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Home > Regional Research Projects > NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management > 2003 Conference, April 21-22, 2003, St. Louis, Missouri > Search Results

2003 Conference, April 21-22, 2003, St. Louis, Missouri

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1.	PDF cp03sa01 KEEP UP THE GOOD WORK? AN EVALUATION OF THE USDA'S LIVESTOCK PRICE FORECASTS Sanders, Dwight R. ; Manfredo, Mark R. One step-ahead forecasts of quarterly live cattle, live hog, and broiler prices are evaluated under two general approaches: accuracy-based measures and the ability to cat [...] English \| 2003 \| Conference Paper/ Presentation \| Detailed record - Similar records
2.	PDF cp03pe01 FUTURES MARKET DEPTH: REVEALED VS. PERCEIVED PRICE ORDER IMBALANCES Pennings, Joost M.E. ; Garcia, Philip ; Marsh, Julia W. In this paper we study futures market depth by examining the price path due to order imbalances thereby allowing us to directly gain insight in the execution costs due to [...] English \| 2003 \| Conference Paper/ Presentation \| Detailed record - Similar records
3.	PDF cp03pa01 Determinants of Beef and Pork Brand Equity Parcell, Joseph L. ; Schroeder, Ted C. A set of consumer-level characteristic demand models were estimated to determine the level of brand equity for pork and beef meat cuts. Results indicate that brand premiu [...] English \| 2003 \| Conference Paper/ Presentation \| Detailed record - Similar records
4.	PDF cp03is01 USDA INTERVAL FORECASTS OF CORN AND SOYBEAN PRICES: OVERCONFIDENCE OR RATIONAL INACCURACY? Isengildina, Olga ; Irwin, Scott H. ; Good, Darrel L. The USDA WASDE (World Agricultural Supply and Demand Estimates) price forecasts are published in the form of an interval, but typically analyzed as point estimates. Thus [...] English \| 2003 \| Conference Paper/ Presentation \| Detailed record - Similar records
5.	PDF cp03ma03 THE FEASIBILITY OF A BOXED BEEF FUTURES CONTRACT: HEDGING WHOLESALE BEEF CUTS Mattos, Fabio ; Garcia, Philip ; Leuthold, Raymond M. ; Hahn, Tony The purpose of this paper is to investigate the feasibility of a new futures contract for hedging wholesale transactions in the beef industry based on the USDA boxed beef [...] English \| 2003 \| Conference Paper/ Presentation \| Detailed record - Similar records
6.	PDF cp03ma01 RISK MANAGEMENT TECHNIQUES FOR AGRICULTURAL COOPERATIVES: AN EMPIRICAL EVALUATION Manfredo, Mark R. ; Richards, Timothy J. ; McDermott, Scott While not ignoring risk, agricultural cooperatives tend to accommodate risk through the holding of internal capital reserves rather than engage in active risk management. [...] English \| 2003 \| Conference Paper/ Presentation \| Detailed record - Similar records
7.	PDF cp03ha01 SPATIAL COMPETITION AND PRICING IN THE AGRICULTURAL CHEMICAL INDUSTRY: EMPIRICAL EVIDENCE FROM GEORGIA Hall, R. Lee ; Dorfman, Jeffrey H. ; Gunter, Lewell F. Three models of spatial competition are tested on retail price data for the agricultural chemical industry. Three empirical tests find no evidence of any spatial competi [...] English \| 2003 \| Conference Paper/ Presentation \| Detailed record - Similar records
8.	PDF cp03eg01 THE TERM STRUCTURE OF IMPLIED FORWARD VOLATILITY: RECOVERY AND INFORMATIONAL CONTENT IN THE CORN OPTIONS MARKET Egelkraut, Thorsten M. ; Garcia, Philip ; Sherrick, Bruce J. Options with different maturities can be used to generate volatility estimates for non-overlapping future time intervals. This paper develops the term structure of volat [...] English \| 2003 \| Conference Paper/ Presentation \| Detailed record - Similar records
9.	PDF cp03da01 AN ARCH ANALYSIS OF THE HEDGING PERFORMANCE OF IMMINENTLY MATURING FUTURES CONTRACTS Dahlgran, Roger A. Hedge ratio estimation studies avoid estimating hedge ratios for imminently maturing futures contracts because of the maturity effect whereby futures price volatility inc [...] English \| 2003 \| Conference Paper/ Presentation \| Detailed record - Similar records
10.	PDF cp03ho01 MARKET DYNAMICS ASSOCIATED WITH A BEEFPACKING PLANT CLOSING AND A PORKPACKING PLANT OPENING Hornung, Jonathan T. ; Ward, Clement E. Previous research has estimated price effects of meat packing plant closings and openings. However, none have been done for plants opening or closing during the last 20 y [...] English \| 2003 \| Conference Paper/ Presentation \| Detailed record - Similar records

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