1981-1999 Conference Archive

From NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management
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285525: On the Value of Outlook Economists' Price Forecasts

Scott H. Irwin and Mary E. Gerlow

285524: On the Reaction of Live Hog Futures Prices to Informational Components in Quarterly USDA Hogs and Pigs Reports

Phil L. Colling and Scott H. Irwin

285523: Oligopsony Power, Meatpacker Conduct, and Price Dynamics: A Preliminary Investigation of Live Cattle Markets

Stephen R. Koontz and Michael A. Hudson

285522: Models of the Variability of Futures Prices: Specifications and Evaluation

Deborah H. Streeter and William G. Tomek

285521: Generation of Probability Distributions on Farm Prices and Supply/Utilization Balances on Corn, Soybeans and Wheat for the Crops of 1989-91

John N. Ferris

285520: Generalized Autoregressive Conditional Heteroskedasticity as a Model of the Distribution of Futures Returns

B. Wade Brorsen and Seung-Ryong Yang

285519: Forecasting Meat Prices Through an Inverse Demand System

Kuo S. Huang

285518: Farm Income Risk Management (FIRM): A Decision Support System Approach

Rich Alderfer, Stephen Harsh and Jim Hilker

285517: Execution Costs for a Public Futures Fund

Thomas V. Greer and B. Wade Brorsen

285516: Demand System Estimation with Upward Sloping Supply

Thomas I. Wahl and Dermot Hayes

285515: Commercial Use and Speculative Measures of Livestock Futures Markets Revisited

John B. Rowsell and Michael A. Hudson

285514: Combining Forward Pricing Strategies with Farm Level Crop Insurance as a Risk Management Tool

Phil L. Kenkel, Jana L. Smith and Fred J. Benson

285513: Can Farm Program Budgetary Risks Be Shifted Through Futures and Options Markets?

Richard G. Heifner and Bruce H. Wright

285512: Another Tool in the Technical Analyst's Toolbox: A Markov Indicator for Soybean Futures

Steven C. Turner and Jack E. Houston

285511: An Analysis of the Sources of Profit Volatility in Cattle Feeding

James N. Trapp and Shelia D. Clevel

285510: A Clarification of Forward Pricing with Yield Risk from a Regional Perspective

Larry A. Johnson

285509: Time-Varying Weighting Schemes for the Combination of Forecasts: An Application to Supply Response of U.S. Soybean Acreage

Kamil H. Shideed and Fred C. White

285508: The Relationship Between Futures and Option Prices and the Expectations of Farmers and Grain Merchandisers in Illinois

S. R. Thompson, R. J. Hauser and B. K. Engel

285507: The Food Security Act of 1985: Longer Term International Projections

Jon A. Brandt, Abner Womack and William Meyers

285506: Structural Change in U.S. Meat Demand: Further Evidence

Giancarlo Moschini and Karl D. Meilke

285505: Rational Price Formation in Live Cattle and Live Hog Futures Markets

Matthew W. Hughes and Stephen R. Koontz

285504: Modeling the Impact of Food Irradiation Technology on U.S. Meat and Feedgrain Exports

Dermot Hayes and Greg Hertzler

285503: Information in the Term Structure of Commodity-specific Interest Rates in the Chicago Wheat Futures Market

Hun Kim

285502: Impulse Response and Intertemporal Pricing of Cotton

Dean T. Chen and David A. Bessle

285501: Implications of a Two-Tier Price Support Program for the U.S. Wheat Industry

Abner W. Womack and Jon A. Brandt

285500: Hedging Effectiveness in a Vertical Marketing Channel

Dean Baldwin, Scott Irwin and Hassan Ahmed

285499: Grain Marketing Risk Management: Eastern Cornbelt Example

Dean Baldwin and Jim Dayton

285498: Further Information on the Usefulness and Flexibility of Bayesian and Nonbayesian Vector Autoregressions: Forecasting Monthly U.S. Cattle Prices

Hector O. Zapata and Philip Garcia

285497: Forward Contracting in Factor Markets

John J. Haydu and Robert J. Meyers

285496: Forecasting Quarterly Demand for Meats with a Mixed Structure-Time Series Model

Kuo S. Huang

285495: Forecasting Pecan Prices During Harvest

W. J. Florkowski

285494: Forecasting Net Returns of Processed Vegetables

Jim Cornelius and Ron Myersick

285493: Forecasting Changes in the Structure of Japanese Meat Industry Under Alternative Beef Import Liberalization Scenarios

Thomas I. Wahl and Gary W. Williams

285492: FAPRI Projections of CCC Expenditures: Accounting for Everything from ARP to PIK

Patrick C. Westhoff and William H. Meyers

285491: Export Demand Elasticity: Measurement and Implications for U.S. Exports

S. Devadoss and William H. Meyers

285490: Dynamic Elasticities and Flexibilities in a Quarterly Model of the U.S. Pork Sector

Karl D. Skold and Matthew T. Holt

285489: Decoupling Farm Programs

A. Barry Carr, William Meyers and Tim Phipps

285488: Conditional Heteroscedastic Error Processes and the Time Pattern of Optimal Hedge Ratios

Robert J. Meyers

285487: Comparing USDA Hogs and Pigs Reports to Subsequent Slaughter: Does Systematic Error Exist?

Steve R. Meyer and John D. Lawrence

285486: Cattle Price Relationships: Probabilistic Causality

Theodore D. Covey and David A. Bessler

285485: Calf Retention and Marketing in a Stochastic Environment

Ted C. Schroeder and Allen M. Featherstone

285484: A Trade Estimates System to Assist Forecasting U.S. Agricultural Exports

S. W. Hiemstra and S. A. MacDonald

285483: A Multiple-Risk Optimal Hedging Model: An Example

Gboroton F. Sarassoro and Raymond M. Leuthold

285482: A Bayesian Estimation of a Complete Demand System

Ann Wilkinson

285481: The Impacts of Varying Information Levels on Competitive Bidding Processes: An Experimental Investigation

Clark A. Roberts and Brian D. Adam

285480: The Impact of the 1985 Farm Bill on the U.S. Oats Industry

Jackie Todd

285479: The Impact of Japanese Beef Import Quota Concessions: A Forecast Simulation Analysis

Thomas I. Wahl and Gary W. Williams

285478: The Effect of Marketing Loans on Agricultural Markets

Joseph W. Glauber and M. J. Miranda

285477: Some World Macroeconomic Determinants of Storable, Internationally-Traded Agricultural Commodity Prices

Emilio Pagoulatos and Azzeddine Azzam

285476: Simultaneous Prediction of Price Magnitude and Direction

L. R. Cloman, J. E. Epperson and N. R. French