2018 Conference, April 16-17, 2018, Minneapolis, Minnesota

From NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management
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285894: Dynamic Price Discovery of U.S. Fed Cattle Markets: Identifying Short Run Shock Effects through rolling ECM

Hernan A. Tejeda, Man-Keun Kim and Jeffrey Wright

285893: The Value of Public Information in Storable Commodity Markets: Application to the Soybean Market

Christophe Gouel

285892: Do Livestock Markets Still Value USDA Information?

Berna Karali and Olga Isengildina- Isengildina-Massa

285891: Quantifying the Announcement Effects in the U.S. Lumber Market

Zarina Ismailova, Shishir Shakya and Xiaoli L. Etienne

285890: Cost of Immediacy during Large Price Movements: Evidence from Corn Futures Market

Xinyue He, Teresa Serra and Philip Garcia

285889: Impacts of Railroad Costs on Kansas Wheat Basis

Anton Bekkerman and Mykel Taylor

285888: Wholesale Beef Futures Contract

Robert S. Thompson, Ardian Harri and Joshua G. Maples

285887: Market Power and Farm-Retail Price Transmission: The Case of U.S. Fluid Milk Markets

Charng-Jiun Yu and Brian W. Gould

285886: Organic Wheat Prices and Premium Uncertainty: Can Cross Hedging and Forecasting Play a Role?

Tatiana Drugova, Veronica F. Pozo, Kynda R. Curtis and T. Randall Fortenbery

285885: How Well Do Commodity ETFs Track Underlying Assets?

Tyler Neff and Olga Isengildina- Isengildina-Massa

285884: Forecasting Crop Prices using Leading Economic Indicators and Bayesian Model Selection

Yu Wang and Jeffrey H. Dorfman

285883: Are Corn Futures Prices Getting “Jumpy”?

Anabelle Couleau and Teresa Serra

285882: The Value of Public Information: Market Microstructure Noise and Price Volatility Spillovers in Agricultural Commodity Markets

Siyu Bian and Teresa Serra