The Price Adjustment Process and Efficiency of Grain

Futures Markets Implied by Return Series of Various

Time Intervals

by

Shi-Miin Liu and Sarahelen R. Thompson

Suggested citation format:

Liu, S.-M., and S. R. Thompson. “The Price Adjustment Process and Efficiency of Grain Futures Markets Implied by Return Series of Various Time Intervals," Proceedings of the 1990 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Comparison of Liquidity Costs Between the Kansas City

and Chicago Wheat Futures Contracts

by

David Seibold, Sarahelen Thompson and James S. Eales

Suggested citation format:

Seibold, D., S. Thompson, and J. S. Eales. “Comparison of Liquidity Costs Between the Kansas City and Chicago Wheat Futures Contracts," Proceedings of the 1990 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Asymmetric Pricing in Live Cattle Futures

by

Milton S. Boyd, B. Wade Brorsen and Gary E. Warkentine

Suggested citation format:

Boyd, M. S., B. W. Brorsen, and G. E. Warkentine. “Asymmetric Pricing in Live Cattle Futures," Proceedings of the 1990 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Impact of Cash Settlement on the Effectiveness of Price

Discovery Processes in Feeder Cattle

by

John B. Rowsell and Wayne D. Purcell

Suggested citation format:

Rowsell, J. B., and W. D. Purcell. “Impact of Cash Settlement on the Effectiveness of Price Discovery Processes in Feeder Cattle," Proceedings of the 1990 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Forecasting Prices in the Forward Cash Market for

Corn and Soybeans

by

David D. Johnson

Suggested citation format:

Johnson, D. D.. “Forecasting Prices in the Forward Cash Market for Corn and Soybeans," Proceedings of the 1990 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

The Soybean Complex Spread: An Examination of

Market Efficiency from the Viewpoint of

a Production Process

by

Robert L. Johnson, Carl R. Zulauf,

Scott H. Irwin and Mary E. Gerlow

Suggested citation format:

Johnson, R. L., C. R. Zulauf, S. H. Irwin and M. E. Gerlow. “The Soybean Complex Spread: An Examination of Market Efficiency from the Viewpoint of a Production Process," Proceedings of the 1990 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Feeder Cattle Cash Settlement: Impacts on Basis

Variability in Selected U.S. Markets

by

Donald R. Rich, Raymond M. Leuthold

and Michael A. Hudson

Suggested citation format:

Rich, D. R., R. M. Leuthold and M. A. Hudson. “Feeder Cattle Cash Settlement: Impacts on Basis Variability in Selected U.S. Markets," Proceedings of the 1990 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Efficiency Characteristics of the Live Cattle

Options Market

by

Robert J. Hauser and Yue Liu

Suggested citation format:

Hauser, R. J., and Y. Liu. “Efficiency Characteristics of the Live Cattle Options Market," Proceedings of the 1990 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Sensitivity of Risk Premium Analyses to Violations of

Distributional Assumptions

by

T. Randall Fortenbery and Hector O. Zapata

Suggested citation format:

Fortenbery, T. R., and H. O. Zapata. “Sensitivity of Risk Premium Analyses to Violations of Distributional Assumptions," Proceedings of the 1990 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

The Effects of USDA Reports in Futures

and Options Markets

by

T. Randall Fortenbery and Daniel A. Sumner

Suggested citation format:

Fortenbery, T. R., and D. A. Sumner. “The Effects of USDA Reports in Futures and Options Markets," Proceedings of the 1990 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Does Routine Forward Pricing Effectively Reduce

Farmers' Risks?

by

Richard Heifner

Suggested citation format:

Heifner, R.. “Does Routine Forward Pricing Effectively Reduce Farmers' Risks?" Proceedings of the 1990 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Statistical Process Control Adapted to Surveillance of

Cash Cattle Markets

by

John Ginzel, Kevin Kesecker,

Roger Schneider, Everett Stoddard

Suggested citation format:

Ginzel, J., K. Kesecker, R. Schneider, E. Stoddard. “Statistical Process Control Adapted to Surveillance of Cash Cattle Markets," Proceedings of the 1990 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Cointegration Tests and Spatial Price Linkages in

Regional Cattle Markets

by

Barry K. Goodwin and Ted C. Schroeder

Suggested citation format:

Goodwin, B. K., and T. C. Schroeder. “Cointegration Tests and Spatial Price Linkages in Regional Cattle Markets," Proceedings of the 1990 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Competition for Fed Cattle in Colorado vs. Other

Markets: The Impact of the Decline in Packers and

Ascent in Contracting

by

Marvin Hayenga and Dan O'Brien

Suggested citation format:

Hayenga, M., and D. O'Brien. “Competition for Fed Cattle in Colorado vs. Other Markets: The Impact of the Decline in Packers and Ascent in Contracting," Proceedings of the 1990 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Analyzing the Seasonality of U.S. Meat Demand by

Using Disaggregated Weekly Data

by

Thomas I. Wahl, Dermot J. Hayes and David Hennessy

Suggested citation format:

Wahl, T. I., D. J. Hayes, and D. Hennessy. “Analyzing the Seasonality of U.S. Meat Demand by Using Disaggregated Weekly Data," Proceedings of the 1990 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Simultaneity and Structural Change

in Fed Beef Demand

by

James Eales and Inshik Lee

Suggested citation format:

