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Do Agricultural Market Advisory Services Beat the Market? by Scott H. Irwin, Thomas E. Jackson, and Darrel L. Good Suggested citation format: Irwin, S.

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Presentation on theme: "Do Agricultural Market Advisory Services Beat the Market? by Scott H. Irwin, Thomas E. Jackson, and Darrel L. Good Suggested citation format: Irwin, S."— Presentation transcript:

1 Do Agricultural Market Advisory Services Beat the Market? by Scott H. Irwin, Thomas E. Jackson, and Darrel L. Good Suggested citation format: Irwin, S. H., T. E. Jackson, and D. L. Good. 1999. “Do Agricultural Market Advisory Services Beat the 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].

2 Corporate Risk Management and the Role of Value-at-Risk by Dwight R. Sanders and Mark R. Manfredo Suggested citation format: Sanders, D. R., and M. R. Manfredo. 1999. “Corporate Risk Management and the Role of Value-at-Risk.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

3 Accuracy of USDA Fed Cattle Price Reporting: Is Mandatory Price Reporting Needed? by Stephen R. Koontz Suggested citation format: Koontz, S. R. 1999. “Accuracy of USDA Fed Cattle Price Reporting: Is Mandatory Price Reporting Needed?” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

4 Who Will Pay for Guaranteed Tender Steak? by Jayson Lusk, John Fox, Ted Schroeder, James Mintert, and Mohammad Koohmaraie Suggested citation format: Lusk, J., J. Fox, T. Schroeder, J. Mintert, and M. Koohmaraie. 1999. “Who Will Pay for Guaranteed Tender Steak?” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

5 Short-Term Variability in Grid Prices for Fed Cattle by Clement E. Ward and Jong-In Lee Suggested citation format: Ward, C. E., and J.-I. Lee. 1999. “Short-Term Variability in Grid Prices for Fed Cattle.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

6 Identifying and Managing Economic Risk in Cattle Feeding by Darrell R. Mark, Rodney Jones, and Ted C. Schroeder Suggested citation format: Mark, D. R., R. Jones, and T. C. Schroeder. 1999. “Identifying and Managing Economic Risk in Cattle Feeding.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

7 Feeder Cattle Price Slides by B. Wade Brorsen, Nouhoun Coulibaly, Francisca G. C. Richter, and DeeVon Bailey Suggested citation format: Brorsen B. W., N. Coulibaly, F. G. C. Richter, and D.V. Bailey. 1999. “Feeder Cattle Price Slides.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

8 Determinants of Replacement Heifer Price Differentials by Vern Pierce, Joe Parcell, and Richard Randle Suggested citation format: Pierce, V., J. Parcell, and R. Randle. 1999. “Determinants of Replacement Heifer Price Differentials.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

9 Evaluating Forecast Accuracy of Cattle on Feed Pre-Release Estimates by Kevin Dhuyvetter and Ted Schroeder Suggested citation format: Dhuyvetter, K., and T. Schroeder. 1999. “Evaluating Forecast Accuracy of Cattle on Feed Pre-Release Estimates.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

10 Forecasting Fed Cattle, Feeder Cattle, and Corn Cash Price Volatility: Time Series, Implied Volatility, and Composite Approaches by Mark R. Manfredo, Raymond M. Leuthold, and Scott H. Irwin Suggested citation format: Manfredo, M. R., R. M. Leuthold, and S. H. Irwin. 1999. “Forecasting Fed Cattle, Feeder Cattle, and Corn Cash Price Volatility: Time Series, Implied Volatility, and Composite Approaches.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

11 The Term Structure of Uncertainty Implied by Option Premia by John A. Shaffer and Bruce J. Sherrick Suggested citation format: Shaffer, J. A., and B. J. Sherrick. 1999. “The Term Structure of Uncertainty Implied by Option Premia.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

12 Evidence of Farmer Forward Pricing Behavior by Kevin McNew and Wesley Musser Suggested citation format: McNew, K., and W. Musser. 1999. “Evidence of Farmer Forward Pricing Behavior.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

13 Forecasting Crop Yields and Condition Indices by Paul L. Fackler and Bailey Norwood Suggested citation format: Fackler, P. L., and B. Norwood. 1999. “Forecasting Crop Yields and Condition Indices.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

