1 / 20

Market Integration: Case Studies of Structural Change by Jason R.V. Franken and Joe L. Parcell

Calendar vs. Weeks to Expiration Livestock Basis Forecasts: Which Is Better? by Glynn T. Tonsor, James R. Mintert, and Kevin C. Dhuyvetter.

dysis
Download Presentation

Market Integration: Case Studies of Structural Change by Jason R.V. Franken and Joe L. Parcell

An Image/Link below is provided (as is) to download presentation Download Policy: Content on the Website is provided to you AS IS for your information and personal use and may not be sold / licensed / shared on other websites without getting consent from its author. Content is provided to you AS IS for your information and personal use only. Download presentation by click this link. While downloading, if for some reason you are not able to download a presentation, the publisher may have deleted the file from their server. During download, if you can't get a presentation, the file might be deleted by the publisher.

E N D

Presentation Transcript

  1. Calendar vs. Weeks to Expiration Livestock Basis Forecasts: Which Is Better?byGlynn T. Tonsor, James R. Mintert, and Kevin C. Dhuyvetter Suggested citation format:Tonsor, G. T., J. R. Mintert, and Kevin C. Dhuyvetter. 2003. “Calendar vs. Weeks to Expiration Livestock Basis Forecasts: Which Is Better?” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

  2. Using Private Risk Management Instruments to ManageCounter-Cyclical Payment Risks under the New Farm Billby John D. Anderson, Keith H. Coble,and J. Corey Miller Suggested citation format:Anderson, J. D., K. H. Coble, and J. C. Miller. 2003. “Using Private Risk Management Instruments to Manage Counter-Cyclical Payment Risks under the New Farm Bill.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

  3. The Term Structure of Implied Forward Volatility: Recovery and Informational Content in the Corn Options MarketbyThorsten M. Egelkraut, Philip Garcia, and Bruce J. Sherrick Suggested citation format:Egelkraut, T. M., P. Garcia and B. J. Sherrick. 2003. “The Term Structure of Implied Forward Volatility: Recovery and Informational Content in the Corn Options Market.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

  4. Market Integration: Case Studies of Structural ChangebyJason R.V. Franken and Joe L. Parcell Suggested citation format:Franken,J. R.V., and J. L. Parcell. 2003. “Market Integration: Case Studies of Structural Change.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

  5. Managing Dairy Profit Risk Using Weather DerivativesbyGang Chen, Matthew C. Roberts, and Cameron Thraen Suggested citation format:Chen, G., M. C. Roberts, and C. Thraen. 2003. “Managing Dairy Profit Risk Using Weather Derivatives.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

  6. An ARCH Analysis of The Hedging Performance of Imminently Maturing Future contractsbyRoger A. Dahlgran Suggested citation format:Dahlgran,R. A. 2003. “An ARCH Analysis of The Hedging Performance of Imminently Maturing Future contracts.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

  7. USDA Interval Forecasts of Corn and Soybean Prices: Overconfidence or Rational Inaccuracy?byOlga Isengildina, Scott H. Irwin, and Darrel L. Good Suggested citation format:Isengildina, O., S. H. Irwin, and D. L. Good. 2003. “USDA Interval Forecasts of Corn and Soybean Prices: Overconfidence or Rational Inaccuracy?” Proceedings of the 2003 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

  8. The Feasibility of a Boxed Beef Futures Contract: Hedging Wholesale Beef CutsbyFabio Mattos, Philip Garcia, Raymond Leuthold, and Tony Hahn Suggested citation format:Mattos,F., P. Garcia, R. Leuthold, and T. Hahn. 2003. “The Feasibility of a Boxed Beef Futures Contract: Hedging Wholesale Beef Cuts.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

  9. Pricing Weather Derivatives for Agricultural Risk ManagementbyTimothy J. Richards, Mark R. Manfredo, and Dwight R. Sanders Suggested citation format:Richards,T. J., M. R. Manfredo, and D. R. Sanders. 2003. “Pricing Weather Derivatives for Agricultural Risk Management.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

  10. Information Cascades with Financial Market Professionals: An Experimental StudybyJonathan E. Alevy, Michael S. Haigh, and John A. List Suggested citation format:Alevy,J. E., M. S. Haigh, and J. A. List. 2003. “Information Cascades with Financial Market Professionals: An Experimental Study.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

  11. Technical Analysis in Commodity Markets: Risk, Returns, and ValuebyMatthew C. Roberts Suggested citation format:Roberts, M. C. 2003. “Technical Analysis in Commodity Markets: Risk, Returns, and Value.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

  12. Spatial Competition and Pricing in the Agricultural Chemical Industry: Empirical Evidence from GeorgiabyR. Lee Hall, Jeffrey H. Dorfman, and Lewell F. Gunter Suggested citation format:Hall,R. L., J. H. Dorfman, and L. F. Gunter. 2003. “Spatial Competition and Pricing in the Agricultural Chemical Industry: Empirical Evidence from Georgia.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

  13. Comparing the Performances of the Partial Equilibrium and Time-Series Approaches to HedgingbyHenry L. Bryant and Michael S. Haigh Suggested citation format:Bryant, H. L., and M. S. Haigh. 2003. “Comparing the Performances of the Partial Equilibrium and Time-Series Approaches to Hedging.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

  14. Market Dynamics Associated with a Beefpacking Plant Closing and a Porkpacking Plant OpeningbyJonathan T. Hornung and Clement E. Ward Suggested citation format:Hornung, J. T., and C. E. Ward. 2003. “Market Dynamics Associated with a Beefpacking Plant Closing and a Porkpacking Plant Opening.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

  15. Futures Market Depth: Revealed vs. Perceived Price Order ImbalancesbyJoost M.E. Pennings, Philip Garcia,and Julia W. Marsh Suggested citation format:Pennings, J. M. E., P. Garcia, and J. W. Marsh. 2003. “Futures Market Depth: Revealed vs. Perceived Price Order Imbalances.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

  16. Keep up the Good Work? An Evaluation of the USDA’s Livestock Price ForecastsbyDwight R. Sanders and Mark R. Manfredo Suggested citation format:Sanders,D. R., and M. R. Manfredo. 2003. “Keep up the Good Work? An Evaluation of the USDA’s Livestock Price Forecasts.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

  17. Risk Management Techniques for Agricultural Cooperatives: An Empirical EvaluationbyMark Manfredo, Timothy Richards, and Scott Mcdermott Suggested citation format:Manfredo,M., T. Richards, and S. Mcdermott. 2003. “Risk Management Techniques for Agricultural Cooperatives: An Empirical Evaluation.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

  18. Evaluation of Market Advisory Service Performance in HogsbyRick L. Webber, Scott H. Irwin, Darrel L. Good, and Joao Martines-Filho Suggested citation format:Webber,R. L., S. H. Irwin, D. L. Good, and J. Martines-Filho. 2003. “Evaluation of Market Advisory Service Performance in Hogs.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

  19. Price Premiums from a Certified Feeder Calf Preconditioning ProgrambyClement E. Ward and David L. Lalman Suggested citation format:Ward, C. E., and D. L. Lalman. 2003. “Price Premiums from a Certified Feeder Calf Preconditioning Program.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

  20. Determinants of Beef and Pork Brand EquitybyJoe L. Parcell and Ted Schroeder Suggested citation format:Parcell,J. L., and T. Schroeder. 2003. “Determinants of Beef and Pork Brand Equity.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

More Related