login

Home > Regional Research Projects > NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management > 2002 Conference, April 22-23, 2002, St. Louis, Missouri > Search Results

2002 Conference, April 22-23, 2002, St. Louis, Missouri

Search:

Search Tips :: Advanced Search

Sort by

ascending
descending

Display

Collections

Select collection Select collection

Format

Select output format

1.	PDF cp01ri01 WEATHER DERIVATIVES: MANAGING RISK WITH MARKET-BASED INSTRUMENTS Richards, Timothy J. ; Manfredo, Mark R. ; Sanders, Dwight R. Accurate pricing of weather derivatives is critically dependent upon correct specification of the underlying weather process. We test among six likely alternative process [...] English \| 2002 \| Conference Paper/ Presentation \| Detailed record - Similar records
2.	PDF cp02tu01 NON-EXPECTED UTILITY THEORIES: WEIGHTED EXPECTED, RANK DEPENDENT, AND CUMULATIVE PROSPECT THEORY UTILITY Tuthill, Jonathan W. ; Frechette, Darren L. This paper discusses some of the failings of expected utility including the Allais paradox and expected utility's inadequate one dimensional characterization of risk. Thr [...] English \| 2002 \| Conference Paper/ Presentation \| Detailed record - Similar records
3.	PDF cp02ny01 DYNAMIC RISK MANAGEMENT UNDER CREDIT CONSTRAINTS Nyambane, Gerald G. ; Hanson, Steven D. ; Myers, Robert J. ; Black, J. Roy The vast majority of previous studies on farmers' optimal risk management behavior have used static models and on the most part ignored use of borrowing and lending as an [...] English \| 2002 \| Conference Paper/ Presentation \| Detailed record - Similar records
4.	PDF cp02ma02 THE INFORMATION CONTENT OF IMPLIED VOLATILITY FROM OPTIONS ON AGRICULTURAL FUTURES CONTRACTS Manfredo, Mark R. ; Sanders, Dwight R. Agricultural risk managers need forecasts of price volatility that are accurate and meaningful. This is especially true given the greater emphasis on firm level risk meas [...] English \| 2002 \| Conference Paper/ Presentation \| Detailed record - Similar records
5.	PDF cp02ma01 HEDGING PRICE RISK IN THE PRESENCE OF CROP YIELD AND REVENUE INSURANCE Mahul, Olivier The demand for hedging against price uncertainty in the presence of crop yield and revenue insurance contracts is examined for French wheat farms. The rationale for the u [...] English \| 2002 \| Conference Paper/ Presentation \| Detailed record - Similar records
6.	PDF cp02sa02 MODELING CONTRACT FORM: AN EXAMINATION OF CASH SETTLED FUTURES Sanders, Dwight R. ; Manfredo, Mark R. This research presents an intuitive interpretation and expression for pricing cash settled futures contracts. In particular, the choice of the averaging period for the un [...] English \| 2002 \| Conference Paper/ Presentation \| Detailed record - Similar records
7.	PDF cp02eg01 AN EVALUATION OF CROP FORECAST ACCURACY FOR CORN AND SOYBEANS: USDA AND PRIVATE INFORMATION SERVICES Egelkraut, Thorsten M. ; Garcia, Philip ; Irwin, Scott H. ; Good, Darrel L. Using 1971-2000 data, we examine the accuracy of corn and soybean production forecasts provided by the USDA and two private services. All agencies improved their forecast [...] English \| 2002 \| Conference Paper/ Presentation \| Detailed record - Similar records
8.	PDF cp02ma03 A DECISION MODEL TO ASSESS CATTLE FEEDING PRICE RISK May, Gary J. ; Lawrence, John D. Traditional break-even/fed cattle price projections do not provide adequate risk information to feeders, investors, lenders, and other stakeholders interested in cattle f [...] English \| 2002 \| Conference Paper/ Presentation \| Detailed record - Similar records
9.	PDF cp02ki01 CAN STRUCTURAL CHANGE EXPLAIN CHANGES IN RETURNS TO TECHNICAL ANALYSIS? Kidd, Willis V. ; Brorsen, B. Wade Returns to managed futures funds and Commodity Trading Advisors (CTAs) have decreased dramatically during the last several years. Since these funds overwhelmingly use tec [...] English \| 2002 \| Conference Paper/ Presentation \| Detailed record - Similar records
10.	PDF cp02br01 ACTUAL FARMER MARKET TIMING Brorsen, B. Wade ; Anderson, Kim B. One maxim that has been circulating among farmers is that most farmers sell in the lower third of the market. This maxim is soundly rejected using data from Oklahoma elev [...] English \| 2002 \| Conference Paper/ Presentation \| Detailed record - Similar records

Interested in being notified about new results for this query?
Set up a personal email alert or subscribe to the RSS feed.