price forecasting methods and evaluation procedures by jon a. brandt and david a. bessler

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The Current State of Commodity Price Forecasting Methods: An Appraisal by W. G. Tomek and T. D. Mount Suggested citation format: Tomek, W. G., and T. D. Mount. 1981. “The Current State of Commodity Price Forecasting Methods: An Appraisal.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Ames, IA. [http://www.farmdoc.uiuc.edu/nccc134].

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Page 1: Price Forecasting Methods and Evaluation Procedures by Jon A. Brandt and David A. Bessler

The Current State of Commodity Price Forecasting

Methods: An Appraisal

by

W. G. Tomek and T. D. Mount

Suggested citation format:

Tomek, W. G., and T. D. Mount. 1981. “The Current State of Commodity Price Forecasting Methods: An Appraisal.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Ames, IA. [http://www.farmdoc.uiuc.edu/nccc134].

Page 2: Price Forecasting Methods and Evaluation Procedures by Jon A. Brandt and David A. Bessler

Price Forecasting Methods and Evaluation Procedures

by

Jon A. Brandt and David A. Bessler

Suggested citation format:

Brandt, J. A., and D. A. Bessler. 1981. “Price Forecasting Methods and Evaluation Procedures.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Ames, IA. [http://www.farmdoc.uiuc.edu/nccc134].

Page 3: Price Forecasting Methods and Evaluation Procedures by Jon A. Brandt and David A. Bessler

Error Decomposition in Commodity Price

Forecast Evaluation

by

Dean T. Chen

Suggested citation format:

Chen, D. T. 1981. “Error Decomposition in Commodity Price Forecast Evaluation.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Ames, IA. [http://www.farmdoc.uiuc.edu/nccc134].

Page 4: Price Forecasting Methods and Evaluation Procedures by Jon A. Brandt and David A. Bessler

A Canadian Agricultural Model: An Example of

Integrating Economics, Econometrics

and Practical Constraints

by

Allen W. Shiau

Suggested citation format:

Shiau, A. W. 1981. “A Canadian Agricultural Model: An Example of Integrating Economics, Econometrics and Practical Constraints.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Ames, IA. [http://www.farmdoc.uiuc.edu/nccc134].

Page 5: Price Forecasting Methods and Evaluation Procedures by Jon A. Brandt and David A. Bessler

Integrating of World Weather and Other Market

Factors in Formulating U.S. Crop Forecasts

by World Agricultural Outlook Board

by

Norton Strommen, Jim Matthews, and Raymond Motha

Suggested citation format:

Strommen, N., J. Matthews, and R. Motha. 1981. “Integrating of World Weather and Other Market Factors in Formulating U.S. Crop Forecasts by World Agricultural Outlook Board.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Ames, IA. [http://www.farmdoc.uiuc.edu/nccc134].

Page 6: Price Forecasting Methods and Evaluation Procedures by Jon A. Brandt and David A. Bessler

Impact Multipliers of the Crops:

An Application for Corn, Soybeans, and Wheat

by

Abner Womack, Stanley R. Johnson, William H. Meyers,

Jim L. Matthews, and Robert E. Young II

Suggested citation format:

Womack, A., S. R. Johnson, W. H. Meyers, J. L. Matthews, and R. E. Young II. 1981. “Impact Multipliers of the Crops: An Application for Corn, Soybeans, and Wheat.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Ames, IA. [http://www.farmdoc.uiuc.edu/nccc134].

Page 7: Price Forecasting Methods and Evaluation Procedures by Jon A. Brandt and David A. Bessler

An Interactive Forecasting Technique

for Perishable Products

by

John J. Van Sickle and Richard Beilock

Suggested citation format:

Sickle, J. J. V., and R. Beilock. 1981. “An Interactive Forecasting Technique for Perishable Products.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Ames, IA. [http://www.farmdoc.uiuc.edu/nccc134].

Page 8: Price Forecasting Methods and Evaluation Procedures by Jon A. Brandt and David A. Bessler

Quarterly Broiler Price Forecasting Models

by

David Kenyon

Suggested citation format:

Kenyon, D. 1981. “Quarterly Broiler Price Forecasting Models.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Ames, IA. [http://www.farmdoc.uiuc.edu/nccc134].

Page 9: Price Forecasting Methods and Evaluation Procedures by Jon A. Brandt and David A. Bessler

A Short-Term Egg Price Forecasting Model

by

Lee F. Schrader and David A. Bessler

Suggested citation format:

Schrader, L. F., and D. A. Bessler. 1981. “A Short-Term Egg Price Forecasting Model.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Ames, IA. [http://www.farmdoc.uiuc.edu/nccc134].

