2013 Conference, April 22-23, 2013, St. Louis, Missouri

From NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management
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285808: Price Discovery in the U.S. Fed Cattle Market

Kishore Joseph and Philip Garcia

285807: Asymmetric Price Transmission in the U.S. Beef Market: New Evidence from New Data

Veronica F. Pozo, Ted C. Schroeder and Lance J. Bachmeier

285806: Information Transmission between Livestock Futures and Expert Price Forecasts

Jason Franken, Philip Garcia and Scott H. Irwin

285805: The Quality of Price Discovery Under Electronic Trading: The Case of Cotton Futures

Joseph P. Janzen and Aaron D. Smith

285804: Price Density Forecasts in the U.S. Hog Market: Composite Procedures

Andres Trujillo- Trujillo-Barrera and Philip Garcia

285803: Bubbles in Grain Futures Markets: When are They Most Likely to Occur?

Xiaoli L. Etienne and Scott H. Irwin

285802: Hedging and Speculative Pressures: An Investigation of the Relationships among Trading Positions and Prices in Commodity Futures Markets

Georg V. Lehecka

285801: Smoothing in USDA’s Commodity Forecasts

Olga Isengildina, Stephen MacDonald, Ran Xie and Julia Sharp

285800: How Do Producers Decide the “Right” Moment to Price Their Crop?

Fabio Mattos and Stefanie Fryza

285799: Testing the Effectiveness of Using a Corn Call or a Feeder Cattle Put for Feeder Cattle Price Protection

Hernan A. Tejeda and Dillon M. Feuz

285798: The dynamics of the Ukrainian farm wheat price volatility: Evidence from a dynamic conditional correlation GARCH model development

Linde Gotz, Kateryna Goychuk, Thomas Glauben and William H. Meyers

285797: Measuring Asymmetric Price Transmission in the U.S. Hog/Pork Markets

Feng Qiu and Barry K. Goodwin

285796: Actuarially Fair or Foul? Asymmetric Information Problems in Dairy Margin Insurance

John Newton and Cameron S. Thraen

285795: A Nonparametric Search for Information Effects from USDA Reports

Jeffrey H. Dorfman and Berna Karali

285794: Pricing and Hedging Calendar Spread Options on Agricultural Grain Commodities

Adam Schmitz and Zhiguang Wang

285793: Impacts of Crop Conditions Reports on National and Local Wheat Markets

Ryan Bain and T. Randall Fortenbery

285792: Risk Premiums and Forward Basis: Evidence from the Soybean Oil Market

Karen E. Lewis, Mark R. Manfredo, Ira Altman and Dwight R. Sanders

285791: Have Farmers Lost Confidence in Futures Markets?

Mark Welch, Rob Hogan, Emmy Williams, John Robinson, David Anderson, Mark Waller, Stan Bevers, Steve Amosson and Dean McCorkle

285790: Do Roll Returns Really Exist? An Analysis of the S&P GSCI

Paul E. Peterson

285789: How Much Would It Be Worth to Know the WASDE Report In Advance?

Trent T. Milacek and B Brorsen

285788: How Could We Have Been So Wrong?

Scott Main, Scott H. Irwin and Dwight R. Sanders

285787: Have Extended Trading Hours Made Agricultural Commodity Markets More Risky?

Nathan S. Kauffman

285786: Determination of Factors Driving Risk Premiums in Forward Contracts for Kansas Wheat

Mykel Taylor and Glynn Tonsor

285785: Revisiting the Determinants of Futures Contracts: The Curious Case of Distillers' Dried Grains

Anton Bekkerman and Hernan A. Tejeda