1981-1999 Conference Archive

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.

285905: Evaluation and Performance of the Frozen Pork Belly Futures Markets

Raymond M. Leuthold

285904: Estimating the Implicit Value of Management and Production Technology for Contractually Transferred Feeder Pigs

Roger Dahlgran, Dennis DiPietre and Roderick Tubbs

285903: Considering Hedgers' Basis Risk in Designing Agricultural Futures Contracts

Richard G. Heifner and Gerald E. Plato

285902: Cash Settlement for Corn and Soybeans: A Preliminary Analysis

Robert Hauser and Nabil Chaherli

285901: Are Outlook Price Forecasts Rational?

Scott H. Irwin and Mary E. Gerlow

285900: Analysis of the Changing Structure of U.S. Feed Demand

, Robert E. Young

285899: An Integrated Model of Variability in Live Cattle Futures Prices

Kevin J. Evans and Deborah H. Streeter

285898: An Examination of Spatial and Intertemporal Aspects of Basis Determination

Maximilian Strobl and T. Randall Fortenbery

285897: An Examination of Cointegration in Storable Commodities

T. Randall Fortenbery and Hector O. Zapata

285896: A Flexible Dynamic Inverse Demand System for Meat Products in U.S

T. Kesavan and Brian Buhr

285895: A Dynamic Minimum Variance Hedge

Sergio H. Lence and Kevin L. Kimle

285764: Commodity Futures Contract Viability: A Multidisciplinary Approach

Joost M. E. Pennings and Raymond M. Leuthold

285763: Corporate Risk Management and the Role of Value-at-Risk

Dwight R. Sanders and Mark R. Manfredo

285762: Agricultural Economists' Effectiveness in Reporting and Conveying Research Procedures and Results

Joe L. Parcell, Terry L. Kastens and Kevin C. Dhuyvetter

285761: Post-Harvest Grain Storing and Hedging with Efficient Futures

Terry L. Kastens and Kevin Dhuyvetter

285760: Forecasting performance of Storable and Non-Storable Commodities

Scott Daniel and Ted Schroeder

285759: A Calendar Spread Trading Simulation of Seasonal Processing Spreads

Christine A. Cole, Terry L. Kastens and Frederick A. Hampel

285758: A Full Bayesian Analysis of Structural Changes with the AIDS Model: The Case of Meat Demand

Ibrahima Yague and Steven C. Turner

285757: Short-Term Variability in Grid Prices for Fed Cattle

Clement E. Ward and Jong-In Lee

285756: Hog Profit Margin Hedging: A Long-Term Out-of-Sample Evaluation

Gary D. Kee and David E. Kenyon

285755: Volatility Models for Commodity Markets

Paul L. Fackler and Yanjun Tian

285754: They Trade Shrimp in Minneapolis? An Examination of the MGE White Shrimp Futures Contract

Dwight R. Sanders and Joost M. E. Pennings

285753: Price Volatility in Dairy Markets: A Story of Stocks?

Rob Weaver and William Natcher

285752: Do Agricultural Market Advisory Services Beat the Market?

Scott H. Irwin and Thomas E. Jackson

285751: Evidence of Farmer Forward Pricing Behavior

Kevin McNew and Wesley Musser

285750: Testing the Possibility of Private Crop Insurance and Reinsurance Markets

H. Holly Wang and Joseph L. Krogmeier

285749: Why Don't Country Elevators Pay More for High Quality Wheat? The Effects of Risk Information

Brian D. Adam and Sueng Jee Hong

285748: Who Will Pay for Guaranteed Tender Steak?

Jayson Lusk, John Fox, Ted Schroeder and James Mintert

285747: The Term Structure of Uncertainty Implied by Option Premia

John A. Shaffer and Bruce J. Sherrick

285746: Determinants of Replacement Heifer Price Differentials

Vern Pierce and Joe Parcell

285745: Evaluating Forecast Accuracy of Cattle on Feed Pre-Release Estimates

Kevin Dhuyvetter and Ted Schroeder

285744: Payoffs to Farm Management: How Important is Grain Marketing?

Heather Nivens and Terry L. Kastens

285743: Forecasting Fed Cattle, Feeder Cattle, and Corn Cash Price Volatility: Time Series, Implied Volatility, and Composite Approaches

Mark R. Manfredo and Raymond M. Leuthold

285742: Identifying and Managing Economic Risk in Cattle Feeding

Darrell R. Mark and Rodney Jones

285741: Accuracy of USDA Fed Cattle Price Reporting: Is Mandatory Price Reporting Needed?

Stephen R. Koontz

285740: Bankers' Forecasts of Farmland Value

Ted Covey

285739: Feeder Cattle Price Slides

B. Wade Brorsen, Nouhoun Coulibaly and Francisca G. C. Richter

285738: Modeling Ex Ante Price Expectations within the U.S. Broiler Market

Andrew McKenzie and Matthew T. Holt

285737: Forecasting Crop Yields and Condition Indices

Paul L. Fackler and Bailey Norwood

285736: Design and Evaluation of Long Term Commodity Pricing Contracts

James Unterschultz and Frank Novak

285735: Forecast Evaluation: A Likelihood Scoring Method

Matthew A. Diersen and Mark R. Manfredo

285734: Agricultural Applications of Value-at-Risk Analysis: A Perspective

Mark R. Manfredo and Raymond M. Leuthold

285733: Trends in the Accuracy of USDA Production Forecasts for Beef and Pork

DeeVon Bailey and B. Wade Brorsen

285732: Crop Insurance and Pre-harvest Pricing of Corn and Soybeans: Case Studies for Selected States and Farms

Robert N. Wisner, E. Neal Blue, E. Dean Baldwin and , G. Art Barnaby

285731: Post-harvest Grain Marketing with Efficient Futures

Terry L. Kastens and Kevin C. Dhuyvetter

285730: Structural Econometric Models: Past and Future (with Special Reference to Agricultural Economics Applications)

William G. Tomek

285729: Impacts of Reduced Public Information on Price Discovery and Marketing Efficiency in the Fed Cattle Market

John Anderson, Clement Ward, Stephen Koontz and Derrell Peel

285728: Innovative Hedging and Financial Services: Using Price Protection to Enhance the Availability of Agricultural Credit

Francesco Braga and Brian Gear

285727: The Effect of Crop or Revenue Insurance on Optimal Hedging

Keith H. Coble and Richard Heifner

285726: Cattle Basis Risk and Grid Pricing

Jennifer L. Graff and Ted C. Schroeder