1981-1999 Conference Archive

From NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management
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285575: Forecasting the Probability Distributions of U.S. Harvest Time Corn Prices

Dan O'Brien and Marvin Hayenga

285574: Empirical Analysis of Agricultural Commodity Prices: A Viewpoint

William G. Tomek and Robert J. Myers

285573: Dynamic Relationships in the U.S. Lamb Marketing Channel

Rodney Jones and Wayne D. Purcell

285572: Do Japanese Soybean Futures Markets Respond to the USDA Crop Production Report?

Phil L. Colling

285571: Distilling Option Premium Information Into Simple Decision Rules

John D. Lawrence and Seth Meyer

285570: Constant or Time-Varying Optimal Hedge Ratios?

Giancarlo Moschini and Satheesh Aradhyula

285569: Chaos Theory and Its Implications for Research on Futures Markets: A Review of the Literature

John Bernard and Deborah Streeter

285568: Analysis of Producer Pricing Methods

Ted Schroeder and Barry Goodwin

285567: Option Based Assessments of Expected Price Distributions

Bruce J. Sherrick and Scott H. Irwin

285566: Using Nonparametric Demand Analysis in a Meat Demand System

Ann A. Wilkinson and Jon A. Brandt

285565: The Transmission of Price Variability under Traffication

Dermot Hayes and Thomas I. Wahl

285564: The Soybean Complex Spread: An Examination of Market Efficiency from the Viewpoint of a Production Process

Robert L. Johnson, Carl R. Zulauf and Scott H. Irwin

285563: The Sensitivity of Live Hog Marketing Strategies to Uncertain Prices

Philip Garcia and Brian Adam

285562: The Relationship Between Primary Commodity Prices and Macroeconomic Variables

Theodosios Palaskas and Panos N. Varangis

285561: The Rationality of Hogs and Pigs Inventory Expectations

Phil L. Colling and Scott H. Irwin

285560: The Price Adjustment Process and Efficiency of Grain Futures Markets Implied by Return Series of Various Time Intervals

Shi-Miin Liu and Sarahelen R. Thompson

285559: The Effects of USDA Reports in Futures and Options Markets

T. Randall Fortenbery and Daniel A. Sumner

285558: The Dynamics of Supply, Demand and Price for Wheat Programs under Rational Expectations

Theresa Y. Sun and Mario J. Miranda

285557: Statistical Process Control Adapted to Surveillance of Cash Cattle Markets

John Ginzel, Kevin Kesecker and Roger Schneider

285556: Software for Managing Income Risk Through Marketing

Rich Alderfer and Steve Harsh

285555: Simultaneity and Structural Change in Fed Beef Demand

James Eales and Inshik Lee

285554: Sensitivity of Risk Premium Analyses to Violations of Distributional Assumptions

T. Randall Fortenbery and Hector O. Zapata

285553: Rationally Expected Livestock and Poultry Price Forecasts and Meat Price Predictions from a Livestock and Meat Sector Model

Barry W. Bobst and Robert W. Harrison

285552: Impact of Cash Settlement on the Effectiveness of Price Discovery Processes in Feeder Cattle

John B. Rowsell and Wayne D. Purcell

285551: Hog Producer's Marketing Decisions under Alternative Utility Specifications

Brian Adam and Philip Garcia

285550: Hedonic Price Estimation for Kansas Wheat Characteristics: A Pooled Cross-Sectional Time-Series Analysis

Juan A. Espinosa and Barry K. Goodwin

285549: Forecasting Prices in the Forward Cash Market for Corn and Soybeans

David D. Johnson

285548: Feeder Cattle Cash Settlement: Impacts on Basis Variability in Selected U.S. Markets

Donald R. Rich and Raymond M. Leuthold

285547: Exchange Rate Shocks, Macroeconomic Announcements and Commodity Price Behavior

Dhaneshwar Ghura

285546: Efficiency Characteristics of the Live Cattle Options Market

Robert J. Hauser and Yue Liu

285545: Does Routine Forward Pricing Effectively Reduce Farmers' Risks?

Richard Heifner

285544: Competition for Fed Cattle in Colorado vs. Other Markets: The Impact of the Decline in Packers and Ascent in Contracting

Marvin Hayenga and Dan O'Brien

285543: Comparison of Liquidity Costs Between the Kansas City and Chicago Wheat Futures Contracts

David Seibold and Sarahelen Thompson

285542: Cointegration Tests and Spatial Price Linkages in Regional Cattle Markets

Barry K. Goodwin and Ted C. Schroeder

285541: Asymmetric Pricing in Live Cattle Futures

Milton S. Boyd and B. Wade Brorsen

285540: Analyzing the Seasonality of U.S. Meat Demand by Using Disaggregated Weekly Data

Thomas I. Wahl and Dermot Hayes

285539: An Analysis of the Consistency of Public Data Used in Demand Analysis for Livestock

Richard Stillman and Mark Weimar

285538: Agricultural Policy for the 1990s: An Analysis of Alternatives

Jon Brandt, Kenneth Bailey, Abner Womack and Patrick Westhoff

285537: A Long Term Forecasting Model of the Livestock and Poultry Sectors

Mark R. Weimar and Richard P. Stillman

285536: A Framework for Analyzing Prices of Related Temporal Commodity Investment Strategies

Bruce J. Sherrick and Michael A. Hudson

285535: USDA Hogs and Pigs Reports: Futures Prices, Information, and Forecasting

Colin Carter and Carl Galopin

285534: Traditional Versus Optimal Hedges: a Comparative Analysis For Corn Producers and Merchandisers

Marvin L. Hayenga and John S. McDaniel

285533: The Impacts of USDA Livestock Inventory Reports on Livestock Cash and Futures Prices

Ted Schroeder, Joanne Blair and James Mintert

285532: The Effects of Price Supports on the Valuation of Options on Agricultural Futures Contracts

Mario J. Miranda and Joseph W. Glauber

285531: Supply Response and Price Expectations: An Analysis of the Fed-Beef Industry

D. Scott Brown and Jon A. Brandt

285530: Subsidized Put Options as Alternatives to Price Supports

Joseph W. Glauber and Mario J. Miranda

285529: Soybean Complex Price Forecasting Models: An Economic Evaluation

Jonathan N. Tinker, Scott H. Irwin and Carl R. Zulauf

285528: Recent Developments in Econometrics and Time Series: Implications for Forecasting Model Development and Evaluation (Abstract)

Arnold Zellner

285527: Price Risk in Supply Equations: An Application of GARCH Time-Series Models to the U.S. Broiler Market

Matthew T. Holt and Satheesh V. Aradhyula

285526: Predicting Changes in the Degree of Producer Responsiveness to Policy Shocks

Dermot Hayes and Thomas I. Wahl