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Home > Regional Research Projects > NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management > 2005 Conference, April 18-19, 2005, St. Louis, Missouri > Search Results

2005 Conference, April 18-19, 2005, St. Louis, Missouri

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1.	PDF cp05fr01 Time-Varying Risk Premium or Informational Inefficiency? Further Evidence in Agricultural Futures Markets Frank, Julieta ; Garcia, Philip Recent research has provided mixed results regarding the presence of a time-varying risk premium in agricultural futures markets. In this paper we test for the presence o [...] English \| 2005 \| Conference Paper/ Presentation \| Detailed record - Similar records
2.	PDF cp05is01 The Value of USDA Situation and Outlook Information in Hog and Cattle Markets Isengildina, Olga ; Irwin, Scott H. ; Good, Darrel L. The economic value of public situation and outlook information has long been a subject of debate. The purpose of this study is to investigate the economic value of USDA r [...] English \| 2005 \| Conference Paper/ Presentation \| Detailed record - Similar records
3.	PDF cp05ma02 Price Discovery in Private Cash Forward Markets - The Case of Lumber Sanders, Dwight R. ; Manfredo, Mark R. Cash forward contracting is a common, and often preferred, means of managing price risk for agribusinesses. Despite this, little is known about the performance of cash fo [...] English \| 2005 \| Conference Paper/ Presentation \| Detailed record - Similar records
4.	PDF cp05ch01 Forecasting Livestock Feed Cost Risks Using Futures and Options Chen, Gang ; Roberts, Matthew C. ; Roe, Brian E. The costs of corn- and soybean-based feeds compose a substantial proportion of the variable costs faced by both mainstream and emergent confined livestock producers. This [...] English \| 2005 \| Conference Paper/ Presentation \| Detailed record - Similar records
5.	PDF cp05eg01 Portfolio Diversification with Commodity Futures: Properties of Levered Futures Egelkraut, Thorsten M. ; Woodard, Joshua D. ; Garcia, Philip ; Pennings, Joost M.E. This study extends previous work on the impact of commodity futures on portfolio performance by explicitly incorporating levered futures into the portfolio optimization p [...] English \| 2005 \| Conference Paper/ Presentation \| Detailed record - Similar records
6.	PDF cp05da01 Hedging Cash Flows from Commodity Processing Dahlgran, Roger A. Agribusinesses make long-term plant-investment decisions based on discounted cash flow. It is therefore incongruous for an agribusiness firm to use cash flow as a plant- [...] English \| 2005 \| Conference Paper/ Presentation \| Detailed record - Similar records
7.	PDF cp05gu01 Forecasting Organic Food Prices: Emerging Methods for Testing and Evaluating Conditional Predictive Ability Gubanova, Tatiana ; Lohr, Luanne ; Park, Timothy A. Organic farmers, wholesalers, and retailers need price forecasts to improve their decision-making practices. This paper presents a methodology and protocol to select the [...] English \| 2005 \| Conference Paper/ Presentation \| Detailed record - Similar records
8.	PDF cp05ib01 Sorting Cattle with Accumulated Data: What is the Accuracy and Economics Ibarburu, Maro A. ; Lawrence, John D. Increasingly feedlots are managing cattle as individual animals rather than on a pen level basis. As such it is possible to predict an optimal marketing date for each an [...] English \| 2005 \| Conference Paper/ Presentation \| Detailed record - Similar records
9.	PDF cp05sh01 Wheat Forward Contract Pricing: Evidence on Forecast Power and Risk Premia Shi, Wei ; Irwin, Scott H. ; Good, Darrel L. ; Dietz, Sarah N. While the risk premium hypothesis in futures markets has been the subject of a long and continuous controversy, the risk premium hypothesis in forward markets is also of [...] English \| 2005 \| Conference Paper/ Presentation \| Detailed record - Similar records
10.	PDF cp05sa02 A Test of Forecast Consistency Using USDA Livestock Price Forecasts Sanders, Dwight R. ; Manfredo, Mark R. In traditional tests of forecast rationality, price forecasts are usually differenced to obtain stationarity. However, this data transformation may ignore important long- [...] English \| 2005 \| Conference Paper/ Presentation \| Detailed record - Similar records

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