Presentation is loading. Please wait.

Presentation is loading. Please wait.

Research Topics - Agricultural Futures by Thomas Coleman Suggested citation format: Coleman, T. 1991. “Research Topics - Agricultural Futures.” Proceedings.

Similar presentations


Presentation on theme: "Research Topics - Agricultural Futures by Thomas Coleman Suggested citation format: Coleman, T. 1991. “Research Topics - Agricultural Futures.” Proceedings."— Presentation transcript:

1 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].

2 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].

3 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].

4 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].

5 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].

6 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].

7 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].

8 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].

9 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].

10 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].

11 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].

12 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].

13 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].

14 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].

15 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].

16 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].

17 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].

18 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].

19 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].

20 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].

21 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].

22 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].

23 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].

24 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].

25 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].

26 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].

27 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].

28 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].

29 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].

30 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].


Download ppt "Research Topics - Agricultural Futures by Thomas Coleman Suggested citation format: Coleman, T. 1991. “Research Topics - Agricultural Futures.” Proceedings."

Similar presentations


Ads by Google