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Research Topics - Agricultural Futures
by
Thomas Coleman
Suggested citation format:
Coleman, T. 1991. “Research Topics - Agricultural 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].
An Investigation of Returns to Trading Strategies in the
Live Hog Futures Market
by
Todd Doehring, Philip Garcia, and Bruce Sherrick
Suggested citation format:
Doehring, T., P. Garcia, and B. Sherrick. 1991. “An Investigation of Returns to Trading Strategies in the Live Hog Futures 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].
Nonlinear Dynamics and Market Anomalies
in Daily Futures Prices
by
Seung-Ryong Yang and B. Wade Brorsen
Suggested citation format:
Yang, S.-R., and B. W. Brorsen. 1991. “Nonlinear Dynamics and Market Anomalies in Daily Futures 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].
A Market Timing Test of Pricing Models for
Agricultural Options
by
Scott H. Irwin, Carl Zulauf, and Robert Pelly
Suggested citation format:
Irwin, S. H., C. Zulauf, and R. Pelly. 1991. “A Market Timing Test of Pricing Models for Agricultural 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].
Predictability of Commodity Trading Advisor Returns
by
Barry Ward, Scott H. Irwin, and Carl R. Zulauf
Suggested citation format:
Ward, B., S. H. Irwin, and C. R. Zulauf. 1991. “Predictability of Commodity Trading Advisor Returns.” 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 Impact of Futures Market on
U.S. Soybean Processors
by
Sergio Lence, Dermot Hayes, and William Meyers
Suggested citation format:
Lence, S., D. Hayes, and W. Meyers. 1991. “The Impact of Futures Market on U.S. Soybean Processors.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Total Response Measures in Systems of Nonlinear
Equations: An Application to a Model of
the U.S. Dairy Sector
by
Matthew Holt and Satheesh Aradhyula
Suggested citation format:
Holt, M., and S. Aradhyula. 1991. “Total Response Measures in Systems of Nonlinear Equations: An Application to a Model of the U.S. Dairy Sector.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Cross-Commodity Relationships: Cointegration and
Price Forecasting in Selected Cash Markets
by
D. Demcey Johnson and Seung-Ryong Yang
Suggested citation format:
Johnson, D. D., and S.-R. Yang. 1991. “Cross-Commodity Relationships: Cointegration and Price Forecasting in Selected Cash 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].
Accuracy in Forecasting Feeder Cattle prices:
Results of a Competition
by
Rhonda Skaggs and Donald Snyder
Suggested citation format:
Skaggs, R., and D. Snyder. 1991. “Accuracy in Forecasting Feeder Cattle prices: Results of a Competition.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Establishing and Forecasting Quality Adjusted Basis for
Texas Rice Markets
by
Mark Waller, M. Edward Rister, and Earl Taylor
Suggested citation format:
Waller, M., M. E. Rister, and E. Taylor. 1991. “Establishing and Forecasting Quality Adjusted Basis for Texas Rice 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 Japanese Meat Demand Using
a Two-Stage Consumer Demand System
by
Thomas Wahl, Vicki McCracken, and David Reed
Suggested citation format:
Wahl, T., V. McCracken, and D. Reed. 1991. “Forecasting Japanese Meat Demand Using a Two-Stage Consumer Demand System.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Mean Reversion in Agricultural Futures Prices
by
Thomas E. Jackson, Carl R. Zulauf, and Scott H. Irwin
Suggested citation format:
Jackson T. E., C. R. Zulauf, and S. H. Irwin. 1991. “Mean Reversion in Agricultural Futures 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].
Are Composite Forecasts More Accurate?
An Application to Livestock and Poultry
by
Richard Stillman, Mark Weimar, and Kenneth Nelson
Suggested citation format:
Stillman, R., M. Weimar, and K. Nelson. 1991. “Are Composite Forecasts More Accurate? An Application to Livestock and Poultry.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
An Analysis of Factors Affecting Oklahoma City
Feeder Cattle Basis
by
James Trapp and Fred Eilrich
Suggested citation format:
Trapp, J., and F. Eilrich. 1991. “An Analysis of Factors Affecting Oklahoma City Feeder Cattle 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].
Development and Testing of Models for Cash Price
Relationships Between Lighter-Weight Stockers
Through Heavier-Weight Feeders in a Selected Market
by
John Ginzel, Ron Gustafson, and Terry Crawford
Suggested citation format:
Ginzel, J., R. Gustafson, and T. Crawford. 1991. “Development and Testing of Models for Cash Price Relationships Between Lighter-Weight Stockers Through Heavier-Weight Feeders in a Selected 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].
