2009 Conference, April 20-21, 2009, St. Louis, Missouri

From NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management
Contact information at EDIRC.
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285243: The Price Impact of Index Funds in Commodity Futures Markets: Evidence from the CFTC’s Daily Large Trader Reporting System

Nicole M. Aulerich, Scott H. Irwin and Philip Garcia

53052: Do Composite Procedures Really Improve the Accuracy of Outlook Forecasts?

Evelyn V. Colino, Scott Irwin and Philip Garcia

53051: A Limited Information Bayesian Forecasting Model of the Cattle SubSector

Babatunde Abidoye and John D. Lawrence

53050: A Speculative Bubble in Commodity Futures Prices? Cross-Sectional Evidence

Dwight R. Sanders, Scott Irwin and Robert P. Merrin

53049: Commercial Grain Merchandisers: What Do They Need to Know?

Brandon Kliethermes, Joe Parcell and Jason R.V. Franken

53048: Optimal Length of Moving Average to Forecast Futures Basis

Robert B. Hatchett, B Brorsen and Kim B. Anderson

53047: Liquidity Costs in Futures Options Markets

Samarth Shah, B Brorsen and Kim B. Anderson

53046: A Comparison of the Effectiveness of Using Futures, Options, LRP Insurance, or AGR-Lite Insurance to Manage Risk for Cow-calf Producers

Dillon M. Feuz

53045: Comparison of Hedging Cost with Other Variable Input Costs

John Michael Riley and John Anderson

53044: Cotton Futures Dynamics: Structural Change, Index Traders and the Returns to Storage

Gabriel Power and John Robinson

53043: Revenue Risk Reduction Impacts of Crop Insurance in a Multi-Crop Framework

Joshua D. Woodard, Bruce Sherrick and Gary Schnitkey

53042: The Relative Performance of In-Sample and Out-of-Sample Hedging Effectiveness Indicators

Roger A. Dahlgran

53041: The Effects of the Micro-Market Structure for Kansas Grain Elevators on Spatial Grain Price Differentials

Daniel M. O'Brien

53040: Grain Futures Markets: What Have They Learned?

Joseph Santos

53039: Price Volatility, Nonlinearity, and Asymmetric Adjustments in Corn, Soybean, and Cattle Markets: Implications of Ethanol-Driven (Market) Shocks

Hernan A. Tejeda and Barry Goodwin

53038: Live and Feeder Cattle Options Markets: Returns, Risk, and Volatility Forecasting

Lee Brittain, Philip Garcia and Scott Irwin

53037: Evaluating the Dynamic Nature of Market Risk

Todd Hubbs, Todd Kuethe and Timothy Baker

53036: Does Futures Price Volatility Differ Across Delivery Horizon?

Berna Karali, Jeffrey Dorfman and Walter Thurman

53035: The Effect of Prior Gains and Losses on Current Risk-Taking Using Quantile Regression

Fabio Mattos and Philip Garcia