14 A Calendar Spread Trading Simulation of Seasonal Processing Spreads by Christine A. Cole, Terry L. Kastens, Frederick A. Hampel, and Laura R. Gow Suggested citation format: Cole, C. A., T. L. Kastens, F. A. Hampel, and L. R. Gow. 1999. “A Calendar Spread Trading Simulation of Seasonal Processing Spreads.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

15 Why Don’t Country Elevators pay More for High Quality Wheat? The Effects of Risk Information by Brian D. Adam and Sueng Jee Hong Suggested citation format: Adam, B. D., and S. J. Hong. 1999. “Why Don’t Country Elevators pay More for High Quality Wheat? The Effects of Risk Information.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

16 Volatility Models for Commodity Markets by Paul L. Fackler and Yanjun Tian Suggested citation format: Fackler, P. L., and Y. Tian. 1999. “Volatility Models for Commodity 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].

17 Price Volatility in Dairy Markets: A Story of Stocks? by Rob Weaver and William Natcher Suggested citation format: Weaver, R., and W. Natcher. 1999. “Price Volatility in Dairy Markets: A Story of Stocks?” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

18 Commodity Futures Contract Viability: A Multidisciplinary Approach by Joost M. E. Pennings and Raymond M. Leuthold Suggested citation format: Pennings, J. M. E., and R. M. Leuthold. 1999. “Commodity Futures Contract Viability: A Multidisciplinary Approach.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

19 Payoffs to Farm Management: How Important Is Grain Marketing? by Heather Nivens and Terry L. Kastens Suggested citation format: Nivens, H., and T. L. Kastens. 1999. “Payoffs to Farm Management: How Important Is Grain Marketing?" Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

20 Testing the Possibility of Private Crop Insurance and Reinsurance Markets by H. Holly Wang, Joseph L. Krogmeier, and Bingfan Ke Suggested citation format: Wang, H. H., J. L. Krogmeier, and B. Ke. 1999. “Testing the Possibility of Private Crop Insurance and Reinsurance 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].

21 Forecasting performance of Storable and Non-Storable Commodities by Scott Daniel, Ted Schroeder, and Kevin Dhuyvetter Suggested citation format: Daniel, S., T. Schroeder, and K. Dhuyvetter. 1999. “Forecasting performance of Storable and Non-Storable Commodities.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

22 Post-Harvest Grain Storing and Hedging with Efficient Futures by Terry L. Kastens and Kevin Dhuyvetter Suggested citation format: Kastens, T. L., and K. Dhuyvetter. 1999. “Post-Harvest Grain Storing and Hedging with Efficient 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].

23 Modeling Ex Ante Price Expectations within the U.S. Broiler Market by Andrew McKenzie and Matthew T. Holt Suggested citation format: McKenzie, A., and M. T. Holt. 1999. “Modeling Ex Ante Price Expectations within the U.S. Broiler 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].

24 Hog Profit Margin Hedging: A Long-Term Out-of-Sample Evaluation by Gary D. Kee and David E. Kenyon Suggested citation format: Kee, G. D., and D. E. Kenyon. 1999. “Hog Profit Margin Hedging: A Long- Term Out-of-Sample Evaluation.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

25 Agricultural Economists’ Effectiveness in Reporting and Conveying Research Procedures and Results by Joe L. Parcell, Terry L. Kastens, Kevin C. Dhuyvetter, and Ted C. Schroeder Suggested citation format: Parcell, J. L., T. L. Kastens, K. C. Dhuyvetter, and T. C. Schroeder. 1999. “Agricultural Economists’ Effectiveness in Reporting and Conveying Research Procedures and Results.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

26 They Trade Shrimp in Minneapolis? An Examination of the MGE White Shrimp Futures Contract by Dwight R. Sanders and Joost M. E. Pennings Suggested citation format: Sanders, D.R., and J. M. E. Pennings. 1999. “They Trade Shrimp in Minneapolis? An Examination of the MGE White Shrimp Futures Contract.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

27 A Full Bayesian Analysis of Structural Changes with the AIDS Model: The Case of Meat Demand by Ibrahima Yague, Steven C. Turner, and Jeffrey H. Dorfman Suggested citation format: Yague, I., S. C. Turner, and J. H. Dorfman. 1999. “A Full Bayesian Analysis of Structural Changes with the AIDS Model: The Case of Meat Demand.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

28 Bankers’ Forecasts of Farmland Value by Ted Covey Suggested citation format: Covey, T. 1999. “Bankers’ Forecasts of Farmland Value.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].


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