The 'New' Live Cattle Futures Contract: Basis Issues by Rob Murphy and Keith Boris

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Market Efficiency and Marketing to Enhance Income of Crop Producers by Carl R. Zulauf and Scott H. Irwin. - PowerPoint PPT Presentation

Transcript of The 'New' Live Cattle Futures Contract: Basis Issues by Rob Murphy and Keith Boris

Market Efficiency and Marketing to

Enhance Income of Crop Producers

by

Carl R. Zulauf and Scott H. Irwin

Suggested citation format:

Zulauf, C. R., and S. H. Irwin. “Market Efficiency and Marketing to Enhance Income of Crop Producers," Proceedings of the 1997 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Can Pre-harvest Marketing Strategies Increase Net

Returns for Corn and Soybean Growers?

by

Robert N. Wisner, E. Neal Blue, E. Dean Baldwin

Suggested citation format:

Wisner, R. N., E. N. Blue, and E. D. Baldwin. “Can Pre-harvest Marketing Strategies Increase Net Returns for Corn and Soybean Growers?" Proceedings of the 1997 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

A Theoretical Analysis of the "Grid Pricing" Structure

of the Beef Carcass Market

by

Michelle Beshear and James Trapp

Suggested citation format:

Beshear, M., and J. Trapp. “A Theoretical Analysis of the "Grid Pricing" Structure of the Beef Carcass Market," Proceedings of the 1997 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Effects of Competition and Space on Country Elevator

Grading Practices and Prices

by

Wes Elliott, Brian D. Adam, Phil Kenkel, Kim Anderson

Suggested citation format:

Elliott, W., B. D. Adam, P. Kenkel, and K. Anderson. “Effects of Competition and Space on Country Elevator Grading Practices and Prices," Proceedings of the 1997 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Basis Patterns for Feeder Cattle Teleauctions in Georgia

by

Steven C. Turner, Timothy A. Park, John McKissick

Suggested citation format:

Turner, S. C., T. A. Park, and J. McKissick. “Basis Patterns for Feeder Cattle Teleauctions in Georgia," Proceedings of the 1997 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Estimating Expected Per Acre Indemnities of Yield and

Revenue Insurance Products

by

Chad Hart, Samarendu Mohanty, Darnell B. Smith

Suggested citation format:

Hart, C., S. Mohanty, and D. B. Smith. “Estimating Expected Per Acre Indemnities of Yield and Revenue Insurance Products," Proceedings of the 1997 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Crop Insurance and Forward Pricing Linkages:

Effects on Mean Income and Variance

by

Kevin C. Dhuyvetter and Terry L. Kastens

Suggested citation format:

Dhuyvetter, K. C., and T. L. Kastens. “Crop Insurance and Forward Pricing Linkages: Effects on Mean Income and Variance," Proceedings of the 1997 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Optimizing Farmers' Joint Use of Forward Pricing and

Crop Insurance by Comparing Revenue Distributions

Estimated with Numerical Integration

by

Richard Heifner and Keith Coble

Suggested citation format:

Heifner, R., and K. Coble. “Optimizing Farmers' Joint Use of Forward Pricing and Crop Insurance by Comparing Revenue Distributions Estimated with Numerical Integration," Proceedings of the 1997 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Corn and Soybean Basis Behavior and Forecasting:

Fundamental and Alternative Approaches

by

Bingrong Jiang and Marvin Hayenga

Suggested citation format:

Jiang, B., and M. Hayenga. “Corn and Soybean Basis Behavior and Forecasting: Fundamental and Alternative Approaches," Proceedings of the 1997 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

The 'New' Live Cattle Futures Contract: Basis Issues

by

Rob Murphy and Keith Boris

Suggested citation format:

Murphy, R., and K. Boris. “The 'New' Live Cattle Futures Contract: Basis Issues," Proceedings of the 1997 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Did Producer Hedging Opportunities in the Live Hog

Contract Decline?

byFabio C. Zanini and Philip Garcia

Suggested citation format:

Zanini, F. C., and P. Garcia. “Did Producer Hedging Opportunities in the Live Hog Contract Decline?" Proceedings of the 1997 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Producers' Preferences for Market Outlook Information

by

James D. Sartwelle III, Daniel M. O'Brien, Walter Barker

Suggested citation format:

Sartwelle, J. D. III, D. M. O'Brien, and W. Barker. “Producers' Preferences for Market Outlook Information," Proceedings of the 1997 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Research Topics Suggested

by Extension Marketing Economists

by

B. Wade Brorsen and Kim Anderson

Suggested citation format:

Brorsen, B. W., and K. Anderson. “Research Topics Suggested by Extension Marketing Economists," Proceedings of the 1997 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Perceptions of Marketing Strategies:

Producers vs. Extension Economists

by

Joseph Parcell, Ted Schroeder,

Terry Kastens, Kevin Dhuyvetter

Suggested citation format:

Parcell, J., T. Schroeder, T. Kastens, and K. Dhuyvetter. “Perceptions of Marketing Strategies: Producers vs. Extension Economists," Proceedings of the 1997 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Cheddar Cheese and Fluid Milk Cointegration among

