Transcript
Page 1: The Marketing Performance of Illinois Corn and Soybean Producers by Lewis A. Hagedorn, Scott H. Irwin, and Darrel L. Good Suggested citation format: Hagedorn,

The Marketing Performance of Illinois Corn and

Soybean Producers by

Lewis A. Hagedorn, Scott H. Irwin, and Darrel L. Good

Suggested citation format:

Hagedorn, L. A., S. H. Irwin, and D. L. Good. 2004. “The Marketing Performance of Illinois Corn and 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].

Page 2: The Marketing Performance of Illinois Corn and Soybean Producers by Lewis A. Hagedorn, Scott H. Irwin, and Darrel L. Good Suggested citation format: Hagedorn,

Portfolios of Agricultural Market Advisory Services:

How Much Diversification is Enough?

by

Silvina M. Cabrini, Brian G. Stark, Scott H. Irwin,

Darrel L. Good, and Joao Martines-Filho

Suggested citation format:

Cabrini S. M., B. G. Stark, S. H. Irwin, D. L. Good, and J. Martines-Filho. 2004. “Portfolios of Agricultural Market Advisory Services: How Much Diversification is Enough?” 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].

Page 3: The Marketing Performance of Illinois Corn and Soybean Producers by Lewis A. Hagedorn, Scott H. Irwin, and Darrel L. Good Suggested citation format: Hagedorn,

Options-Based Forecasts of Futures Prices in the

Presence of Limit Moves by

Thorsten M. Egelkraut and Philip Garcia

Suggested citation format:

Egelkraut, T. M., and P. Garcia. 2004. “Options-Based Forecasts of Futures Prices in the Presence of Limit Moves.” 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].

Page 4: The Marketing Performance of Illinois Corn and Soybean Producers by Lewis A. Hagedorn, Scott H. Irwin, and Darrel L. Good Suggested citation format: Hagedorn,

Are Revisions to USDA Crop Production Forecasts

Smoothed? by

Olga Isengildina, Scott H. Irwin, and Darrel L. Good

Suggested citation format:

Isengildina, O., S. H. Irwin, and D. L. Good. 2004. “Are Revisions to USDA Crop Production Forecasts Smoothed?” Proceedings of the 2004 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

Page 5: The Marketing Performance of Illinois Corn and Soybean Producers by Lewis A. Hagedorn, Scott H. Irwin, and Darrel L. Good Suggested citation format: Hagedorn,

Hedging-Effectiveness of Milk Futures Using

Value-At-Risk Procedures

by

Ibrahim Bamba and Leigh Maynard

Suggested citation format:

Bamba, I., and L. Maynard. 2004. “Hedging-Effectiveness of Milk Futures Using Value-At-Risk 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].

Page 6: The Marketing Performance of Illinois Corn and Soybean Producers by Lewis A. Hagedorn, Scott H. Irwin, and Darrel L. Good Suggested citation format: Hagedorn,

Cash Marketing Styles and Performance Persistence of

Wheat Producers

by

Lewis T. Cunningham III, B. Wade Brorsen,

and Kim B. Anderson

Suggested citation format:

Cunningham, L. T. III, B. W. Brorsen, and K. B. Anderson. 2004. “Cash Marketing Styles and Performance Persistence of Wheat 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].

Page 7: The Marketing Performance of Illinois Corn and Soybean Producers by Lewis A. Hagedorn, Scott H. Irwin, and Darrel L. Good Suggested citation format: Hagedorn,

Weather Derivatives in the Presence of Index and

Geographical Basis Risk: Hedging Dairy Profit Risk

by

Gang Chen and Matthew C. Roberts

Suggested citation format:

Chen, G., and M. C. Roberts. 2004. “Weather Derivatives in the Presence of Index and Geographical Basis Risk: Hedging Dairy Profit Risk.” 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].

Page 8: The Marketing Performance of Illinois Corn and Soybean Producers by Lewis A. Hagedorn, Scott H. Irwin, and Darrel L. Good Suggested citation format: Hagedorn,

Perceptions of Futures Market Liquidity:

An Empirical Study of CBOT & CME Traders

by

Julia W. Marsh, Joost M.E. Pennings, and Philip Garcia

Suggested citation format:

Marsh J. W., J. M. E. Pennings, and P. Garcia. 2004. “Perceptions of Futures Market Liquidity: An Empirical Study of CBOT & CME Traders.” 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].

