Empirical Analysis of Agricultural Commodity Prices:
A Viewpoint
by
William G. Tomek and Robert J. Myers
Suggested citation format:
Tomek, W. G., and R. J. Myers. 1993. “Empirical Analysis of Agricultural
Commodity Prices: A Viewpoint.” Proceedings of the NCR-134 Conference
on Applied Commodity Price Analysis, Forecasting, and Market Risk
Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Discussion: Empirical Analysis of Agricultural
Commodity Prices: A Viewpoint
by
David A. Bessler
Suggested citation format:
Bessler, D. A. 1993. “Discussion: Empirical Analysis of Agricultural
Commodity Prices: A Viewpoint.” Proceedings of the NCR-134 Conference
on Applied Commodity Price Analysis, Forecasting, and Market Risk
Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Analysis of Producer Pricing Methods
by
Ted Schroeder and Barry Goodwin
Suggested citation format:
Schroeder, T., and B. Goodwin. 1993. “Analysis of Producer Pricing
Methods.” Proceedings of the NCR-134 Conference on Applied Commodity
Price Analysis, Forecasting, and Market Risk Management. Chicago, IL.
[http://www.farmdoc.uiuc.edu/nccc134].
Dynamic Relationships in the U.S.
Lamb Marketing Channel
by
Rodney Jones, Wayne D. Purcell, and Anya McGuirk
Suggested citation format:
Jones, R., W. D. Purcell, and A. McGuirk. 1993. “Dynamic Relationships in
the U.S. Lamb 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].
The Forecasting of Prices and Protein Premiums for
PNW Hard Red Winter and Dark Northern
Spring Wheat
by
John Carlson, David Bullock, Jim Johnson,
Steve Stauber, and Charles McGuire
Suggested citation format:
Carlson, J., D. Bullock, J. Johnson, S. Stauber, and C. McGuire. 1993. “The
Forecasting of Prices and Protein Premiums for PNW Hard Red Winter and
Dark Northern Spring Wheat.” Proceedings of the NCR-134 Conference on
Applied Commodity Price Analysis, Forecasting, and Market Risk
Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Hedging with Commodity Options
and Safety-First Rules
by
James Vercammen and Victor Gaspar
Suggested citation format:
Vercammen, J., and V. Gaspar. 1993. “Hedging with Commodity Options
and Safety-First Rules.” Proceedings of the NCR-134 Conference on Applied
Commodity Price Analysis, Forecasting, and Market Risk Management.
Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
The Returns and Forecasting Ability of Large Traders
in the Frozen Pork Bellies Futures Market
by
Raymond M. Leuthold, Philip Garcia, and Richard Lu
Suggested citation format:
Leuthold, R. M., P. Garcia, and R. Lu. 1993. “The Returns and Forecasting
Ability of Large Traders in the Frozen Pork Bellies 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].
Sources and Structure of Profit Risk in Cattle Feeding
by
Stephen R. Koontz and James N. Trapp
Suggested citation format:
Koontz, S. R., and J. N. Trapp. 1993. “Sources and Structure of Profit 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].
Storage Hedging: What’s a Merchandiser to Do?
by
Brian D. Adam, Kim Anderson, and Roger Sahs
Suggested citation format:
Adam, B. D., K. Anderson, and R. Sahs. 1993. “Storage Hedging: What’s a
Merchandiser to Do?” Proceedings of the NCR-134 Conference on Applied
Commodity Price Analysis, Forecasting, and Market Risk Management.
Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
The Cost of Forward Contracting Wheat
by
B. Wade Brorsen, John Coombs, and Kim Anderson
Suggested citation format:
Brorsen, B. W. J. Coombs, and K. Anderson. 1993. “The Cost of Forward
Contracting Wheat.” Proceedings of the NCR-134 Conference on Applied
Commodity Price Analysis, Forecasting, and Market Risk Management.
Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
The Market Efficiency of Options on Corn Futures
by
Sergio H. Lence
Suggested citation format:
Lence, S. H. 1993. “The Market Efficiency of Options on Corn 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].
Distilling Option Premium Information into Simple
Decision Rules
by
John D. Lawrence and Seth Meyer
Suggested citation format:
Lawrence, J. D., and S. Meyer. 1993. “Distilling Option Premium
Information into Simple Decision Rules.” Proceedings of the NCR-134
Conference on Applied Commodity Price Analysis, Forecasting, and Market
Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Mean Reversion in the Corn and Hog Bases
by
Robert Leads, Carl Zulauf, Scott Irwin,
Thomas Jackson, and William Distad
Suggested citation format:
Leads, R., C. Zulauf, S. Irwin, T. Jackson, and W. Distad. 1993. “Mean
Reversion in the Corn and Hog Bases.” Proceedings of the NCR-134
Conference on Applied Commodity Price Analysis, Forecasting, and Market
Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Grain Markets after the Conservation Reserve
Program
by
Carl O. Garrison, Mike Dicks, Brian D. Adam,
and B. Wade Brorsen
Suggested citation format:
Garrison, C. O., M. Dicks, B. D. Adam, and B. W. Brorsen. 1993. “Grain
Markets after the Conservation Reserve Program.” Proceedings of the NCR134 Conference on Applied Commodity Price Analysis, Forecasting, and
Market Risk Management. Chicago, IL.