Cash and Futures Prices: The Evidence for

a Long-term Equilibrium Relationship

by

Cameron S. Thraen and Krassimir Petrov

Suggested citation format:

Thraen, C. S., and K. Petrov. “Cheddar Cheese and Fluid Milk Cointegration among Cash and Futures Prices: The Evidence for a Long-term Equilibrium Relationship," Proceedings of the 1997 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Noise Trader Sentiment and Futures Price Behavior:

An Empirical Investigation

by

Dwight R. Sanders, Scott H. Irwin, Raymond M. Leuthold

Suggested citation format:

Sanders, D. R., S. H. Irwin, and R. M. Leuthold. “Noise Trader Sentiment and Futures Price Behavior: An Empirical Investigation," Proceedings of the 1997 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Optimal Marketing Decisions for Cattle

under Price Risk

by

Xuecai Wang, Jeffrey H. Dorfman,

John McKissick, Steven C. Turner

Suggested citation format:

Wang, X., J. H. Dorfman, J. McKissick, and S. C. Turner. “Optimal Marketing Decisions for Cattle under Price Risk," Proceedings of the 1997 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Pricing an OTC Basket Option to Manage Cattle Price

Risk in Canada: Comparing the Cost of COPP and of a

CME-Based "2 Legs" Strategy

by

Francesco Braga

Suggested citation format:

Braga, F.. “Pricing an OTC Basket Option to Manage Cattle Price Risk in Canada: Comparing the Cost of COPP and of a CME-Based "2 Legs" Strategy," Proceedings of the 1997 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

An Analysis of the Effect of Corn Prices

on Feeder Cattle Prices

by

John D. Anderson and James N. Trapp

Suggested citation format:

Anderson, J. D., and J. N. Trapp. “An Analysis of the Effect of Corn Prices on Feeder Cattle Prices," Proceedings of the 1997 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Futures-Based Price Forecasts for Agricultural

Producers and Businesses

by

Terry Kastens, Rodney Jones, Ted Schroeder

Suggested citation format:

Kastens, T., R. Jones, and T. Schroeder. “Futures-Based Price Forecasts for Agricultural Producers and Businesses," Proceedings of the 1997 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

The Forecasting Value of New Crop Futures:

A Decision-Making Framework

by

Dwight Sanders, Phil Garcia, Raymond Leuthold

Suggested citation format:

Sanders, D., P. Garcia, and R. Leuthold. “The Forecasting Value of New Crop Futures: A Decision-Making Framework," Proceedings of the 1997 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Producer Ability to Forecast Harvest Corn

and Soybean Prices

by

David Kenyon

Suggested citation format:

Kenyon, D.. “Producer Ability to Forecast Harvest Corn and Soybean Prices," Proceedings of the 1997 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

A Reexamination of a Popular Econometric Model of

Pork Supply and Forecasting Performance vs. ARIMA

and Composite Approaches

by

John Nwoha, Mark Manfredo, Mark Ditsch, Raymond Leuthold

Suggested citation format:

Nwoha, J., M. Manfredo, M. Ditsch, and R. Leuthold. “A Reexamination of a Popular Econometric Model of Pork Supply and Forecasting Performance vs. ARIMA and Composite Approaches," Proceedings of the 1997 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Development of Alternative Wheat and Corn Price

Forecasting Models

by

Daniel O'Brien and Robert Wisner

Suggested citation format:

O'Brien, D., and R. Wisner. “Development of Alternative Wheat and Corn Price Forecasting Models," Proceedings of the 1997 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Forecasting Retail-Farm Margins for Fresh Tomatoes:

Econometrics vs. Neural Networks

by

Timothy Richards, Pieter van Ispelen, Albert Kagan

Suggested citation format:

Richards, T., P. v. Ispelen, and A. Kagan. “Forecasting Retail-Farm Margins for Fresh Tomatoes: Econometrics vs. Neural Networks," Proceedings of the 1997 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Systematic Hog Price Management: Selective Hedging

and Long-Term Risk Sharing Packer Contracts

by

John Lawrence and Zhi Wang

Suggested citation format:

Lawrence, J., and Z. Wang. “Systematic Hog Price Management: Selective Hedging and Long-Term Risk Sharing Packer Contracts," Proceedings of the 1997 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Design and Pricing of Short Term

Hog Marketing Contracts

by

James Unterschultz, Frank Novak,

Donald Bresee, Stephen Koontz

Suggested citation format:

Unterschultz, J., F. Novak, D. Bresee, and S. Koontz. “Design and Pricing of Short Term Hog Marketing Contracts," Proceedings of the 1997 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Managed Futures, Positive Feedback Trading,

and Futures Price Volatility

by

Scott H. Irwin and Sakoto Yoshimaru

Suggested citation format:

Irwin, S.H., and S. Yoshimaru. “Managed Futures, Positive Feedback Trading, and Futures Price Volatility," Proceedings of the 1997 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Stress Testing Portfolios to Measure the Risk Faced

by Futures Clearinghouses

by

Roger D. Fuhrman

Suggested citation format:

Fuhrman, R. D.. “Stress Testing Portfolios to Measure the Risk Faced by Futures Clearinghouses," Proceedings of the 1997 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]