observations on cash settlement by paul e. peterson

Observations on Cash Settlement

by

Paul E. Peterson

Suggested citation format:

Peterson, P. E.. “Observations on Cash Settlement," Proceedings of the 1995 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Chicago Board of Trade Crop Yield Insurance

Contracts

by

David D. Lehman

Suggested citation format:

Lehman, D. D.. “Chicago Board of Trade Crop Yield Insurance Contracts," Proceedings of the 1995 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Discussion of Paul Peterson's and

David Lehman's Comments

by

Sarahelen Thompson

Suggested citation format:

Thompson, S.. “Discussion of Paul Peterson's and David Lehman's Comments," Proceedings of the 1995 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Technical Analysis and Market Efficiency

in the Live Hog Futures Market

by

John W. Hales and Marvin L. Hayenga

Suggested citation format:

Hales, J. W., and M. L. Hayenga. “Technical Analysis and Market Efficiency in the Live Hog Futures Market," Proceedings of the 1995 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

The Quality of Speculation in the Soybean Complex

by

Roger A. Dahlgran

Suggested citation format:

Dahlgran, R. A.. “The Quality of Speculation in the Soybean Complex," Proceedings of the 1995 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Commodity Storage and Interseasonal Price Dynamics

by

Xiongwen Rui and Mario J. Miranda

Suggested citation format:

Rui, X., and M. J. Miranda. “Commodity Storage and Interseasonal Price Dynamics," Proceedings of the 1995 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

The Effects of Government Storage Programs

on Supply and Demand for Wheat Stocks

by

Brian D. Adam, Daniel S. Tilley, Everett Olbert

Suggested citation format:

Adam, B. D., D. S. Tilley, and E. Olbert. “The Effects of Government Storage Programs on Supply and Demand for Wheat Stocks," Proceedings of the 1995 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Optimal Financial Leverage and the Determinants of

Firm's Hedging Policies under Price, Basis and

Production Risk

by

Joaquin Arias and B. Wade Brorsen

Suggested citation format:

Arias, J., and B. W. Brorsen. “Optimal Financial Leverage and the Determinants of Firm's Hedging Policies under Price, Basis and Production Risk," Proceedings of the 1995 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

The Dynamics of Flex

by

Chad Hart, Darnell Smith and John R. Kruse

Suggested citation format:

Hart, C., D. Smith, and J. R. Kruse. “The Dynamics of Flex," Proceedings of the 1995 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

The Confidence Intervals of Preharvest State Corn

Yield Forecasts

by

Daniel O'Brien and S. Elwynn Taylor

Suggested citation format:

O'Brien, D, and S. E. Taylor. “The Confidence Intervals of Preharvest State Corn Yield Forecasts," Proceedings of the 1995 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Crop Yield Futures and Revenue Distributions

by

Viswanath Tirupattur, Robert J. Hauser, Nabil M. Chaberli

Suggested citation format:

Tirupattur, V., R. J. Hauser, and N. M. Chaberli. “Crop Yield Futures and Revenue Distributions," Proceedings of the 1995 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

A Flexible Dynamic Inverse Demand System:

An Application to U.S. Meat Demand

by

Matthew T. Hold and Barry K. Goodwin

Suggested citation format:

Hold, M. T., and B. K. Goodwin. “A Flexible Dynamic Inverse Demand System: An Application to U.S. Meat Demand," Proceedings of the 1995 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

The Effects of Japanese Exports on Wholesale Beef and

Live Cattle Prices

by

Marvin D. Hoffland, Marvin L. Hayenga, Dermot J. Hayes

Suggested citation format:

Hoffland, M. D., M. L. Hayenga, and D. J. Hayes. “The Effects of Japanese Exports on Wholesale Beef and Live Cattle Prices," Proceedings of the 1995 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

The Apparent Failure of Retail Beef Prices to Respond

to Supply Shocks: An Empirical Investigation

by

Rodney Jones and Wayne D. Purcell

Suggested citation format:

Jones, R., and W. D. Purcell. “The Apparent Failure of Retail Beef Prices to Respond to Supply Shocks: An Empirical Investigation," Proceedings of the 1995 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Quality Uncertainty and Grain Merchandising Risk:

Vomitoxin in Spring Wheat

by

D. Demcey Johnson, William W. Wilson, Matthew Diersen

Suggested citation format:

Johnson, D. D., W. W. Wilson, and M. Diersen. “Quality Uncertainty and Grain Merchandising Risk: Vomitoxin in Spring Wheat," Proceedings of the 1995 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

