2000 Conference, April 17-18 2000, Chicago, Illinois

Latest additions:
2017-04-01
15:06
The inaccuracy of the Black-Scholes formula arises from two aspects: the formula is for European options while most real option contracts are American; the formula is bas [...]
2000 | Conference Paper/ Presentation |

Detailed record - Similar records
2017-04-01
14:19
The choice of deflators of commodity prices can change the time-series properties of the original series. This is a specific application of the general phenomenon that va [...]
2000 | Conference Paper/ Presentation |

Detailed record - Similar records
2017-04-01
15:04
Remotely sensed data have been used in the past to predict crop yields. This research attempts to incorporate remotely sensed data into a net farm income projection model [...]
2000 | Conference Paper/ Presentation |

Detailed record - Similar records
2017-04-01
09:12
Fats and oils play a prominent role in U.S. dietary patterns. Recent concerns over the negative health consequences associated with fats and oils have led many to suspect [...]
2000 | Working or Discussion Paper |

Detailed record - Similar records
2017-04-01
09:34
The optimal hedging portfolio is shown to include both futures and options under a variety of circumstances when the marginal cost of hedging is non-zero. Futures and op [...]
2000 | Conference Paper/ Presentation |

Detailed record - Similar records
2017-04-01
08:46
Low trading volume in the CME stocker cattle contracts has made hedgers and speculators reluctant to use the contracts. Traders need decision tools to discover prices or [...]
2000 | Conference Paper/ Presentation |

Detailed record - Similar records
2017-04-01
14:25
An inverse live hog demand model was estimated to analyze claims that the live hog own quantity demand flexibility's magnitude has increased in recent years. A second obj [...]
2000 | Conference Paper/ Presentation |

Detailed record - Similar records
2017-04-01
11:24
Both market advisors and researchers have often suggested rollover hedging as a way of increasing producer returns. This study tests whether rollover hedging can increase [...]
2000 | Conference Paper/ Presentation |

Detailed record - Similar records
2017-04-01
12:28
A dynamic three-commodity rational-expectations storage model is used to compare the impact of the Federal Agricultural Improvement and Reform (FAIR) Act of 1996 with a f [...]
2000 | Conference Paper/ Presentation |

Detailed record - Similar records
2017-04-01
09:05
This paper estimates values of the delivery options implicit in the CBOT corn futures contract. Joint values of the timing and location options are estimated for the year [...]
2000 | Conference Paper/ Presentation |

Detailed record - Similar records