[http://www.farmdoc.uiuc.edu/nccc134].
Impacts of Elevator Concentration on Local Basis
by
T. Randall Fortenbery, Hector O. Zapata,
and Eugene L. Kunda
Suggested citation format:
Fortenbery, T. R., H. O. Zapata, and E. L. Kunda. 1993. “Impacts of Elevator
Concentration on Local 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].
Technical Analysis of Commodity Price Behavior
by
Joel Fingerman
Suggested citation format:
Fingerman, J. 1993. “Technical Analysis of Commodity Price 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].
Chaos Theory and Its Implications for Research on
Futures Markets: A Review of the Literature
by
John Bernard and Deborah Streeter
Suggested citation format:
Bernard, J., and D. Streeter. 1993. “Chaos Theory and Its Implications for
Research on Futures Markets: A Review of the Literature.” Proceedings of
the NCR-134 Conference on Applied Commodity Price Analysis,
Forecasting, and Market Risk Management. Chicago, IL.
[http://www.farmdoc.uiuc.edu/nccc134].
A Comparison of Traditional Livestock Auctions,
Teleauctions, and Satellite Video Auctions: Price
Differences between Markets
by
Beth Adams and Steven C. Turner
Suggested citation format:
Adams, B., and S. C. Turner. 1993. “A Comparison of Traditional Livestock
Auctions, Teleauctions, and Satellite Video Auctions: Price Differences
between 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].
Methods for Selecting Delivery or Cash Settlement
Arrangements for Agricultural Futures Contracts:
The Case of Live Cattle
by
Gerald E. Plato, Richard G. Heifner, and Phil L. Colling
Suggested citation format:
Plato, G. E., R. G. Heifner, and P. L. Colling. 1993. “Methods for Selecting
Delivery or Cash Settlement Arrangements for Agricultural Futures
Contracts: The Case of 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].
Do Japanese Soybean Futures Markets Respond to the
USDA Crop Production Report?
by
Phil L. Colling
Suggested citation format:
Colling, P. L. 1993. “Do Japanese Soybean Futures Markets Respond to the
USDA Crop Production Report?” Proceedings of the NCR-134 Conference
on Applied Commodity Price Analysis, Forecasting, and Market Risk
Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
The Importance of Inventory in Short-Run
Beef Market Analysis
by
Kevin J. Bacon, James N. Trapp,
Steven Meyer, and Kevin Smith
Suggested citation format:
Bacon, K. J., J. N. Trapp, S. Meyer, and K. Smith. 1993. “The Importance of
Inventory in Short-Run Beef Market 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].
Forecasting the Probability Distributions of U.S.
Harvest Time Corn Prices
by
Daniel O'Brien, Marvin Hayenga, and Bruce Babcock
Suggested citation format:
O'Brien, D., M. Hayenga, and B. Babcock. 1993. “Forecasting the Probability
Distributions of U.S. Harvest Time Corn Prices.” Proceedings of the NCR134 Conference on Applied Commodity Price Analysis, Forecasting, and
Market Risk Management. Chicago, IL.
[http://www.farmdoc.uiuc.edu/nccc134].
Trade Impacts of Soviet Reform:
A Heckscher-Ohlin-Vanek Approach
by
Dermot J. Hayes, Alexander Kumi, and S. R. Johnson
Suggested citation format:
Hayes, D.J., A. Kumi, and S. R. Johnson. 1993. “Trade Impacts of Soviet
Reform: A Heckscher-Ohlin-Vanek 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].
Constant or Time-Varying Optimal Hedge Ratios?
by
Giancarlo Moschini and Satheesh Aradhyula
Suggested citation format:
Moschini, G., and S. Aradhyula. 1993. “Constant or Time-Varying Optimal
Hedge Ratios?” Proceedings of the NCR-134 Conference on Applied
Commodity Price Analysis, Forecasting, and Market Risk Management.
Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Futures Trading with a Neural Network
by
Lonnie Hamm, B. Wade Brorsen, and Ramesh Sharda
Suggested citation format:
Hamm, L., B. W. Brorsen, and R. Sharda. 1993. “Futures Trading with a
Neural Network.” Proceedings of the NCR-134 Conference on Applied
Commodity Price Analysis, Forecasting, and Market Risk Management.
Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
GARCH Option Pricing with Asymmetry
by
Taehoon Kang and B. Wade Brorsen
Suggested citation format:
Kang, T., and B. W. Brorsen. 1993. “GARCH Option Pricing with
Asymmetry.” Proceedings of the NCR-134 Conference on Applied
Commodity Price Analysis, Forecasting, and Market Risk Management.
Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
The Risk Premium in Live Cattle Futures
by
Emmett Elam and Stephen Njukia
Suggested citation format:
Elam, E., and S. Njukia. 1993. “The Risk Premium in Live Cattle 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].