2004 Conference, April 19-20, 2004, St. Louis, Missouri

From NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management
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19032: COMMODITY PRICES AND UNIT ROOT TESTS

Dabin Wang and William G. Tomek

19031: CASH MARKETING STYLES AND PERFORMANCE PERSISTENCE OF WHEAT PRODUCERS

Cunningham, Lewis T.,, B Brorsen and Kim B. Anderson

19030: WEATHER DERIVATIVES IN THE PRESENCE OF INDEX AND GEOGRAPHICAL BASIS RISK: HEDGING DAIRY PROFIT RISK

Gang Chen and Matthew C. Roberts

19029: THE MARKETING PERFORMANCE OF ILLINOIS CORN AND SOYBEAN PRODUCERS

Lewis A. Hagedorn, Scott Irwin and Darrel L. Good

19028: Hedging-Effectiveness of Milk Futures Using Value-At-Risk Procedures

Ibrahim Bamba and Leigh Maynard

19027: ARE REVISIONS TO USDA CROP PRODUCTION FORECASTS SMOOTHED?

Olga Isengildina, Scott Irwin and Darrel L. Good

19026: THE PERFORMANCE OF WEATHER DERIVATIVES IN MANAGING RISKS OF SPECIALTY CROPS

Trevor A. Fleege, Timothy Richards, Mark Manfredo and Dwight R. Sanders

19025: RE-CONSIDERING THE NECESSARY CONDITION FOR FUTURES MARKET EFFICIENCY: AN APPLICATION TO DAIRY FUTURES

Dwight R. Sanders and Mark Manfredo

19024: GENERALIZED HEDGE RATIO ESTIMATION WITH AN UNKNOWN MODEL

Jeffrey Dorfman and Dwight R. Sanders

19023: ACCURACY OF GRID PRICING: AN EVALUATION USING WHOLESALE VALUES OF FED CATTLE

Joseph T. Kovanda, Ted Schroeder and Tommy L. Wheeler

19022: INCORPORATING CURRENT INFORMATION INTO HISTORICAL-AVERAGE-BASED FORECASTS TO IMPROVE CROP PRICE BASIS FORECASTS

Mykel Taylor, Kevin Dhuyvetter and Terry L. Kastens

19021: OPTIONS-BASED FORECASTS OF FUTURES PRICES IN THE PRESENCE OF LIMIT MOVES

Thorsten M. Egelkraut and Philip Garcia

19020: USING FUTURES PRICES TO FORECAST THE SEASON-AVERAGE U.S. CORN PRICES

Linwood Hoffman

19019: PRICE DISCOVERY IN THINLY TRADED MARKETS: CASH AND FUTURES RELATIONSHIPS IN BRAZILIAN AGRICULTURAL FUTURES MARKETS

Fabio Mattos and Philip Garcia

19018: CONTRACT MARKET VIABILITY

Gordon Rausser and Henry L. Bryant

19017: EVALUATING FORECASTS OF DISCRETE VARIABLES: PREDICTING CATTLE QUALITY GRADES

B Brorsen, Jayson Lusk and Bailey Norwood

19016: CAPTIVE SUPPLY TRENDS AND IMPACTS SINCE THE ADVENT OF MANDATORY PRICE REPORTING

Clement Ward and Jonathan T. Hornung

19015: WHAT IS "THE BASIS," HOW IS IT MEASURED, AND WHY DOES IT MATTER?

Paul E. Peterson, Jack Cook and Charles Piszczor

19014: PERCEPTIONS OF FUTURES MARKET LIQUIDITY: AN EMPIRICAL STUDY OF CBOT & CME TRADERS

Julia W. Marsh, Joost Pennings and Philip Garcia

19013: PORTFOLIOS OF AGRICULTURAL MARKET ADVISORY SERVICES: HOW MUCH DIVERSIFICATION IS ENOUGH?

Silvina M. Cabrini, Brian G. Stark, Scott Irwin, Darrel L. Good and Joao Gomes Martines-Filho

19012: TRANSACTION FREQUENCY, INVENTORIES AND HEDGING IN COMMODITY PROCESSING

Roger A. Dahlgran

19011: THE PROFITABILITY OF TECHNICAL TRADING RULES IN US FUTURES MARKETS: A DATA SNOOPING FREE TEST

Cheol-Ho Park and Scott Irwin

19010: PERFORMANCE OF SELECTED PRE-HARVEST AND POST-HARVEST CORN AND SOYBEAN MARKETING STRATEGIES VS. ALTERNATIVE MARKET BENCHMARKS

E. Neal Blue, Robert N. Wisner and E. Dean Baldwin

19009: OPTIMAL HEDGING WITH VIEWS: A BAYESIAN APPROACH

Wei Shi and Scott Irwin