Details about Mark R. Manfredo

Access statistics for papers by Mark R. Manfredo.

Last updated 2023-03-11. Update your information in the RePEc Author Service.

Short-id: pma2656

Working Papers

2012

1. Do Analysts’ Earnings Per Share Forecasts Contain Valuable Information Beyond One Quarter? The Case of Publicly Traded Agribusiness Firms
   2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association

2008

2. Quarterly Earnings Estimates for Publicly Traded Agribusinesses: An Evaluation
   2008 Annual Meeting, June 23-24, 2008, Big Sky, Montana, Western Agricultural Economics Association View citations (1)

2007

3. Information Content in Deferred Futures Prices: Live Cattle and Hogs
   2007 Conference, April 16-17, 2007, Chicago, Illinois, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management
   See also Journal Article Information Content in Deferred Futures Prices: Live Cattle and Hogs, Journal of Agricultural and Resource Economics, Western Agricultural Economics Association (2008) View citations (2) (2008)

2006

4. Contribution to Price Discovery in the Forest Product Market: Futures, Forwards, and Spot Markets
   2006 Annual meeting, July 23-26, Long Beach, CA, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)
5. Is the Local Basis Really Local?
   2006 Conference, April 17-18, 2006, St. Louis, Missouri, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management View citations (2)
6. Multiple Horizons and Information in USDA Production Forecasts
   2006 Conference, April 17-18, 2006, St. Louis, Missouri, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management
   See also Journal Article Multiple horizons and information in USDA production forecasts, Agribusiness, John Wiley & Sons, Ltd. (2008) View citations (3) (2008)

2005

7. A Test of Forecast Consistency Using USDA Livestock Price Forecasts
   2005 Conference, April 18-19, 2005, St. Louis, Missouri, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management View citations (1)
8. Hedging Yield with Weather Derivatives: A Role for Options
   2005 Annual meeting, July 24-27, Providence, RI, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) View citations (3)
9. Managing Economic Risk from Invasive Species: Bug Options
   2005 Annual meeting, July 24-27, Providence, RI, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)
10. Price Discovery in Private Cash Forward Markets - The Case of Lumber
    2005 Conference, April 18-19, 2005, St. Louis, Missouri, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management

2004

11. FORECAST ENCOMPASSING AND FUTURES MARKET EFFICIENCY: THE CASE OF MILK FUTURES
    2004 Annual meeting, August 1-4, Denver, CO, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)
12. Pricing Weather Derivatives
    Working Papers, Arizona State University, Morrison School of Agribusiness and Resource Management View citations (63)
13. RE-CONSIDERING THE NECESSARY CONDITION FOR FUTURES MARKET EFFICIENCY: AN APPLICATION TO DAIRY FUTURES
    2004 Conference, April 19-20, 2004, St. Louis, Missouri, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management
14. THE PERFORMANCE OF WEATHER DERIVATIVES IN MANAGING RISKS OF SPECIALTY CROPS
    2004 Conference, April 19-20, 2004, St. Louis, Missouri, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management View citations (3)

2003

15. AGRICULTURAL COOPERATIVES AND RISK MANAGEMENT:IMPACT ON FINANCIAL PERFORMANCE
    2003 Annual meeting, July 27-30, Montreal, Canada, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) View citations (1)
16. Cooperative Risk Management: Rationale and Effectiveness
    Working Papers, Arizona State University, Morrison School of Agribusiness and Resource Management View citations (1)
17. KEEP UP THE GOOD WORK? AN EVALUATION OF THE USDA'S LIVESTOCK PRICE FORECASTS
    2003 Conference, April 21-22, 2003, St. Louis, Missouri, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management View citations (1)
18. MINIMUM VARIANCE HEDGING AND THE ENCOMPASSING PRINCIPLE: ASSESSING THE EFFECTIVENESS OF FUTURES HEDGES
    2003 Annual meeting, July 27-30, Montreal, Canada, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)
19. PRICING WEATHER DERIVATIVES FOR AGRICULTURAL RISK MANAGEMENT
    2003 Conference, April 21-22, 2003, St. Louis, Missouri, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management
20. RISK MANAGEMENT TECHNIQUES FOR AGRICULTURAL COOPERATIVES: AN EMPIRICAL EVALUATION
    2003 Conference, April 21-22, 2003, St. Louis, Missouri, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management View citations (3)

