Presentation is loading. Please wait.

Presentation is loading. Please wait.

Price Discovery for Stocker Cattle Futures and Options by Matthew A. Diersen and Nicole L. Klein Suggested citation format: Diersen, M. A., and N. L. Klein.

Similar presentations


Presentation on theme: "Price Discovery for Stocker Cattle Futures and Options by Matthew A. Diersen and Nicole L. Klein Suggested citation format: Diersen, M. A., and N. L. Klein."— Presentation transcript:

1 Price Discovery for Stocker Cattle Futures and Options by Matthew A. Diersen and Nicole L. Klein Suggested citation format: Diersen, M. A., and N. L. Klein. “Price Discovery for Stocker Cattle Futures and Options," Proceedings of the 2000 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

2 Hedging with Futures and Options: A Demand Systems Approach by Darren L. Frenchette Suggested citation format: Frenchette, D. L. “Hedging with Futures and Options: A Demand Systems Approach," Proceedings of the 2000 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

3 Short-Run Demand Relationships in the U.S. Fats and Oils Complex by Barry K. Goddwin, Daniel Harper and Randy Schnepf Suggested citation format: Goddwin, B. K., D. Harper, and R. Schnepf. “Short-Run Demand Relationships in the U.S. Fats and Oils Complex," Proceedings of the 2000 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

4 Impact of alternative Grid Pricing Structures on Cattle Marketing Decisions by Heather C. Greer and James N. Trapp Suggested citation format: Greer, H. C., and J. N. Trapp. “Impact of alternative Grid Pricing Structures on Cattle Marketing Decisions," Proceedings of the 2000 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

5 Price and Price Risk Dynamics in Barge and Ocean Freight Markets and the Effects on CommodityTrading by Michael S. Haigh and Henry L. Bryant Suggested citation format: Haigh, M. S. and H. L. Bryant. “Price and Price Risk Dynamics in Barge and Ocean Freight Markets and The Effects on Commodity Trading," Proceedings of the 2000 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

6 Increasing the Accuracy of Option Pricing by Using Implied Parameters Related to Higher Moments by Dasheng Ji and B. Wade Brorsen Suggested citation format: Ji, D., and B. W. Brorsen. “Increasing the Accuracy of Option Pricing by Using Implied Parameters Related to Higher Moments," Proceedings of the 2000 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

7 The Performance of Agricultural Market Advisory Services in Marketing Wheat by Mark A. Jirik, Scott H. Irwin, Darrel L. Good, Thomas E. Jackson and Joao Martines-Filho Suggested citation format: Jirik, M. A., S. H. Irwin, D. L. Good, T. E. Jackson, and J. Martines-Filho. “The Performance of Agricultural Market Advisory Services in Marketing Wheat," Proceedings of the 2000 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

8 Returns to Market Timing and Sorting of Fed Cattle by Stephen R. Koontz, Dana L. Hoag, Jodine L. Walker and John R. Brethour Suggested citation format: Koontz, S. R., D. L. Hoag, J. L. Walker, and J. R. Brethour. “Returns to Market Timing and Sorting of Fed Cattle," Proceedings of the 2000 NCCC- 134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

9 Effects of Meat Recalls on Futures Market Prices by Jayson L. Lusk and Ted C. Schroeder Suggested citation format: Lusk, J. L., and T. C. Schroeder. “Effects of Meat Recalls on Futures Market Prices," Proceedings of the 2000 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

10 U.S. Farm Policy and the Variability of Commodity Prices and Farm Revenues by Sergio H. Lence and Dermot J. Hayes Suggested citation format: Lence, S. H., and D. J. Hayes. “U.S. Farm Policy and the Variability of Commodity Prices and Farm Revenues," Proceedings of the 2000 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

11 Using Satellite Imagery in Kansas Crop Yield and Net Farm Income Forecasts by Heather D. Nivens, Terry L. Kastens and Kevin C. Dhuyvetter Suggested citation format: Nivens, H. D., T. L. Kastens, and K. C. Dhuyvetter. “Using Satellite Imagery in Kansas Crop Yield and Net Farm Income Forecasts," Proceedings of the 2000 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

