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The study uses the 2005 Nielsen Homescan panel data to estimate price premiums and discounts associated with product attributes, market factors, and consumer characterist [...]
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2008 |
Conference Paper/ Presentation |
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2.
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The cotton market in China is highly interactive with international markets, especially, the US market. The prices in these two markets can reveal important market relati [...]
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2008 |
Conference Paper/ Presentation |
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The purpose of this paper is to investigate the marketing performance of wheat farmers in Illinois and Kansas over 1982-2004. The results show that farmer benchmark price [...]
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2008 |
Conference Paper/ Presentation |
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Existing literature predominantly assumes perfect knowledge of production methods when deriving optimal futures position hedging rules. This paper relaxes this assumption [...]
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2008 |
Conference Paper/ Presentation |
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This study investigates the predictability of outlook hog price forecasts released by Iowa State University relative to alternative market and time-series forecasts. The [...]
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2008 |
Conference Paper/ Presentation |
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Synchronized artificial insemination was used to inseminate cows using different types of sire genetics, including low-accuracy, calving-ease, and high-accuracy. These th [...]
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2008 |
Conference Paper/ Presentation |
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7.
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It is well documented that “unanticipated” information contained in USDA crop reports induces large price reactions in corn and soybean markets. Thus, a natural quest [...]
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2008 |
Conference Paper/ Presentation |
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Long-only commodity index funds have been blamed by other futures market participants for inflating commodity prices, increasing market volatility, and distorting histori [...]
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2008 |
Conference Paper/ Presentation |
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Liquidity costs in futures markets are not observed directly because bids and offers occur in an open outcry pit and are not recorded. Traditional estimation of these cos [...]
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2008 |
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10.
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Most financial asset returns exhibit volatility persistence. We investigate this phenomenon in the context of daily returns in commodity futures markets. We show that the [...]
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2008 |
Conference Paper/ Presentation |
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