Accounting for Yield Risk in Pre-Harvest Commodity
Pricing Decisions
by
Steve Monson and Marvin Hayenga
Suggested citation format:
Monson, S., and M. Hayenga. 1991. “Accounting for Yield Risk in Pre-Harvest Commodity Pricing 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].
Optimal Decision Rules for Selling Farmer-Owned
Wheat from Storage in the Pacific Northwest
by
Todd Lone and Leroy Blakeslee
Suggested citation format:
Lone, T., and L. Blakeslee. 1991. “Optimal Decision Rules for Selling Farmer-Owned Wheat from Storage in the Pacific Northwest.” 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 Impact of Captive Supplies on
Cash Fed Cattle Markets
by
Rodney Jones, Ted Schroeder,
James Mintert, and Frank Brazle
Suggested citation format:
Jones, R., T. Schroeder, J. Mintert, and F. Brazle. 1991. “The Impact of Captive Supplies on Cash Fed Cattle 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].
Dynamics and Price Volatility in Farm-Retail Livestock
Price Relationships
by
T. Kesavan, Satheesh Aradhyula, and Stanley Johnson
Suggested citation format:
Kesavan, T., S. Aradhyula, and S. Johnson. 1991. “Dynamics and Price Volatility in Farm-Retail Livestock Price Relationships.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Alternative Measures of Risk: An Analysis of Sow
Farrowings in the United States
by
Matthew Holt and Giancarlo Mischini
Suggested citation format:
Holt, M., G. Mischini. 1991. “Alternative Measures of Risk: An Analysis of Sow Farrowings in the United States.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
East Asian Poultry Markets: Technology Transfer and
Demand Dynamics
by
Laurian Unnevehr, James Eales,
Gerald Nelson, and Young-Chul Kim
Suggested citation format:
Unnevehr, L., J. Eales, G. Nelson, Y.-C. Kim. 1991. “East Asian Poultry Markets: Technology Transfer and Demand Dynamics.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
On the Search of Appropriate Price Determination
Specifications in Structural Models
by
Dean Chen and Gerard Dharmaratne
Suggested citation format:
Chen, D., and G. Dharmaratne. 1991. “On the Search of Appropriate Price Determination Specifications in Structural Models.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Estimating the Demand for Dairy Products:
Accounting for Taste and Preferences
by
Suffyan Koroma and Kenneth Bailey
Suggested citation format:
Koroma, S., and K. Bailey. 1991. “Estimating the Demand for Dairy Products: Accounting for Taste and Preferences.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Do Livestock Futures Prices React Efficiently to USDA
Hogs and Pigs Reports?
by
Phil L. Colling, Scott H. Irwin, and Carl R. Zulauf
Suggested citation format:
Colling, P. L., S. H. Irwin, and C. R. Zulauf. 1991. “Do Livestock Futures Prices React Efficiently to USDA Hogs and Pigs Reports?” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Developing a Cash Settlement Price Index
for Live Hog Futures
by
Kevin Kimle and Marvin Hayenga
Suggested citation format:
Kimle, K., and M. Hayenga. 1991. “Developing a Cash Settlement Price Index for Live Hog 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].
A Review of the Chicago Mercantile Exchange’s Broiler
Chicken Futures and Options Contracts and Their
Effect on the Broiler Industry
by
Lori Aldinger
Suggested citation format:
Aldinger, L. 1991. “A Review of the Chicago Mercantile Exchange’s Broiler Chicken Futures and Options Contracts and Their Effect on the Broiler 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].
Regional Supply Analysis and Program Participation
for U.S. Corn and Wheat: A Comparative Application
of Alternative Response Specifications
by
Duncan Chambezi and Abner Womack
Suggested citation format:
Chambezi, D., and A. Womack. 1991. “Regional Supply Analysis and Program Participation for U.S. Corn and Wheat: A Comparative Application of Alternative Response Specifications.” 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 Uncertainty within the Grain Export
Marketing Channel
by
R. J. Hauser and David Neff
Suggested citation format:
Hauser, R. J., and D. Neff. 1991. “Price Uncertainty within the Grain Export Marketing Channel.” 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 Inverse Almost Ideal Demand System
by
James Eales and Laurian Unnevehr
Suggested citation format:
Eales, J., and L. Unnevehr. 1991. “The Inverse Almost Ideal Demand System.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Estimation of Rational Risk Response Models for
Primary Commodity Markets with Private and
Government Stockholding
by
Mario J. Miranda and Joseph W. Glauber
Suggested citation format:
Miranda, M. J., and J. W. Glauber. 1991. “Estimation of Rational Risk Response Models for Primary Commodity Markets with Private and Government Stockholding.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].