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].