Do Agricultural Market Advisory Services
Beat the Market?
by
Scott H. Irwin, Thomas E. Jackson, and Darrel L. Good
Suggested citation format:
Irwin, S. H., T. E. Jackson, and D. L. Good. 1999. “Do Agricultural Market Advisory Services Beat the Market?” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Corporate Risk Management and the Role of
Value-at-Risk
by
Dwight R. Sanders and Mark R. Manfredo
Suggested citation format:
Sanders, D. R., and M. R. Manfredo. 1999. “Corporate Risk Management and the Role of Value-at-Risk.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Accuracy of USDA Fed Cattle Price Reporting:
Is Mandatory Price Reporting Needed?
by
Stephen R. Koontz
Suggested citation format:
Koontz, S. R. 1999. “Accuracy of USDA Fed Cattle Price Reporting: Is Mandatory Price Reporting Needed?” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Who Will Pay for Guaranteed Tender Steak?
by
Jayson Lusk, John Fox, Ted Schroeder, James Mintert,
and Mohammad Koohmaraie
Suggested citation format:
Lusk, J., J. Fox, T. Schroeder, J. Mintert, and M. Koohmaraie. 1999. “Who Will Pay for Guaranteed Tender Steak?” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Short-Term Variability in Grid Prices for Fed Cattle
by
Clement E. Ward and Jong-In Lee
Suggested citation format:
Ward, C. E., and J.-I. Lee. 1999. “Short-Term Variability in Grid Prices for Fed Cattle.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Identifying and Managing Economic Risk
in Cattle Feeding
by
Darrell R. Mark, Rodney Jones, and Ted C. Schroeder
Suggested citation format:
Mark, D. R., R. Jones, and T. C. Schroeder. 1999. “Identifying and Managing Economic Risk in Cattle Feeding.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Feeder Cattle Price Slides
by
B. Wade Brorsen, Nouhoun Coulibaly,
Francisca G. C. Richter, and DeeVon Bailey
Suggested citation format:
Brorsen B. W., N. Coulibaly, F. G. C. Richter, and D.V. Bailey. 1999. “Feeder Cattle Price Slides.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Determinants of Replacement Heifer Price Differentials
by
Vern Pierce, Joe Parcell, and Richard Randle
Suggested citation format:
Pierce, V., J. Parcell, and R. Randle. 1999. “Determinants of Replacement Heifer Price Differentials.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Evaluating Forecast Accuracy of Cattle on
Feed Pre-Release Estimates
by
Kevin Dhuyvetter and Ted Schroeder
Suggested citation format:
Dhuyvetter, K., and T. Schroeder. 1999. “Evaluating Forecast Accuracy of Cattle on Feed Pre-Release Estimates.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Forecasting Fed Cattle, Feeder Cattle, and Corn Cash
Price Volatility: Time Series, Implied Volatility, and
Composite Approaches
by
Mark R. Manfredo, Raymond M. Leuthold,
and Scott H. Irwin
Suggested citation format:
Manfredo, M. R., R. M. Leuthold, and S. H. Irwin. 1999. “Forecasting Fed Cattle, Feeder Cattle, and Corn Cash Price Volatility: Time Series, Implied Volatility, and Composite Approaches.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
The Term Structure of Uncertainty Implied
by Option Premia
by
John A. Shaffer and Bruce J. Sherrick
Suggested citation format:
Shaffer, J. A., and B. J. Sherrick. 1999. “The Term Structure of Uncertainty Implied by Option Premia.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Evidence of Farmer Forward Pricing Behavior
by
Kevin McNew and Wesley Musser
Suggested citation format:
McNew, K., and W. Musser. 1999. “Evidence of Farmer Forward Pricing Behavior.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Forecasting Crop Yields and Condition Indices
by
Paul L. Fackler and Bailey Norwood
Suggested citation format:
Fackler, P. L., and B. Norwood. 1999. “Forecasting Crop Yields and Condition Indices.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
A Calendar Spread Trading Simulation of Seasonal
Processing Spreads
by
Christine A. Cole, Terry L. Kastens,
Frederick A. Hampel, and Laura R. Gow
Suggested citation format:
Cole, C. A., T. L. Kastens, F. A. Hampel, and L. R. Gow. 1999. “A Calendar Spread Trading Simulation of Seasonal Processing Spreads.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Why Don’t Country Elevators pay More for High
Quality Wheat? The Effects of Risk Information
by
Brian D. Adam and Sueng Jee Hong
Suggested citation format:
Adam, B. D., and S. J. Hong. 1999. “Why Don’t Country Elevators pay More for High Quality Wheat? The Effects of Risk Information.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Volatility Models for Commodity Markets
by
Paul L. Fackler and Yanjun Tian
Suggested citation format:
Fackler, P. L., and Y. Tian. 1999. “Volatility Models for Commodity Markets.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Price Volatility in Dairy Markets: A Story of Stocks?
