2008 Conference, April 21-22, 2008, St. Louis, Missouri
From NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management
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- 37626: Organic Premiums of U.S. Fresh Produce
- Travis Smith, Biing-Hwan Lin and Chung L. Huang
- 37623: Implication of Cotton Price Behavior on Market Integration
- Yuanlong Ge, H. Holly Wang and Sung K. Ahn
- 37622: The Marketing Performance of Illinois and Kansas Wheat Farmers
- Sarah N. Dietz, Nicole M. Aulerich, Scott Irwin and Darrel L. Good
- 37621: Hedging in Presence of Market Access Risk
- Glynn Tonsor
- 37620: How Much Can Outlook Forecasts be Improved? An Application to the U.S. Hog Market
- Evelyn V. Colino, Scott Irwin and Philip Garcia
- 37618: Assessing the Value of Coordinated Sire Genetics in a Synchronized AI Program
- Joseph L. Parcell, Daniel Schaefer, David J. Patterson, Mike John, Monty S. Kerley and Kent Haden
- 37617: Hedging Effectiveness around USDA Crop Reports
- Andrew M. McKenzie and Navinderpal Singh
- 37615: The Adequacy of Speculation in Agricultural Futures Markets:Too Much of a Good Thing?
- Dwight R. Sanders, Scott Irwin and Robert P. Merrin
- 37613: Market Depth in Lean Hog and Live Cattle Futures Markets
- Julieta Frank and Philip Garcia
- 37612: Volatility Persistence in Commodity Futures:Inventory and Time-to-Delivery Effects
- Berna Karali and Walter Thurman
- 37611: Cash Settlement of Lean Hog Futures Contracts Reexamined
- Julieta Frank, Miguel I. Gomez, Eugene L. Kunda and Philip Garcia
- 37610: Impacts of government risk management policies on hedging in futures and options:LPM2 hedge model vs. EU hedge model
- Zhang, Rui (Carolyn), Jack E. Houston, Dmitry Vedenov and Barry Barnett
- 37609: The Shape of the Optimal Hedge Ratio: Modeling Joint Spot-Futures Prices using an Empirical Copula-GARCH Model
- Gabriel Power and Dmitry Vedenov
- 37608: On Term Structure Models of Commodity Futures Prices and the Kaldor-Working Hypothesis
- Gabriel Power and Calum Turvey
- 37605: Dynamic Decision Making in Agricultural Futures and Options Markets
- Fabio Mattos, Philip Garcia and Joost Pennings
- 37604: Hedge Effectiveness Forecasting
- Roger A. Dahlgran and Xudong Ma
- 37603: A Comparison of Threshold Cointegration and Markov-Switching Vector Error Correction Models in Price Transmission Analysis
- Rico Ihle and Stephan von Cramon-Taubadel
- 37602: Can Real Option Value Explain Why Producers Appear to Store Too Long?
- Hyun Kim and B Brorsen
- 37600: Hay Price Forecasts at the State Level
- Matthew Diersen
- 37599: Do Transaction Costs and Risk Preferences Influence Marketing Arrangements in the Illinois Hog Industry?
- Jason R.V. Franken, Joost Pennings and Philip Garcia
- 37597: Wheat Variety Selection: An Application of Portfolio Theory to Improve Returns
- Andrew Barkley and Hikaru Peterson
- 37596: Do Farmers Hedge Optimally or by Habit? A Bayesian Partial-Adjustment Model of Farmer Hedging
- Jeffrey Dorfman and Berna Karali
- 37595: Implications of Growing Biofuels Demands on Northeast Livestock Feed Costs
- Todd Schmit, Leslie J. Verteramo and William G. Tomek