The Price Adjustment Process and Efficiency of Grain Futures Markets Implied by Return Series of Various Time Intervals

Transcription

1 The Price Adjustment Process and Efficiency of Grain Futures Markets Implied Return Series of Various Time Intervals Shi-Miin Liu and Sarahelen R. Thompson Liu, S.-M., and S. R. Thompson The Price Adjustment Process and Efficiency of Grain Futures Markets Implied Return Series of Various Time Intervals. Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

2 Comparison of Liquidity Costs Between the Kansas City and Chicago Wheat Futures Contracts David Seibold, Sarahelen Thompson, and James S. Eales Seibold, D., S. Thompson, and J. S. Eales Comparison of Liquidity Costs Between the Kansas City and Chicago Wheat Futures Contracts. Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

3 Asymmetric Pricing in Live Cattle Futures Milton S. Boyd, B. Wade Brorsen, and Gary E. Warkentine Boyd, M. S., B. W. Brorsen, and G. E. Warkentine Asymmetric Pricing in Live Cattle Futures. Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

4 Impact of Cash Settlement on the Effectiveness of Price Discovery Processes in Feeder Cattle John B. Rowsell and Wayne D. Purcell Rowsell, J. B., and W. D. Purcell Impact of Cash Settlement on the Effectiveness of Price Discovery Processes in Feeder Cattle. Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

5 Forecasting Prices in the Forward Cash Market for Corn and Soybeans David D. Johnson Johnson, D. D Forecasting Prices in the Forward Cash Market for Corn and Soybeans. Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

6 The Soybean Complex Spread: An Examination of Market Efficiency from the Viewpoint of a Production Process Robert L. Johnson, Carl R. Zulauf, Scott H. Irwin, and Mary E. Gerlow Johnson, R. L., C. R. Zulauf, S. H. Irwin and M. E. Gerlow The Soybean Complex Spread: An Examination of Market Efficiency from the Viewpoint of a Production Process. Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

7 Feeder Cattle Cash Settlement: Impacts on Basis Variability in Selected U.S. Markets Donald R. Rich, Raymond M. Leuthold, and Michael A. Hudson Rich, D. R., R. M. Leuthold and M. A. Hudson Feeder Cattle Cash Settlement: Impacts on Basis Variability in Selected U.S. Markets. Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

8 Efficiency Characteristics of the Live Cattle Options Market Robert J. Hauser and Yue Liu Hauser, R. J., and Y. Liu Efficiency Characteristics of the Live Cattle Options Market. Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

9 Sensitivity of Risk Premium Analyses to Violations of Distributional Assumptions T. Randall Fortenbery and Hector O. Zapata Fortenbery, T. R., and H. O. Zapata Sensitivity of Risk Premium Analyses to Violations of Distributional Assumptions. Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

10 The Effects of USDA Reports in Futures and Options Markets T. Randall Fortenbery and Daniel A. Sumner Fortenbery, T. R., and D. A. Sumner The Effects of USDA Reports in Futures and Options Markets. Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

11 Does Routine Forward Pricing Effectively Reduce Farmers Risks? Richard Heifner Heifner, R Does Routine Forward Pricing Effectively Reduce Farmers Risks? Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

12 Statistical Process Control Adapted to Surveillance of Cash Cattle Markets John Ginzel, Kevin Kesecker, Roger Schneider, and Everett Stoddard Ginzel, J., K. Kesecker, R. Schneider, E. Stoddard Statistical Process Control Adapted to Surveillance of Cash Cattle Markets. Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

13 Cointegration Tests and Spatial Price Linkages in Regional Cattle Markets Barry K. Goodwin and Ted C. Schroeder Goodwin, B. K., and T. C. Schroeder Cointegration Tests and Spatial Price Linkages in Regional Cattle Markets. Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

14 Competition for Fed Cattle in Colorado vs. Other Markets: The Impact of the Decline in Packers and Ascent in Contracting Marvin Hayenga and Dan O Brien Hayenga, M., and D. O Brien Competition for Fed Cattle in Colorado vs. Other Markets: The Impact of the Decline in Packers and Ascent in Contracting. Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

15 Analyzing the Seasonality of U.S. Meat Demand Using Disaggregated Weekly Data Thomas I. Wahl, Dermot J. Hayes, and David Hennessy Wahl, T. I., D. J. Hayes, and D. Hennessy Analyzing the Seasonality of U.S. Meat Demand Using Disaggregated Weekly Data. Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