2002

21. MODELING CONTRACT FORM: AN EXAMINATION OF CASH SETTLED FUTURES
    2002 Conference, April 22-23, 2002, St. Louis, Missouri, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management
22. THE INFORMATION CONTENT OF IMPLIED VOLATILITY FROM OPTIONS ON AGRICULTURAL FUTURES CONTRACTS
    2002 Conference, April 22-23, 2002, St. Louis, Missouri, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management
23. WEATHER DERIVATIVES: MANAGING RISK WITH MARKET-BASED INSTRUMENTS
    2002 Conference, April 22-23, 2002, St. Louis, Missouri, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management View citations (1)

2001

24. Post Merger Performance of Agricultural Cooperatives
    2001 Annual meeting, August 5-8, Chicago, IL, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) View citations (7)
25. USDA Production Forecasts for Pork, Beef, and Broilers: A Further Evaluation
    2001 Conference, April 23-24, 2001, St. Louis, Missouri, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management View citations (1)

2000

26. TIME-VARYING MULTIPRODUCT HEDGE RATIO ESTIMATION IN THE SOYBEAN COMPLEX: A SIMPLIFIED APPROACH
    2000 Conference, April 17-18 2000, Chicago, Illinois, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management View citations (7)

1999

27. MEASURING MARKET RISK OF THE CATTLE FEEDING MARGIN: AN APPLICATION OF VALUE-AT-RISK ANALYSIS
    1999 Annual meeting, August 8-11, Nashville, TN, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) View citations (4)
28. Market Risk Measurement and the Cattle Feeding Margin: An Application of Value-at-Risk
    Finance, University Library of Munich, Germany View citations (4)

1998

29. Agricultural Applications of Value-at-Risk Analysis: A Perspective
    Finance, University Library of Munich, Germany View citations (8)

Journal Articles

2015

1. Risk Premiums and Forward Basis: Evidence from the Soybean Oil Market
   Agribusiness, 2015, 31, (3), 388-398 View citations (1)

2011

2. Analyst's earnings estimates for publicly traded food companies: How good are they?
   Agribusiness, 2011, 27, (3), 261-279 View citations (2)
3. The Acquisition of IBP by Tyson Foods in 2001: Pre- and Post-Merger Financial Performance
   American Journal of Agricultural Economics, 2011, 93, (2), 642-647 View citations (2)

2010

4. Economics and the Future: Time and Discounting in Private and Public Decision Making
   American Journal of Agricultural Economics, 2010, 92, (5), 1499-1502

2009

5. Evaluating information in multiple horizon forecasts: The DOE's energy price forecasts
   Energy Economics, 2009, 31, (2), 189-196 View citations (24)
6. Hedging with weather derivatives: a role for options in reducing basis risk
   Applied Financial Economics, 2009, 19, (2), 87-97 View citations (6)
7. Using USDA Production Forecasts: Adjusting for Smoothing
   Journal of the ASFMRA, 2009, 2009, 9

2008

8. Accuracy and efficiency in the U.S. Department of Energy's short-term supply forecasts
   Energy Economics, 2008, 30, (3), 1192-1207 View citations (9)
9. Information Content in Deferred Futures Prices: Live Cattle and Hogs
   Journal of Agricultural and Resource Economics, 2008, 33, (1), 12 View citations (2)
   See also Working Paper Information Content in Deferred Futures Prices: Live Cattle and Hogs, 2007 Conference, April 16-17, 2007, Chicago, Illinois (2007) (2007)
10. Multiple horizons and information in USDA production forecasts
    Agribusiness, 2008, 24, (1), 55-66 View citations (3)
    See also Working Paper Multiple Horizons and Information in USDA Production Forecasts, 2006 Conference, April 17-18, 2006, St. Louis, Missouri (2006) (2006)
11. Price discovery in a private cash forward market for lumber
    Journal of Forest Economics, 2008, 14, (1), 73-89 View citations (2)
12. Spatial-Temporal Model of Insect Growth, Diffusion and Derivative Pricing
    American Journal of Agricultural Economics, 2008, 90, (4), 962-978 View citations (4)

