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Keywords: volatility
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Journal Articles
Quantifying the Announcement Effects in the U.S. Lumber Futures Market
Available to Purchase
Journal:
Journal of Forest Economics
Journal of Forest Economics (2020) 35 (4): 375–395.
Published: 27 August 2020
... affects lumber market volatility, while the new home sales report exerts a minor impact. We further find that the effect of the two reports decreases with inventory levels and differs depending on the nature of the news. When the level of inventory is low, larger-than-expected housing starts has a more...
Journal Articles
Illiquidity and risk of commercial timberland assets in the United States
Available to Purchase
Journal:
Journal of Forest Economics
Journal of Forest Economics (2015) 21 (2): 67–78.
Published: 01 April 2015
..., Umeå. 2015 Published by Elsevier GmbH. on behalf of Department of Forest Economics, Swedish University of Agricultural Sciences, Umeå. Licensed re-use rights only C22 G17 R32 Forest Investment Real estate Valuation Volatility The United States has abundant forestland...
