alternative strategies for managing price risk with options by robert j. hauser and james s. eales...
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Interactions among Price, Production, and Financial Risk in Analysis of Optimal Marketing Strategies for Farmers by Vickie J. Alexander and Wesley N. Musser Suggested citation format: Alexander, V. J., and W. N. Musser “Interactions among Price, Production, and Financial Risk in Analysis of Optimal Marketing Strategies for Farmers.” 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].TRANSCRIPT
Alternative Strategies for Managing Price Risk
with Options
by
Robert J. Hauser and James S. Eales
Suggested citation format:
Hauser, R. J., and J. S. Eales. 1986. “Alternative Strategies for Managing Price Risk with 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].
Evaluating the Use of Options for Forward Pricing
Soybeans by Illinois Producers in a Risk
and Return Framework
by
Phil Eberle, John R. Harrel, and Lyle Solverson
Suggested citation format:
Eberle, P., J. R. Harrel, and L. Solverson. 1986. “Evaluating the Use of Options for Forward pricing Soybeans by Illinois Producers in a Risk and Return Framework.” 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].
Interactions among Price, Production, and Financial
Risk in Analysis of Optimal Marketing
Strategies for Farmers
by
Vickie J. Alexander and Wesley N. Musser
Suggested citation format:
Alexander, V. J., and W. N. Musser. 1986. “Interactions among Price, Production, and Financial Risk in Analysis of Optimal Marketing Strategies for Farmers.” 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].
Determination of Optimal Forward Contracting
for a Peanut Buyer-Sheller
by
Robert W. Dubman and Bill R. Miller
Suggested citation format:
Dubman, R. W., and B. R. Miller. 1986. “Determination of Optimal Forward Contracting for a Peanut Buyer-Sheller.” 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].
Basis Risk and Optimal Decision Making
for California Fed Cattle
by
Timothy Park and Frances Antonovitz
Suggested citation format:
Park, T., and F. Antonovitz. 1986. “Basis Risk and Optimal Decision Making for California 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].
A Comparison of Analytical Approaches for Estimating
Hedge Ratios for Agricultural Commodities
by
Harvey J. Witt, Ted C. Schroeder, and Marvin L. Hayenga
Suggested citation format:
Witt, H. J., T. C. Schroeder, and M. L. Hayenga. 1986. “A Comparison of Analytical Approaches for Estimating Hedge Ratios for Agricultural Commodities.” 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 Corn Gluten Feed Prices Using Soybean
Meal Futures: Opportunities for Cross Hedging
by
Jack E. Houston and Glenn C. W. Ames
Suggested citation format:
Houston, J. E., and G. C. W. Ames. 1986. “Forecasting Corn Gluten Feed Prices Using Soybean Meal Futures: Opportunities for Cross Hedging.” 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].
Estimating the Effects of Risk on the Supply of Storage
by
Joseph W. Glauber
Suggested citation format:
Glauber, J. W. 1986. “Estimating the Effects of Risk on the Supply of Storage.” 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 Execution Cost of Trading in Commodity
Futures Markets
by
Sarahelen Thompson and Mark Waller
Suggested citation format:
Thompson, S., and M. Waller. 1986. “The Execution Cost of Trading in Commodity 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].
Corn and Soybean Basis Behavior:
An Intertemporal, Cross-Sectional Analysis
by
Philip Garcia, Robert Hauser, and Alan Tumblin
Suggested citation format:
Garcia, P., R. Hauser, and A. Tumblin. 1986. “Corn and Soybean Basis Behavior: An Intertemporal, Cross-Sectional Analysis.” 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].
Use of “Basis” as a Guideline for Storage Strategies for
Corn, Wheat, and Soybeans on Michigan Farms
by
John N. Ferris
Suggested citation format:
Ferris, J. N. 1986. “Use of ‘Basis’ as a Guideline for Storage Strategies for Corn, Wheat, and Soybeans on Michigan Farms.” 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 Futures Price Variability
by
Joseph W. Glauber and Richard G. Heifner
Suggested citation format:
Glauber, J. W., and R. G. Heifner. 1986. “Forecasting Futures Price Variability.” 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].