2007

13. Cooperative risk management, rationale, and effectiveness: the case of dairy cooperatives
    Agricultural Finance Review, 2007, 67, (2), 311-339 View citations (2)
14. Rationality of U.S. Department of Agriculture Livestock Price Forecasts: A Unified Approach
    Journal of Agricultural and Applied Economics, 2007, 39, (1), 11 View citations (1)
    Also in Journal of Agricultural and Applied Economics, 2007, 39, (1), 75-85 (2007) View citations (3)

2006

15. Forecasting Basis Levels in the Soybean Complex: A Comparison of Time Series Methods
    Journal of Agricultural and Applied Economics, 2006, 38, (3), 11 View citations (7)
    Also in Journal of Agricultural and Applied Economics, 2006, 38, (3), 513-523 (2006) View citations (8)

2005

16. Forecast Encompassing as the Necessary Condition to Reject Futures Market Efficiency: Fluid Milk Futures
    American Journal of Agricultural Economics, 2005, 87, (3), 610-620 View citations (9)
17. Using Farm-Level Data to Improve Marketing and Planning: An Illustration with Live Hogs
    Journal of the ASFMRA, 2005, 2005, 8 View citations (1)

2004

18. Comparing Hedging Effectiveness: An Application of the Encompassing Principle
    Journal of Agricultural and Resource Economics, 2004, 29, (1), 14 View citations (15)
19. Hedgers, funds, and small speculators in the energy futures markets: an analysis of the CFTC's Commitments of Traders reports
    Energy Economics, 2004, 26, (3), 425-445 View citations (100)
20. Predicting Pork Supplies: An Application of Multiple Forecast Encompassing
    Journal of Agricultural and Applied Economics, 2004, 36, (3), 605-615 View citations (1)
    Also in Journal of Agricultural and Applied Economics, 2004, 36, (3), 11 (2004) View citations (1)
21. The Value of Public Price Forecasts: Additional Evidence in the Live Hog Market
    Journal of Agribusiness, 2004, 22, (2), 13 View citations (6)
22. The forecasting performance of implied volatility from live cattle options contracts: Implications for agribusiness risk management
    Agribusiness, 2004, 20, (2), 217-230 View citations (5)

2003

23. Contract Design: A Note on Cash Settled Futures
    Journal of Agricultural & Food Industrial Organization, 2003, 1, (1), 14
24. Cooperative Mergers and Acquisitions: The Role of Capital Constraints
    Journal of Agricultural and Resource Economics, 2003, 28, (1), 17 View citations (11)
25. HEDGING SPOT CORN: AN EXAMINATION OF THE MINNEAPOLIS GRAIN EXCHANGE'S CASH SETTLED CORN CONTRACT
    Journal of Agribusiness, 2003, 21, (1), 17 View citations (4)
26. Infrequent Shocks and Rating Revenue Insurance: A Contingent Claims Approach
    Journal of Agricultural and Resource Economics, 2003, 28, (2), 19 View citations (3)
27. USDA Livestock Price Forecasts: A Comprehensive Evaluation
    Journal of Agricultural and Resource Economics, 2003, 28, (2), 19 View citations (17)

2002

28. The white shrimp futures market: Lessons in contract design and marketing
    Agribusiness, 2002, 18, (4), 505-522 View citations (7)
29. USDA PRODUCTION FORECASTS FOR PORK, BEEF, AND BROILERS: AN EVALUATION
    Journal of Agricultural and Resource Economics, 2002, 27, (1), 14 View citations (23)

2001

30. FORECASTING FED CATTLE, FEEDER CATTLE, AND CORN CASH PRICE VOLATILITY: THE ACCURACY OF TIME SERIES, IMPLIED VOLATILITY, AND COMPOSITE APPROACHES
    Journal of Agricultural and Applied Economics, 2001, 33, (3), 16 View citations (7)
    Also in Journal of Agricultural and Applied Economics, 2001, 33, (3), 523-538 (2001) View citations (7)
31. Market risk and the cattle feeding margin: An application of Value-at-Risk
    Agribusiness, 2001, 17, (3), 333-353 View citations (13)

1999

32. Value-at-Risk Analysis: A Review and the Potential for Agricultural Applications
    Review of Agricultural Economics, 1999, 21, (1), 99-111 View citations (19)

1998

33. The Development of Index Futures Contracts for Fruits and Vegetables
    Journal of Agribusiness, 1998, 16, (1), 22