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1.
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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 [...]
English |
2000 |
Conference Paper/ Presentation |
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2.
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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 [...]
English |
2000 |
Conference Paper/ Presentation |
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3.
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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 [...]
English |
2000 |
Conference Paper/ Presentation |
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4.
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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 [...]
English |
2000 |
Conference Paper/ Presentation |
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5.
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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 [...]
English |
2000 |
Conference Paper/ Presentation |
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6.
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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 [...]
English |
2000 |
Conference Paper/ Presentation |
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7.
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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 [...]
English |
2000 |
Conference Paper/ Presentation |
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8.
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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 [...]
English |
2000 |
Conference Paper/ Presentation |
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9.
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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 [...]
English |
2000 |
Conference Paper/ Presentation |
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10.
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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 [...]
English |
2000 |
Conference Paper/ Presentation |
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