Page 10: Price Forecasting Methods and Evaluation Procedures by Jon A. Brandt and David A. Bessler

Forecasting Short-Run Fed Beef Supplies

with a Simulation Model

by

James N. Trapp

Suggested citation format:

Trapp, J. N. 1981. “Forecasting Short-Run Fed Beef Supplies with a Simulation Model.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Ames, IA. [http://www.farmdoc.uiuc.edu/nccc134].

Page 11: Price Forecasting Methods and Evaluation Procedures by Jon A. Brandt and David A. Bessler

Short-Term Forecast of Feeder Cattle Prices

by

Stephen C. Beare, Carl W. O’Connor, and Ray F. Brokken

Suggested citation format:

Beare, S. C., C. W. O’Connor, and R. F. Brokken. 1981. “Short-Term Forecast of Feeder Cattle Prices.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Ames, IA. [http://www.farmdoc.uiuc.edu/nccc134].

Page 12: Price Forecasting Methods and Evaluation Procedures by Jon A. Brandt and David A. Bessler

Short-Term Price Forecasting Models

for Cattle and Hogs

by

Marvin Hayenga, Joel Propst, Michele Mansfield,

and Gene Futrell

Suggested citation format:

Hayenga, M, J. Propst, M. Mansfield, and G. Futrell. 1981. “Short-Term Price Forecasting Models for Cattle and Hogs.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Ames, IA. [http://www.farmdoc.uiuc.edu/nccc134].

Page 13: Price Forecasting Methods and Evaluation Procedures by Jon A. Brandt and David A. Bessler

Forecasting of Canadian Cattle Prices:

Application of Time Series and Regression Models

by

John D. Spriggs, Surenda N. Kulshrestha,

and Akinayo Akinfemiwa

Suggested citation format:

Spriggs, J. D., S. N. Kulshrestha, and A. Akinfemiwa. 1981. “Forecasting of Canadian Cattle Prices: Application of Time Series and Regression Models.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Ames, IA. [http://www.farmdoc.uiuc.edu/nccc134].

Page 14: Price Forecasting Methods and Evaluation Procedures by Jon A. Brandt and David A. Bessler

A Delivery System for Price Outlook

by

Darrel Good, Tom Hieronymus, and Hal Everett

Suggested citation format:

Good, D., T. Hieronymus, and H. Everett. 1981. “A Delivery System for Price Outlook.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Ames, IA. [http://www.farmdoc.uiuc.edu/nccc134].

Page 15: Price Forecasting Methods and Evaluation Procedures by Jon A. Brandt and David A. Bessler

A Total Meat Demand Approach to Forecasting

and Explaining Beef Prices

by

John E. Ikerd

Suggested citation format:

Ikerd, J. E. 1981. “A Total Meat Demand Approach to Forecasting and Explaining Beef Prices.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Ames, IA. [http://www.farmdoc.uiuc.edu/nccc134].

Page 16: Price Forecasting Methods and Evaluation Procedures by Jon A. Brandt and David A. Bessler

Developing a Producer-Oriented Market

Information Delivery System

by

Harlan Hughes, Robert Carver, and Robert Price

Suggested citation format:

Hughes, H., R. Carver, and R. Price. 1981. “Developing a Producer-Oriented Market Information Delivery System.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Ames, IA. [http://www.farmdoc.uiuc.edu/nccc134].

Page 17: Price Forecasting Methods and Evaluation Procedures by Jon A. Brandt and David A. Bessler

Futures Markets as Inverse Forecasters

for Post-Harvest Wheat Prices

by

Robert S. Firch

Suggested citation format:

Firch, R. S. 1981. “Futures Markets as Inverse Forecasters for Post-Harvest Wheat Prices.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Ames, IA. [http://www.farmdoc.uiuc.edu/nccc134].

Page 18: Price Forecasting Methods and Evaluation Procedures by Jon A. Brandt and David A. Bessler

Moving Averages as an Indicator of Price Direction

in Hedging Applications

by

John R. Franzmann

Suggested citation format:

Franzmann, J. R. 1981. “Moving Averages as an Indicator of Price Direction in Hedging Applications.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Ames, IA. [http://www.farmdoc.uiuc.edu/nccc134].

Page 19: Price Forecasting Methods and Evaluation Procedures by Jon A. Brandt and David A. Bessler

Soybean Market Forecast Errors

by

Arthur Havenner and Marlene Cerchi

Suggested citation format:

Havenner, A., and M. Cerchi. 1981. “Soybean Market Forecast Errors.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Ames, IA. [http://www.farmdoc.uiuc.edu/nccc134].