2005 Conference, April 18-19, 2005, St. Louis, Missouri

From NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management
Contact information at EDIRC.
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19051: Time-Varying Risk Premium or Informational Inefficiency? Further Evidence in Agricultural Futures Markets

Julieta Frank and Philip Garcia

19050: The Value of USDA Situation and Outlook Information in Hog and Cattle Markets

Olga Isengildina, Scott Irwin and Darrel L. Good

19049: Price Discovery in Private Cash Forward Markets - The Case of Lumber

Dwight R. Sanders and Mark Manfredo

19048: Forecasting Livestock Feed Cost Risks Using Futures and Options

Gang Chen, Matthew C. Roberts and Brian Roe

19047: Portfolio Diversification with Commodity Futures: Properties of Levered Futures

Thorsten M. Egelkraut, Joshua D. Woodard, Philip Garcia and Joost Pennings

19046: Hedging Cash Flows from Commodity Processing

Roger A. Dahlgran

19045: Forecasting Organic Food Prices: Emerging Methods for Testing and Evaluating Conditional Predictive Ability

Tatiana Gubanova, Luanne Lohr and Timothy Park

19044: Sorting Cattle with Accumulated Data: What is the Accuracy and Economics

Maro A. Ibarburu and John D. Lawrence

19043: Wheat Forward Contract Pricing: Evidence on Forecast Power and Risk Premia

Wei Shi, Scott Irwin, Darrel L. Good and Sarah N. Dietz

19042: A Test of Forecast Consistency Using USDA Livestock Price Forecasts

Dwight R. Sanders and Mark Manfredo

19041: The Value of Carcass Characteristic EPDs in Bred Heifer Price

Joe Parcell, Kevin Dhuyvetter, David J. Patterson and Richard Randle

19040: Relaxing Standard Hedging Assumptions in the Presence of Downside Risk

Fabio Mattos, Philip Garcia and Carl Nelson

19039: A Reality Check on Technical Trading Rule Profits in US Futures Markets

Cheol-Ho Park and Scott Irwin

19038: Effects of Price Volatility and Surging South American Soybean Production on Short-run Soybean Basis Dynamics

Zhang, Rui (Carolyn) and Jack E. Houston

19037: Style and Performance of Agricultural Market Advisory Services

Silvina M. Cabrini, Scott Irwin and Darrel L. Good

19036: The Impact of Marketing Strategy Information on the Producer's Selling Decision

Joni M. Klumpp, B Brorsen and Kim B. Anderson

19035: Factors Influencing the Extent of Grid Pricing of Fed Cattle

Clement Ward

19034: Supply Effects on Price Discovery and Pricing Choice for Fed Cattle

Clement Ward

19033: Intermediate Volatility Forecasts Using Implied Forward Volatility: The Performance of Selected Agricultural Commodity Options

Thorsten M. Egelkraut and Philip Garcia