16 Simultaneity and Structural Change in Fed Beef Demand James Eales and Inshik Lee Eales, J., and I. Lee Simultaneity and Structural Change in Fed Beef Demand. Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

17 Using Nonparametric Demand Analysis in a Meat Demand System Ann A. Wilkinson and Jon A. Brandt Wilkinson, A. A., and J. A. Brandt Using Nonparametric Demand Analysis in a Meat Demand System. Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

18 A Long Term Forecasting Model of the Livestock and Poultry Sectors Mark R. Weimar and Richard P. Stillman Weimar, M. R., and R. P. Stillman A Long Term Forecasting Model of the Livestock and Poultry Sectors. Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

19 An Analysis of the Consistency of Public Data Used in Demand Analysis for Livestock Richard Stillman and Mark Weimar Stillman, R., and M. Weimar An Analysis of the Consistency of Public Data Used in Demand Analysis for Livestock. Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

20 Rationally Expected Livestock and Poultry Price Forecasts and Meat Price Predictions from a Livestock and Meat Sector Model Barry W. Bobst and Robert W. Harrison Bobst, B. W., and R. W. Harrison Rationally Expected Livestock and Poultry Price Forecasts and Meat Price Predictions from a Livestock and Meat Sector Model. Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

21 The Transmission of Price Variability under Traffication Dermot J. Hayes, Thomas I. Wahl, and S. R. Johnson Hayes, D. J., T. I. Wahl, and S. R. Johnson The Transmission of Price Variability under Traffication. Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

22 Hog Producer s Marketing Decisions Under Alternative Utility Specifications Brian Adam and Philip Garcia Adam, B., and P. Garcia Hog Producer s Marketing Decisions Under Alternative Utility Specifications. Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

23 The Sensitivity of Live Hog Marketing Strategies to Uncertain Prices Philip Garcia and Brian Adam Garcia, P., and B. Adam The Sensitivity of Live Hog Marketing Strategies to Uncertain Prices. Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

24 Hedonic Price Estimation for Kansas Wheat Characteristics: A Pooled Cross-Sectional Time-Series Analysis Juan A. Espinosa and Barry K. Goodwin Espinosa, J. A., and B. K. Goodwin Hedonic Price Estimation for Kansas Wheat Characteristics: A Pooled Cross-Sectional Time-Series Analysis. Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

25 The Dynamics of Supply, Demand and Price for Wheat Programs under Rational Expectations Theresa Sun Sun, T The Dynamics of Supply, Demand and Price for Wheat Programs under Rational Expectations. Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

26 The Rationality of Hogs and Pigs Inventory Expectations Phil L. Colling and Scott H. Irwin Colling, P. L., and S. H. Irwin The Rationality of Hogs and Pigs Inventory Expectations. Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

27 The Relationship Between Primary Commodity Prices and Macroeconomic Variables Theodosios Palaskas and Panos N. Varangis Palaskas, T., and P. N. Varangis The Relationship Between Primary Commodity Prices and Macroeconomic Variables. Proceedings of the NCR- 134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

28 Exchange Rate Shocks, Macroeconomic Announcements and Commodity Price Behavior Dhaneshwar Ghura Ghura, D Exchange Rate Shocks, Macroeconomic Announcements and Commodity Price Behavior. Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

29 Software for Managing Income Risk Through Marketing Rich Alderfer, Steve Harsh, and Jim Hilker Alderfer, R., S. Harsh, and J. Hilker Software for Managing Income Risk Through Marketing. Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

30 Agricultural Policy for the 1990s: An Analysis of Alternatives Jon Brandt, Kenneth Bailey, Abner Womack, Patrick Westhoff, and William Meyers Brandt, J., K. Bailey, A. Womack, P. Westhoff, and W. Meyers Agricultural Policy for the 1990s: An Analysis of Alternatives. Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

31 A Framework for Analyzing Prices of Related Temporal Commodity Investment Strategies Bruce J. Sherrick and Michael A. Hudson Sherrick, B. J., and M. A. Hudson A Framework for Analyzing Prices of Related Temporal Commodity Investment Strategies. Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

32 Option Based Assessments of Expected Price Distributions Bruce J. Sherrick, Scott H. Irwin, and D. Lynn Forster Sherrick, B. J., S. H. Irwin, and D. L. Forster Option Based Assessments of Expected Price Distributions. Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [