Alternative Strategies for Managing Price Risk

with Options

by

Robert J. Hauser and James S. Eales

Suggested citation format:

Hauser, R. J., and J. S. Eales. 1986. “Alternative Strategies for Managing Price Risk with 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].

Evaluating the Use of Options for Forward Pricing

Soybeans by Illinois Producers in a Risk

and Return Framework

by

Phil Eberle, John R. Harrel, and Lyle Solverson

Suggested citation format:

Eberle, P., J. R. Harrel, and L. Solverson. 1986. “Evaluating the Use of Options for Forward pricing Soybeans by Illinois Producers in a Risk and Return Framework.” 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].

Interactions among Price, Production, and Financial

Risk in Analysis of Optimal Marketing

Strategies for Farmers

by

Vickie J. Alexander and Wesley N. Musser

Suggested citation format:

Alexander, V. J., and W. N. Musser. 1986. “Interactions among Price, Production, and Financial Risk in Analysis of Optimal Marketing Strategies for Farmers.” 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].

Determination of Optimal Forward Contracting

for a Peanut Buyer-Sheller

by

Robert W. Dubman and Bill R. Miller

Suggested citation format:

Dubman, R. W., and B. R. Miller. 1986. “Determination of Optimal Forward Contracting for a Peanut Buyer-Sheller.” 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].

Basis Risk and Optimal Decision Making

for California Fed Cattle

by

Timothy Park and Frances Antonovitz

Suggested citation format:

Park, T., and F. Antonovitz. 1986. “Basis Risk and Optimal Decision Making for California 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].

A Comparison of Analytical Approaches for Estimating

Hedge Ratios for Agricultural Commodities

by

Harvey J. Witt, Ted C. Schroeder, and Marvin L. Hayenga

Suggested citation format:

Witt, H. J., T. C. Schroeder, and M. L. Hayenga. 1986. “A Comparison of Analytical Approaches for Estimating Hedge Ratios for Agricultural Commodities.” 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 Corn Gluten Feed Prices Using Soybean

Meal Futures: Opportunities for Cross Hedging

by

Jack E. Houston and Glenn C. W. Ames

Suggested citation format:

Houston, J. E., and G. C. W. Ames. 1986. “Forecasting Corn Gluten Feed Prices Using Soybean Meal Futures: Opportunities for Cross Hedging.” 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].

Estimating the Effects of Risk on the Supply of Storage

by

Joseph W. Glauber

Suggested citation format:

Glauber, J. W. 1986. “Estimating the Effects of Risk on the Supply of Storage.” 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 Execution Cost of Trading in Commodity

Futures Markets

by

Sarahelen Thompson and Mark Waller

Suggested citation format:

Thompson, S., and M. Waller. 1986. “The Execution Cost of Trading in Commodity 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].

Corn and Soybean Basis Behavior:

An Intertemporal, Cross-Sectional Analysis

by

Philip Garcia, Robert Hauser, and Alan Tumblin

Suggested citation format:

Garcia, P., R. Hauser, and A. Tumblin. 1986. “Corn and Soybean Basis Behavior: An Intertemporal, Cross-Sectional Analysis.” 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].

Use of “Basis” as a Guideline for Storage Strategies for

Corn, Wheat, and Soybeans on Michigan Farms

by

John N. Ferris

Suggested citation format:

Ferris, J. N. 1986. “Use of ‘Basis’ as a Guideline for Storage Strategies for Corn, Wheat, and Soybeans on Michigan Farms.” 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 Futures Price Variability

by

Joseph W. Glauber and Richard G. Heifner

Suggested citation format:

Glauber, J. W., and R. G. Heifner. 1986. “Forecasting Futures Price Variability.” 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].

An Appraisal of Composite Forecasting Methods

by

David W. Park and William G. Tomek

Suggested citation format:

Park, D. W., and W. G. Tomek. 1986. “An Appraisal of Composite Forecasting Methods.” 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].

Random Walk Priors, Multiple Time Series

and the Forecast

by

David A. Bessler and Robert G. Nelson

Suggested citation format:

Bessler, D. A., and R. G. Nelson. 1986. “Random Walk Priors, Multiple Time Series and the Forecast.” 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].

Discriminating among Expectations Models Using

Non-Nested Testing Procedures

by

Frances Antonovitz and Richard Green

Suggested citation format:

Antonovitz, F., and R. Green. 1986. “Discriminating among Expectations Models Using Non-Nested Testing Procedures.” 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 Key Intra-Year Price and Export Patterns

for Soybeans and Soybean Products

by

Jim L. Matthews, Roger Hoskin, and Bruce Wendland

Suggested citation format:

Matthews, J. L., R. Hoskin, and B. Wendland. 1986. “Forecasting Key Intra-Year Price and Export Patterns for Soybeans and Soybean Products.” 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 Practical Approach to Forecasting Winter-Fresh

Tomato Markets

by

Shannon Reid Hamm and Neilson Conklin

Suggested citation format:

Hamm, S. R., and N. Conklin. 1986. “A Practical Approach to Forecasting Winter-Fresh Tomato 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].

Using the Microcomputer to Build and Operate a Grain,

Oilseeds, and Livestock (GOL) Simulation Model

by

John Wainio, Karen Liu, and Vernon Roningen

Suggested citation format:

Wainio, J., K. Liu, and V. Roningen. 1986. “Using the Microcomputer to Build and Operate a Grain, Oilseeds, and Livestock (GOL) Simulation Model.” 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 Method for Adapting a Monthly Behavioral

Relationship for Use in an Annual Model

by

Duane Schouten and William H. Meyers

Suggested citation format:

Schouten, D., and W. H. Meyers. 1986. “A Method for Adapting a Monthly Behavioral Relationship for Use in an Annual Model.” 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 U.S. and Iowa Soybeans Market: Implications to

Iowa Soybean Producers

by

Mark S. Ash and William H. Meyers

Suggested citation format:

Ash, M. S., and W. H. Meyers. 1986. “The U.S. and Iowa Soybeans Market: Implications to Iowa Soybean Producers.” 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 Changing Structure of U.S. Meat Demand:

Implications for Meat Price Forecasting

by

Roger A. Dahlgran

Suggested citation format:

Dahlgran, R. A. 1986. “The Changing Structure of U.S. Meat Demand: Implications for Meat Price Forecasting.” 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].

Income Distribution and Structural Change

in U.S. Meat Demand

by

Laurian J. Unnevehr

Suggested citation format:

Unnevehr, L. J. 1986. “Income Distribution and Structural Change in U.S. Meat Demand.” 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].

Short-Term Vertical Market Price Interrelationships in

the Livestock Meat Sector

by

Ted C. Schroeder and Marvin L. Hayenga

Suggested citation format:

Schroeder, T. C., and M. L. Hayenga. 1986. “Short-Term Vertical Market Price Interrelationships in the Livestock Meat Sector.” 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 Impacts of Fuel Ethanol on the Corn and Soybean

Industries: An Econometric Approach

by

Robert E. Young II, Eugenia Bair,

Robin Perso, and Abner Womack

Suggested citation format:

Young, R. E., II, E. Bair, R. Perso, and A. Womack. 1986. “The Impacts of Fuel Ethanol on the Corn and Soybean Industries: An Econometric Approach.” 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].

Intermarket Wheat Spreads

by

William W. Wilson and Alfred Chan

Suggested citation format:

Wilson, W. W., and A. Chan. 1986. “Intermarket Wheat Spreads.” 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].