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Alternative Strategies for Managing Price Risk with Options by Robert J. Hauser and James S. Eales Suggested citation format: Hauser, R. J., and J. S.

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Presentation on theme: "Alternative Strategies for Managing Price Risk with Options by Robert J. Hauser and James S. Eales Suggested citation format: Hauser, R. J., and J. S."— Presentation transcript:

1 Alternative Strategies for Managing Price Risk with Options by Robert J. Hauser and James S. Eales Suggested citation format: Hauser, R. J., and J. S. Eales. 1986. “Alternative Strategies for Managing Price Risk with Options.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

2 Evaluating the Use of Options for Forward Pricing Soybeans by Illinois Producers in a Risk and Return Framework by Phil Eberle, John R. Harrel, and Lyle Solverson Suggested citation format: Eberle, P., J. R. Harrel, and L. Solverson. 1986. “Evaluating the Use of Options for Forward pricing Soybeans by Illinois Producers in a Risk and Return Framework.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

3 Interactions among Price, Production, and Financial Risk in Analysis of Optimal Marketing Strategies for Farmers by Vickie J. Alexander and Wesley N. Musser Suggested citation format: Alexander, V. J., and W. N. Musser. 1986. “Interactions among Price, Production, and Financial Risk in Analysis of Optimal Marketing Strategies for Farmers.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

4 Determination of Optimal Forward Contracting for a Peanut Buyer-Sheller by Robert W. Dubman and Bill R. Miller Suggested citation format: Dubman, R. W., and B. R. Miller. 1986. “Determination of Optimal Forward Contracting for a Peanut Buyer-Sheller.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

5 Basis Risk and Optimal Decision Making for California Fed Cattle by Timothy Park and Frances Antonovitz Suggested citation format: Park, T., and F. Antonovitz. 1986. “Basis Risk and Optimal Decision Making for California Fed Cattle.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

6 A Comparison of Analytical Approaches for Estimating Hedge Ratios for Agricultural Commodities by Harvey J. Witt, Ted C. Schroeder, and Marvin L. Hayenga Suggested citation format: Witt, H. J., T. C. Schroeder, and M. L. Hayenga. 1986. “A Comparison of Analytical Approaches for Estimating Hedge Ratios for Agricultural Commodities.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

7 Forecasting Corn Gluten Feed Prices Using Soybean Meal Futures: Opportunities for Cross Hedging by Jack E. Houston and Glenn C. W. Ames Suggested citation format: Houston, J. E., and G. C. W. Ames. 1986. “Forecasting Corn Gluten Feed Prices Using Soybean Meal Futures: Opportunities for Cross Hedging.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

8 Estimating the Effects of Risk on the Supply of Storage by Joseph W. Glauber Suggested citation format: Glauber, J. W. 1986. “Estimating the Effects of Risk on the Supply of Storage.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

9 The Execution Cost of Trading in Commodity Futures Markets by Sarahelen Thompson and Mark Waller Suggested citation format: Thompson, S., and M. Waller. 1986. “The Execution Cost of Trading in Commodity Futures Markets.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

10 Corn and Soybean Basis Behavior: An Intertemporal, Cross-Sectional Analysis by Philip Garcia, Robert Hauser, and Alan Tumblin Suggested citation format: Garcia, P., R. Hauser, and A. Tumblin. 1986. “Corn and Soybean Basis Behavior: An Intertemporal, Cross-Sectional Analysis.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

11 Use of “Basis” as a Guideline for Storage Strategies for Corn, Wheat, and Soybeans on Michigan Farms by John N. Ferris Suggested citation format: Ferris, J. N. 1986. “Use of ‘Basis’ as a Guideline for Storage Strategies for Corn, Wheat, and Soybeans on Michigan Farms.” Proceedings of the NCR- 134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

12 Forecasting Futures Price Variability by Joseph W. Glauber and Richard G. Heifner Suggested citation format: Glauber, J. W., and R. G. Heifner. 1986. “Forecasting Futures Price Variability.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

13 An Appraisal of Composite Forecasting Methods by David W. Park and William G. Tomek Suggested citation format: Park, D. W., and W. G. Tomek. 1986. “An Appraisal of Composite Forecasting Methods.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

14 Random Walk Priors, Multiple Time Series and the Forecast by David A. Bessler and Robert G. Nelson Suggested citation format: Bessler, D. A., and R. G. Nelson. 1986. “Random Walk Priors, Multiple Time Series and the Forecast.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

15 Discriminating among Expectations Models Using Non-Nested Testing Procedures by Frances Antonovitz and Richard Green Suggested citation format: Antonovitz, F., and R. Green. 1986. “Discriminating among Expectations Models Using Non-Nested Testing Procedures.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

16 Forecasting Key Intra-Year Price and Export Patterns for Soybeans and Soybean Products by Jim L. Matthews, Roger Hoskin, and Bruce Wendland Suggested citation format: Matthews, J. L., R. Hoskin, and B. Wendland. 1986. “Forecasting Key Intra- Year Price and Export Patterns for Soybeans and Soybean Products.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

17 A Practical Approach to Forecasting Winter-Fresh Tomato Markets by Shannon Reid Hamm and Neilson Conklin Suggested citation format: Hamm, S. R., and N. Conklin. 1986. “A Practical Approach to Forecasting Winter-Fresh Tomato Markets.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

18 Using the Microcomputer to Build and Operate a Grain, Oilseeds, and Livestock (GOL) Simulation Model by John Wainio, Karen Liu, and Vernon Roningen Suggested citation format: Wainio, J., K. Liu, and V. Roningen. 1986. “Using the Microcomputer to Build and Operate a Grain, Oilseeds, and Livestock (GOL) Simulation Model.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

19 A Method for Adapting a Monthly Behavioral Relationship for Use in an Annual Model by Duane Schouten and William H. Meyers Suggested citation format: Schouten, D., and W. H. Meyers. 1986. “A Method for Adapting a Monthly Behavioral Relationship for Use in an Annual Model.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

20 The U.S. and Iowa Soybeans Market: Implications to Iowa Soybean Producers by Mark S. Ash and William H. Meyers Suggested citation format: Ash, M. S., and W. H. Meyers. 1986. “The U.S. and Iowa Soybeans Market: Implications to Iowa Soybean Producers.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

21 The Changing Structure of U.S. Meat Demand: Implications for Meat Price Forecasting by Roger A. Dahlgran Suggested citation format: Dahlgran, R. A. 1986. “The Changing Structure of U.S. Meat Demand: Implications for Meat Price Forecasting.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

22 Income Distribution and Structural Change in U.S. Meat Demand by Laurian J. Unnevehr Suggested citation format: Unnevehr, L. J. 1986. “Income Distribution and Structural Change in U.S. Meat Demand.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

23 Short-Term Vertical Market Price Interrelationships in the Livestock Meat Sector by Ted C. Schroeder and Marvin L. Hayenga Suggested citation format: Schroeder, T. C., and M. L. Hayenga. 1986. “Short-Term Vertical Market Price Interrelationships in the Livestock Meat Sector.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

24 The Impacts of Fuel Ethanol on the Corn and Soybean Industries: An Econometric Approach by Robert E. Young II, Eugenia Bair, Robin Perso, and Abner Womack Suggested citation format: Young, R. E., II, E. Bair, R. Perso, and A. Womack. 1986. “The Impacts of Fuel Ethanol on the Corn and Soybean Industries: An Econometric Approach.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

25 Intermarket Wheat Spreads by William W. Wilson and Alfred Chan Suggested citation format: Wilson, W. W., and A. Chan. 1986. “Intermarket Wheat Spreads.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].


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