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Home > Regional Research Projects > NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management > 2012 Conference, April 16-17, 2012, St. Louis, Missouri > Search Results

2012 Conference, April 16-17, 2012, St. Louis, Missouri

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1.	PDF confp06-12 Price Discovery, Volatility Spillovers and Adequacy of Speculation Bozic, Marin ; Fortenbery, T. Randall We investigate price discovery, volatility spillovers and impacts of speculation in the dairy sector. Examining the time series properties of cheese cash and implied futu [...] English \| 2012-04 \| Conference Paper/ Presentation \| Detailed record - Similar records
2.	PDF confp01-12 Have Commodity Index Funds Increased Price Linkages between Commodities? Dorfman, Jeffrey H. ; Karali, Berna To shed more light on the ongoing debate on the role of commodity index funds on recent commodity price spikes, we investigate the linkages between commodity futures pric [...] English \| 2012-04 \| Conference Paper/ Presentation \| Detailed record - Similar records
3.	PDF confp10-12 Analyzing Crop Revenue Safety Net Program Alternatives and Implications on Marketing Decisions Jansen, Jim A. ; Lubben, Bradley D. This study evaluates the crop revenue effects of combining federal farm income safety net programs, crop insurance policies, and marketing arrangements. Eight representat [...] English \| 2012-04 \| Conference Paper/ Presentation \| Detailed record - Similar records
4.	PDF confp04-12 The Behavior of Bid-Ask Spreads in the Electronically Traded Corn Futures Market Wang, Xiaoyang ; Garcia, Philip ; Irwin, Scott H. This paper is the first to study liquidity costs based on actual observed bid-ask spreads (BAS) in commodity futures markets. Using electronically-traded corn futures con [...] English \| 2012-04 \| Conference Paper/ Presentation \| Detailed record - Similar records
5.	PDF confp07-12 The Food Corporation of India and the Public Distribution System: Impacts on Market Integration in Wheat, Rice, Pearl Millet, and Corn Mallory, Mindy ; Baylis, Kathy This paper examines the spatial integration of major staple commodity markets in India. We consider wheat, rice, pearl millet, and corn markets. This set represents the t [...] English \| 2012-04 \| Conference Paper/ Presentation \| Detailed record - Similar records
6.	PDF confp11-12 The Increasing Participation of China in the World Soybean Market and Its Impact on Price Linkages in Futures Markets Christofoletti, Maria Alice Móz ; Silva, Rodolfo Margato da ; Mattos, Fabio This paper examines price linkages between soybean futures contracts traded in China, U.S, Brazil and Argentina for the period ranging from 2002 to 2011. The main finding [...] English \| 2012-04 \| Conference Paper/ Presentation \| Detailed record - Similar records
7.	PDF confp03-12 Price Explosiveness and Index Trader Behavior in the Corn, Soybean, and Wheat Futures Markets Liao-Etienne, Xiaoli Liao- ; Irwin, Scott H. ; Garcia, Philip The purpose of this paper is to assess whether index investment Granger causes grain futures price movements during explosive periods. A forward and backward recursive pr [...] English \| 2012-04 \| Conference Paper/ Presentation \| Detailed record - Similar records
8.	PDF confp02-12 An Evaluation of the USDA Sugar Production and Consumption Forecasts Lewis, Karen E. ; Manfredo, Mark R. The performance of the USDA domestic sugar production and consumption forecasts for marketing years 1993/1994 through 2009/2011 was evaluated. Using USDA sugar forecast i [...] English \| 2012-04 \| Conference Paper/ Presentation \| Detailed record - Similar records
9.	PDF confp19-12 The Price Responsiveness of U.S. Wheat Export Demand by Class O’Brien, Daniel ; Olson, Frayne The objective of this research is to analyze the factors affecting the price responsiveness of disaggregated classes of U.S. wheat exports. Factors examined in this study [...] English \| 2012-04 \| Conference Paper/ Presentation \| Detailed record - Similar records
10.	PDF confp12-12 A Jump Diffusion Model for Agricultural Commodities with Bayesian Analysis Schmitz, Adam ; Wang, Zhiguang Stochastic volatility, price jumps, seasonality, and stochastic cost of carry, have been included separately, but not collectively, in pricing models of agricultural comm [...] English \| 2012-04 \| Conference Paper/ Presentation \| Detailed record - Similar records

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