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Some World Macroeconomic Determinants of Storable, Internationally-Traded Agricultural Commodity Prices by Emilio Pagoulatos, Azzeddine Azzam, and Motoichiro.

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Presentation on theme: "Some World Macroeconomic Determinants of Storable, Internationally-Traded Agricultural Commodity Prices by Emilio Pagoulatos, Azzeddine Azzam, and Motoichiro."— Presentation transcript:

1 Some World Macroeconomic Determinants of Storable, Internationally-Traded Agricultural Commodity Prices by Emilio Pagoulatos, Azzeddine Azzam, and Motoichiro Kitazawa Suggested citation format: Pagoulatos, E., A. Azzam, and M. Kitazawa. 1987. “Some World Macroeconomic Determinants of Storable, Internationally-Traded Agricultural Commodity 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].

2 Forecasting the U.S. Cotton Industry: Structural and Time Series Approaches by Dean T. Chen and David A. Bessler Suggested citation format: Chen, D. T., and D. A. Bessler. 1987. “Forecasting the U.S. Cotton Industry: Structural and Time Series 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].

3 Simultaneous Prediction of Price Magnitude and Direction by L. R. Cloman, J. E. Epperson, N. R. French, and T. T. Fu Suggested citation format: Cloman, L. R., J. E. Epperson, N. R. French, and T. T. Fu. 1987. “Simultaneous Prediction of Price Magnitude and Direction.” 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 Risk Behavior and Rational Expectations in the U.S. Broiler Market by Satheesh V. Aradhyula and Matthew T. Holt Suggested citation format: Aradhyula, S. V., and M. T. Holt. 1987. “Risk Behavior and Rational Expectations in 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].

5 Re-examination of the Pricing Efficiency of the Hog Futures Market by Raymond M. Leuthold, Philip Garcia, Brian Adam, and Wayne I. Park Suggested citation format: Leuthold, R. M., P. Garcia, B. Adam, and W. I. Park. 1987. “Re-examination of the Pricing Efficiency of the 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].

6 Forecasting Livestock Prices Using a Stochastic Coefficient Approach by Richard P. Stillman, Roger K. Conway, Charles B. Hallahan, and Paul T. Prentice Suggested citation format: Stillman, R. P., R. K. Conway, C. B. Hallahan, and P. T. Prentice. 1987. “Forecasting Livestock Prices Using a Stochastic Coefficient 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].

7 Demand for Beef and Chicken Products: Separability and Structural Change by James Eales and Laurian Unnevehr Suggested citation format: Eales, J., and L. Unnevehr. 1987. “Demand for Beef and Chicken Products: Separability and Structural Change.” 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 Impacts of Changing Consumer Meat Demand on the Feed Grain Industry by Eugenia Bair Suggested citation format: Bair, E. 1987. “Impacts of Changing Consumer Meat Demand on the Feed Grain 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].

9 Forecasting Government Responses to Changing Economic Conditions in Regional Commodity Trade Models by Karl D. Skold and William H. Meyers Suggested citation format: Skold, K. D., and W. H. Meyers. 1987. “Forecasting Government Responses to Changing Economic Conditions in Regional Commodity Trade 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].

10 The Effect of Marketing Loans on Agricultural Markets by Joseph W. Glauber and M. J. Miranda Suggested citation format: Glauber, J. W., and M. J. Miranda. 1987. “The Effect of Marketing Loans on Agricultural 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 Marketing Loan Options for the U.S. Soybean Industry: Economic Evaluation through 1990/91 by Abner W. Womack, William H. Meyers, and James P. Houck Suggested citation format: Womack, A. W., W. H. Meyers, and J. P. Houck. 1987. “Marketing Loan Options for the U.S. Soybean Industry: Economic Evaluation through 1990/91.” 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 The Impact of the 1985 Farm Bill on the U.S. Oats Industry by Jackie Todd Suggested citation format: Todd, J. 1987. “The Impact of the 1985 Farm Bill on the U.S. Oats 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].

