1981-1999 Conference Archive

From NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management
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285675: Price Discovery Role of Futures Prices: A Linear Feedback Approach

Samarendu Mohanty and Darnell B. Smith

285674: An Empirical Examination of the Role of Trading Volume in Futures Markets

Li Yang and Raymond M. Leuthold

285673: Commodity Futures Market Reaction to Anticipated Public Reports: Frozen Pork Bellies

Li Yang

285672: An Analysis of the Performance of the Diammonium Phosphate Futures Contract

Keith Bollman and Sarahelen Thompson

285671: Volatility Based Tests for Informational Efficiency on Commodity Options Markets

Robert J. Myers, Steven D. Hanson and Jing-Yi Lai

285670: The Potential Inefficiency of Using Marketing Margins in Applied Commodity Price Analysis, Forecasting, and Risk Management

Frank M. Han and Garth J. Holloway

285669: A Reappraisal of the Forecasting Performance of Corn and Soybean New Crop Futures

Carl Zulauf, Scott H. Irwin and Jason Ropp

285668: Noise Trader Demand in Commodity Futures Markets

Dwight R. Sanders and Scott H. Irwin

285667: The Impacts of Exclusive Marketing/Procurement Agreements on Fed Cattle Transaction Prices: An Experimental Simulation Approach

Tracy Dowty, Clement Ward, Stephen Koontz and Derrell Peel

285666: Evaluating the Hedging Potential of the Lean Hog Futures Contract

Mark W. Ditsch and Raymond M. Leuthold

285665: Fed Cattle Geographic Market Delineation: Slaughter Plant and Firm Supply Response Analysis

Marvin Hayenga and Bingrong Jiang

285664: An Economic Analysis of U.S. Broiler Industry: A Structural Bayesian VAR Approach

Chandrashekar Karnum and Christopher McIntosh

285663: Short-Run Captive Supply Relationships with Fed Cattle Transaction Prices

Clement E. Ward and Stephen R. Koontz

285662: Sources of Economic Variability in Cattle Feeding

Rodney Jones, James Mintert, Michael Langemeier and Ted Schroeder

285661: Options Portfolios in the Presence of Non-Linear Risk

Kevin McNew

285660: Improving Monthly Fed Cattle Forecasts with Information on Market-Ready Inventory

Kendall L. McDaniel and Stephen R. Koontz

285659: Farmers' Use of Normal Flex Acres: A Glimpse of the Future

Brian Willott, Gary Adams and Robert Young

285658: Optimal Storage Decisions under Estimation and Prediction Risk

Tommie L. Shepherd and Jeffrey H. Dorfman

285657: Spatial Price Analysis: A Methodological Review

Paul L. Fackler

285656: Effects of Reduced Government Deficiency Payments on Post-Harvest Marketing Strategies

Steven Betts and Brian D. Adam

285655: Fed Cattle Spatial Transaction Price Relationships

Ted C. Schroeder

285654: The Influence of IRS Tax Policy on Use of Livestock Cattle Futures and the Effectiveness of the Price Discovery Process

Wayne D. Purcell

285653: Arbitrage Costs Between Regional Fed-Cattle Markets

Stephen R. Koontz

285652: You Know It's Going to Be a Bad Day When a 60 Minutes Camera Crew Is Waiting for You at Work - A Case Study of Chicken Contamination Publicity

Dean G. Fairchild and Roger A. Dahlgran

285651: Technical Analysis and Market Efficiency in the Live Hog Futures Market

John W. Hales and Marvin L. Hayenga

285650: An Analysis of the Frequency of Marketing by Kansas Crop Producers

Barry K. Goodwin and Terry L. Kastens

285649: The Quality of Speculation in the Soybean Complex

Roger A. Dahlgran

285648: The Confidence Intervals of Preharvest State Corn Yield Forecasts

Daniel O'Brien and S. Elwynn Taylor

285647: Commodity Storage and Interseasonal Price Dynamics

Xiongwen Rui and Mario J. Miranda

285646: Crop Yield Futures and Revenue Distributions

Viswanath Tirupattur and Robert J. Hauser

285645: The Hedging Effectiveness of Rough Rice Futures

Kye Ryong Lee and Marvin L. Hayenga

285644: The Performances of Probability-Based Grain Marketing Strategies

Daniel O'Brien and Robert Wisner

285643: An Econometric Model for Forecasting the Manufacturing Grade Price of Milk in U.S. Markets

Ken Bailey and Steve Gallivan

285642: The Development of Index Futures Contracts for Fresh Fruits and Vegetables

Mark R. Manfredo and James D. Libbin

285641: Meatpacker Conduct in Fed Cattle Pricing: Multiple-Market Oligopsony Power

Stephen R. Koontz and Philip Garcia

285640: The Apparent Failure of Retail Beef Prices to Respond to Supply Shocks: An Empirical Investigation

Rodney Jones and Wayne D. Purcell

285639: The Effects of Government Storage Programs on Supply and Demand for Wheat Stocks

Brian D. Adam and Daniel S. Tilley

285638: An Analysis of Trader Activity During Limit-Move Events in Live Cattle Futures

Rob Murphy and Wayne Purcell

285637: Pre-harvest Hedging Behavior and Market Timing Performance of Private Market Advisory Services

Joae Martines- Martines-Filho and Scott H. Irwin

285636: Daily Hedonic Price Analysis in Cotton: An Alternative Approach for Providing Market Information

Darren Hudson, Don Etheridge and Jeff Brown

285635: The Effects of Japanese Exports on Wholesale Beef and Live Cattle Prices

Marvin D. Hoffland and Marvin L. Hayenga

285634: Robust Risk Management Strategies for U.S. Hard Red Winter Wheat Producers

Brian D. Adam and Kim Anderson

285633: Garch Option Pricing with Implied Volatility

N'Zue F. Fofana and B. Wade Brorsen

285632: The Effect of Planting on the Volatility of Grain Futures Prices

David A. Hennessy and Thomas I. Wahl

285631: A Comparison of Carcass Value Pricing Systems of Southeast Hog Plants

David Kenyon and John McKissick

285630: Ex Ante Basis Risk in the Live Hog Futures Contract: Has Hedgers' Risk Increased?

Phil Garcia and Dwight R. Sanders

285629: The Dynamics of Flex

Chad Hart and Darnell Smith

285628: Optimal Financial Leverage and the Determinants of Firm's Hedging Policies under Price, Basis and Production Risk

Joaquin Arias and B. Wade Brorsen

285627: Quality Uncertainty and Grain Merchandising Risk: Vomitoxin in Spring Wheat

D. Demcey Johnson and William W. Wilson

285626: Observations on Cash Settlement

Paul E. Peterson