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We study the spatial patterns to wheat basis (spot price minus futures price) for wheat contracts between 2005 and 2009. Restricting our attention to a single delivery ma [...]
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2010-04 |
Conference Paper/ Presentation |
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2.
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We examine whether mandatory price reporting (MPR), which is intended to facilitate transparent pricing, has impacted pricing relationships among U.S. hog markets. Hog ma [...]
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2010-04 |
Conference Paper/ Presentation |
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3.
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We characterize volatility skews implied by options on futures for hogs and cattle. Both markets have shown a persistent leftward skew. The skew is much more pronounced i [...]
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2010-04 |
Conference Paper/ Presentation |
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4.
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Volatility and the trade-off between risk and returns have been considered key components of finance theory at least since Merton's intertemporal capital asset pricing mo [...]
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2010-04 |
Conference Paper/ Presentation |
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5.
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Time series analysis shows that local soybean basis levels have some tendency to follow or be determined by the basis levels at export locations (Toledo and U.S. Gulf). P [...]
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2010-04 |
Conference Paper/ Presentation |
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6.
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This study revisits the debate over whether a bias exists in new crop December corn and November soybean futures and option prices. Some evidence of bias is found in Dece [...]
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2010-04 |
Conference Paper/ Presentation |
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7.
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This study examines the paradox where the ethanol futures market provides effective hypothetical hedges yet the use of this market is shunned by those with ethanol cash m [...]
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2010-04 |
Conference Paper/ Presentation |
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8.
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This research questions whether the hedging potential of a futures market differs between storable and non-storable commodities. The relationship between asset storabilit [...]
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2010-04 |
Conference Paper/ Presentation |
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9.
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This paper seeks to reduce the gap between theoretical research that shows a potentially large price-depressing effect of captive supplies and empirical work that finds a [...]
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2010-04 |
Conference Paper/ Presentation |
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10.
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This paper investigates the dynamics in the decision-making process of producers in Western Canada, where they must market their crop through the Canadian Wheat Board(CWB [...]
English |
2010-04 |
Conference Paper/ Presentation |
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