Commodity Prices: A Viewpoint.â Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk. Management.
Empirical Analysis of Agricultural Commodity Prices: A Viewpoint by William G. Tomek and Robert J. Myers
Suggested citation format: Tomek, W. G., and R. J. Myers. 1993. “Empirical Analysis of Agricultural Commodity Prices: A Viewpoint.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Discussion: Empirical Analysis of Agricultural Commodity Prices: A Viewpoint by David A. Bessler
Suggested citation format: Bessler, D. A. 1993. “Discussion: Empirical Analysis of Agricultural Commodity Prices: A Viewpoint.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Analysis of Producer Pricing Methods by Ted Schroeder and Barry Goodwin
Suggested citation format: Schroeder, T., and B. Goodwin. 1993. “Analysis of Producer Pricing Methods.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Dynamic Relationships in the U.S. Lamb Marketing Channel by Rodney Jones, Wayne D. Purcell, and Anya McGuirk
Suggested citation format: Jones, R., W. D. Purcell, and A. McGuirk. 1993. “Dynamic Relationships in the U.S. Lamb Marketing Channel.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
The Forecasting of Prices and Protein Premiums for PNW Hard Red Winter and Dark Northern Spring Wheat by John Carlson, David Bullock, Jim Johnson, Steve Stauber, and Charles McGuire
Suggested citation format: Carlson, J., D. Bullock, J. Johnson, S. Stauber, and C. McGuire. 1993. “The Forecasting of Prices and Protein Premiums for PNW Hard Red Winter and Dark Northern Spring Wheat.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Hedging with Commodity Options and Safety-First Rules by James Vercammen and Victor Gaspar
Suggested citation format: Vercammen, J., and V. Gaspar. 1993. “Hedging with Commodity Options and Safety-First Rules.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
The Returns and Forecasting Ability of Large Traders in the Frozen Pork Bellies Futures Market by Raymond M. Leuthold, Philip Garcia, and Richard Lu
Suggested citation format: Leuthold, R. M., P. Garcia, and R. Lu. 1993. “The Returns and Forecasting Ability of Large Traders in the Frozen Pork Bellies Futures Market.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Sources and Structure of Profit Risk in Cattle Feeding by Stephen R. Koontz and James N. Trapp
Suggested citation format: Koontz, S. R., and J. N. Trapp. 1993. “Sources and Structure of Profit Risk in Cattle Feeding.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Storage Hedging: What’s a Merchandiser to Do? by Brian D. Adam, Kim Anderson, and Roger Sahs
Suggested citation format: Adam, B. D., K. Anderson, and R. Sahs. 1993. “Storage Hedging: What’s a Merchandiser to Do?” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
The Cost of Forward Contracting Wheat by B. Wade Brorsen, John Coombs, and Kim Anderson
Suggested citation format: Brorsen, B. W. J. Coombs, and K. Anderson. 1993. “The Cost of Forward Contracting Wheat.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
The Market Efficiency of Options on Corn Futures by Sergio H. Lence
Suggested citation format: Lence, S. H. 1993. “The Market Efficiency of Options on Corn Futures.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Distilling Option Premium Information into Simple Decision Rules by John D. Lawrence and Seth Meyer
Suggested citation format: Lawrence, J. D., and S. Meyer. 1993. “Distilling Option Premium Information into Simple Decision Rules.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Mean Reversion in the Corn and Hog Bases by Robert Leads, Carl Zulauf, Scott Irwin, Thomas Jackson, and William Distad
Suggested citation format: Leads, R., C. Zulauf, S. Irwin, T. Jackson, and W. Distad. 1993. “Mean Reversion in the Corn and Hog Bases.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Grain Markets after the Conservation Reserve Program by Carl O. Garrison, Mike Dicks, Brian D. Adam, and B. Wade Brorsen