by
Rob Weaver and William Natcher
Suggested citation format:
Weaver, R., and W. Natcher. 1999. “Price Volatility in Dairy Markets: A Story of Stocks?” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Commodity Futures Contract Viability:
A Multidisciplinary Approach
by
Joost M. E. Pennings and Raymond M. Leuthold
Suggested citation format:
Pennings, J. M. E., and R. M. Leuthold. 1999. “Commodity Futures Contract Viability: A Multidisciplinary Approach.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Payoffs to Farm Management:
How Important Is Grain Marketing?
by
Heather Nivens and Terry L. Kastens
Suggested citation format:
Nivens, H., and T. L. Kastens. 1999. “Payoffs to Farm Management: How Important Is Grain Marketing?" Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Testing the Possibility of Private Crop Insurance
and Reinsurance Markets
by
H. Holly Wang, Joseph L. Krogmeier, and Bingfan Ke
Suggested citation format:
Wang, H. H., J. L. Krogmeier, and B. Ke. 1999. “Testing the Possibility of Private Crop Insurance and Reinsurance Markets.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Forecasting performance of Storable and
Non-Storable Commodities
by
Scott Daniel, Ted Schroeder, and Kevin Dhuyvetter
Suggested citation format:
Daniel, S., T. Schroeder, and K. Dhuyvetter. 1999. “Forecasting performance of Storable and Non-Storable Commodities.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Post-Harvest Grain Storing and Hedging
with Efficient Futures
by
Terry L. Kastens and Kevin Dhuyvetter
Suggested citation format:
Kastens, T. L., and K. Dhuyvetter. 1999. “Post-Harvest Grain Storing and Hedging with Efficient Futures.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Modeling Ex Ante Price Expectations
within the U.S. Broiler Market
by
Andrew McKenzie and Matthew T. Holt
Suggested citation format:
McKenzie, A., and M. T. Holt. 1999. “Modeling Ex Ante Price Expectations within the U.S. Broiler Market.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Hog Profit Margin Hedging:
A Long-Term Out-of-Sample Evaluation
by
Gary D. Kee and David E. Kenyon
Suggested citation format:
Kee, G. D., and D. E. Kenyon. 1999. “Hog Profit Margin Hedging: A Long-Term Out-of-Sample Evaluation.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Agricultural Economists’ Effectiveness in Reporting
and Conveying Research Procedures and Results
by
Joe L. Parcell, Terry L. Kastens, Kevin C. Dhuyvetter,
and Ted C. Schroeder
Suggested citation format:
Parcell, J. L., T. L. Kastens, K. C. Dhuyvetter, and T. C. Schroeder. 1999. “Agricultural Economists’ Effectiveness in Reporting and Conveying Research Procedures and Results.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
They Trade Shrimp in Minneapolis? An Examination of
the MGE White Shrimp Futures Contract
by
Dwight R. Sanders and Joost M. E. Pennings
Suggested citation format:
Sanders, D.R., and J. M. E. Pennings. 1999. “They Trade Shrimp in Minneapolis? An Examination of the MGE White Shrimp Futures Contract.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
A Full Bayesian Analysis of Structural Changes with the
AIDS Model: The Case of Meat Demand
by
Ibrahima Yague, Steven C. Turner, and Jeffrey H. Dorfman
Suggested citation format:
Yague, I., S. C. Turner, and J. H. Dorfman. 1999. “A Full Bayesian Analysis of Structural Changes with the AIDS Model: The Case of Meat Demand.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Bankers’ Forecasts of Farmland Value
by
Ted Covey
Suggested citation format:
Covey, T. 1999. “Bankers’ Forecasts of Farmland Value.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