Page 9: The Marketing Performance of Illinois Corn and Soybean Producers by Lewis A. Hagedorn, Scott H. Irwin, and Darrel L. Good Suggested citation format: Hagedorn,

Accuracy of Grid Pricing: An Evaluation Using

Wholesale Values of Fed Cattleby

Joseph T. Kovanda, Ted C. Schroeder,

and Tommy L. Wheeler

Suggested citation format:Kovanda, J. T., T. C. Schroeder, and T. L. Wheeler. 2004. “Accuracy of Grid Pricing: An Evaluation Using Wholesale Values of 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].

Page 10: The Marketing Performance of Illinois Corn and Soybean Producers by Lewis A. Hagedorn, Scott H. Irwin, and Darrel L. Good Suggested citation format: Hagedorn,

Price Discovery in Thinly Traded Markets: Cash and

Futures Relationships in Brazilian Agricultural

Futures Markets

by

Fabio Mattos and Philip Garcia

Suggested citation format:

Mattos, F., and P. Garcia. 2004. “Price Discovery in Thinly Traded Markets: Cash and Futures Relationships in Brazilian Agricultural 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].

Page 11: The Marketing Performance of Illinois Corn and Soybean Producers by Lewis A. Hagedorn, Scott H. Irwin, and Darrel L. Good Suggested citation format: Hagedorn,

Transaction Frequency, Inventories and Hedging in

Commodity Processing

byRoger A. Dahlgran

Suggested citation format:

Dahlgran, R. A. 2004. “Transaction Frequency, Inventories and Hedging in Commodity Processing.” 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].

Page 12: The Marketing Performance of Illinois Corn and Soybean Producers by Lewis A. Hagedorn, Scott H. Irwin, and Darrel L. Good Suggested citation format: Hagedorn,

Using Futures Prices to Forecast the Season-Average

U.S. Corn Price

by

Linwood Hoffman

Suggested citation format:

Hoffman L. 2004. “Using Futures Prices to Forecast the Season-Average U.S. Corn Price.” 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].

Page 13: The Marketing Performance of Illinois Corn and Soybean Producers by Lewis A. Hagedorn, Scott H. Irwin, and Darrel L. Good Suggested citation format: Hagedorn,

The Performance of Weather Derivatives in Managing

Risks of Specialty Crops

by

Trevor A. Fleege, Timothy J. Richards, Mark R. Manfredo,

and Dwight R. Sanders

Suggested citation format:

Fleege,T. A., T. J. Richards, M. R. Manfredo, and D. R. Sanders. 2004. “The Performance of Weather Derivatives in Managing Risks of Specialty Crops.” 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].

Page 14: The Marketing Performance of Illinois Corn and Soybean Producers by Lewis A. Hagedorn, Scott H. Irwin, and Darrel L. Good Suggested citation format: Hagedorn,

Evaluating Forecasts of Discrete Variables:

Predicting Cattle Quality Grades

byBailey Norwood, Jayson Lusk, and Wade Brorsen

Suggested citation format:

Norwood B., J. Lusk, and W. Brorsen. 2004. “Evaluating Forecasts of Discrete Variables: Predicting Cattle Quality Grades.” 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].

Page 15: The Marketing Performance of Illinois Corn and Soybean Producers by Lewis A. Hagedorn, Scott H. Irwin, and Darrel L. Good Suggested citation format: Hagedorn,

Re-Considering the Necessary Condition for Futures

Market Efficiency: An Application to Dairy Futures by

Dwight R. Sanders and Mark R. Manfredo

Suggested citation format:

Sanders, D. R., and M. R. Manfredo. 2004. “Re-Considering the Necessary Condition for Futures Market Efficiency: An Application to Dairy Futures.” 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].

Page 16: The Marketing Performance of Illinois Corn and Soybean Producers by Lewis A. Hagedorn, Scott H. Irwin, and Darrel L. Good Suggested citation format: Hagedorn,

Commodity Prices and Unit Root Tests

by

Dabin Wang and William G. Tomek

Suggested citation format:

Wang, D., and W. G. Tomek. 2004. “Commodity Prices and Unit Root Tests.” 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].

