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Vector Autoregressions on U.S. Hog Prices by Jon A. Brandt and David A. Bessler Suggested citation format: Brandt, J. A., and D. A. Bessler. 1983. “Vector.

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Presentation on theme: "Vector Autoregressions on U.S. Hog Prices by Jon A. Brandt and David A. Bessler Suggested citation format: Brandt, J. A., and D. A. Bessler. 1983. “Vector."— Presentation transcript:

1 Vector Autoregressions on U.S. Hog Prices by Jon A. Brandt and David A. Bessler Suggested citation format: Brandt, J. A., and D. A. Bessler. 1983. “Vector Autoregressions on U.S. Hog Prices.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Des Moines, IA. [http://www.farmdoc.uiuc.edu/nccc134].

2 Analysis of Retail Beef to Live Cattle Price Spreads by John E. Ikerd Suggested citation format: Ikerd, J. E. 1983. “Analysis of Retail Beef to Live Cattle Price Spreads.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Des Moines, IA. [http://www.farmdoc.uiuc.edu/nccc134].

3 Alternative Forecasting Techniques: A Case Study for Livestock Prices by Kim S. Harris and Raymond M. Leuthold Suggested citation format: Harris, K. S., and R. M., Leuthold. 1983. “Alternative Forecasting Techniques: A Case Study for Livestock Prices.” Proceedings of the NCR- 134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Des Moines, IA. [http://www.farmdoc.uiuc.edu/nccc134].

4 Forecasting Shortrun Beef and Pork Supplies Using Seasonal Analysis by Robert V. Price and Livia R. Cloman Suggested citation format: Price, R. V., and L. R. Cloman. 1983. “Forecasting Shortrun Beef and Pork Supplies Using Seasonal Analysis.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Des Moines, IA. [http://www.farmdoc.uiuc.edu/nccc134].

5 Parametric Disaggregation of a Beef Cattle Model and Application to Regional Supply Response by Barry W. Bobst and Joe T. Davis Suggested citation format: Bobst, B. W., and J. T. Davis. 1983. “Parametric Disaggregation of a Beef Cattle Model and Application to Regional Supply Response.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Des Moines, IA. [http://www.farmdoc.uiuc.edu/nccc134].

6 Estimating Choice 600-700 Pound Carlot Carcass Beef Price by John R. Franzmann Suggested citation format: Franzmann, J. R. 1983. “Estimating Choice 600-700 Pound Carlot Carcass Beef Price.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Des Moines, IA. [http://www.farmdoc.uiuc.edu/nccc134].

7 Forecasting Farmers’ Response to the Farmer-Owned Reserve Program by William H. Myers, Robert W. Jolly, and D. Craig Smyth Suggested citation format: Myers, W. H., R. W. Jolly, and D. C. Smyth. 1983. “Forecasting Farmers’ Response to the Farmer-Owned Reserve Program.” Proceedings of the NCR- 134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Des Moines, IA. [http://www.farmdoc.uiuc.edu/nccc134].

8 An Evaluation of the Forecasting Accuracy of Alternative Acreage Supply Response Models by David R. Lee and Peter G. Helmberger Suggested citation format: Lee, D. R., and P. G. Helmberger. 1983. “An Evaluation of the Forecasting Accuracy of Alternative Acreage Supply Response Models.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Des Moines, IA. [http://www.farmdoc.uiuc.edu/nccc134].

9 Soybean Oil Price Forecasts: Can Structural Models Help? by Jim L. Matthews Suggested citation format: Matthews, J. L. 1983. “Soybean Oil Price Forecasts: Can Structural Models Help?” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Des Moines, IA. [http://www.farmdoc.uiuc.edu/nccc134].

10 An Alternative Parameter Estimation Approach for Risk Management Decision Models by James N. Trapp Suggested citation format: Trapp, J. N. 1983. “An Alternative Parameter Estimation Approach for Risk Management Decision Models.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Des Moines, IA. [http://www.farmdoc.uiuc.edu/nccc134].

11 A Portfolio-Based Discrete Optimal Hedging Technique with an Application to Cattle Feeding by Paul E. Peterson and Raymond M. Leuthold Suggested citation format: Peterson, P. E., and R. M. Leuthold. 1983. “A Portfolio-Based Discrete Optimal Hedging Technique with an Application to Cattle Feeding.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Des Moines, IA. [http://www.farmdoc.uiuc.edu/nccc134].

12 Flexible Marketing Strategies for Wheat Producers by James C. Cornelius and Mike L. Dickens Suggested citation format: Cornelius, J. C., and M. L. Dickens. 1983. “Flexible Marketing Strategies for Wheat Producers.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Des Moines, IA. [http://www.farmdoc.uiuc.edu/nccc134].

13 Lead-Lag Price Relationships Between Thinly and Heavily Traded Commodity Markets by Colin A. Carter and Gordon C. Rausser Suggested citation format: Carter, C. A., and G. C. Rausser. 1983. “Lead-Lag Price Relationships Between Thinly and Heavily Traded Commodity Markets.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Des Moines, IA. [http://www.farmdoc.uiuc.edu/nccc134].

14 Expectations and Intertemporal Pricing in Commodity Futures and Spot Markets by Richard E. Just and Gordon C. Rausser Suggested citation format: Just, R. E., and G. C. Rausser. 1983. “Expectations and Intertemporal Pricing in Commodity Futures and Spot Markets.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Des Moines, IA. [http://www.farmdoc.uiuc.edu/nccc134].

15 Profitable Hedging Opportunities and Risk Premiums for Producers in Live Cattle and Live Hog Futures Markets by Marvin L. Hayenga, Dennis D. DiPietre, J. Marvin Skadberg, and Ted C. Schroeder Suggested citation format: Hayenga, M. L., D. D. DiPietre, J. M. Skadberg, and T. C. Schroeder. 1983. “Profitable Hedging Opportunities and Risk Premiums for Producers in Live Cattle and Live Hog Futures Markets.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Des Moines, IA. [http://www.farmdoc.uiuc.edu/nccc134].

16 An Analysis of the Factors Influencing the Illinois Corn Basis, 1971-1981 by Philip Garcia and Darrel Good Suggested citation format: Garcia, P., and D. Good. 1983. “An Analysis of the Factors Influencing the Illinois Corn Basis, 1971-1981.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Des Moines, IA. [http://www.farmdoc.uiuc.edu/nccc134].

17 Forecasting the Storage-Season Wisconsin Basis for Corn by Nicholas Powers and Aaron Johnson, Jr. Suggested citation format: Powers, N., and A. Johnson, Jr. 1983. “Forecasting the Storage-Season Wisconsin Basis for Corn.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Des Moines, IA. [http://www.farmdoc.uiuc.edu/nccc134].

18 Alternatives for Production and Dissemination of Outlook by H. B. Huff, S. R. Johnson, and A. W. Womack Suggested citation format: Huff, H. B., S. R. Johnson, and A. W. Womack. 1983. “Alternatives for Production and Dissemination of Outlook.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Des Moines, IA. [http://www.farmdoc.uiuc.edu/nccc134].

19 Summary: Panel Discussion on Research Priorities by Warren Malkerson, Howard Madsen, and Marilyn Hankey Suggested citation format: Malkerson, W., H. Madsen, and M. Hankey. 1983. “Summary: Panel Discussion on Research Priorities.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Des Moines, IA. [http://www.farmdoc.uiuc.edu/nccc134].


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