Price Discovery for Stocker Cattle Futures and Options

by

Matthew A. Diersen and Nicole L. Klein

Suggested citation format:

Diersen, M. A., and N. L. Klein. “Price Discovery for Stocker Cattle Futures and Options," Proceedings of the 2000 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Hedging with Futures and Options:

A Demand Systems Approach

by

Darren L. Frenchette

Suggested citation format:

Frenchette, D. L. “Hedging with Futures and Options: A Demand Systems Approach," Proceedings of the 2000 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Short-Run Demand Relationships

in the U.S. Fats and Oils Complex

by

Barry K. Goddwin, Daniel Harper and Randy Schnepf

Suggested citation format:

Goddwin, B. K., D. Harper, and R. Schnepf. “Short-Run Demand Relationships in the U.S. Fats and Oils Complex," Proceedings of the 2000 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Impact of alternative Grid Pricing Structures on Cattle

Marketing Decisions

by

Heather C. Greer and James N. Trapp

Suggested citation format:

Greer, H. C., and J. N. Trapp. “Impact of alternative Grid Pricing Structures on Cattle Marketing Decisions," Proceedings of the 2000 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Price and Price Risk Dynamics

in Barge and Ocean Freight Markets

and the Effects on CommodityTrading

by

Michael S. Haigh and Henry L. Bryant

Suggested citation format:

Haigh, M. S. and H. L. Bryant. “Price and Price Risk Dynamics in Barge and Ocean Freight Markets and The Effects on Commodity Trading," Proceedings of the 2000 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Increasing the Accuracy of Option Pricing by Using

Implied Parameters Related to Higher Moments

by

Dasheng Ji and B. Wade Brorsen

Suggested citation format:

Ji, D., and B. W. Brorsen. “Increasing the Accuracy of Option Pricing by Using Implied Parameters Related to Higher Moments," Proceedings of the 2000 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

The Performance of Agricultural Market Advisory

Services in Marketing Wheat

by

Mark 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. “The Performance of Agricultural Market Advisory Services in Marketing Wheat," Proceedings of the 2000 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Returns to Market Timing and Sorting of Fed Cattle

by

Stephen 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. “Returns to Market Timing and Sorting of Fed Cattle," Proceedings of the 2000 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Effects of Meat Recalls on Futures Market Prices

by

Jayson L. Lusk and Ted C. Schroeder

Suggested citation format:

Lusk, J. L., and T. C. Schroeder. “Effects of Meat Recalls on Futures Market Prices," Proceedings of the 2000 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

U.S. Farm Policy and the Variability of Commodity

Prices and Farm Revenues

by

Sergio H. Lence and Dermot J. Hayes

Suggested citation format:

Lence, S. H., and D. J. Hayes. “U.S. Farm Policy and the Variability of Commodity Prices and Farm Revenues," Proceedings of the 2000 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Using Satellite Imagery in Kansas Crop Yield and Net

Farm Income Forecasts

by

Heather D. Nivens, Terry L. Kastens

and Kevin C. Dhuyvetter

Suggested citation format:

Nivens, H. D., T. L. Kastens, and K. C. Dhuyvetter. “Using Satellite Imagery in Kansas Crop Yield and Net Farm Income Forecasts," Proceedings of the 2000 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

The Impact of the LDP on Corn and Soybean Basis in

Missouri

by

Joe L. PARCELL

Suggested citation format:

PARCELL, J. L. “The Impact of the LDP on Corn and Soybean Basis in Missouri," Proceedings of the 2000 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

An Empirical Invertigation of Live Hog Demand

by

Joe L. Parcell, James Mintert and Ron Plain

Suggested citation format:

Parcell, J. L., J. Mintert, and R. Plain. “An Empirical Invertigation of Live Hog Demand," Proceedings of the 2000 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Implications of Deflating Commodity Prices For

Time-series Analysis

by

Hikaru Hanawa Peterson and William G. Tomek

Suggested citation format:

Peterson, H. H. and W. G. Tomek. “Implications of Deflating Commodity Prices For Time-series Analysis," Proceedings of the 2000 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Does the CFTC Commitments of Traders Report

Contain Useful Information?

by

Dwight R. Sanders and Keith Boris

Suggested citation format:

Sanders, D. R., and K. Boris. “Does the CFTC Commitments of Traders Report Contain Useful Information?" Proceedings of the 2000 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

An Analysis of Factors

Affecting the Regional Cotton Basis

by

V. Frederick Seamon and Kandice H. Kahl

Suggested citation format:

Seamon, V. F., and K. H. Kahl. “An Analysis of Factors Affecting the Regional Cotton Basis," Proceedings of the 2000 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Weighted Expected Utility Hedge Ratios

by

Darren Frechette and Jonathan W. Tuthill

Suggested citation format:

Frechette, D., and J. W. Tuthill. “Weighted Expected Utility Hedge Ratios," Proceedings of the 2000 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

The Effects of the Micro-market Structure on Illinois

Elevator Spatial Corn Price Differentials

by

Benjamin P. Wenzel, Lowell Hill and Philip Garcia

Suggested citation format:

Wenzel B. P., L. Hill, and P. Garcia. “The Effects of the Micro-market Structure on Illinois Elevator Spatial Corn Price Differentials," Proceedings of the 2000 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Rollover Hedging

by

B. Sam Yoon and B. Wade Brorsen

Suggested citation format:

Yoon, B. S., and B. W. Brorsen. “Rollover Hedging," Proceedings of the 2000 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

The Effects of Futures Trading by Large Hedge Funds

and CTAS on Market Volatility

by

Bryce R. Holt and Scott H. Irwin

Suggested citation format:

Holt, B. R., and S. H. Irwin. “The Effects of Futures Trading by Large Hedge Funds and CTAS on Market Volatility," Proceedings of the 2000 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Delivery Options in Futures Contracts and Basis

Behavior at Contract Maturity

by

Jana Hranaiova

Suggested citation format:

Hranaiova, J. “Delivery Options in Futures Contracts and Basis Behavior at Contract Maturity," Proceedings of the 2000 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Time-Varying Multiproduct Hedge Ratio Estimation in

the Soybean Complex: A Simplified Approach

by

Mark R. Manfredo, Philip Garcia

and Raymond M. Leuthold

Suggested citation format:

Manfredo, M. R., P. Garcia, and R. M. Leuthold. “Time-Varying Multiproduct Hedge Ratio Estimation in the Soybean Complex: A Simplified Approach," Proceedings of the 2000 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Impact of Exports on the U.S. Beef Industry

by

Ed Van Eenoo, Everett Peterson, and Wayne Purcell

Suggested citation format:

Eenoo, E. V., E. Peterson, and W. Purcell. “Impact of Exports on the U.S. Beef Industry," Proceedings of the 2000 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]