The Marketing Performance of Illinois Corn and
Soybean Producers by
Lewis A. Hagedorn, Scott H. Irwin, and Darrel L. Good
Suggested citation format:
Hagedorn, L. A., S. H. Irwin, and D. L. Good. 2004. “The Marketing Performance of Illinois Corn and Soybean Producers.” 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].
Portfolios of Agricultural Market Advisory Services:
How Much Diversification is Enough?
by
Silvina M. Cabrini, Brian G. Stark, Scott H. Irwin,
Darrel L. Good, and Joao Martines-Filho
Suggested citation format:
Cabrini S. M., B. G. Stark, S. H. Irwin, D. L. Good, and J. Martines-Filho. 2004. “Portfolios of Agricultural Market Advisory Services: How Much Diversification is Enough?” 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].
Options-Based Forecasts of Futures Prices in the
Presence of Limit Moves by
Thorsten M. Egelkraut and Philip Garcia
Suggested citation format:
Egelkraut, T. M., and P. Garcia. 2004. “Options-Based Forecasts of Futures Prices in the Presence of Limit Moves.” 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].
Are Revisions to USDA Crop Production Forecasts
Smoothed? by
Olga Isengildina, Scott H. Irwin, and Darrel L. Good
Suggested citation format:
Isengildina, O., S. H. Irwin, and D. L. Good. 2004. “Are Revisions to USDA Crop Production Forecasts Smoothed?” Proceedings of the 2004 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].
Hedging-Effectiveness of Milk Futures Using
Value-At-Risk Procedures
by
Ibrahim Bamba and Leigh Maynard
Suggested citation format:
Bamba, I., and L. Maynard. 2004. “Hedging-Effectiveness of Milk Futures Using Value-At-Risk Procedures.” 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].
Cash Marketing Styles and Performance Persistence of
Wheat Producers
by
Lewis T. Cunningham III, B. Wade Brorsen,
and Kim B. Anderson
Suggested citation format:
Cunningham, L. T. III, B. W. Brorsen, and K. B. Anderson. 2004. “Cash Marketing Styles and Performance Persistence of Wheat Producers.” 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].
Weather Derivatives in the Presence of Index and
Geographical Basis Risk: Hedging Dairy Profit Risk
by
Gang Chen and Matthew C. Roberts
Suggested citation format:
Chen, G., and M. C. Roberts. 2004. “Weather Derivatives in the Presence of Index and Geographical Basis Risk: Hedging Dairy Profit Risk.” 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].
Perceptions of Futures Market Liquidity:
An Empirical Study of CBOT & CME Traders
by
Julia W. Marsh, Joost M.E. Pennings, and Philip Garcia
Suggested citation format:
Marsh J. W., J. M. E. Pennings, and P. Garcia. 2004. “Perceptions of Futures Market Liquidity: An Empirical Study of CBOT & CME Traders.” 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].
Accuracy of Grid Pricing: An Evaluation Using
Wholesale Values of Fed Cattleby
Joseph T. Kovanda, Ted C. Schroeder,
and Tommy L. Wheeler
Suggested citation format:Kovanda, J. T., T. C. Schroeder, and T. L. Wheeler. 2004. “Accuracy of Grid Pricing: An Evaluation Using Wholesale Values of Fed Cattle.” 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].
Price Discovery in Thinly Traded Markets: Cash and
Futures Relationships in Brazilian Agricultural
Futures Markets
by
Fabio Mattos and Philip Garcia
Suggested citation format:
Mattos, F., and P. Garcia. 2004. “Price Discovery in Thinly Traded Markets: Cash and Futures Relationships in Brazilian Agricultural Futures Markets.” 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].
Transaction Frequency, Inventories and Hedging in
Commodity Processing
byRoger A. Dahlgran
Suggested citation format:
Dahlgran, R. A. 2004. “Transaction Frequency, Inventories and Hedging in Commodity Processing.” 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].
Using Futures Prices to Forecast the Season-Average
U.S. Corn Price
by
Linwood Hoffman
Suggested citation format:
Hoffman L. 2004. “Using Futures Prices to Forecast the Season-Average U.S. Corn Price.” 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].
