1981-1999 Conference Archive

From NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management
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285425: Systematic Risk and Volatility in Commodity Markets

Ray D. Nelson

285424: Relationships Between Quarterly Grain Prices and Stocks

Paul C. Wescott and David B. Hull

285423: Price Discovery and Risk Management in the Sunflower Market

William W. Wilson

285422: On the Relation Between Futures Price Movements and USDA Reports

Paul L. Fackler

285421: Market Demand Systems for Food Groups: Linking Theoretical Restrictions with Empirical Applications

Jon A. Brandt, S. R. Johnson and Basile Goungetas

285420: Implied Volatilities of Options on Soybean Futures

Robert J. Hauser and David Neff

285419: Forecasting Monthly Live-Hog Prices Via Different Models

Gopal Naik and Raymond M. Leuthold

285418: Factors Affecting Technical Trading System Profits

Scott H. Irwin and B. Wade Brorsen

285417: Commodity Futures Versus Commodity Options: An Analysis of Price Risk Management Strategies for Commercial Cattle Feeders

Michael A. Hudson and Robert J. Hauser

285416: Changing Variances and Thick-tailed Distributions in Commodity Prices: Estimates and Implications for Price Forecasting

J. Douglas Gordon and Richard Heifner

285415: Applications of Quarterly Livestock Models in Evaluating and Revising Inventory Date

Bruce Blanton, S. R. Johnson and Jon A. Brandt

285414: An Analysis of the Ending Stocks to Use Ratio in Forecasting Cocoa Prices

Brian W. Meinken

285413: A Risk Analysis of Marketing Strategies Available to Nebraska's Soybean Producer

Charles Curtis, Lynn Lutgen and George Pfeiffer

285412: A Note on Composite Forecasting Technique: The Case of Multiple-Step-Ahead

Donald J. Liu and Terry Roe

285411: Variance of a Forecast Made with Predicted Values of Exogenous Variables

George W. Ladd and Suzanna Morris

285410: Technical Analysis -- A Search for the Holy Grail?

Scott H. Irwin and J. William Uhrig

285409: Structural Knowledge, Information and Expectations in a Dynamic Commodity Market

Greg Hertzler

285408: Spreading, Hedging and Speculating in Forward, Futures and Spot Markets

Ray Nelson, Dan Aguiar and Tim Park

285407: Some Observations on Recent U.S. Department of Agriculture World Crop Forecasts with Some Implications for Methods and Procedures

Jim L. Matthews and Chung Yeh

285406: Resolving Dairy Market Disequilibrium: Forecasting the Simple Answers to Simple Questions

Roger A. Dahlgran

285405: Pricing Options on Hog and Soybean Futures

R. J. Hauser and D. K. Andersen

285404: Optimal Hedging Levels for Corn Producers with Differing Objective Functions

L. J. Greenhall and L. W. Tauer

285403: On Judgmental Forecasts

David A. Bessler and Jon A. Brandt

285402: Integrating Price Forecasting with Hedging to Reduce Risk and Improve Price to Producers

Matthew T. Holt and Jon A. Brandt

285401: Forecasting Spreads between Retail Beef and Live Cattle Prices: A Model for Routine Use by Market Analysts

John E. Ikerd

285400: Estimation and Spatial Delineation of Demand for Boiler Meat

Chung L. Huang and Robert Raunikar

285399: Characterizing Probability Distributions for Farm Prices, Yields and Net Returns

Steven T. Buccola

285398: Acreage Supply Models and Forecasts: Corn, Soybeans and Wheat

Leonardo Green and Abner Womack

285397: A Stochastic Risk-Return Model of Optimal Cash/Futures Positions

Dennis D. DiPietre and Marvin L. Hayenga

285396: A Performance Comparison of Aggregate and Disaggregate Export Models for the Soybean Sector

William H. Meyers and Wipada S. Huyser

285395: Vector Autoregressions on U.S. Hog Prices

Jon A. Brandt and David A. Bessler

285394: Summary: Panel Discussion on Research Priorities

Warren Malkerson, The Pillsbury Company, Howard Madsen, Agri- Agri-Commodities, Inc.,, Marilyn Hankey, Safeway Stores and Inc.,

285393: Soybean Oil Price Forecasts: Can Structural Models Help?