Eales, J., and I. Lee. “Simultaneity and Structural Change in Fed Beef Demand," Proceedings of the 1990 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Using Nonparametric Demand Analysis in a Meat

Demand System

by

Ann A. Wilkinson and Jon A. Brandt

Suggested citation format:

Wilkinson, A. A., and J. A. Brandt. “Using Nonparametric Demand Analysis in a Meat Demand System," Proceedings of the 1990 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

A Long Term Forecasting Model of the Livestock and

Poultry Sectors

by

Mark R. Weimar and Richard P. Stillman

Suggested citation format:

Weimar, M. R., and R. P. Stillman. “A Long Term Forecasting Model of the Livestock and Poultry Sectors," Proceedings of the 1990 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

An Analysis of the Consistency of Public Data Used in

Demand Analysis for Livestock

by

Richard Stillman and Mark Weimar

Suggested citation format:

Stillman, R., and M. Weimar. “An Analysis of the Consistency of Public Data Used in Demand Analysis for Livestock," Proceedings of the 1990 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Rationally Expected Livestock and Poultry Price

Forecasts and Meat Price Predictions

from a Livestock and Meat Sector Model

by

Barry W. Bobst and Robert W. Harrison

Suggested citation format:

Bobst, B. W., and R. W. Harrison . “Rationally Expected Livestock and Poultry Price Forecasts and Meat Price Predictions from a Livestock and Meat Sector Model," Proceedings of the 1990 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

The Transmission of Price Variability

under Traffication

by

Dermot J. Hayes, Thomas I. Wahl and S. R. Johnson

Suggested citation format:

Hayes, D. J., T. I. Wahl, and S. R. Johnson. “The Transmission of Price Variability under Traffication," Proceedings of the 1990 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Hog Producer's Marketing Decisions

Under Alternative Utility Specifications

by

Brian Adam and Philip Garcia

Suggested citation format:

Adam, B., and P. Garcia. “Hog Producer's Marketing Decisions Under Alternative Utility Specifications," Proceedings of the 1990 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

The Sensitivity of Live Hog Marketing Strategies to

Uncertain Prices

by

Philip Garcia and Brian Adam

Suggested citation format:

Garcia, P., and B. Adam. “The Sensitivity of Live Hog Marketing Strategies to Uncertain Prices," Proceedings of the 1990 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Hedonic Price Estimation for Kansas Wheat

Characteristics: A Pooled Cross-Sectional

Time-Series Analysis

by

Juan A. Espinosa and Barry K. Goodwin

Suggested citation format:

Espinosa, J. A., and B. K. Goodwin. “Hedonic Price Estimation for Kansas Wheat Characteristics: A Pooled Cross-Sectional Time-Series Analysis," Proceedings of the 1990 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

The Dynamics of Supply, Demand and Price for Wheat

Programs under Rational Expectations

by

Theresa Sun

Suggested citation format:

Sun, T.. “The Dynamics of Supply, Demand and Price for Wheat Programs under Rational Expectations," Proceedings of the 1990 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

The Rationality of Hogs and Pigs Inventory

Expectations

by

Phil L. Colling and Scott H. Irwin

Suggested citation format:

Colling, P. L., and S. H. Irwin. “The Rationality of Hogs and Pigs Inventory Expectations," Proceedings of the 1990 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

The Relationship Between Primary Commodity Prices

and Macroeconomic Variables

by

Theodosios Palaskas and Panos N. Varangis

Suggested citation format:

Palaskas, T., and P. N. Varangis. “The Relationship Between Primary Commodity Prices and Macroeconomic Variables," Proceedings of the 1990 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Exchange Rate Shocks, Macroeconomic Announcements

and Commodity Price Behavior

by

Dhaneshwar Ghura

Suggested citation format:

Ghura, D.. “Exchange Rate Shocks, Macroeconomic Announcements and Commodity Price Behavior," Proceedings of the 1990 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Software for Managing Income Risk Through

Marketing

by

Rich Alderfer, Steve Harsh and Jim Hilker

Suggested citation format:

Alderfer, R., S. Harsh, and J. Hilker. “Software for Managing Income Risk Through Marketing," Proceedings of the 1990 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Agricultural Policy for the 1990s:

An Analysis of Alternatives

by

Jon Brandt, Kenneth Bailey, Abner Womack,

Patrick Westhoff, William Meyers

Suggested citation format:

Brandt, J., K. Bailey, A. Womack, P. Westhoff, and W. Meyers. “Agricultural Policy for the 1990s: An Analysis of Alternatives," Proceedings of the 1990 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

A Framework for Analyzing Prices of Related Temporal

Commodity Investment Strategies

by

Bruce J. Sherrick and Michael A. Hudson

Suggested citation format:

Sherrick, B. J., and M. A. Hudson. “A Framework for Analyzing Prices of Related Temporal Commodity Investment Strategies," Proceedings of the 1990 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Option Based Assessments of Expected Price

Distributions

by

Bruce J. Sherrick, Scott H. Irwin and D. Lynn Forster

Suggested citation format:

Sherrick, B. J., S. H. Irwin, and D. L. Forster. “Option Based Assessments of Expected Price Distributions," Proceedings of the 1990 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]