corporate risk management and the role of value-at-risk by dwight r. sanders and mark r. manfredo
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Do Agricultural Market Advisory Services Beat the Market? by Scott H. Irwin, Thomas E. Jackson , and Darrel L. Good. - PowerPoint PPT PresentationTRANSCRIPT
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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. H., T. E. Jackson, and D. L. Good. “Do Agricultural Market Advisory Services Beat the Market?" Proceedings of the 1999 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]
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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. “Corporate Risk Management and the Role of Value-at-Risk," Proceedings of the 1999 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]
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Accuracy of USDA Fed Cattle Price Reporting:
Is Mandatory Price Reporting Needed?
by
Stephen R. Koontz
Suggested citation format:
Koontz, S. R.. “Accuracy of USDA Fed Cattle Price Reporting: Is Mandatory Price Reporting Needed?" Proceedings of the 1999 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]
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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. “Who Will Pay for Guaranteed Tender Steak?" Proceedings of the 1999 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]
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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. “Short-Term Variability in Grid Prices for Fed Cattle," Proceedings of the 1999 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]
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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. “Identifying and Managing Economic Risk in Cattle Feeding," Proceedings of the 1999 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]
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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. “Feeder Cattle Price Slides," Proceedings of the 1999 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]
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Determinants of Replacement Heifer Price Differentials
by
Vern Pierce, Joe Parcell and Richard Randle
Suggested citation format:
Pierce, V., J. Parcell, and R. Randle. “Determinants of Replacement Heifer Price Differentials," Proceedings of the 1999 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]
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Evaluating Forecast Accuracy of Cattle on
Feed Pre-Release Estimates
by
Kevin Dhuyvetter and Ted Schroeder
Suggested citation format:
Dhuyvetter, K., and T. Schroeder. “Evaluating Forecast Accuracy of Cattle on Feed Pre-Release Estimates," Proceedings of the 1999 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]
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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. “Forecasting Fed Cattle, Feeder Cattle, and Corn Cash Price Volatility: Time Series, Implied Volatility, and Composite Approaches," Proceedings of the 1999 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]
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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. “The Term Structure of Uncertainty Implied by Option Premia," Proceedings of the 1999 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]
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Evidence of Farmer Forward Pricing Behavior
by
Kevin McNew and Wesley Musser
Suggested citation format:
McNew, K., and W. Musser. “Evidence of Farmer Forward Pricing Behavior," Proceedings of the 1999 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]
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Forecasting Crop Yields and Condition Indices
by
Paul L. Fackler and Bailey Norwood
Suggested citation format:
Fackler, P. L., and B. Norwood. “Forecasting Crop Yields and Condition Indices," Proceedings of the 1999 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]
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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 . “A Calendar Spread Trading Simulation of Seasonal Processing Spreads," Proceedings of the 1999 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]
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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. “Why Don't Country Elevators pay More for High Quality Wheat? The Effects of Risk Information," Proceedings of the 1999 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]
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Volatility Models for Commodity Markets
by
Paul L. Fackler and Yanjun Tian
Suggested citation format:
Fackler, P. L., and Y. Tian. “Volatility Models for Commodity Markets," Proceedings of the 1999 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]
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Price Volatility in Dairy Markets: A Story of Stocks?
by
Rob Weaver and William Natcher
Suggested citation format:
Weaver, R., and W. Natcher. “Price Volatility in Dairy Markets: A Story of Stocks?" Proceedings of the 1999 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]
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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. “Commodity Futures Contract Viability: A Multidisciplinary Approach," Proceedings of the 1999 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]
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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. “Payoffs to Farm Management: How Important Is Grain Marketing?" Proceedings of the 1999 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]
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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 . “Testing the Possibility of Private Crop Insurance and Reinsurance Markets," Proceedings of the 1999 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]
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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. “Forecasting performance of Storable and Non-Storable Commodities," Proceedings of the 1999 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]
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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. “Post-Harvest Grain Storing and Hedging with Efficient Futures," Proceedings of the 1999 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]
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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 . “Modeling Ex Ante Price Expectations within the U.S. Broiler Market," Proceedings of the 1999 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]
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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. “Hog Profit Margin Hedging: A Long-Term Out-of-Sample Evaluation," Proceedings of the 1999 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]
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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. “Agricultural Economists' Effectiveness in Reporting and Conveying Research Procedures and Results," Proceedings of the 1999 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]
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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. “They Trade Shrimp in Minneapolis? An Examination of the MGE White Shrimp Futures Contract," Proceedings of the 1999 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]
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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. “A Full Bayesian Analysis of Structural Changes with the AIDS Model: The Case of Meat Demand," Proceedings of the 1999 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]
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Bankers' Forecasts of Farmland Value
by
Ted Covey
Suggested citation format:
Covey, T.. “Bankers' Forecasts of Farmland Value," Proceedings of the 1999 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]