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].