1981-1999 Conference Archive

From NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management
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285625: Discussion of Paul Peterson's and David Lehman's Comments

Sarahelen Thompson

285624: Chicago Board of Trade Crop Yield Insurance Contracts

David D. Lehman

285623: A Flexible Dynamic Inverse Demand System: An Application to U.S. Meat Demand

Matthew T. Hold and Barry K. Goodwin

285622: Analysis of the Physical and Market Factors Influencing the Relationship Between Slaughter Cattle Weight and Price: An Application of Experimental Economics

James Trapp, Stephen Koontz and Derrell Peel

285621: A Trading Simulation Test for Weak-Form Efficiency in Live Cattle Futures

Terry Kastens and Ted C. Schroeder

285620: The Impact of Lag Determination on Price Relationships in the U.S. Broiler Industry

John C. Bernard and Lois Schertz Willett

285619: Yield Estimation Throughout the Growing Season

John R. Kruse and Darnell Smith

285618: Valuation of U.S. Agricultural Support Programs: A Contingent Claims Analysis Approach

Viswanath Tirupattur and Robert J. Hauser

285617: The Value of Information to Hedgers in the Presence of Options

Brian D. Adam and Philip Garcia

285616: Terminal Markets for Fat Cattle: Are They "Lemons" Markets?

Dillon M. Feuz

285615: Success and Failure of Agriculture Futures Contracts

N'Zue F. Fofana and B. Wade Brorsen

285614: Research on Price Forecasting and Marketing Strategies: Improving Our Relevance - Comment

Darrel Good

285613: Research on Price Forecasting and Marketing Strategies: Improving Our Relevance

B. Wade Brorsen and Scott H. Irwin

285612: Pre-harvest Dynamic Hedging: An Analysis of Transaction Costs and Contract Lumpiness for Soybean Farmers

E. Neal Blue, Joao Martines- Martines-Filho and Mario Miranda

285611: Potential Long Run Impacts of Captive Supplies on Producer Prices in Fed Cattle Markets

Rodney Jones and Wayne D. Purcell

285610: Performance of the 290 Put Option on 93 December Corn Futures

Gerald Plato

285609: Modeling Futures Prices with the Student's t Autoregressive Model

Rob Murphy and Anya McGuirk

285608: Hedge Ratio Estimation and Soybean Storage

Michael D. Patterson and Marvin L. Hayenga

285607: Futures Prices Responses to the USDA Cold Storage Report

Phil L. Colling and Scott H. Irwin

285606: Forecasting Livestock Prices with an Artificial Neural Network Versus Linear Time Series Models

Nowrouz Kohzadi, Milton Boyd and Bahman Kermanshahi

285605: Forecasting Cash Feeder Steer Prices: A Comparison of the Econometric, VAR, ARIMA, Feeder Cattle Futures and Composite Approaches

Christine Cole and James Mintert

285604: Excess Returns from Custom Cattle Feeding?

Emmett Elam and Charles Dodson

285603: Examining Changes in Dairy Product Price Relationships Due to Increasing Price Volatility

Paula A. Emerick and Andrew M. Novakovic

285602: Empirical Tests of Distributional Assumptions for Option Pricing Models

Bruce J. Sherrick and Philip Garcia

285601: Empirical Analysis of Agricultural Commodity Prices: A Practitioner's Viewpoint on Structural Models

Dean T. Chen

285600: Discussion of "Research on Price Forecasting and Marketing Strategies: Improving Our Relevance"

Rob Johnson

285599: Delivery Systems Versus Cash Settlement in Corn and Soybean Futures Contracts

Nabil M. Chaherli and Robert J. Hauser

285598: Cross Hedging Wholesale Beef and Pork Products

Marvin Hayenga, Bingrong Jiang and Ji Hoon Kweon

285597: Cash Soybean Price Prediction with Neural Networks

Ken L. Claussen and Dr. J. William Uhrig

285596: An Inverse-Demand Model of Weekly Boxed Beef Prices

Stephen R. Koontz and James N. Trapp

285595: Accounting for Aggregation Bias in Empirical Demand Models -- The Case of Almost Ideal Demand Systems

Thomas I. Wahl and Ron C. Mittelhammer

285594: The Importance of Inventory in Short-Run Beef Market Analysis

Kevin J. Bacon, James N. Trapp and Steven Meyer

285593: A Comparison of Traditional Livestock Auctions, Teleauctions, and Satellite Video Auctions: Price Differences Between Markets

Beth Adams and Steven C. Turner

285592: The Cost of Forward Contracting Wheat

B. Wade Brorsen and John Coombs

285591: Discussion: Empirical Analysis of Agricultural Commodity Prices: A Viewpoint

David A. Bessler

285590: Trade Impacts of Soviet Reform: A Heckscher-Ohlin-Vanek Approach

Dermot Hayes and Alexander Kumi

285589: The Risk Premium in Live Cattle Futures

Emmett Elam and Stephen Njukia

285588: The Returns and Forecasting Ability of Large Traders in the Frozen Pork Bellies Futures Market

Raymond M. Leuthold and Philip Garcia

285587: The Market Efficiency of Options on Corn Futures

Sergio H. Lence

285586: The Forecasting of Prices and Protein Premiums for PNW Hard Red Winter and Dark Northern Spring Wheat

John Carlson, David Bullock, Jim Johnson and Steve Stauber

285585: Technical Analysis of Commodity Price Behavior

Joel Fingerman

285584: Storage Hedging: What's a Merchandiser to Do?

Brian D. Adam and Kim Anderson

285583: Sources and Structure of Profit Risk in Cattle Feeding

Stephen R. Koontz and James N. Trapp

285582: Methods for Selecting Delivery or Cash Settlement Arrangements for Agricultural Futures Contracts: The Case of Live Cattle

Gerald E. Plato and Richard G. Heifner

285581: Mean Reversion in the Corn and Hog Bases

Robert Leads, Carl Zulauf, Scott Irwin and Thomas Jackson

285580: Impacts of Elevator Concentration on Local Basis

T. Randall Fortenbery and Hector O. Zapata

285579: Hedging with Commodity Options and Safety-First Rules

James Vercammen and Victor Gaspar

285578: Grain Markets after the Conservation Reserve Program

Carl Garrison, Brian Adam and B. Wade Brorsen

285577: GARCH Option Pricing with Asymmetry

Taehoon Kang and B. Wade Brorsen

285576: Futures Trading with a Neural Network

Lonnie Hamm and B. Wade Brorsen