1981-1999 Conference Archive

From NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management
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285964: Price Uncertainty Within the Grain Export Marketing Channel

R. J. Hauser and David Neff

285963: Optimal Decision Rules for Selling Farmer-Owned Wheat from Storage in the Pacific Northwest

Todd Lone and Leroy Blakeslee

285962: On the Search of Appropriate Price Determination Specifications in Structural Models

Dean Chen and Gerard Dharmaratne

285961: Total Response Measures in Systems of Nonlinear Equations: An Application to a Model of the U.S. Dairy Sector

Matthew Holt and Satheesh Aradhyula

285960: The Inverse Almost Ideal Demand System

James Eales and Laurian Unnevehr

285959: The Impact of Futures Market on U.S. Soybean Processors

Sergio Lence and Dermot Hayes

285958: The Impact of Captive Supplies on Cash Fed Cattle Markets

Rodney Jones, Ted Schroeder and James Mintert

285957: Research Topics - Agricultural Futures

Thomas Coleman

285956: Regional Supply Analysis and Program Participation for U.S. Corn and Wheat: A Comparative Application of Alternative Response Specifications

Duncan Chambezi and Abner Womack

285955: Predictability of Commodity Trading Advisor Returns

Barry Ward and Scott H. Irwin

285954: Nonlinear Dynamics and Market Anomalies in Daily Futures Prices

Seung-Ryong Yang and B. Wade Brorsen

285953: Mean Reversion in Agricultural Futures Prices

Thomas E. Jackson and Carl R. Zulauf

285952: Forecasting Japanese Meat Demand Using a Two-Stage Consumer Demand System

Thomas Wahl and Vicki McCracken

285951: Estimation of Rational Risk Response Models for Primary Commodity Markets with Private and Government Stockholding

Mario Miranda and Joseph Glauber

285950: Estimating the Demand for Dairy Products: Accounting for Taste and Preferences

Suffyan Koroma and Kenneth Bailey

285949: Establishing and Forecasting Quality Adjusted Basis for Texas Rice Markets

Mark Waller and M. Edward Rister

285948: East Asian Poultry Markets: Technology Transfer and Demand Dynamics

Laurian Unnevehr, James Eales and Gerald Nelson

285947: Dynamics and Price Volatility in Farm-Retail Livestock Price Relationships

T. Kesavan and Satheesh Aradhyula

285946: Do Livestock Futures Prices React Efficiently to USDA Hogs and Pigs Reports?

Phil L. Colling and Scott H. Irwin

285945: Development and Testing of Models for Cash Price Relationships Between Lighter-Weight Stockers through Heavier-Weight Feeders in a Selected Market

John Ginzel, Ron Gustafson and Terry Crawford

285944: Developing a Cash Settlement Price Index for Live Hog Futures

Kevin Kimle and Marvin Hayenga

285943: Cross-Commodity Relationships: Cointegration and Price Forecasting in Selected Cash Markets

D. Demcey Johnson and Seung-Ryong Yang

285942: Are Composite Forecasts More Accurate? An Application to Livestock and Poultry

Richard Stillman and Mark Weimar

285941: An Investigation of Returns to Trading Strategies in the Live Hog Futures Market

Todd Doehring and Philip Garcia

285940: An Analysis of Factors Affecting Oklahoma City Feeder Cattle Basis

James Trapp and Fred Eilrich

285939: Alternative Measures of Risk: An Analysis of Sow Farrowings in the United States

Matthew Holt and Giancarlo Mischini

285938: Accuracy in Forecasting Feeder Cattle prices: Results of a Competition

Rhonda Skaggs and Donald Snyder

285937: Accounting for Yield Risk in Pre-Harvest Commodity Pricing Decisions

Steve Monson and Marvin Hayenga

285936: A Review of the Chicago Mercantile Exchange's Broiler Chicken Futures and Options Contracts and Their Effect on the Broiler Industry

Lori Aldinger

285935: A Market Timing Test of Pricing Models for Agricultural Options

Scott H. Irwin and Carl Zulauf

285925: Forecasting Short-Run Fed Cattle Slaughter

Kevin J. Bacon and James N. Trapp

285924: An Application of Neural Networks: Predicting Corn Yields

J. William Uhrig and Bernard A. Engle

285923: Simulating the Value of Directional Information in Futures Markets

Jeffrey H. Dorfman and Christopher S. McIntosh

285922: To Invert or Not To Invert: The Case of Direct and Inverse AIDS Meat Demand Systems

Thomas I. Wahl and Ron C. Mittelhammer

285921: The Response of Wheat, Corn and Soybeans Futures Prices to the USDA Export Inspection Report

Phil L. Colling and Scott H. Irwin

285920: The Effect of Market Information on Corn and Soybean Markets

Philip Garcia and Raymond M. Leuthold

285919: Testing for Switching Market Conduct

Timothy Park and Azzeddine Azzam

285918: Testing Market Efficiency in a Controlled Environment: The Case of Parimutuel Gambling

Leonardo R. Corral and Barry K. Goodwin

285917: Speculative Activity and Price Volatility in the Live Cattle Futures Market

John B. Rowsell and Wayne D. Purcell

285916: Simultaneously Derived Optimal Hedge Ratios for East Central Illinois Corn and Soybean Producers

Jonathan M. Norvell and Raymond M. Leuthold

285915: Simultaneity and Structural Change in U.S. Meat Demand

James Eales and Laurian J. Unnevehr

285914: Price Volatility and Futures Market Reactions to USDA Hogs and Pigs Report

Satheesh V. Aradhyula and T. Kesavan

285913: Price Transmission Processes: An Empirical Analysis of the Apple Industry

Michelle R. Hansmire and Lois Schertz Willett

285912: Prequential Approach to Turning Point Prediction

Heon Kook and David A. Besler

285911: Output Uncertainty in Fed Cattle Hedging

Brian D. Adam and Stephen R. Koontz

285910: Optimal Hedging in the Presence of Estimation Risk

Sergio H. Lence and Dermot Hayes

285909: Modelling Risk Response in the Marketing Channel for Beef: A Multivariate Generalized Arch-M Approach

Matthew T. Holt

285908: Formula Pricing of Feeder Pigs

John D. Lawrence and Jennifer Schmidt

285907: Forecasting the Nearby Basis of Live Beef Cattle

Shi-Miin Liu, B. Wade Brorsen and Charles Oellermann

285906: Forecasting Volatility for Commodity Option Prices: Incorporation of Volume and Open Interest

Albert A. Williams and Jack E. Houston