Research on Price Forecasting and Marketing Strategies: Improving Our Relevance. by B. Wade Brorsen and Scott H. Irwin

Transcription

1 Research on Price Forecasting and Marketing Strategies: Improving Our Relevance B. Wade Brorsen and Scott H. Irwin Brorsen, B. W., and S. H. Irwin Research on Price Forecasting and Marketing Strategies: Improving Our Relevance. Proceedings of the NCR- 134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

2 Research on Price Forecasting and Marketing Strategies: Improving Our Relevance - Comment Darrel L. Good Good, D. L Research on Price Forecasting and Marketing Strategies: Improving Our Relevance - Comment. Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

3 Discussion of Research on Price Forecasting and Marketing Strategies: Improving Our Relevance Rob Johnson Johnson, R Discussion of Research on Price Forecasting and Marketing Strategies: Improving Our Relevance. Proceedings of the NCR- 134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

4 The Impact of Lag Determination on Price Relationships in the U.S. Broiler Industry John C. Bernard and Lois Schertz Willett Bernard, J. C., and L. S. Willett The Impact of Lag Determination on Price Relationships in the U.S. Broiler Industry. Proceedings of the NCR- 134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

5 Empirical Analysis of Agricultural Commodity Prices: A Practitioner s Viewpoint on Structural Models Dean T. Chen Chen, D. T Empirical Analysis of Agricultural Commodity Prices: A Practitioner s Viewpoint on Structural Models. Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

6 Cash Soybean Price Prediction with Neural Networks Ken L. Claussen and Dr. J. William Uhrig Claussen, K. L., and Dr. J. W. Uhrig Cash Soybean Price Prediction with Neural Networks. Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

7 Forecasting Cash Feeder Steer Prices: A Comparison of the Econometric, VAR, ARIMA, Feeder Cattle Futures and Composite Approaches Christine Cole, James Mintert, and Ted Schroeder Cole, C., J. Mintert, and T. Schroeder Forecasting Cash Feeder Steer Prices: A Comparison of the Econometric, VAR, ARIMA, Feeder Cattle Futures and Composite Approaches. Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

8 Terminal Markets for Fat Cattle: Are They Lemons Markets? Dillon M. Feuz Feuz, D. M Terminal Markets for Fat Cattle: Are They Lemons Markets? Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

9 Examining Changes in Dairy Product Price Relationships Due to Increasing Price Volatility Paula A. Emerick, Andrew M. Novakovic, and Louis Schertz Willett Emerick, P. A., A. M. Novakovic, and L. S. Willett Examining Changes in Dairy Product Price Relationships Due to Increasing Price Volatility. Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

10 Excess Returns from Custom Cattle Feeding? Emmett Elam and Charles Dodson Elam, E., and C. Dodson Excess Returns from Custom Cattle Feeding? Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

11 Potential Long Run Impacts of Captive Supplies on Producer Prices in Fed Cattle Markets Rodney Jones and Wayne D. Purcell Rodney Jones and Wayne D. Purcell Potential Long Run Impacts of Captive Supplies on Producer Prices in Fed Cattle Markets. Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

12 Forecasting Livestock Prices with an Artificial Neural Network versus Linear Time Series Models Nowrouz Kohzadi, Milton Boyd, Bahman Kermanshahi, and Iebeling Kaastra Kohzadi, N., M. Boyd, B. Kermanshahi, and I. Kaastra Forecasting Livestock Prices with an Artificial Neural Network versus Linear Time Series Models. Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

13 An Inverse-Demand Model of Weekly Boxed Beef Prices Stephen R. Koontz, James N. Trapp, and Steven E. Meyer Koontz, S. R., J. N. Trapp, and S. E. Meyer An Inverse-Demand Model of Weekly Boxed Beef Prices. Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

14 Yield Estimation throughout the Growing Season John R. Kruse and Darnell Smith Kruse, J. R., and D. Smith Yield Estimation Throughout the Growing Season. Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

