price discovery for stocker cattle futures and options by matthew a. diersen and nicole 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. 2000. “Price Discovery for Stocker Cattle Futures and 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].

Hedging with Futures and Options:

A Demand Systems Approach

by

Darren L. Frenchette

Suggested citation format:

Frenchette, D. L. 2000. “Hedging with Futures and Options: A Demand Systems Approach.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [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. 2000. “Short-Run Demand Relationships in the U.S. Fats and Oils Complex.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [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. 2000. “Impact of alternative Grid Pricing Structures on Cattle Marketing 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].

Price and Price Risk Dynamics in Barge and Ocean

Freight Markets and the Effects on Commodity

Trading

by

Michael S. Haigh and Henry L. Bryant

Suggested citation format:

Haigh, M. S., and H. L. Bryant. 2000. “Price and Price Risk Dynamics in Barge and Ocean Freight Markets and the Effects on Commodity Trading.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [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. 2000. “Increasing the Accuracy of Option Pricing by Using Implied Parameters Related to Higher Moments.” 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 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. 2000. “The Performance of Agricultural Market Advisory Services in Marketing Wheat.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [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. 2000. “Returns to Market Timing and Sorting of Fed Cattle.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [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. 2000. “Effects of Meat Recalls on Futures Market 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].

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. 2000. “U.S. Farm Policy and the Variability of Commodity Prices and Farm Revenues.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [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. 2000. “Using Satellite Imagery in Kansas Crop Yield and Net Farm Income Forecasts.” 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 the LDP

on Corn and Soybean Basis in Missouri

by

Joe L. Parcell

Suggested citation format:

Parcell, J. L. 2000. “The Impact of the LDP on Corn and Soybean Basis in Missouri.” 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 Empirical Investigation of Live Hog Demand

by

Joe L. Parcell, James Mintert, and Ron Plain

Suggested citation format:

Parcell, J. L., J. Mintert, and R. Plain. 2000. “An Empirical Investigation of Live Hog Demand.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [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. 2000. “Implications of Deflating Commodity Prices for Time-series Analysis.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [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. 2000. “Does the CFTC Commitments of Traders Report Contain Useful Information?” 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 the Regional Cotton Basis

by

V. Frederick Seamon and Kandice H. Kahl

Suggested citation format:

Seamon, V. F., and K. H. Kahl. 2000. “An Analysis Of Factors Affecting The Regional Cotton 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].

Weighted Expected Utility Hedge Ratios

by

Darren Frechette and Jonathan W. Tuthill

Suggested citation format:

Frechette, D., and J. W. Tuthill. 2000. “Weighted Expected Utility Hedge Ratios.” 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 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. 2000. “The Effects of the Micro-Market Structure on Illinois Elevator Spatial Corn Price Differentials.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [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. 2000. “Rollover Hedging.” 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 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. 2000. “The Effects of Futures Trading by Large Hedge Funds and CTAS on Market Volatility.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [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. 2000. “Delivery Options in Futures Contracts and Basis Behavior at Contract Maturity.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [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. 2000. “Time-Varying Multiproduct Hedge Ratio Estimation in the Soybean Complex: A Simplified Approach.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [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. 2000. “Impact of Exports on the U.S. Beef 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].