2010 Conference, April 19-20, 2010, St. Louis, Missouri

From NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management
Bibliographic data for series maintained by AgEcon Search ().

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

285332: The Basis Effects of Failures to Converge

Berna Karali and Kevin McNew

285331: Impact of Mandatory Price Reporting on Hog Market Integration

Jason Franken and Joe Parcell

285330: Measuring and Explaining Skewness in Pricing Distributions Implied from Livestock Options

Michael Thomsen and Andrew McKenzie

285329: Examining the Risk-Return Relationship between Agribusiness Stocks and the Market

Jerey H. Dorfman and Myung D. Park

285328: Uncovering Dominant-Satellite Relationships in the U.S. Soybean Basis: A Spatio-Temporal Analysis

Daniel A. Lewis, Todd H. Kuethe and Mark R. Manfredo

285327: Are New Crop Futures and Option Prices for Corn and Soybeans Biased? An Updated Appraisal

Katie King and Carl Zulauf

285326: Ethanol Futures: Thin but Effective? —Why?

Roger A. Dahlgran

285325: A Comparison of Hedging Strategies and Effectiveness for Storable and Non-Storable Commodities

Janelle Mann and Peter Sephton

285324: The Long Run and Short Run Impact of Captive Supplies on the Spot Market Price: An Agent-Based Artificial Market

Tong Zhang and B. Wade Brorsen

285323: Producers’ Grain Marketing Decisions: A Study in the Canadian Markets

Stefanie Fryza and Fabio Mattos

285322: Returns to Traders and Existence of a Risk Premium in Agricultural Futures Markets

Nicole M. Aulerich and Scott H. Irwin

285321: Do USDA Announcements Affect the Correlations Across Commodity Futures Returns?

Berna Karali and ChangKeun Park

285320: Forecasting Agricultural Commodity Prices Using Multivariate Bayesian Machine

Andres M. Ticlavilca and Dillon M. Feuz

285319: Comparing Different Models to Cross Hedge Distillers Grains in Iowa: Is It Necessary to Include Energy Derivatives?

Juan M. Murguia and John D. Lawrence

285318: The Impact of Biofuel Mandates and Switchgrass Production on Hay Markets

Kwame Acheampong and Michael R. Dicks

285317: Price Mean Reversion and Seasonality in Agricultural Commodity Markets

Na Jin, Sergio Lence and Chad Hart

285316: Pre-Spreading and Returns to Storage

Andrew McKenzie and Amanda Simpson

285315: Price Discovery and Convergence of Futures and Cash Prices

Gerald Plato and Linwood Hoffman

285314: The Forward Contract’s Income Shifting Option and Implications on the Forward Basis

Mindy L. Mallory and Scott H. Irwin

285313: Theory of Storage and Option Pricing: Analyzing Determinants of Implied Skewness and Implied Kurtosis

Marin Bozic and T. Randall Fortenbery

285312: How Strong are the Linkages among Agricultural, Oil, and Exchange Rate Markets?

Julieta Frank and Philip Garcia

285311: On the Relationship of Expected Supply and Demand to Futures Prices

Hans Walter P. Chua and William G. Tomek

285310: RIN Risks: Using Supply and Demand Behavior to Assess Risk in the Markets for Renewable Identification Numbers used for Renewable Fuel Standard Compliance

Dustin J. Donahue and Seth Meyer

285309: Reexamination of the Impact of the Removal of CBOT Corn and Soybean Futures Contract Delivery from Toledo, Ohio

Daniel Sanders and Matthew Roberts