12 The Impact of the LDP on Corn and Soybean Basis in Missouri by Joe L. PARCELL Suggested citation format: PARCELL, J. L. “The Impact of the LDP on Corn and Soybean Basis in Missouri," Proceedings of the 2000 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

13 An Empirical Invertigation of Live Hog Demand by Joe L. Parcell, James Mintert and Ron Plain Suggested citation format: Parcell, J. L., J. Mintert, and R. Plain. “An Empirical Invertigation of Live Hog Demand," Proceedings of the 2000 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

14 Implications of Deflating Commodity Prices For Time-series Analysis by Hikaru Hanawa Peterson and William G. Tomek Suggested citation format: Peterson, H. H. and W. G. Tomek. “Implications of Deflating Commodity Prices For Time-series Analysis," Proceedings of the 2000 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

15 Does the CFTC Commitments of Traders Report Contain Useful Information? by Dwight R. Sanders and Keith Boris Suggested citation format: Sanders, D. R., and K. Boris. “Does the CFTC Commitments of Traders Report Contain Useful Information?" Proceedings of the 2000 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

16 An Analysis of Factors Affecting the Regional Cotton Basis by V. Frederick Seamon and Kandice H. Kahl Suggested citation format: Seamon, V. F., and K. H. Kahl. “An Analysis of Factors Affecting the Regional Cotton Basis," Proceedings of the 2000 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

17 Weighted Expected Utility Hedge Ratios by Darren Frechette and Jonathan W. Tuthill Suggested citation format: Frechette, D., and J. W. Tuthill. “Weighted Expected Utility Hedge Ratios," Proceedings of the 2000 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

18 The Effects of the Micro-market Structure on Illinois Elevator Spatial Corn Price Differentials by Benjamin P. Wenzel, Lowell Hill and Philip Garcia Suggested citation format: Wenzel B. P., L. Hill, and P. Garcia. “The Effects of the Micro-market Structure on Illinois Elevator Spatial Corn Price Differentials," Proceedings of the 2000 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

19 Rollover Hedging by B. Sam Yoon and B. Wade Brorsen Suggested citation format: Yoon, B. S., and B. W. Brorsen. “Rollover Hedging," Proceedings of the 2000 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

20 The Effects of Futures Trading by Large Hedge Funds and CTAS on Market Volatility by Bryce R. Holt and Scott H. Irwin Suggested citation format: Holt, B. R., and S. H. Irwin. “The Effects of Futures Trading by Large Hedge Funds and CTAS on Market Volatility," Proceedings of the 2000 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

21 Delivery Options in Futures Contracts and Basis Behavior at Contract Maturity by Jana Hranaiova Suggested citation format: Hranaiova, J. “Delivery Options in Futures Contracts and Basis Behavior at Contract Maturity," Proceedings of the 2000 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

22 Time-Varying Multiproduct Hedge Ratio Estimation in the Soybean Complex: A Simplified Approach by Mark R. Manfredo, Philip Garcia and Raymond M. Leuthold Suggested citation format: Manfredo, M. R., P. Garcia, and R. M. Leuthold. “Time-Varying Multiproduct Hedge Ratio Estimation in the Soybean Complex: A Simplified Approach," Proceedings of the 2000 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

23 Impact of Exports on the U.S. Beef Industry by Ed Van Eenoo, Everett Peterson, and Wayne Purcell Suggested citation format: Eenoo, E. V., E. Peterson, and W. Purcell. “Impact of Exports on the U.S. Beef Industry," Proceedings of the 2000 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]


Download ppt "Price Discovery for Stocker Cattle Futures and Options by Matthew A. Diersen and Nicole L. Klein Suggested citation format: Diersen, M. A., and N. L. Klein."

Similar presentations


Ads by Google