Jim L. Matthews

285392: Profitable Hedging Opportunities and Risk Premiums for Producers in Live Cattle and Live Hog Futures Markets

Marvin L. Hayenga, Dennis D. DiPietre and J. Marvin Skadberg

285391: Parametric Disaggregation of a Beef Cattle Model and Application to Regional Supply Response

Barry W. Bobst and Joe T. Davis

285390: Lead-Lag Price Relationships Between Thinly and Heavily Traded Commodity Markets

Colin A. Carter and Gordon C. Rausser

285389: Forecasting the Storage-Season Wisconsin Basis for Corn

Nicholas Powers, Aaron Johnson and Jr.,

285388: Forecasting Shortrun Beef and Pork Supplies Using Seasonal Analysis

Robert V. Price and Livia R. Cloman

285387: Forecasting Farmers' Response to the Farmer-Owned Reserve Program

William H. Myers and Robert W. Jolly

285386: Flexible Marketing Strategies for Wheat Producers

James C. Cornelius and Mike L. Dickens

285385: Expectations and Intertemporal Pricing in Commodity Futures and Spot Markets

Richard E. Just and Gordon C. Rausser

285384: Estimating Choice 600-700 Pound Carlot Carcass Beef Price

John R. Franzmann

285383: Analysis of Retail Beef to Live Cattle Price Spreads

John E. Ikerd

285382: An Evaluation of the Forecasting Accuracy of Alternative Acreage Supply Response Models

David R. Lee and Peter G. Helmberger

285381: An Analysis of the Factors Influencing the Illinois Corn Basis, 1971-1981

Philip Garcia and Darrel Good

285380: An Alternative Parameter Estimation Approach for Risk Management Decision Models

James N. Trapp

285379: Alternatives for Production and Dissemination of Outlook

H. B. Huff and S. R. Johnson

285378: Alternative Forecasting Techniques: A Case Study for Livestock Prices

Kim S. Harris and Raymond M. Leuthold

285377: A Portfolio-Based Discrete Optimal Hedging Technique with an Application to Cattle Feeding

Paul E. Peterson and Raymond M. Leuthold

285376: Futures Markets as Inverse Forecasters for Post-Harvest Wheat Prices

Robert S. Firch

285375: The Current State of Commodity Price Forecasting Methods: An Appraisal

W. G. Tomek and T. D. Mount

285374: Soybean Market Forecast Errors

Arthur Havenner and Marlene Cerchi

285373: Short-Term Price Forecasting Models for Cattle and Hogs

Marvin Hayenga, Joel Propst and Michele Mansfield

285372: Short-Term Forecast of Feeder Cattle Prices

Stephen C. Beare and Carl W. O'Connor

285371: Quarterly Broiler Price Forecasting Models

David Kenyon

285370: Price Forecasting Methods and Evaluation Procedures

Jon A. Brandt and David A. Bessler

285369: Moving Averages as an Indicator of Price Direction in Hedging Applications

John R. Franzmann

285368: Integrating of World Weather and Other Market Factors in Formulating U.S. Crop Forecasts by World Agricultural Outlook Board

Norton Strommen and Jim Matthews

285367: Impact Multipliers of the Crops: An Application for Corn, Soybeans, and Wheat

Abner Womack, Stanley R. Johnson, William H. Meyers and Jim L. Matthews

285366: Forecasting of Canadian Cattle Prices: Application of Time Series and Regression Models

John D. Spriggs and Surenda N. Kulshrestha

285365: Forecasting Short-Run Fed Beef Supplies with a Simulation Model

James N. Trapp

285364: Error Decomposition in Commodity Price Forecast Evaluation

Dean T. Chen

285363: Developing a Producer-Oriented Market Information Delivery System

Harlan Hughes and Robert Carver

285362: An Interactive Forecasting Technique for Perishable Products

John J. Van Sickle and Richard Beilock

285361: A Total Meat Demand Approach to Forecasting and Explaining Beef Prices

John E. Ikerd

285360: A Short-Term Egg Price Forecasting Model

Lee F. Schrader and David A. Bessler

285359: A Delivery System for Price Outlook

Darrel Good and Tom Hieronymus

285358: A Canadian Agricultural Model: An Example of Integrating Economics, Econometrics and Practical Constraints

Allen W. Shiau