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The Price Adjustment Process and Efficiency of Grain Futures Markets Implied by Return Series of Various Time Intervals by Shi-Miin Liu and Sarahelen R.

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Presentation on theme: "The Price Adjustment Process and Efficiency of Grain Futures Markets Implied by Return Series of Various Time Intervals by Shi-Miin Liu and Sarahelen R."— Presentation transcript:

1 The Price Adjustment Process and Efficiency of Grain Futures Markets Implied by Return Series of Various Time Intervals by Shi-Miin Liu and Sarahelen R. Thompson Suggested citation format: Liu, S.-M., and S. R. Thompson. “The Price Adjustment Process and Efficiency of Grain Futures Markets Implied by Return Series of Various Time Intervals," Proceedings of the 1990 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

2 Comparison of Liquidity Costs Between the Kansas City and Chicago Wheat Futures Contracts by David Seibold, Sarahelen Thompson and James S. Eales Suggested citation format: Seibold, D., S. Thompson, and J. S. Eales. “Comparison of Liquidity Costs Between the Kansas City and Chicago Wheat Futures Contracts," Proceedings of the 1990 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

3 Asymmetric Pricing in Live Cattle Futures by Milton S. Boyd, B. Wade Brorsen and Gary E. Warkentine Suggested citation format: Boyd, M. S., B. W. Brorsen, and G. E. Warkentine. “Asymmetric Pricing in Live Cattle Futures," Proceedings of the 1990 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

4 Impact of Cash Settlement on the Effectiveness of Price Discovery Processes in Feeder Cattle by John B. Rowsell and Wayne D. Purcell Suggested citation format: Rowsell, J. B., and W. D. Purcell. “Impact of Cash Settlement on the Effectiveness of Price Discovery Processes in Feeder Cattle," Proceedings of the 1990 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

5 Forecasting Prices in the Forward Cash Market for Corn and Soybeans by David D. Johnson Suggested citation format: Johnson, D. D.. “Forecasting Prices in the Forward Cash Market for Corn and Soybeans," Proceedings of the 1990 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

6 The Soybean Complex Spread: An Examination of Market Efficiency from the Viewpoint of a Production Process by Robert L. Johnson, Carl R. Zulauf, Scott H. Irwin and Mary E. Gerlow Suggested citation format: Johnson, R. L., C. R. Zulauf, S. H. Irwin and M. E. Gerlow. “The Soybean Complex Spread: An Examination of Market Efficiency from the Viewpoint of a Production Process," Proceedings of the 1990 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

7 Feeder Cattle Cash Settlement: Impacts on Basis Variability in Selected U.S. Markets by Donald R. Rich, Raymond M. Leuthold and Michael A. Hudson Suggested citation format: Rich, D. R., R. M. Leuthold and M. A. Hudson. “Feeder Cattle Cash Settlement: Impacts on Basis Variability in Selected U.S. Markets," Proceedings of the 1990 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

8 Efficiency Characteristics of the Live Cattle Options Market by Robert J. Hauser and Yue Liu Suggested citation format: Hauser, R. J., and Y. Liu. “Efficiency Characteristics of the Live Cattle Options Market," Proceedings of the 1990 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

9 Sensitivity of Risk Premium Analyses to Violations of Distributional Assumptions by T. Randall Fortenbery and Hector O. Zapata Suggested citation format: Fortenbery, T. R., and H. O. Zapata. “Sensitivity of Risk Premium Analyses to Violations of Distributional Assumptions," Proceedings of the 1990 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

10 The Effects of USDA Reports in Futures and Options Markets by T. Randall Fortenbery and Daniel A. Sumner Suggested citation format: Fortenbery, T. R., and D. A. Sumner. “The Effects of USDA Reports in Futures and Options Markets," Proceedings of the 1990 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

11 Does Routine Forward Pricing Effectively Reduce Farmers' Risks? by Richard Heifner Suggested citation format: Heifner, R.. “Does Routine Forward Pricing Effectively Reduce Farmers' Risks?" Proceedings of the 1990 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

12 Statistical Process Control Adapted to Surveillance of Cash Cattle Markets by John Ginzel, Kevin Kesecker, Roger Schneider, Everett Stoddard Suggested citation format: Ginzel, J., K. Kesecker, R. Schneider, E. Stoddard. “Statistical Process Control Adapted to Surveillance of Cash Cattle Markets," Proceedings of the 1990 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

13 Cointegration Tests and Spatial Price Linkages in Regional Cattle Markets by Barry K. Goodwin and Ted C. Schroeder Suggested citation format: Goodwin, B. K., and T. C. Schroeder. “Cointegration Tests and Spatial Price Linkages in Regional Cattle Markets," Proceedings of the 1990 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

14 Competition for Fed Cattle in Colorado vs. Other Markets: The Impact of the Decline in Packers and Ascent in Contracting by Marvin Hayenga and Dan O'Brien Suggested citation format: Hayenga, M., and D. O'Brien. “Competition for Fed Cattle in Colorado vs. Other Markets: The Impact of the Decline in Packers and Ascent in Contracting," Proceedings of the 1990 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

15 Analyzing the Seasonality of U.S. Meat Demand by Using Disaggregated Weekly Data by Thomas I. Wahl, Dermot J. Hayes and David Hennessy Suggested citation format: Wahl, T. I., D. J. Hayes, and D. Hennessy. “Analyzing the Seasonality of U.S. Meat Demand by Using Disaggregated Weekly Data," Proceedings of the 1990 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