The Performance of Weather Derivatives in Managing
Risks of Specialty Crops
by
Trevor A. Fleege, Timothy J. Richards, Mark R. Manfredo,
and Dwight R. Sanders
Suggested citation format:
Fleege,T. A., T. J. Richards, M. R. Manfredo, and D. R. Sanders. 2004. “The Performance of Weather Derivatives in Managing Risks of Specialty Crops.” 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].
Evaluating Forecasts of Discrete Variables:
Predicting Cattle Quality Grades
byBailey Norwood, Jayson Lusk, and Wade Brorsen
Suggested citation format:
Norwood B., J. Lusk, and W. Brorsen. 2004. “Evaluating Forecasts of Discrete Variables: Predicting Cattle Quality Grades.” 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].
Re-Considering the Necessary Condition for Futures
Market Efficiency: An Application to Dairy Futures by
Dwight R. Sanders and Mark R. Manfredo
Suggested citation format:
Sanders, D. R., and M. R. Manfredo. 2004. “Re-Considering the Necessary Condition for Futures Market Efficiency: An Application to Dairy Futures.” 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].
Commodity Prices and Unit Root Tests
by
Dabin Wang and William G. Tomek
Suggested citation format:
Wang, D., and W. G. Tomek. 2004. “Commodity Prices and Unit Root Tests.” 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].
Optimal Hedging with Views: A Bayesian Approach
by
Wei Shi and Scott H. Irwin
Suggested citation format:
Shi, W., and S.H. Irwin. 2004. “Optimal Hedging with Views: A Bayesian Approach.” 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].
What Is “the Basis”, How Is It Measured, and Why
Does It Matter?
by
Paul Peterson, Jack Cook, and Charles Piszczor
Suggested citation format:
Peterson, P., J. Cook, and C. Piszczor. 2004. “What Is ‘The Basis’, How Is It Measured, and Why Does It Matter?” 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].
Contract Market Viability
by
Gordon C. Rausser and Henry L. Bryant
Suggested citation format:
Rausser G. C., and H. L. Bryant. 2004. “Contract Market Viability.” 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].
Incorporating Current Information into Historical-
Average-Based Forecasts to Improve Crop Price Basis
Forecasts
by
Mykel Taylor, Kevin C. Dhuyvetter, and Terry L. Kastens
Suggested citation format:
Taylor, M., K. C. Dhuyvetter, and T. L. Kastens. 2004. “Incorporating Current Information into Historical-Average-Based Forecasts to Improve Crop Price Basis 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].
Captive Supply Trends and Impacts since the Advent of
Mandatory Price Reporting
by
Clement E. Ward and Jonathan T. Hornung
Suggested citation format:
Ward, C. E., and J. T. Hornung. 2004. “Captive Supply Trends and Impacts since the Advent of Mandatory Price Reporting.” 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].
Performance of Selected Pre-harvest and Post-harvest
Corn and Soybean Marketing Strategies vs. Alternative
Market Benchmarks
by
E. Neal Blue, Robert N. Wisner, and E. Dean Baldwin
Suggested citation format:
Blue, E. N., R. N. Wisner, and E. D. Baldwin. 2004. “Performance of Selected Pre-harvest and Post-harvest Corn and Soybean Marketing Strategies vs. Alternative Market Benchmarks.” 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].
The Profitability of Technical Trading Rules in US
Futures Markets: A Data Snooping Free Test
by
Cheol-Ho Park and Scott H. Irwin
Suggested citation format:
Park, C.-H., and S. H. Irwin. 2004. “The Profitability of Technical Trading Rules in US Futures Markets: A Data Snooping Free Test.” 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].
Generalized Hedge Ratio Estimation with an Unknown Model
by
Jeffrey H. Dorfman and Dwight R. Sanders
Suggested citation format:
Dorfman, J. H., and D. R. Sanders. 2004. “Generalized Hedge Ratio Estimation with an Unknown Model.” 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].
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