2008 Conference, April 21-22, 2008, St. Louis, Missouri

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2017-04-01
14:07
The study uses the 2005 Nielsen Homescan panel data to estimate price premiums and discounts associated with product attributes, market factors, and consumer characterist [...]
2008 | Conference Paper/ Presentation |

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2017-04-01
14:07
The cotton market in China is highly interactive with international markets, especially, the US market. The prices in these two markets can reveal important market relati [...]
2008 | Conference Paper/ Presentation |

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2017-04-01
08:43
The purpose of this paper is to investigate the marketing performance of wheat farmers in Illinois and Kansas over 1982-2004. The results show that farmer benchmark price [...]
2008 | Conference Paper/ Presentation |

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2017-04-01
14:20
Existing literature predominantly assumes perfect knowledge of production methods when deriving optimal futures position hedging rules. This paper relaxes this assumption [...]
2008 | Conference Paper/ Presentation |

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2017-04-01
08:51
This study investigates the predictability of outlook hog price forecasts released by Iowa State University relative to alternative market and time-series forecasts. The [...]
2008 | Conference Paper/ Presentation |

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2017-04-01
10:37
Synchronized artificial insemination was used to inseminate cows using different types of sire genetics, including low-accuracy, calving-ease, and high-accuracy. These th [...]
2008 | Conference Paper/ Presentation |

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2017-04-01
08:56
It is well documented that “unanticipated” information contained in USDA crop reports induces large price reactions in corn and soybean markets. Thus, a natural quest [...]
2008 | Conference Paper/ Presentation |

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2017-04-01
15:18
Long-only commodity index funds have been blamed by other futures market participants for inflating commodity prices, increasing market volatility, and distorting histori [...]
2008 | Conference Paper/ Presentation |

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2017-04-01
15:10
Liquidity costs in futures markets are not observed directly because bids and offers occur in an open outcry pit and are not recorded. Traditional estimation of these cos [...]
2008 | Conference Paper/ Presentation |

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2017-04-01
11:37
Most financial asset returns exhibit volatility persistence. We investigate this phenomenon in the context of daily returns in commodity futures markets. We show that the [...]
2008 | Conference Paper/ Presentation |

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