An Appraisal of Composite Forecasting Methods
by
David W. Park and William G. Tomek
Suggested citation format:
Park, D. W., and W. G. Tomek. 1986. “An Appraisal of Composite Forecasting Methods.” 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].
Random Walk Priors, Multiple Time Series
and the Forecast
by
David A. Bessler and Robert G. Nelson
Suggested citation format:
Bessler, D. A., and R. G. Nelson. 1986. “Random Walk Priors, Multiple Time Series and the Forecast.” 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].
Discriminating among Expectations Models Using
Non-Nested Testing Procedures
by
Frances Antonovitz and Richard Green
Suggested citation format:
Antonovitz, F., and R. Green. 1986. “Discriminating among Expectations Models Using Non-Nested Testing 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].
Forecasting Key Intra-Year Price and Export Patterns
for Soybeans and Soybean Products
by
Jim L. Matthews, Roger Hoskin, and Bruce Wendland
Suggested citation format:
Matthews, J. L., R. Hoskin, and B. Wendland. 1986. “Forecasting Key Intra-Year Price and Export Patterns for Soybeans and Soybean Products.” 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 Practical Approach to Forecasting Winter-Fresh
Tomato Markets
by
Shannon Reid Hamm and Neilson Conklin
Suggested citation format:
Hamm, S. R., and N. Conklin. 1986. “A Practical Approach to Forecasting Winter-Fresh Tomato 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].
Using the Microcomputer to Build and Operate a Grain,
Oilseeds, and Livestock (GOL) Simulation Model
by
John Wainio, Karen Liu, and Vernon Roningen
Suggested citation format:
Wainio, J., K. Liu, and V. Roningen. 1986. “Using the Microcomputer to Build and Operate a Grain, Oilseeds, and Livestock (GOL) Simulation 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].
A Method for Adapting a Monthly Behavioral
Relationship for Use in an Annual Model
by
Duane Schouten and William H. Meyers
Suggested citation format:
Schouten, D., and W. H. Meyers. 1986. “A Method for Adapting a Monthly Behavioral Relationship for Use in an Annual 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].
The U.S. and Iowa Soybeans Market: Implications to
Iowa Soybean Producers
by
Mark S. Ash and William H. Meyers
Suggested citation format:
Ash, M. S., and W. H. Meyers. 1986. “The U.S. and Iowa Soybeans Market: Implications to Iowa 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].
The Changing Structure of U.S. Meat Demand:
Implications for Meat Price Forecasting
by
Roger A. Dahlgran
Suggested citation format:
Dahlgran, R. A. 1986. “The Changing Structure of U.S. Meat Demand: Implications for Meat Price Forecasting.” 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].
Income Distribution and Structural Change
in U.S. Meat Demand
by
Laurian J. Unnevehr
Suggested citation format:
Unnevehr, L. J. 1986. “Income Distribution and Structural Change in U.S. Meat Demand.” 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].
Short-Term Vertical Market Price Interrelationships in
the Livestock Meat Sector
by
Ted C. Schroeder and Marvin L. Hayenga
Suggested citation format:
Schroeder, T. C., and M. L. Hayenga. 1986. “Short-Term Vertical Market Price Interrelationships in the Livestock Meat Sector.” 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 Impacts of Fuel Ethanol on the Corn and Soybean
Industries: An Econometric Approach
by
Robert E. Young II, Eugenia Bair,
Robin Perso, and Abner Womack
Suggested citation format:
Young, R. E., II, E. Bair, R. Perso, and A. Womack. 1986. “The Impacts of Fuel Ethanol on the Corn and Soybean Industries: An Econometric 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].
Intermarket Wheat Spreads
by
William W. Wilson and Alfred Chan
Suggested citation format:
Wilson, W. W., and A. Chan. 1986. “Intermarket Wheat Spreads.” 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].