Jeffrey Williams
Professor
Agricultural and Resource Economics
The University of California Davis
United States of America
Biography
Professor in Agricultural and Resource Economics at University of California, Davis
Research Interest
My research falls into two main categories: price relationships among markets and the institutional features of markets. Regarding price relationships, I am concerned with the arbitrage connections for the same commodity (or financial instrument) among different locations or different delivery dates; especially when a temporary shortfall or surplus strains the transport, storage, or processing sectors. Regarding markets as institutions, I am interested in those that develop to deal with the variability in commodity supplies, such as swap markets and futures markets. I have underway a major project studying the liquidity of the Tokyo Grain Exchange's system of auction markets.
Publications
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Suenaga, H., A. Smith and J.C. Williams. "Volatility Dynamics of NYMEX Natural Gas Futures Prices." Journal of Futures Markets 28 (5) (2008): 438-463.
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Robinson, E.J.Z., H.J. Albers and J.C. Williams. "Spatial and Temporal Modeling of Community Non-Timber Forest Extraction." Journal of Environmental Economics and Management 56 (2008): 234-245.
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Hansen, K., R.E. Howitt and J.C Williams. "Valuing Risk: Options in California Water Markets." American Journal of Agricultural Economics 90(5) (2008): 1336-1342.
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Adjemian, M., and Jeffrey Williams. "Using Census Aggregates To Proxy For Household Characteristics: An Application To Vehicle Ownership." Transportation 36(2) (2009): 223-241.
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Eaves, J., and J.C. Williams. "Are Intraday Volume and Volatility U-Shaped After Accounting for Public Information?" American Journal of Agricultural Economics 92(1) (2010): 212-227.
