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  • 11

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  • 11
AgEcon Search 11 records found 1 - 10next  jump to record: Search took 0.06 seconds. 
1.
Black's European model predicts premiums of live cattle futures options as accurately as Barone-Adesi and Whaley's American model. Implied volatility estimators generate [...]
English | 04 August 1991 | Conference Paper/ Presentation |
2.
To forecast prices within the soybean complex, a univariate, ARIMA, time series model and a multivariate, VAR, time series model are constructed. An economic evaluation o [...]
English | 30 July 1989 | Conference Paper/ Presentation |
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No-Arbitrage option pricing models are used to estimate ex ante soybean futures price distributions. Volatility measures of these distributions are modeled in an endogeno [...]
English | 05 August 1990 | Conference Paper/ Presentation |
5.
No-arbitrage option pricing models are used to recover complete probabilistic descriptions of expected soybean futures prices. The usefulness of the approach is examined [...]
English | 05 August 1990 | Conference Paper/ Presentation |
6.
Strong concerns about how efficiently live hog futures prices react to USDA Hogs and Pigs ~eports have been raised by livestock producer groups. Using market survey data, [...]
English | 30 July 1989 | Conference Paper/ Presentation |
7.
Effects of USDA Hogs and Pigs reports on live hog, pork belly, live cattle and feeder cattle futures prices are examined. Evidence suggests that some of those prices unde [...]
English | 04 August 1991 | Conference Paper/ Presentation |
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Public situation and outlook (S&O) programs have a relatively long history. The first formal program is generally thought to be the USDA's Outlook Conference held on [...]
English | 1994 | Conference Paper/ Presentation |
10.
The purpose of this study was to conduct a comprehensive evaluation of the market timing value of outlook price forecasts. One-, two-, and three-quarter ahead hog and cat [...]
English | 04 August 1991 | Conference Paper/ Presentation |

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