16 Simultaneity and Structural Change in Fed Beef Demand by James Eales and Inshik Lee Suggested citation format: Eales, J., and I. Lee. “Simultaneity and Structural Change in Fed Beef Demand," Proceedings of the 1990 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

17 Using Nonparametric Demand Analysis in a Meat Demand System by Ann A. Wilkinson and Jon A. Brandt Suggested citation format: Wilkinson, A. A., and J. A. Brandt. “Using Nonparametric Demand Analysis in a Meat Demand System," Proceedings of the 1990 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

18 A Long Term Forecasting Model of the Livestock and Poultry Sectors by Mark R. Weimar and Richard P. Stillman Suggested citation format: Weimar, M. R., and R. P. Stillman. “A Long Term Forecasting Model of the Livestock and Poultry Sectors," Proceedings of the 1990 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

19 An Analysis of the Consistency of Public Data Used in Demand Analysis for Livestock by Richard Stillman and Mark Weimar Suggested citation format: Stillman, R., and M. Weimar. “An Analysis of the Consistency of Public Data Used in Demand Analysis for Livestock," Proceedings of the 1990 NCCC- 134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

20 Rationally Expected Livestock and Poultry Price Forecasts and Meat Price Predictions from a Livestock and Meat Sector Model by Barry W. Bobst and Robert W. Harrison Suggested citation format: Bobst, B. W., and R. W. Harrison. “Rationally Expected Livestock and Poultry Price Forecasts and Meat Price Predictions from a Livestock and Meat Sector Model," Proceedings of the 1990 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

21 The Transmission of Price Variability under Traffication by Dermot J. Hayes, Thomas I. Wahl and S. R. Johnson Suggested citation format: Hayes, D. J., T. I. Wahl, and S. R. Johnson. “The Transmission of Price Variability under Traffication," Proceedings of the 1990 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

22 Hog Producer's Marketing Decisions Under Alternative Utility Specifications by Brian Adam and Philip Garcia Suggested citation format: Adam, B., and P. Garcia. “Hog Producer's Marketing Decisions Under Alternative Utility Specifications," Proceedings of the 1990 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

23 The Sensitivity of Live Hog Marketing Strategies to Uncertain Prices by Philip Garcia and Brian Adam Suggested citation format: Garcia, P., and B. Adam. “The Sensitivity of Live Hog Marketing Strategies to Uncertain Prices," Proceedings of the 1990 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

24 Hedonic Price Estimation for Kansas Wheat Characteristics: A Pooled Cross-Sectional Time-Series Analysis by Juan A. Espinosa and Barry K. Goodwin Suggested citation format: Espinosa, J. A., and B. K. Goodwin. “Hedonic Price Estimation for Kansas Wheat Characteristics: A Pooled Cross-Sectional Time-Series Analysis," Proceedings of the 1990 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

25 The Dynamics of Supply, Demand and Price for Wheat Programs under Rational Expectations by Theresa Sun Suggested citation format: Sun, T.. “The Dynamics of Supply, Demand and Price for Wheat Programs under Rational Expectations," Proceedings of the 1990 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

26 The Rationality of Hogs and Pigs Inventory Expectations by Phil L. Colling and Scott H. Irwin Suggested citation format: Colling, P. L., and S. H. Irwin. “The Rationality of Hogs and Pigs Inventory Expectations," Proceedings of the 1990 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

27 The Relationship Between Primary Commodity Prices and Macroeconomic Variables by Theodosios Palaskas and Panos N. Varangis Suggested citation format: Palaskas, T., and P. N. Varangis. “The Relationship Between Primary Commodity Prices and Macroeconomic Variables," Proceedings of the 1990 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

28 Exchange Rate Shocks, Macroeconomic Announcements and Commodity Price Behavior by Dhaneshwar Ghura Suggested citation format: Ghura, D.. “Exchange Rate Shocks, Macroeconomic Announcements and Commodity Price Behavior," Proceedings of the 1990 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

29 Software for Managing Income Risk Through Marketing by Rich Alderfer, Steve Harsh and Jim Hilker Suggested citation format: Alderfer, R., S. Harsh, and J. Hilker. “Software for Managing Income Risk Through Marketing," Proceedings of the 1990 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

30 Agricultural Policy for the 1990s: An Analysis of Alternatives by Jon Brandt, Kenneth Bailey, Abner Womack, Patrick Westhoff, William Meyers Suggested citation format: Brandt, J., K. Bailey, A. Womack, P. Westhoff, and W. Meyers. “Agricultural Policy for the 1990s: An Analysis of Alternatives," Proceedings of the 1990 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

31 A Framework for Analyzing Prices of Related Temporal Commodity Investment Strategies by Bruce J. Sherrick and Michael A. Hudson Suggested citation format: Sherrick, B. J., and M. A. Hudson. “A Framework for Analyzing Prices of Related Temporal Commodity Investment Strategies," Proceedings of the 1990 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

32 Option Based Assessments of Expected Price Distributions by Bruce J. Sherrick, Scott H. Irwin and D. Lynn Forster Suggested citation format: Sherrick, B. J., S. H. Irwin, and D. L. Forster. “Option Based Assessments of Expected Price Distributions," Proceedings of the 1990 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]


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