A Comparison of Carcass Value Pricing Systems of

Southeast Hog Plants

by

David Kenyon, John McKissick, Kelly Zering

Suggested citation format:

Kenyon, D., J. McKissick, and K. Zering. “A Comparison of Carcass Value Pricing Systems of Southeast Hog Plants," Proceedings of the 1995 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Daily Hedonic Price Analysis in Cotton: An Alternative

Approach for Providing Market Information

by

Darren Hudson, Don Etheridge, Jeff Brown

Suggested citation format:

Hudson, D., D. Etheridge, and J. Brown. “Daily Hedonic Price Analysis in Cotton: An Alternative Approach for Providing Market Information," Proceedings of the 1995 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Garch Option Pricing with Implied Volatility

by

N'Zue F. Fofana and B. Wade Brorsen

Suggested citation format:

Fofana, N'Z. F., and B. W. Brorsen. “Garch Option Pricing with Implied Volatility," Proceedings of the 1995 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

The Effect of Planting on the Volatility

of Grain Futures Prices

by

David A. Hennessy and Thomas I. Wahl

Suggested citation format:

Hennessy, D. A., and T. I. Wahl. “The Effect of Planting on the Volatility of Grain Futures Prices," Proceedings of the 1995 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Pre-harvest Hedging Behavior and Market Timing

Performance of Private Market Advisory Services

by

Joae Martines-Filho and Scott H. Irwin

Suggested citation format:

Martines-Filho, J., and S. H. Irwin. “Pre-harvest Hedging Behavior and Market Timing Performance of Private Market Advisory Services," Proceedings of the 1995 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Robust Risk Management Strategies for U.S. Hard Red

Winter Wheat Producers

by

Brian D. Adam and Kim Anderson

Suggested citation format:

Adam, B. D., and K. Anderson. “Robust Risk Management Strategies for U.S. Hard Red Winter Wheat Producers," Proceedings of the 1995 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

The Performances of Probability-Based Grain

Marketing Strategies

by

Daniel O'Brien and Robert Wisner

Suggested citation format:

O'Brien, D., and R. Wisner. “The Performances of Probability-Based Grain Marketing Strategies," Proceedings of the 1995 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

The Development of Index Futures Contracts for Fresh

Fruits and Vegetables

by

Mark R. Manfredo, James D. Libbin, Lowell B. Catlett

Suggested citation format:

Manfredo, M. R., J. D. Libbin, and L. B. Catlett. “The Development of Index Futures Contracts for Fresh Fruits and Vegetables," Proceedings of the 1995 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

The Hedging Effectiveness of Rough Rice Futures

by

Kye Ryong Lee, Marvin L. Hayenga, Sergio H. Lence

Suggested citation format:

Lee, K. R., M. L. Hayenga, and S. H. Lence. “The Hedging Effectiveness of Rough Rice Futures," Proceedings of the 1995 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Meatpacker Conduct in Fed Cattle Pricing:

Multiple-Market Oligopsony Power

by

Stephen R. Koontz and Philip Garcia

Suggested citation format:

Koontz, S. R., and P. Garcia. “Meatpacker Conduct in Fed Cattle Pricing: Multiple-Market Oligopsony Power," Proceedings of the 1995 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

An Econometric Model for Forecasting the

Manufacturing Grade Price of Milk in U.S. Markets

by

Ken Bailey and Steve Gallivan

Suggested citation format:

Bailey, K., and S. Gallivan. “An Econometric Model for Forecasting the Manufacturing Grade Price of Milk in U.S. Markets," Proceedings of the 1995 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

An Analysis of the Frequency of Marketing

by Kansas Crop Producers

by

Barry K. Goodwin and Terry L. Kastens

Suggested citation format:

Goodwin, B. K., and T. L. Kastens. “An Analysis of the Frequency of Marketing by Kansas Crop Producers," Proceedings of the 1995 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Ex Ante Basis Risk in the Live Hog Futures Contract:

Has Hedgers' Risk Increased?

by

Phil Garcia and Dwight R. Sanders

Suggested citation format:

Garcia, P., and D. R. Sanders. “Ex Ante Basis Risk in the Live Hog Futures Contract: Has Hedgers' Risk Increased?" Proceedings of the 1995 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

An Analysis of Trader Activity During Limit-Move

Events in Live Cattle Futures

by

Rob Murphy and Wayne Purcell

Suggested citation format:

Murphy, R., and W. Purcell. “An Analysis of Trader Activity During Limit-Move Events in Live Cattle Futures," Proceedings of the 1995 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]