Download - 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

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


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


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


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


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


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


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


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


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


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


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


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


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


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


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


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


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


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


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


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


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


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


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]