures Price Volatilities

American Journal of Agricultural Economics, Vol. 86, Issue 2, pp. 432-443, 2004
Number of pages: 12 Posted: 21 Apr 2020
Hyun J. Jin and Darren L. Frechette
Chung-Ang University and affiliation not provided to SSRN
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conditional volatility, fractional integration, longā€term memory, rescaled range

2.

What Causes Commodity Price Backwardation?

American Journal of Agricultural Economics, Vol. 81, Issue 4, pp. 761-771, 1999
Number of pages: 11 Posted: 31 Mar 2020
Darren L. Frechette and Paul L. Fackler
affiliation not provided to SSRN and North Carolina State University
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backwardation, futures prices, location, storage, transportation, Q110

3.

The Dynamics of Convenience and the Brazilian Soybean Boom

American Journal of Agricultural Economics, Vol. 79, Issue 4, pp. 1108-1118, 1997
Number of pages: 11 Posted: 31 Mar 2020
Darren L. Frechette
affiliation not provided to SSRN
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Brazil, convenience yield, futures prices, soybeans, storage, O130, Q110, Q170

The Demand for Hedging and the Value of Hedging Opportunities

American Journal of Agricultural Economics, Vol. 82, Issue 4, pp. 897-907, 2000
Number of pages: 11 Posted: 24 Mar 2020
Darren L. Frechette
affiliation not provided to SSRN
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basis risk, corn prices, dairy, hedging, risk management, Q140

The Demand for Hedging and the Value of Hedging Opportunities

Posted: 21 Jun 2001
Darren L. Frechette
affiliation not provided to SSRN

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5.

The Supply of Storage Under Heterogeneous Expectations

Posted: 23 Oct 2000
Darren L. Frechette
affiliation not provided to SSRN

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Storage, Heterogeneous, Expectations, Noise, Traders

6.

Brazilian Soybean Production and the Cbot Futures Profile

Posted: 10 Oct 1998
Darren L. Frechette
affiliation not provided to SSRN

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