Price Discovery for Stocker Cattle Futures and Options

by

Matthew A. Diersen and Nicole L. Klein

Suggested citation format:

Diersen, M. A., and N. L. Klein. 2000. “Price Discovery for Stocker Cattle Futures and Options.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

Hedging with Futures and Options:

A Demand Systems Approach

by

Darren L. Frenchette

Suggested citation format:

Frenchette, D. L. 2000. “Hedging with Futures and Options: A Demand Systems 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].

Short-Run Demand Relationships

in the U.S. Fats and Oils Complex

by

Barry K. Goddwin, Daniel Harper, and Randy Schnepf

Suggested citation format:

Goddwin, B. K., D. Harper, and R. Schnepf. 2000. “Short-Run Demand Relationships in the U.S. Fats and Oils Complex.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

Impact of alternative Grid Pricing Structures on Cattle

Marketing Decisions

by

Heather C. Greer and James N. Trapp

Suggested citation format:

Greer, H. C., and J. N. Trapp. 2000. “Impact of alternative Grid Pricing Structures on Cattle Marketing Decisions.” 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 and Price Risk Dynamics in Barge and Ocean

Freight Markets and the Effects on Commodity

Trading

by

Michael S. Haigh and Henry L. Bryant

Suggested citation format:

Haigh, M. S., and H. L. Bryant. 2000. “Price and Price Risk Dynamics in Barge and Ocean Freight Markets and the Effects on Commodity Trading.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

Increasing the Accuracy of Option Pricing by Using

Implied Parameters Related to Higher Moments

by

Dasheng Ji and B. Wade Brorsen

Suggested citation format:

Ji, D., and B. W. Brorsen. 2000. “Increasing the Accuracy of Option Pricing by Using Implied Parameters Related to Higher Moments.” 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 Performance of Agricultural Market Advisory

Services in Marketing Wheat

by

Mark A. Jirik, Scott H. Irwin, Darrel L. Good,

Thomas E. Jackson, and Joao Martines-Filho

Suggested citation format:

Jirik, M. A., S. H. Irwin, D. L. Good, T. E. Jackson, and J. Martines-Filho. 2000. “The Performance of Agricultural Market Advisory Services in Marketing Wheat.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

Returns to Market Timing and Sorting of Fed Cattle

by

Stephen R. Koontz, Dana L. Hoag, Jodine L. Walker

and John R. Brethour

Suggested citation format:

Koontz, S. R., D. L. Hoag, J. L. Walker, and J. R. Brethour. 2000. “Returns to Market Timing and Sorting of 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].

Effects of Meat Recalls on Futures Market Prices

by

Jayson L. Lusk and Ted C. Schroeder

Suggested citation format:

Lusk, J. L., and T. C. Schroeder. 2000. “Effects of Meat Recalls on Futures Market Prices.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

U.S. Farm Policy and the Variability of Commodity

Prices and Farm Revenues

by

Sergio H. Lence and Dermot J. Hayes

Suggested citation format:

Lence, S. H., and D. J. Hayes. 2000. “U.S. Farm Policy and the Variability of Commodity Prices and Farm Revenues.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

Using Satellite Imagery in Kansas Crop Yield and Net

Farm Income Forecasts

by

Heather D. Nivens, Terry L. Kastens,

and Kevin C. Dhuyvetter

Suggested citation format:

Nivens, H. D., T. L. Kastens, and K. C. Dhuyvetter. 2000. “Using Satellite Imagery in Kansas Crop Yield and Net Farm Income Forecasts.” 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 Impact of the LDP

on Corn and Soybean Basis in Missouri

by

Joe L. Parcell

Suggested citation format:

Parcell, J. L. 2000. “The Impact of the LDP on Corn and Soybean Basis in Missouri.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

An Empirical Investigation of Live Hog Demand

by

Joe L. Parcell, James Mintert, and Ron Plain

Suggested citation format:

Parcell, J. L., J. Mintert, and R. Plain. 2000. “An Empirical Investigation of Live Hog 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].

Implications of Deflating Commodity Prices for

Time-series Analysis

by

Hikaru Hanawa Peterson and William G. Tomek

Suggested citation format:

Peterson, H. H., and W. G. Tomek. 2000. “Implications of Deflating Commodity Prices for Time-series Analysis.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

Does the CFTC Commitments of Traders Report

Contain Useful Information?

by

Dwight R. Sanders and Keith Boris

Suggested citation format:

Sanders, D. R., and K. Boris. 2000. “Does the CFTC Commitments of Traders Report Contain Useful 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].

An Analysis of Factors

Affecting the Regional Cotton Basis

by

V. Frederick Seamon and Kandice H. Kahl

Suggested citation format:

Seamon, V. F., and K. H. Kahl. 2000. “An Analysis Of Factors Affecting The Regional Cotton Basis.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

Weighted Expected Utility Hedge Ratios

by

Darren Frechette and Jonathan W. Tuthill

Suggested citation format:

Frechette, D., and J. W. Tuthill. 2000. “Weighted Expected Utility Hedge Ratios.” 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 Effects of the Micro-Market Structure on Illinois

Elevator Spatial Corn Price Differentials

by

Benjamin P. Wenzel, Lowell Hill, and Philip Garcia

Suggested citation format:

Wenzel B. P., L. Hill, and P. Garcia. 2000. “The Effects of the Micro-Market Structure on Illinois Elevator Spatial Corn 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].

Rollover Hedging

by

B. Sam Yoon and B. Wade Brorsen

Suggested citation format:

Yoon, B. S., and B. W. Brorsen. 2000. “Rollover Hedging.” 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 Effects of Futures Trading by Large Hedge Funds

and CTAS on Market Volatility

by

Bryce R. Holt and Scott H. Irwin

Suggested citation format:

Holt, B. R., and S. H. Irwin. 2000. “The Effects of Futures Trading by Large Hedge Funds and CTAS on Market Volatility.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

Delivery Options in Futures Contracts and Basis

Behavior at Contract Maturity

by

Jana Hranaiova

Suggested citation format:

Hranaiova, J. 2000. “Delivery Options in Futures Contracts and Basis Behavior at Contract Maturity.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

Time-Varying Multiproduct Hedge Ratio Estimation in

the Soybean Complex: A Simplified Approach

by

Mark R. Manfredo, Philip Garcia,

and Raymond M. Leuthold

Suggested citation format:

Manfredo, M. R., P. Garcia, and R. M. Leuthold. 2000. “Time-Varying Multiproduct Hedge Ratio Estimation in the Soybean Complex: A Simplified 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].

Impact of Exports on the U.S. Beef Industry

by

Ed Van Eenoo, Everett Peterson, and Wayne Purcell

Suggested citation format:

Eenoo, E. V., E. Peterson, and W. Purcell. 2000. “Impact of Exports on the U.S. Beef Industry.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].