Page 17: The Marketing Performance of Illinois Corn and Soybean Producers by Lewis A. Hagedorn, Scott H. Irwin, and Darrel L. Good Suggested citation format: Hagedorn,

Optimal Hedging with Views: A Bayesian Approach

by

Wei Shi and Scott H. Irwin

Suggested citation format:

Shi, W., and S.H. Irwin. 2004. “Optimal Hedging with Views: A Bayesian 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].

Page 18: The Marketing Performance of Illinois Corn and Soybean Producers by Lewis A. Hagedorn, Scott H. Irwin, and Darrel L. Good Suggested citation format: Hagedorn,

What Is “the Basis”, How Is It Measured, and Why

Does It Matter?

by

Paul Peterson, Jack Cook, and Charles Piszczor

Suggested citation format:

Peterson, P., J. Cook, and C. Piszczor. 2004. “What Is ‘The Basis’, How Is It Measured, and Why Does It Matter?” 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].

Page 19: The Marketing Performance of Illinois Corn and Soybean Producers by Lewis A. Hagedorn, Scott H. Irwin, and Darrel L. Good Suggested citation format: Hagedorn,

Contract Market Viability

by

Gordon C. Rausser and Henry L. Bryant

Suggested citation format:

Rausser G. C., and H. L. Bryant. 2004. “Contract Market Viability.” 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].

Page 20: The Marketing Performance of Illinois Corn and Soybean Producers by Lewis A. Hagedorn, Scott H. Irwin, and Darrel L. Good Suggested citation format: Hagedorn,

Incorporating Current Information into Historical-

Average-Based Forecasts to Improve Crop Price Basis

Forecasts

by

Mykel Taylor, Kevin C. Dhuyvetter, and Terry L. Kastens

Suggested citation format:

Taylor, M., K. C. Dhuyvetter, and T. L. Kastens. 2004. “Incorporating Current Information into Historical-Average-Based Forecasts to Improve Crop Price Basis Forecasts.” 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].

Page 21: The Marketing Performance of Illinois Corn and Soybean Producers by Lewis A. Hagedorn, Scott H. Irwin, and Darrel L. Good Suggested citation format: Hagedorn,

Captive Supply Trends and Impacts since the Advent of

Mandatory Price Reporting

by

Clement E. Ward and Jonathan T. Hornung

Suggested citation format:

Ward, C. E., and J. T. Hornung. 2004. “Captive Supply Trends and Impacts since the Advent of Mandatory Price Reporting.” 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].

Page 22: The Marketing Performance of Illinois Corn and Soybean Producers by Lewis A. Hagedorn, Scott H. Irwin, and Darrel L. Good Suggested citation format: Hagedorn,

Performance of Selected Pre-harvest and Post-harvest

Corn and Soybean Marketing Strategies vs. Alternative

Market Benchmarks

by

E. Neal Blue, Robert N. Wisner, and E. Dean Baldwin

Suggested citation format:

Blue, E. N., R. N. Wisner, and E. D. Baldwin. 2004. “Performance of Selected Pre-harvest and Post-harvest Corn and Soybean Marketing Strategies vs. Alternative Market Benchmarks.” 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].

Page 23: The Marketing Performance of Illinois Corn and Soybean Producers by Lewis A. Hagedorn, Scott H. Irwin, and Darrel L. Good Suggested citation format: Hagedorn,

The Profitability of Technical Trading Rules in US

Futures Markets: A Data Snooping Free Test

by

Cheol-Ho Park and Scott H. Irwin

Suggested citation format:

Park, C.-H., and S. H. Irwin. 2004. “The Profitability of Technical Trading Rules in US Futures Markets: A Data Snooping Free Test.” 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].

Page 24: The Marketing Performance of Illinois Corn and Soybean Producers by Lewis A. Hagedorn, Scott H. Irwin, and Darrel L. Good Suggested citation format: Hagedorn,

Generalized Hedge Ratio Estimation with an Unknown Model

by

Jeffrey H. Dorfman and Dwight R. Sanders

Suggested citation format:

Dorfman, J. H., and D. R. Sanders. 2004. “Generalized Hedge Ratio Estimation with an Unknown 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].


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