13 Secretarial Discretion and the Food Security Act of 1985 by Robert E. Young II Suggested citation format: Young, R. E., II. 1987. “Secretarial Discretion and the Food Security Act of 1985.” 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 The Impact of Japanese Beef Import Quota Concessions: A Forecast Simulation Analysis by Thomas I. Wahl and Gary W. Williams Suggested citation format: Wahl, T. I., and G. W. Williams. 1987. “The Impact of Japanese Beef Import Quota Concessions: A Forecast Simulation Analysis.” 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 Measuring the Impacts of the Dairy Buy-out Program on the Red Meat Industry by Shamsul Alam and Jon A. Brandt Suggested citation format: Alam, S., and J. A. Brandt. 1987. “Measuring the Impacts of the Dairy Buy- out Program on the Red Meat 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].

16 Potential Impact of Bovine Somatotrophin on the U.S. Dairy Industry by Robin Perso Suggested citation format: Perso, R. 1987. “Potential Impact of Bovine Somatotrophin on the U.S. Dairy 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].

17 Factors Influencing Farmer’ Decisions of Whether or Not to Hedge by B. I. Shapiro and B. Wade Brorsen Suggested citation format: Shapiro, B. I., and B. W. Brorsen. 1987. “Factors Influencing Farmers’ Decisions of Whether or Not to Hedge.” 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 Hedging Portfolios for European Feed Processors and Compounders Including Foreign Exchange Risk by Jack E. Houston, Glenn C. W. Ames, and Robert B. Burney Suggested citation format: Houston, J. E., G. C. W. Ames, and R. B. Burney. 1987. “Hedging Portfolios for European Feed Processors and Compounders Including Foreign Exchange 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].

19 Interaction of Price Variation and Price Levels in the Evaluation of Optimal Marketing Strategies for Illinois Corn Producers by Keith D. Rogers and Sharon K. Rich Suggested citation format: Rogers, K. D., and S. K. Rich. 1987. “Interaction of Price Variation and Price Levels in the Evaluation of Optimal Marketing Strategies for Illinois Corn Producers.” 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 Optimal Hedge Ratio Estimation by Robert J. Myers and Stanley R. Thompson Suggested citation format: Myers, R. J., and S. R. Thompson. 1987. “Optimal Hedge Ratio Estimation.” 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 Implied Volatility and Interest Rates in Early Pricing of Put Options on Agricultural Commodities by Robert S. Firch and Roger A. Dahlgran Suggested citation format: Firch, R. S., and R. A. Dahlgran. 1987. “Implied Volatility and Interest Rates in Early Pricing of Put Options on Agricultural 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 Option Price Behavior in Grain Futures Markets by William W. Wilson Suggested citation format: Wilson, W. W. 1987. “Option Price Behavior in Grain Futures 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].

23 Evaluation of Simple Price Forecasts as Tools for Fed Cattle Futures and Options Marketing Strategies by Ted C. Schroeder and Marvin L. Hayenga Suggested citation format: Schroeder, T. C., and M. L. Hayenga. 1987. “Evaluation of Simple Price Forecasts as Tools for Fed Cattle Futures and Options Marketing Strategies.” 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 A Comparative Analysis of Optimal Soybean Marketing Strategies for South Carolina Farmers in the 1960’s and 1970’s by Charles Curtis Jr., Kandice H. Kahl and Cathy S. McKinnell Suggested citation format: Curtis, C. Jr., K. H. Kahl and C. S. McKinnell. 1987. “A Comparative Analysis of Optimal Soybean Marketing Strategies for South Carolina Farmers in the 1960’s and 1970’s.” 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 Dominant-Satellite Relationships Between Futures and Selected Cash Prices for Live Cattle by Stephen R. Koonz, Michael A. Hudson, and Philip Garcia Suggested citation format: Koonz, S. R., M. A. Hudson, and P. Garcia. 1987. “Dominant-Satellite Relationships Between Futures and Selected Cash Prices for Live 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].

26 If the Software Fits: Capabilities, Ease of Use, and Cost of Econometric-Forecasting Microcomputer Software by Roger A. Dahlgran Suggested citation format: Dahlgran, R. A. 1987. “If the Software Fits: Capabilities, Ease of Use, and Cost of Econometric-Forecasting Microcomputer Software.” 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 The Impacts of Varying Information Levels on Competitive Bidding Processes: An Experimental Investigation by Clark A. Roberts, Brian D. Adam, and Michael A. Hudson Suggested citation format: Roberts, C. A., B. D. Adam, and M. A. Hudson. 1987. “The Impacts of Varying Information Levels on Competitive Bidding Processes: An Experimental Investigation.” 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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