Do Agricultural Market Advisory Services Beat the Market? by Scott H. Irwin, Thomas E. Jackson, and...
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Transcript of Do Agricultural Market Advisory Services Beat the Market? by Scott H. Irwin, Thomas E. Jackson, and...
Do Agricultural Market Advisory Services
Beat the Market?
by
Scott H. Irwin, Thomas E. Jackson, and Darrel L. Good
Suggested citation format:
Irwin, S. H., T. E. Jackson, and D. L. Good. 1999. “Do Agricultural Market Advisory Services Beat the Market?” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Corporate Risk Management and the Role of
Value-at-Risk
by
Dwight R. Sanders and Mark R. Manfredo
Suggested citation format:
Sanders, D. R., and M. R. Manfredo. 1999. “Corporate Risk Management and the Role of Value-at-Risk.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Accuracy of USDA Fed Cattle Price Reporting:
Is Mandatory Price Reporting Needed?
by
Stephen R. Koontz
Suggested citation format:
Koontz, S. R. 1999. “Accuracy of USDA Fed Cattle Price Reporting: Is Mandatory Price Reporting Needed?” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Who Will Pay for Guaranteed Tender Steak?
by
Jayson Lusk, John Fox, Ted Schroeder, James Mintert,
and Mohammad Koohmaraie
Suggested citation format:
Lusk, J., J. Fox, T. Schroeder, J. Mintert, and M. Koohmaraie. 1999. “Who Will Pay for Guaranteed Tender Steak?” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Short-Term Variability in Grid Prices for Fed Cattle
by
Clement E. Ward and Jong-In Lee
Suggested citation format:
Ward, C. E., and J.-I. Lee. 1999. “Short-Term Variability in Grid Prices for Fed Cattle.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Identifying and Managing Economic Risk
in Cattle Feeding
by
Darrell R. Mark, Rodney Jones, and Ted C. Schroeder
Suggested citation format:
Mark, D. R., R. Jones, and T. C. Schroeder. 1999. “Identifying and Managing Economic Risk in Cattle Feeding.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Feeder Cattle Price Slides
by
B. Wade Brorsen, Nouhoun Coulibaly,
Francisca G. C. Richter, and DeeVon Bailey
Suggested citation format:
Brorsen B. W., N. Coulibaly, F. G. C. Richter, and D.V. Bailey. 1999. “Feeder Cattle Price Slides.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Determinants of Replacement Heifer Price Differentials
by
Vern Pierce, Joe Parcell, and Richard Randle
Suggested citation format:
Pierce, V., J. Parcell, and R. Randle. 1999. “Determinants of Replacement Heifer Price Differentials.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Evaluating Forecast Accuracy of Cattle on
Feed Pre-Release Estimates
by
Kevin Dhuyvetter and Ted Schroeder
Suggested citation format:
Dhuyvetter, K., and T. Schroeder. 1999. “Evaluating Forecast Accuracy of Cattle on Feed Pre-Release Estimates.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Forecasting Fed Cattle, Feeder Cattle, and Corn Cash
Price Volatility: Time Series, Implied Volatility, and
Composite Approaches
by
Mark R. Manfredo, Raymond M. Leuthold,
and Scott H. Irwin
Suggested citation format:
Manfredo, M. R., R. M. Leuthold, and S. H. Irwin. 1999. “Forecasting Fed Cattle, Feeder Cattle, and Corn Cash Price Volatility: Time Series, Implied Volatility, and Composite Approaches.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
The Term Structure of Uncertainty Implied
by Option Premia
by
John A. Shaffer and Bruce J. Sherrick
Suggested citation format:
Shaffer, J. A., and B. J. Sherrick. 1999. “The Term Structure of Uncertainty Implied by Option Premia.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Evidence of Farmer Forward Pricing Behavior
by
Kevin McNew and Wesley Musser
Suggested citation format:
McNew, K., and W. Musser. 1999. “Evidence of Farmer Forward Pricing Behavior.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Forecasting Crop Yields and Condition Indices
by
Paul L. Fackler and Bailey Norwood
Suggested citation format:
Fackler, P. L., and B. Norwood. 1999. “Forecasting Crop Yields and Condition Indices.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
A Calendar Spread Trading Simulation of Seasonal
Processing Spreads
by
Christine A. Cole, Terry L. Kastens,
Frederick A. Hampel, and Laura R. Gow
Suggested citation format:
Cole, C. A., T. L. Kastens, F. A. Hampel, and L. R. Gow. 1999. “A Calendar Spread Trading Simulation of Seasonal Processing Spreads.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Why Don’t Country Elevators pay More for High
Quality Wheat? The Effects of Risk Information
by
Brian D. Adam and Sueng Jee Hong
Suggested citation format:
Adam, B. D., and S. J. Hong. 1999. “Why Don’t Country Elevators pay More for High Quality Wheat? The Effects of Risk Information.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Volatility Models for Commodity Markets
by
Paul L. Fackler and Yanjun Tian
Suggested citation format:
Fackler, P. L., and Y. Tian. 1999. “Volatility Models for Commodity Markets.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Price Volatility in Dairy Markets: A Story of Stocks?