Suggested citation format: Garrison, C. O., M. Dicks, B. D. Adam, and B. W. Brorsen. 1993. “Grain Markets after the Conservation Reserve Program.” Proceedings of the NCR134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Impacts of Elevator Concentration on Local Basis by T. Randall Fortenbery, Hector O. Zapata, and Eugene L. Kunda
Suggested citation format: Fortenbery, T. R., H. O. Zapata, and E. L. Kunda. 1993. “Impacts of Elevator Concentration on Local Basis.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Technical Analysis of Commodity Price Behavior by Joel Fingerman
Suggested citation format: Fingerman, J. 1993. “Technical Analysis of Commodity Price Behavior.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Chaos Theory and Its Implications for Research on Futures Markets: A Review of the Literature by John Bernard and Deborah Streeter
Suggested citation format: Bernard, J., and D. Streeter. 1993. “Chaos Theory and Its Implications for Research on Futures Markets: A Review of the Literature.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
A Comparison of Traditional Livestock Auctions, Teleauctions, and Satellite Video Auctions: Price Differences between Markets by Beth Adams and Steven C. Turner
Suggested citation format: Adams, B., and S. C. Turner. 1993. “A Comparison of Traditional Livestock Auctions, Teleauctions, and Satellite Video Auctions: Price Differences between Markets.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Methods for Selecting Delivery or Cash Settlement Arrangements for Agricultural Futures Contracts: The Case of Live Cattle by Gerald E. Plato, Richard G. Heifner, and Phil L. Colling
Suggested citation format: Plato, G. E., R. G. Heifner, and P. L. Colling. 1993. “Methods for Selecting Delivery or Cash Settlement Arrangements for Agricultural Futures Contracts: The Case of Live Cattle.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Do Japanese Soybean Futures Markets Respond to the USDA Crop Production Report? by Phil L. Colling
Suggested citation format: Colling, P. L. 1993. “Do Japanese Soybean Futures Markets Respond to the USDA Crop Production Report?” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
The Importance of Inventory in Short-Run Beef Market Analysis by Kevin J. Bacon, James N. Trapp, Steven Meyer, and Kevin Smith
Suggested citation format: Bacon, K. J., J. N. Trapp, S. Meyer, and K. Smith. 1993. “The Importance of Inventory in Short-Run Beef Market Analysis .” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Forecasting the Probability Distributions of U.S. Harvest Time Corn Prices by Daniel O'Brien, Marvin Hayenga, and Bruce Babcock
Suggested citation format: O'Brien, D., M. Hayenga, and B. Babcock. 1993. “Forecasting the Probability Distributions of U.S. Harvest Time Corn Prices.” Proceedings of the NCR134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Trade Impacts of Soviet Reform: A Heckscher-Ohlin-Vanek Approach by Dermot J. Hayes, Alexander Kumi, and S. R. Johnson
Suggested citation format: Hayes, D.J., A. Kumi, and S. R. Johnson. 1993. “Trade Impacts of Soviet Reform: A Heckscher-Ohlin-Vanek Approach.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Constant or Time-Varying Optimal Hedge Ratios? by Giancarlo Moschini and Satheesh Aradhyula
Suggested citation format: Moschini, G., and S. Aradhyula. 1993. “Constant or Time-Varying Optimal Hedge Ratios?” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Futures Trading with a Neural Network by Lonnie Hamm, B. Wade Brorsen, and Ramesh Sharda
Suggested citation format: Hamm, L., B. W. Brorsen, and R. Sharda. 1993. “Futures Trading with a Neural Network.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
GARCH Option Pricing with Asymmetry by Taehoon Kang and B. Wade Brorsen
Suggested citation format: Kang, T., and B. W. Brorsen. 1993. “GARCH Option Pricing with Asymmetry.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
The Risk Premium in Live Cattle Futures by Emmett Elam and Stephen Njukia
Suggested citation format: Elam, E., and S. Njukia. 1993. “The Risk Premium in Live Cattle Futures.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].