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Price Discovery for Stocker Cattle Futures and Options by Matthew A. Diersen and Nicole L. Klein

Price Discovery for Stocker Cattle Futures and Options by Matthew A. Diersen and Nicole L. Klein.

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Price Discovery for Stocker Cattle Futures and Options by Matthew A. Diersen and Nicole L. Klein

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  1. Price Discovery for Stocker Cattle Futures and OptionsbyMatthew 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].

  2. Hedging with Futures and Options: A Demand Systems ApproachbyDarren 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].

  3. Short-Run Demand Relationships in the U.S. Fats and Oils ComplexbyBarry 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].

  4. Impact of alternative Grid Pricing Structures on Cattle Marketing DecisionsbyHeather 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].

  5. Price and Price Risk Dynamics in Barge and Ocean Freight Markets and the Effects on Commodity TradingbyMichael 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].

  6. Increasing the Accuracy of Option Pricing by Using Implied Parameters Related to Higher MomentsbyDasheng 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].

  7. The Performance of Agricultural Market Advisory Services in Marketing WheatbyMark 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].

  8. Returns to Market Timing and Sorting of Fed CattlebyStephen 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].

  9. Effects of Meat Recalls on Futures Market PricesbyJayson 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].

  10. U.S. Farm Policy and the Variability of Commodity Prices and Farm RevenuesbySergio 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].

  11. Using Satellite Imagery in Kansas Crop Yield and Net Farm Income ForecastsbyHeather 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].

  12. The Impact of the LDPon Corn and Soybean Basis in MissouribyJoe 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].

  13. An Empirical Investigation of Live Hog DemandbyJoe 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].

  14. Implications of Deflating Commodity Prices for Time-series AnalysisbyHikaru 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].

  15. Does the CFTC Commitments of Traders Report Contain Useful Information?byDwight 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].

  16. An Analysis of Factors Affecting the Regional Cotton BasisbyV. 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].

  17. Weighted Expected Utility Hedge RatiosbyDarren 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].

  18. The Effects of the Micro-Market Structure on Illinois Elevator Spatial Corn Price DifferentialsbyBenjamin P. Wenzel, Lowell Hill, and Philip Garcia Suggested citation format:WenzelB. 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].

  19. Rollover HedgingbyB. 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].

  20. The Effects of Futures Trading by Large Hedge Funds and CTAS on Market VolatilitybyBryce 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].

  21. Delivery Options in Futures Contracts and Basis Behavior at Contract MaturitybyJana 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].

  22. Time-Varying Multiproduct Hedge Ratio Estimation in the Soybean Complex: A Simplified ApproachbyMark 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].

  23. Impact of Exports on the U.S. Beef IndustrybyEd 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].

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