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Home > Regional Research Projects > NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management > 2021 Conference, St. Louis, Missouri > Search Results

2021 Conference, St. Louis, Missouri

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1.	PDF Li_Irwin_Etienne_NCCC-134_2021 Do Extreme CIT Position Levels Have Market Impacts in Grain Futures Markets? Li, Jiarui ; Irwin, Scott H. ; Etienne, Xiaoli L. The "Masters Hypothesis" argues that the growing buying pressure from commodity index funds since 2000 drove up food and energy prices. A group of studies use linear Gran [...] English \| 2021 \| Conference Paper/ Presentation \| Detailed record - Similar records
2.	PDF Peng_Hu_Robe_NCCC-134_2021 Maximum Order Size and Agricultural Futures Market Quality: Evidence from a Natural Experiment Peng, Kun ; Hu, Zhepeng ; Robe, Michel A. We exploit an exchange-mandated increase of the maximum order size, in the U.S. corn calendar spread market, in order to investigate the connection between exogenous cons [...] English \| 2021 \| Conference Paper/ Presentation \| Detailed record - Similar records
3.	PDF Peng_Hu_Robe_Adjemian_NCCC-134_2021 Canary in the Coal Mine: COVID-19 and Soybean Futures Market Liquidity Peng, Kun ; Hu, Zhepeng ; Robe, Michel A. ; Adjemian, Michael K. We document the impact of the early stages of the COVID-19 pandemic on liquidity in U.S. agricultural markets. Notably, we show that soybean futures-market depth collapse [...] English \| 2021 \| Conference Paper/ Presentation \| Detailed record - Similar records
4.	PDF Miller_Taylor_Ciampitti_Tack_NCCC-134_2021 Forecasting Winter Wheat Basis with Soil Moisture Measurements Miller, Noah ; Taylor, Mykel ; Ciampitti, Ignacio ; Tack, Jesse Recent literature on basis forecasting has attempted to improve upon naive forecasts by incorporating current marketing year information (in the form of basis deviation f [...] English \| 2021 \| Conference Paper/ Presentation \| Detailed record - Similar records
5.	PDF Goyal_Adjemian_Glauber_Meyer_NCCC-134_2021 Decomposing USDA Ending Stocks Forecast Errors Goyal, Raghav ; Adjemian, Michael K. ; Glauber, Joseph ; Meyer, Seth The U.S. Department of Agriculture (USDA) publishes monthly Ending Stocks projections, providing an estimate of the end-of-marketing-year inventory of a particular commod [...] English \| 2021 \| Conference Paper/ Presentation \| Detailed record - Similar records
6.	PDF Goswami_Adjemian_Karali_NCCC-134_2021 The Impact of Futures Contract Storage Rate Policy on Convergence Expectations in Domestic Commodity Markets Goswami, Alankrita ; Adjemian, Michael K. ; Karali, Berna Grain futures contracts that permit physical delivery do so through an exchange of delivery instruments. Because delivery instruments can be held indefinitely, extant res [...] English \| 2021 \| Conference Paper/ Presentation \| Detailed record - Similar records
7.	PDF Bora_Katchova_Kuethe_NCCC-134_2021 Evaluating USDA’s Baseline Projections Bora, Siddhartha ; Katchova, Ani L. ; Kuethe, Todd Agricultural baselines play an important role in shaping agricultural policy, yet there are few studies evaluating these projections. This study evaluates the accuracy an [...] English \| 2021 \| Conference Paper/ Presentation \| Detailed record - Similar records
8.	PDF Gouel_Legrand_NCCC-134_2021 The Role of Storage in Commodity Markets: Indirect Inference Based on Grains Data Gouel, Christophe ; Legrand, Nicolas This paper develops and estimates a rational expectations storage model with rich dynamic features. The model incorporates elastic supply, long-run demand and cost trends [...] English \| 2021 \| Conference Paper/ Presentation \| Detailed record - Similar records
9.	PDF Mefford_Mallory_NCCC-134_2021 Correlations Go to One in a Crisis: Did the COVID 19 Market Crash Bring Cattle Futures and Equities Together? Mefford, Eli ; Mallory, Mindy We investigate the impacts of Covid-19 on cattle futures markets during the first half of 2020. This study focuses on cattle futures response to the equities crash in Mar [...] English \| 2021 \| Conference Paper/ Presentation \| Detailed record - Similar records
10.	PDF Tejeda_Trujillo_Fortenbery_NCCC-134_2021 Identifying the Purpose and Success of Dairy Futures Contracts: Are Class III and Cheese Futures Contracts Serving Distinct Markets? Tejeda, Hernan A. ; Trujillo-Barrera, Andres ; Fortenbery, T. Randall Weekly cash cheese prices are highly correlated with weekly average cheese futures prices. In addition, cash cheese prices exhibit a high degree of correlation with weekl [...] English \| 2021 \| Conference Paper/ Presentation \| Detailed record - Similar records

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