2017 Conference, April 24-25, 2017, St. Louis, Missouri

From NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management
Bibliographic data for series maintained by AgEcon Search ().

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

285881: Futures-Based Forecasts of U.S. Crop Prices

Jiafeng Zhu and Olga Isengildina- Isengildina-Massa

285880: Performance of the Producer Accumulator in Corn and Soybean Commodity Markets

Chad Te Slaa, Lisa Elliott and Matthew Elliott

285879: Corporate Hedging In Incomplete Markets: A Solution Under Price Transmission

Rui Luo and T. Randall Fortenbery

285878: Examining Dynamically Changing Cattle Market Linkages with Inventory as Controlled Transitions

Yunhan Li and Wenying Li

285877: Is the Value of USDA Announcement Effects Declining over Time?

Jiahui Ying, Yu Chen and Jeffrey H. Dorfman

285876: Trade Impact in the Electronic Grain Futures Markets

Zhiguang Wang, Suchismita Mishra and Lisa Elliott

285875: Forecasting Hard Red Winter and Soft White Wheat Basis in Washington State

Wenxing Song and T. Randall Fortenbery

285874: Assessing the Accuracy of USDA’s Farm Income Forecasts: The Impact of ARMS

Todd H. Kuethe and Todd Hubbs

285873: The Effects of Microstructure Noise on Realized Volatility in the Live Cattle Futures Market

Anabelle Couleau and Teresa Serra

285872: Are Futures Prices Good Price Forecasts? Nonlinearities in Efficiency and Risk Premiums in the Soybean Futures Market

Joshua Huang, Teresa Serra and Philip Garcia

285871: The Cost of Forward Contracting in CIF NOLA Export Bid Market

Bradley Isbell, Andy M. McKenzie and B Brorsen

285870: The Long-term Effects of Meat Recalls on Futures Markets

Matt Houser and Jeffrey H. Dorfman

285869: Hedging Effectiveness of Fertilizer Swaps

William E. Maples and B Brorsen

285868: Is Pit Closure Costly for Customers? A Case of Livestock Futures

Eleni Gousgounis and Esen Onur

285867: Automation in the Hedge-Ratio Estimation Cottage Industry

Roger A. Dahlgran

285866: Measuring Price Discovery between Nearby and Deferred Contracts in Storable and Non-Storable Commodity Futures Markets

Zhepeng Hu, Mindy Mallory and Teresa Serra

285865: Time Series Modeling of Cash and Futures Commodity Prices

Joshua G. Maples and B Brorsen

285864: Evaluating Crop Forecast Accuracy for Corn and Soybeans in the United States, China, Brazil, and Argentina

Katie Cumming, Fabio Mattos and Xiaoli L. Etienne