@misc{adjemian2013solving,
  title={Solving the Commodity Markets' Non-Convergence Puzzle},
  author={Adjemian, Michael and Garcia, Philip and Irwin, Scott and \uline{Smith}, Aaron},
	url={https://www.ers.usda.gov/amber-waves/2013/august/solving-the-commodity-markets-non-convergence-puzzle/},
	howpublished={Amber Waves},
  number={7},
	keywords={commodities},
  year={2013},
	abstract={From 2005 to 2010, the price of expiring U.S. corn, soybeans, and wheat futures contracts settled much higher than corresponding delivery market cash prices. Sustained non-convergence between cash and settled futures prices can make hedging less effective, send confusing signals to the market, threaten the viability of a contract, and ultimately lead to a misallocation of agricultural resources. Study findings show that the observed non-convergence was an unintended consequence of market design: the process by which futures contracts were terminated allowed the futures and cash prices to diverge.},
  publisher={United States Department of Agriculture, Economic Research Service},
	addendum={\textbf{Winner of Quality of Communication Award, AAEA, 2014}}
}

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