- “Commodity Price Comovement and Financial Speculation: The Case of Cotton,” with Aaron
D. Smith and Colin A. Carter. American Journal of Agricultural Economics, forthcoming.
- "Estimating the Location of World Wheat Price Discovery," with Michael K. Adjemian. American Journal of Agricultural Economics, forthcoming. (link)
- “Futures Prices in Supply Analysis: Are Instrumental Variables Necessary?” with Nathan
P. Hendricks and Aaron Smith. 2015. American Journal of Agricultural Economics, 97(1): 22-39. (link)
- “Deconstructing Wheat Price Spikes: A Model of Supply and Demand, Financial Speculation,
and Commodity Price Comovement,” with Aaron D. Smith, Colin A. Carter, and Michael
K. Adjemian. 2014. USDA ERS Economic Research Report ERR-165. (link, Amber Waves article)
- “Hedging and Speculative Trading in Agricultural Futures Markets,” with Raymond P.
H. Fishe and Aaron Smith. 2014. American Journal of Agricultural Economics, 96(2): 542-556. (link)
- “Subsidy Incidence and Inertia in Farmland Rental Markets: Estimates from a Dynamic
Panel,” with Nathan P. Hendricks and Kevin C. Dhuyvetter. 2012. Journal of Agricultural and Resource Economics, 37(3): 361- 378. (link)
- “The 2008 Cotton Price Spike and Extraordinary Hedging Costs,” with Colin A. Carter.
2009. Agricultural and Resource Economics Update, 13(2): 9-11. (link)
- “The Quality of Price Discovery and the Transition to Electronic Trading: The Case
of Cotton Futures,” with Aaron Smith and Colin A. Carter.
- "The Effect of U.S. International Food Assistance on U.S. Prices for Lentils and Peas”
- "Supply Shocks, Futures Prices and Trader Positions," with Nicolas Merener.
- "Does Public Information Facilitate Price Consensus? Characterizing the Effect of
USDA Crop Reports Using Realized Volatility," with Gabriel D. Bunek.
Works in Progress
- “Wheat Basis and the Price of Physical Grain Storage,” with Aaron Smith.
- "Organic Agriculture and Farmland Values," with Kate B. Fuller
- “Reconciling Theoretical Hedging Models with the Experience of Cotton Merchants in
Joseph Janzen, Ph.D.
Department of Agricultural Economics and Economics
Montana State University
P.O. Box 172920
Bozeman, MT 59717-2920
Tel: (406) 994-5616
Fax: (406) 994-4838
Location: 210B Linfield Hall