hedging cash flows from commodity processing by roger a. dahlgran
DESCRIPTION
Forecasting Organic Food Prices: Emerging Methods for Testing and Evaluating Conditional Predictive Ability by Tatiana Gubanova, Luanne Lohr, and Timothy Park. - PowerPoint PPT PresentationTRANSCRIPT
Forecasting Organic Food Prices: Emerging Methods for Testing and Evaluating Conditional Predictive
Ability
by
Tatiana Gubanova, Luanne Lohr, and Timothy Park
Suggested citation format:
Gubanova, T., L. Lohr, and T. Park. 2005. “Forecasting Organic Food Prices: Emerging Methods for Testing and Evaluating Conditional Predictive Ability.” 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].
The Impact of Marketing Strategy Information on the
Producer’s Selling Decisionby
Joni M. Klumpp, B. Wade Brorsen, and Kim B. Anderson
Suggested citation format:
Klumpp, J. M., B. W. Brorsen and K. B. Anderson. 2005. “The Impact of Marketing Strategy Information on the Producer’s Selling Decision.” 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].
Time-Varying Risk Premium or Informational
Inefficiency? Further Evidence in Agricultural Futures
Markets
by
Julieta Frank and Philip Garcia
Suggested citation format:
Frank, J., and P. Garcia. 2005. “Time-Varying Risk Premium or Informational Inefficiency? Further Evidence in 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].
Sorting Cattle with Accumulated Data: What is the
Accuracy and Economicsby
Maro A. Ibarburu and John D. Lawrence
Suggested citation format:
Ibarburu, M. A., and J. D. Lawrence. 2005. “Sorting Cattle with Accumulated Data: What is the Accuracy and Economics.” 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].
Portfolio Diversification with Commodity Futures:
Properties of Levered Futures
by
Thorsten M. Egelkraut, Joshua D. Woodard,
Philip Garcia, and Joost M. E. Pennings
Suggested citation format:
Egelkraut, T. M., J. D. Woodard, P. Garcia, and J. M. E. Pennings. 2005. “Portfolio Diversification with Commodity Futures: Properties of Levered 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].
Forecasting Livestock Feed Cost Risks Using Futures
and Options
by
Gang Chen, Matthew C. Roberts, and Brian Roe
Suggested citation format:
Chen, G., M. C. Roberts, and B. Roe. 2005. “Forecasting Livestock Feed Cost Risks Using Futures and 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].
Hedging Cash Flows from Commodity Processing by
Roger A. Dahlgran
Suggested citation format:
Dahlgran, R. A. 2005. “Hedging Cash Flows from 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].
Effects of Price Volatility and Surging South American
Soybean Production on Short-Run Soybean Basis
Dynamics
by
Rui Zhang and Jack Houston
Suggested citation format:
Zhang, R., and J. Houston. 2005. “Effects of Price Volatility and Surging South American Soybean Production on Short-Run Soybean Basis Dynamics.” 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].
A Reality Check on Technical Trading Rule Profits in
US Futures Markets
byCheol-Ho Park and Scott H. Irwin
Suggested citation format:
Park, C.-H., and S. H. Irwin. 2005. “A Reality Check on Technical Trading Rule Profits in US 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].
Relaxing Standard Hedging Assumptions in the
Presence of Downside Risk
byFabio Mattos, Philip Garcia, and Carl Nelson
Suggested citation format:
Mattos, F., P. Garcia, and C. Nelson. 2005. “Relaxing Standard Hedging Assumptions in the Presence of Downside 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].
Factors Influencing the Extent
of Grid Pricing of Fed Cattle by
Clement E. Ward
Suggested citation format:
Ward, C. E. 2005. “Factors Influencing the Extent of Grid Pricing 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].
The Value of Carcass Characteristic EPDs
in Bred Heifer Price by
Joe L. Parcell, Kevin C. Dhuyvetter, David J. Patterson, and Richard Randle
Suggested citation format:
Parcell, J. L., K. C. Dhuyvetter, D. J. Patterson, and R. Randle. 2005. “The Value of Carcass Characteristic EPDs in Bred Heifer 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].
Supply Effects on Price Discovery and Pricing Choice
for Fed Cattle
byClement E. Ward
Suggested citation format:
Ward, C.E. 2005. “Supply Effects on Price Discovery and Pricing Choice for 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].
Price Discovery in Private Cash Forward Markets - The
Case of Lumber
byMark R. Manfredo and Dwight R. Sanders
Suggested citation format:
Manfredo, M. R., and D. R. Sanders. 2005. “Price Discovery in Private Cash Forward Markets - The Case of Lumber.” 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].
Intermediate Volatility Forecasts Using Implied
Forward Volatility: The Performance of Selected Agricultural Commodity Options
byThorsten M. Egelkraut and Philip Garcia
Suggested citation format:
Egelkraut, T. M., and P. Garcia. 2005. “Intermediate Volatility Forecasts Using Implied Forward Volatility: The Performance of Selected Agricultural Commodity 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].
A Test of Forecast Consistency Using USDA Livestock
Price Forecasts
byDwight R. Sanders and Mark R. Manfredo
Suggested citation format:
Sanders, D. R., and M. R. Manfredo. 2005. “A Test of Forecast Consistency Using USDA Livestock Price 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].
The Value of USDA Situation and Outlook Information
in Hog and Cattle Markets
by
Olga Isengildina, Scott H. Irwin, and Darrel L. Good
Suggested citation format:
Isengildina, O., S. H. Irwin, and D. L. Good. 2005. “The Value of USDA Situation and Outlook Information in Hog and Cattle 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].
Style and Performance
of Agricultural Market Advisory Services
by
Silvina M. Cabrini, Scott H. Irwin, and Darrel L. Good
Suggested citation format:
Cabrini S. M., S. H. Irwin, and D. L. Good. 2005. “Style and Performance of Agricultural Market Advisory Services.” 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].
Wheat Forward Contract Pricing: Evidence on Forecast
Power and Risk Premia
by
Wei Shi, Scott H. Irwin, Darrel L. Good,
and Sarah N. Dietz
Suggested citation format:
Shi, W., S. H. Irwin, D. L. Good and S. N. Dietz. 2005. “Wheat Forward Contract Pricing: Evidence on Forecast Power and Risk Premia.” 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].