by
Rob Weaver and William Natcher
Suggested citation format:
Weaver, R., and W. Natcher. 1999. “Price Volatility in Dairy Markets: A Story of Stocks?” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Commodity Futures Contract Viability:
A Multidisciplinary Approach
by
Joost M. E. Pennings and Raymond M. Leuthold
Suggested citation format:
Pennings, J. M. E., and R. M. Leuthold. 1999. “Commodity Futures Contract Viability: A Multidisciplinary Approach.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Payoffs to Farm Management:
How Important Is Grain Marketing?
by
Heather Nivens and Terry L. Kastens
Suggested citation format:
Nivens, H., and T. L. Kastens. 1999. “Payoffs to Farm Management: How Important Is Grain Marketing?" Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Testing the Possibility of Private Crop Insurance
and Reinsurance Markets
by
H. Holly Wang, Joseph L. Krogmeier, and Bingfan Ke
Suggested citation format:
Wang, H. H., J. L. Krogmeier, and B. Ke. 1999. “Testing the Possibility of Private Crop Insurance and Reinsurance Markets.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Forecasting performance of Storable and
Non-Storable Commodities
by
Scott Daniel, Ted Schroeder, and Kevin Dhuyvetter
Suggested citation format:
Daniel, S., T. Schroeder, and K. Dhuyvetter. 1999. “Forecasting performance of Storable and Non-Storable Commodities.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Post-Harvest Grain Storing and Hedging
with Efficient Futures
by
Terry L. Kastens and Kevin Dhuyvetter
Suggested citation format:
Kastens, T. L., and K. Dhuyvetter. 1999. “Post-Harvest Grain Storing and Hedging with Efficient Futures.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Modeling Ex Ante Price Expectations
within the U.S. Broiler Market
by
Andrew McKenzie and Matthew T. Holt
Suggested citation format:
McKenzie, A., and M. T. Holt. 1999. “Modeling Ex Ante Price Expectations within the U.S. Broiler Market.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Hog Profit Margin Hedging:
A Long-Term Out-of-Sample Evaluation
by
Gary D. Kee and David E. Kenyon
Suggested citation format:
Kee, G. D., and D. E. Kenyon. 1999. “Hog Profit Margin Hedging: A Long-Term Out-of-Sample Evaluation.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Agricultural Economists’ Effectiveness in Reporting
and Conveying Research Procedures and Results
by
Joe L. Parcell, Terry L. Kastens, Kevin C. Dhuyvetter,
and Ted C. Schroeder
Suggested citation format:
Parcell, J. L., T. L. Kastens, K. C. Dhuyvetter, and T. C. Schroeder. 1999. “Agricultural Economists’ Effectiveness in Reporting and Conveying Research Procedures and Results.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
They Trade Shrimp in Minneapolis? An Examination of
the MGE White Shrimp Futures Contract
by
Dwight R. Sanders and Joost M. E. Pennings
Suggested citation format:
Sanders, D.R., and J. M. E. Pennings. 1999. “They Trade Shrimp in Minneapolis? An Examination of the MGE White Shrimp Futures Contract.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
A Full Bayesian Analysis of Structural Changes with the
AIDS Model: The Case of Meat Demand
by
Ibrahima Yague, Steven C. Turner, and Jeffrey H. Dorfman
Suggested citation format:
Yague, I., S. C. Turner, and J. H. Dorfman. 1999. “A Full Bayesian Analysis of Structural Changes with the AIDS Model: The Case of Meat Demand.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Bankers’ Forecasts of Farmland Value
by
Ted Covey
Suggested citation format:
Covey, T. 1999. “Bankers’ Forecasts of Farmland Value.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].