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Home > Regional Research Projects > NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management > 2013 Conference, April 22-23, 2013, St. Louis, Missouri > Search Results

2013 Conference, April 22-23, 2013, St. Louis, Missouri

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1.	PDF Joseph_Garcia_Peterson_NCCC-134_2013 Price Discovery in the U.S. Fed Cattle Market Joseph, Kishore ; Garcia, Philip We study price discovery in the U.S. fed cattle market, examining the interaction among weekly live cattle futures, negotiated cash fed cattle, and boxed beef cutout pric [...] English \| 2013-04 \| Conference Paper/ Presentation \| Detailed record - Similar records
2.	PDF Pozo_Schroeder_Bachmeier_NCCC-134_2013 Asymmetric Price Transmission in the U.S. Beef Market: New Evidence from New Data Pozo, Veronica F. ; Schroeder, Ted C. ; Bachmeier, Lance J. We examine price transmissions among farm, wholesale and retail U.S. beef markets using two types of retail level price data, one collected by the Bureau of Labor Statist [...] English \| 2013-04 \| Conference Paper/ Presentation \| Detailed record - Similar records
3.	PDF Franken_Garcia_Irwin_Etienne_NCCC-134_2013 Information Transmission between Livestock Futures and Expert Price Forecasts Franken, Jason ; Garcia, Philip ; Irwin, Scott H. We evaluate dynamic interaction between four expert forecasts, futures prices, and realized cash hog prices. Lag structures of three variable vector autoregression indica [...] English \| 2013-04 \| Conference Paper/ Presentation \| Detailed record - Similar records
4.	PDF Janzen_Smith_Carter_NCCC134_2013 The Quality of Price Discovery Under Electronic Trading: The Case of Cotton Futures Janzen, Joseph P. ; Smith, Aaron D. We estimate the effect of electronic trade on the quality of price discovery in the Intercontinental Exchange cotton futures market. Between 2006 and 2009, this market tr [...] English \| 2013-04 \| Conference Paper/ Presentation \| Detailed record - Similar records
5.	PDF Trujillo_Garcia_Mallory_NCCC134_2013 Price Density Forecasts in the U.S. Hog Market: Composite Procedures Trujillo-Barrera, Andres Trujillo- ; Garcia, Philip We develop and evaluate quarterly out-of-sample individual and composite density forecasts for U.S. hog prices using data from 1975.I to 2010.IV. Individual forecasts are [...] English \| 2013-04 \| Conference Paper/ Presentation \| Detailed record - Similar records
6.	PDF Etienne_Irwin_Garcia_NCCC-134-2013 Bubbles in Grain Futures Markets: When are They Most Likely to Occur? Etienne, Xiaoli L. ; Irwin, Scott H. Unprecedented changes in commodity prices since 2004 have had worldwide repercussions, often acting as a destabilizing economic and political influence. In this paper, we [...] English \| 2013-04 \| Conference Paper/ Presentation \| Detailed record - Similar records
7.	PDF Lehecka_NCCC-134_2013 Hedging and Speculative Pressures: An Investigation of the Relationships among Trading Positions and Prices in Commodity Futures Markets Lehecka, Georg V. This study provides a systematic empirical investigation of lead-lag relationships among trading positions and prices in commodity futures markets. It employs Toda-Yamamo [...] English \| 2013-04 \| Conference Paper/ Presentation \| Detailed record - Similar records
8.	PDF Isengildina_NCCC-134_2013 Smoothing in USDA’s Commodity Forecasts Isengildina, Olga ; MacDonald, Stephen ; Xie, Ran ; Sharp, Julia This study investigates the rationality of monthly revisions in annual forecasts of supply, demand, and price for U.S. corn, cotton, soybeans, and wheat, published in the [...] English \| 2013-04 \| Conference Paper/ Presentation \| Detailed record - Similar records
9.	PDF Mattos_Fryza_NCCC-134_2013 How Do Producers Decide the “Right” Moment to Price Their Crop? Mattos, Fabio ; Fryza, Stefanie This research investigated the timing of marketing decisions in the Canadian wheat market. Cox proportional hazard models were estimated to explore how the timing of prod [...] English \| 2013-04 \| Conference Paper/ Presentation \| Detailed record - Similar records
10.	PDF tejeda_feuz_NCCC-134_2013 Testing the Effectiveness of Using a Corn Call or a Feeder Cattle Put for Feeder Cattle Price Protection Tejeda, Hernan A. ; Feuz, Dillon M. This paper studies the effect, from an options market perspective, that the substantial increase in corn prices and volatility has had on the feeder cattle market. An emp [...] English \| 2013-04 \| Conference Paper/ Presentation \| Detailed record - Similar records

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