15 Valuation of U.S. Agricultural Support Programs: A Contingent Claims Analysis Approach Viswanath Tirupattur and Robert J. Hauser Tirupattur, V., and R. J. Hauser Valuation of U.S. Agricultural Support Programs: A Contingent Claims Analysis Approach. Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

16 Analysis of the Physical and Market Factors Influencing the Relationship between Slaughter Cattle Weight and Price: An Application of Experimental Economics James Trapp, Stephen Koontz, Derrell Peel, and Clement Ward Trapp, J., S. Koontz, D. Peel, and C. Ward Analysis of the Physical and Market Factors Influencing the Relationship Between Slaughter Cattle Weight and Price: An Application of Experimental Economics. Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

17 Accounting for Aggregation Bias in Empirical Demand Models - The Case of Almost Ideal Demand Systems Thomas I. Wahl, Ron C. Mittelhammer, and Hongqi Shi Wahl, T. I., R. C. Mittelhammer, and H. Shi Accounting for Aggregation Bias in Empirical Demand Models - The Case of Almost Ideal Demand Systems. Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

18 The Value of Information to Hedgers in the Presence of Options Brian D. Adam, Philip Garcia, and Robert J. Hauser Adam, B. D., P. Garcia, and R. J. Hauser The Value of Information to Hedgers in the Presence of Options. Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

19 Pre-Harvest Dynamic Hedging: An Analysis of Transaction Costs and Contract Lumpiness for Soybean Farmers E. Neal Blue, Joao Martines-Filho, Mario Miranda, and Scott Irwin Blue, E. N., J. Martines-Filho, M. Miranda, and S. Irwin Pre-Harvest Dynamic Hedging: An Analysis of Transaction Costs and Contract Lumpiness for Soybean Farmers. Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

20 Delivery Systems Versus Cash Settlement in Corn and Soybean Futures Contracts Nabil M. Chaherli and Robert J. Hauser Chaherli, N. M., and R. J. Hauser Delivery Systems Versus Cash Settlement in Corn and Soybean Futures Contracts. Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

21 Futures Prices Responses to the USDA Cold Storage Report Phil L. Colling, Scott H. Irwin, and Carl R. Zulauf Colling, P. L., S. H. Irwin, and C. R. Zulauf Futures Prices Responses to the USDA Cold Storage Report. Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

22 Success and Failure of Agriculture Futures Contracts N Zue F. Fofana and B. Wade Brorsen Fofana, N Zue F., and B. W. Brorsen Success and Failure of Agriculture Futures Contracts. Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

23 Cross Hedging Wholesale Beef and Pork Products Marvin Hayenga, Bingrong Jiang, Ji Hoon Kweon, and Sergio Lence Hayenga, M., B. Jiang, J. H. Kweon, and S. Lence Cross Hedging Wholesale Beef and Pork Products. Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

24 A Trading Simulation Test for Weak-Form Efficiency in Live Cattle Futures Terry Kastens and Ted C. Schroeder Kastens, T., and T. C. Schroeder A Trading Simulation Test for Weak-Form Efficiency in Live Cattle Futures. Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

25 Modeling Futures Prices with the Student s t Autoregressive Model Rob Murphy and Anya McGuirk Murphy, R., and A. McGuirk Modeling Futures Prices with the Student s t Autoregressive Model. Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

26 Hedge Ratio Estimation and Soybean Storage Michael D. Patterson, Marvin L. Hayenga, and Sergio H. Lence Patterson, M. D., M. L. Hayenga, and S. H. Lence Hedge Ratio Estimation and Soybean Storage. Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

27 Performance of the 290 Put Option on 93 December Corn Futures Gerald Plato Plato, G Performance of the 290 Put Option on 93 December Corn Futures. Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

28 Empirical Tests of Distributional Assumptions for Option Pricing Models Bruce J. Sherrick, Philip Garcia, and Viswanath Tirupattur Sherrick, B. J., P. Garcia, and V. Tirupattur Empirical Tests of Distributional Assumptions for Option Pricing Models. Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [