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Home > Regional Research Projects > NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management > 2018 Conference, April 16-17, 2018, Minneapolis, Minnesota > Search Results

2018 Conference, April 16-17, 2018, Minneapolis, Minnesota

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1.	PDF Tejeda_Kim_Wright_NCCC-134_2018 Dynamic Price Discovery of U.S. Fed Cattle Markets: Identifying Short Run Shock Effects through rolling ECM Tejeda, Hernan A. ; Kim, Man-Keun ; Wright, Jeffrey This study re-examines the price discovery process of fed cattle markets by taking into account the dynamic effects from unexpected shocks to fed cattle markets. That is, [...] English \| 2018-04 \| Conference Paper/ Presentation \| Detailed record - Similar records
2.	PDF Gouel_NCCC-134_2018 The Value of Public Information in Storable Commodity Markets: Application to the Soybean Market Gouel, Christophe This study provides a framework to estimate the potential effects and benefits of the provision of market information in storable commodity markets. This framework is app [...] English \| 2018-04 \| Conference Paper/ Presentation \| Detailed record - Similar records
3.	PDF Karali_Isengilgina-Massa_Irwin_NCCC-134_2018 Do Livestock Markets Still Value USDA Information? Karali, Berna ; Isengildina-Massa, Olga Isengildina- The informational value of U.S. Department of Agriculture (USDA) livestock reports for cattle and hogs futures markets is analyzed to determine potential impact of increa [...] English \| 2018-04 \| Conference Paper/ Presentation \| Detailed record - Similar records
4.	PDF Ismailova_Shakya_Etienne_Mattos_NCCC-134_2018 Quantifying the Announcement Effects in the U.S. Lumber Market Ismailova, Zarina ; Shakya, Shishir ; Etienne, Xiaoli L. The impact of new information from public reports has been widely investigated in many commodity markets, but little attention has been paid to the lumber market. In this [...] English \| 2018-04 \| Conference Paper/ Presentation \| Detailed record - Similar records
5.	PDF He_Serra_Garcia_NCCC-134_2018 Cost of Immediacy during Large Price Movements: Evidence from Corn Futures Market He, Xinyue ; Serra, Teresa ; Garcia, Philip Recent years have witnessed growing presence of intra-day large price movements in corn futures market. This paper focuses on the behavior of bid-ask spread, a gauge for [...] English \| 2018-04 \| Conference Paper/ Presentation \| Detailed record - Similar records
6.	PDF Bekkerman_Taylor_NCCC-134_2018 Impacts of Railroad Costs on Kansas Wheat Basis Bekkerman, Anton ; Taylor, Mykel Numerous studies and their results have maintained a general consensus that variation in transportation costs between a central futures market and a local delivery market [...] English \| 2018-04 \| Conference Paper/ Presentation \| Detailed record - Similar records
7.	PDF Thompson_Harri_Maples_Park_NCCC-134_2018 Wholesale Beef Futures Contract Thompson, Robert S. ; Harri, Ardian ; Maples, Joshua G. In this research, we develop methods to derive a price series that is theoretically sound for a hypothetical futures contract. We extend a futures valuation model to prov [...] English \| 2018-04 \| Conference Paper/ Presentation \| Detailed record - Similar records
8.	PDF Yu_Gould_NCCC-134_2018 Market Power and Farm-Retail Price Transmission: The Case of U.S. Fluid Milk Markets Yu, Charng-Jiun ; Gould, Brian W. In this paper we seek to understand the impact of market competitiveness on the degree of asym-metric price transmission and associated welfare implications. We estimate [...] English \| 2018-04 \| Conference Paper/ Presentation \| Detailed record - Similar records
9.	PDF Drugova_Pozo_Curtis_Fortenbery_NCCC-134_2018 Organic Wheat Prices and Premium Uncertainty: Can Cross Hedging and Forecasting Play a Role? Drugova, Tatiana ; Pozo, Veronica F. ; Curtis, Kynda R. ; Fortenbery, T. Randall Growers considering organic conversion or maintaining current organic wheat production face uncertainties due to large variations in organic wheat prices over time. In th [...] English \| 2018-04 \| Conference Paper/ Presentation \| Detailed record - Similar records
10.	PDF Neff_Isengildina-Massa_NCCC-134_2018 How Well Do Commodity ETFs Track Underlying Assets? Neff, Tyler ; Isengildina-Massa, Olga Isengildina- Exchange Traded Funds are growing in popularity and volume, however academic literature related to their performance is limited. This study analyzes how well the CORN, WE [...] English \| 2018-04 \| Conference Paper/ Presentation \| Detailed record - Similar records

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