Hedging Cash Flows from Commodity Processing by Roger A. Dahlgran

Forecasting Organic Food Prices: Emerging Methods for Testing and Evaluating Conditional Predictive

Ability

by

Tatiana Gubanova, Luanne Lohr, and Timothy Park

Suggested citation format:

Gubanova, T., L. Lohr, and T. Park. 2005. “Forecasting Organic Food Prices: Emerging Methods for Testing and Evaluating Conditional Predictive Ability.” 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 Impact of Marketing Strategy Information on the

Producer’s Selling Decisionby

Joni M. Klumpp, B. Wade Brorsen, and Kim B. Anderson

Suggested citation format:

Klumpp, J. M., B. W. Brorsen and K. B. Anderson. 2005. “The Impact of Marketing Strategy Information on the Producer’s Selling Decision.” 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].

Time-Varying Risk Premium or Informational

Inefficiency? Further Evidence in Agricultural Futures

Markets

by

Julieta Frank and Philip Garcia

Suggested citation format:

Frank, J., and P. Garcia. 2005. “Time-Varying Risk Premium or Informational Inefficiency? Further Evidence in 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].

Sorting Cattle with Accumulated Data: What is the

Accuracy and Economicsby

Maro A. Ibarburu and John D. Lawrence

Suggested citation format:

Ibarburu, M. A., and J. D. Lawrence. 2005. “Sorting Cattle with Accumulated Data: What is the Accuracy and Economics.” 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].

Portfolio Diversification with Commodity Futures:

Properties of Levered Futures

by

Thorsten M. Egelkraut, Joshua D. Woodard,

Philip Garcia, and Joost M. E. Pennings

Suggested citation format:

Egelkraut, T. M., J. D. Woodard, P. Garcia, and J. M. E. Pennings. 2005. “Portfolio Diversification with Commodity Futures: Properties of Levered 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].

Forecasting Livestock Feed Cost Risks Using Futures

and Options

by

Gang Chen, Matthew C. Roberts, and Brian Roe

Suggested citation format:

Chen, G., M. C. Roberts, and B. Roe. 2005. “Forecasting Livestock Feed Cost Risks Using Futures and Options.” 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].

Hedging Cash Flows from Commodity Processing by

Roger A. Dahlgran

Suggested citation format:

Dahlgran, R. A. 2005. “Hedging Cash Flows from 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].

Effects of Price Volatility and Surging South American

Soybean Production on Short-Run Soybean Basis

Dynamics

by

Rui Zhang and Jack Houston

Suggested citation format:

Zhang, R., and J. Houston. 2005. “Effects of Price Volatility and Surging South American Soybean Production on Short-Run Soybean Basis Dynamics.” 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].

A Reality Check on Technical Trading Rule Profits in

US Futures Markets

byCheol-Ho Park and Scott H. Irwin

Suggested citation format:

Park, C.-H., and S. H. Irwin. 2005. “A Reality Check on Technical Trading Rule Profits in US 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].

Relaxing Standard Hedging Assumptions in the

Presence of Downside Risk

byFabio Mattos, Philip Garcia, and Carl Nelson

Suggested citation format:

Mattos, F., P. Garcia, and C. Nelson. 2005. “Relaxing Standard Hedging Assumptions in the Presence of Downside 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].

Factors Influencing the Extent

of Grid Pricing of Fed Cattle by

Clement E. Ward

Suggested citation format:

Ward, C. E. 2005. “Factors Influencing the Extent of Grid Pricing 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].

The Value of Carcass Characteristic EPDs

in Bred Heifer Price by

Joe L. Parcell, Kevin C. Dhuyvetter, David J. Patterson, and Richard Randle

Suggested citation format:

Parcell, J. L., K. C. Dhuyvetter, D. J. Patterson, and R. Randle. 2005. “The Value of Carcass Characteristic EPDs in Bred Heifer 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].

Supply Effects on Price Discovery and Pricing Choice

for Fed Cattle

byClement E. Ward

Suggested citation format:

Ward, C.E. 2005. “Supply Effects on Price Discovery and Pricing Choice for 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 Private Cash Forward Markets - The

Case of Lumber

byMark R. Manfredo and Dwight R. Sanders

Suggested citation format:

Manfredo, M. R., and D. R. Sanders. 2005. “Price Discovery in Private Cash Forward Markets - The Case of Lumber.” 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].

Intermediate Volatility Forecasts Using Implied

Forward Volatility: The Performance of Selected Agricultural Commodity Options

byThorsten M. Egelkraut and Philip Garcia

Suggested citation format:

Egelkraut, T. M., and P. Garcia. 2005. “Intermediate Volatility Forecasts Using Implied Forward Volatility: The Performance of Selected Agricultural Commodity Options.” 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].

A Test of Forecast Consistency Using USDA Livestock

Price Forecasts

byDwight R. Sanders and Mark R. Manfredo

Suggested citation format:

Sanders, D. R., and M. R. Manfredo. 2005. “A Test of Forecast Consistency Using USDA Livestock Price 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].

The Value of USDA Situation and Outlook Information

in Hog and Cattle Markets

by

Olga Isengildina, Scott H. Irwin, and Darrel L. Good

Suggested citation format:

Isengildina, O., S. H. Irwin, and D. L. Good. 2005. “The Value of USDA Situation and Outlook Information in Hog and Cattle 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].

Style and Performance

of Agricultural Market Advisory Services

by

Silvina M. Cabrini, Scott H. Irwin, and Darrel L. Good

Suggested citation format:

Cabrini S. M., S. H. Irwin, and D. L. Good. 2005. “Style and Performance of Agricultural Market Advisory Services.” 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].

Wheat Forward Contract Pricing: Evidence on Forecast

Power and Risk Premia

by

Wei Shi, Scott H. Irwin, Darrel L. Good,

and Sarah N. Dietz

Suggested citation format:

Shi, W., S. H. Irwin, D. L. Good and S. N. Dietz. 2005. “Wheat Forward Contract Pricing: Evidence on Forecast Power and Risk Premia.” 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].