Research Topics - Agricultural Futures by Thomas Coleman Suggested citation format: Coleman, T. 1991. “Research Topics - Agricultural Futures.” Proceedings.

Slides:



Advertisements
Similar presentations
Marketing Ag Commodities, Grain and Cattle Considerations Rodney Jones Oklahoma Farm Credit Professor of Ag Finance.
Advertisements

Agricultural Importance in Arkansas!. Northwest Portion of the State.
Ron Plain D. Howard Doane Professor University of Missouri-Columbia Chicken & Competing Meats.
2008 Market Update: Clinton Dobson Livestock Market Analyst Alberta Agriculture and Rural Development.
APEC 5010 Firm Marketing and Price Analysis Dillon M. Feuz Utah State University.
Outlook for the U.S. Livestock and Poultry Sectors in 2011 Presented By Shayle D. Shagam World Agricultural Outlook Board, USDA USDA Outlook Forum Washington,
Futures Market Failure? Philip Garcia, Scott Irwin, and Aaron Smith 2012 Alberta Finance Institute Conference July 6, 2012.
ECON 337: Agricultural Marketing Chad Hart Associate Professor Lee Schulz Assistant Professor
The Current State of Commodity Price Forecasting Methods: An Appraisal by W. G. Tomek and T. D. Mount Suggested citation format: Tomek, W. G., and T. D.
Futures markets u Today’s price for products to be delivered in the future. u A mechanism of trading promises of future commodity deliveries among traders.
1 Food commodity prices: History & prospects Ron Trostle Economic Research Service U.S. Department of Agriculture ? USDA Outlook Forum February 20, 2014.
ECON 337: Agricultural Marketing Chad Hart Associate Professor Lee Schulz Assistant Professor
ECON 337: Agricultural Marketing Chad Hart Associate Professor Lee Schulz Assistant Professor
Introduction to Futures Markets. History  The first U.S. futures exchange was the Chicago Board of Trade (CBOT), formed in  Other U.S. exchanges.
Commodity Marketing Activity Chapter #2. Supply and Demand n Supply: quantity of a commodity the producers are willing to provide at a given price n If.
K-State Research & Extension U.S. Cattle Sector James Mintert, Ph.D. Professor Dept. of Agricultural Economics Kansas State University.
The Price Adjustment Process and Efficiency of Grain Futures Markets Implied by Return Series of Various Time Intervals by Shi-Miin Liu and Sarahelen R.
Vector Autoregressions on U.S. Hog Prices by Jon A. Brandt and David A. Bessler Suggested citation format: Brandt, J. A., and D. A. Bessler “Vector.
Maintaining U.S. Beef Industry Competitiveness with High-Priced Grain Derrell S. Peel Breedlove Professor of Agribusiness And Livestock Marketing Specialist.
Chapter 10 Understanding and Applying Hedging: Using Futures, Options, and Basis Using Futures, Options, and Basis.
Econ 337, Spring 2014 ECON 337: Agricultural Marketing Chad Hart Associate Professor Lee Schulz Assistant Professor
The Long-Run Impact of Corn-Based Ethanol on the Grain, Oilseed, and Livestock Sectors: A Preliminary Assessment Bruce A. Babcock Center for Agricultural.
Econ 338C, Spring 2009 ECON 338C: Topics in Grain Marketing Chad Hart Assistant Professor/Grain Markets Specialist
Price Discovery for Stocker Cattle Futures and Options by Matthew A. Diersen and Nicole L. Klein Suggested citation format: Diersen, M. A., and N. L. Klein.
Do Agricultural Market Advisory Services Beat the Market? by Scott H. Irwin, Thomas E. Jackson, and Darrel L. Good Suggested citation format: Irwin, S.
FUTURES: SPECULATION Types of speculators: –Short term Scalpers Day traders –Long term.
Econ 339X, Spring 2010 ECON 339X: Agricultural Marketing Chad Hart Assistant Professor/Grain Markets Specialist
Futures markets u Today’s price for products to be delivered in the future. u A mechanism of trading promises of future commodity deliveries among traders.
Options Portfolios in the Presence of Non-Linear Risk by Kevin McNew Suggested citation format: McNew, K.. “Options Portfolios in the Presence of Non-Linear.
Outlook for the U.S. Livestock and Poultry Sectors in 2012 Presented By Shayle D. Shagam World Agricultural Outlook Board, USDA USDA Outlook Forum Washington,
Econ 337, Spring 2012 ECON 337: Agricultural Marketing Chad Hart Assistant Professor
Chapter 13 Processor Procurement Systems. Processor as Coordinator  Goal: to keep organization running with flow-through that is profitable  Profitable.
Marketing Chapter #7. What is Marketing? u All the economic activities involved in preparing and positioning the product for the final consumer.
Agricultural Commodity Outlook Gerald A. Bange Chairperson World Agricultural Outlook Board Office of the Chief Economist U.S. Department of Agriculture.
Definition u A market is an arena for organizing and facilitation business activities. u Define a market –FormWhat –PlaceWhere –TimeWhen –Institutional.
Market Efficiency and Marketing to Enhance Income of Crop Producers by Carl R. Zulauf and Scott H. Irwin Suggested citation format: Zulauf, C. R., and.
Outlook for the U.S. Livestock and Poultry Sectors Presented By Shayle D. Shagam World Agricultural Outlook Board, USDA USDA Outlook Forum Washington,
Calendar vs. Weeks to Expiration Livestock Basis Forecasts: Which Is Better? by Glynn T. Tonsor, James R. Mintert, and Kevin C. Dhuyvetter Suggested citation.
The Marketing Performance of Illinois Corn and Soybean Producers by Lewis A. Hagedorn, Scott H. Irwin, and Darrel L. Good Suggested citation format: Hagedorn,
Alternative Strategies for Managing Price Risk with Options by Robert J. Hauser and James S. Eales Suggested citation format: Hauser, R. J., and J. S.
Some World Macroeconomic Determinants of Storable, Internationally-Traded Agricultural Commodity Prices by Emilio Pagoulatos, Azzeddine Azzam, and Motoichiro.
Structural Econometric Models: Past and Future (with Special Reference to Agricultural Economics Applications) by William G. Tomek Suggested citation format:
Applications of Quarterly Livestock Models in Evaluating and Revising Inventory Date by Bruce Blanton, S. R. Johnson, Jon A. Brandt, and Matthew T. Holt.
Econ 337, Spring 2012 ECON 337: Agricultural Marketing Chad Hart Assistant Professor
Market Situation & Outlook l Interpret market factors that impact prices and resulting marketing and management decisions l Analyze changing supply and.
Hedging with Futures Contracts
Agricultural Marketing
Understanding Agricultural Futures
Agricultural Marketing
Cattle Market Update Derrell S. Peel
The Value of Deregulating Over-The-Counter Options by Darren L
Marketing Original Power Point Created by Casey Osksa
Agricultural Marketing
Lecture outline Characteristics of ag production that make agricultural marketing different from manufacturing. Nature of product and production Cycle.
Market Situation & Outlook
Agricultural Marketing
Agricultural Marketing
Agricultural Marketing
Agricultural Marketing
Agricultural Marketing
Agricultural Marketing
Agricultural Marketing
Forecasting the daily dynamic hedge ratios in agricultural futures markets: evidence from the GARCH models Yuanyuan Zhang, School of Management, University.
Agricultural Marketing
Agricultural Marketing
Class Intro and Introduction to Futures
Commodity Marketing Activity
Commodity Market Outlook
Assistant Professor/Grain Markets Specialist
Presentation transcript:

Research Topics - Agricultural Futures by Thomas Coleman Suggested citation format: Coleman, T “Research Topics - Agricultural Futures.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

An Investigation of Returns to Trading Strategies in the Live Hog Futures Market by Todd Doehring, Philip Garcia, and Bruce Sherrick Suggested citation format: Doehring, T., P. Garcia, and B. Sherrick “An Investigation of Returns to Trading Strategies in the Live Hog Futures Market.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

Nonlinear Dynamics and Market Anomalies in Daily Futures Prices by Seung-Ryong Yang and B. Wade Brorsen Suggested citation format: Yang, S.-R., and B. W. Brorsen “Nonlinear Dynamics and Market Anomalies in Daily Futures Prices.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

A Market Timing Test of Pricing Models for Agricultural Options by Scott H. Irwin, Carl Zulauf, and Robert Pelly Suggested citation format: Irwin, S. H., C. Zulauf, and R. Pelly “A Market Timing Test of Pricing Models for Agricultural Options.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

Predictability of Commodity Trading Advisor Returns by Barry Ward, Scott H. Irwin, and Carl R. Zulauf Suggested citation format: Ward, B., S. H. Irwin, and C. R. Zulauf “Predictability of Commodity Trading Advisor Returns.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

The Impact of Futures Market on U.S. Soybean Processors by Sergio Lence, Dermot Hayes, and William Meyers Suggested citation format: Lence, S., D. Hayes, and W. Meyers “The Impact of Futures Market on U.S. Soybean Processors.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

Total Response Measures in Systems of Nonlinear Equations: An Application to a Model of the U.S. Dairy Sector by Matthew Holt and Satheesh Aradhyula Suggested citation format: Holt, M., and S. Aradhyula “Total Response Measures in Systems of Nonlinear Equations: An Application to a Model of the U.S. Dairy Sector.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

Cross-Commodity Relationships: Cointegration and Price Forecasting in Selected Cash Markets by D. Demcey Johnson and Seung-Ryong Yang Suggested citation format: Johnson, D. D., and S.-R. Yang “Cross-Commodity Relationships: Cointegration and Price Forecasting in Selected Cash Markets.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

Accuracy in Forecasting Feeder Cattle prices: Results of a Competition by Rhonda Skaggs and Donald Snyder Suggested citation format: Skaggs, R., and D. Snyder “Accuracy in Forecasting Feeder Cattle prices: Results of a Competition.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

Establishing and Forecasting Quality Adjusted Basis for Texas Rice Markets by Mark Waller, M. Edward Rister, and Earl Taylor Suggested citation format: Waller, M., M. E. Rister, and E. Taylor “Establishing and Forecasting Quality Adjusted Basis for Texas Rice Markets.” Proceedings of the NCR- 134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

Forecasting Japanese Meat Demand Using a Two-Stage Consumer Demand System by Thomas Wahl, Vicki McCracken, and David Reed Suggested citation format: Wahl, T., V. McCracken, and D. Reed “Forecasting Japanese Meat Demand Using a Two-Stage Consumer Demand System.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

Mean Reversion in Agricultural Futures Prices by Thomas E. Jackson, Carl R. Zulauf, and Scott H. Irwin Suggested citation format: Jackson T. E., C. R. Zulauf, and S. H. Irwin “Mean Reversion in Agricultural Futures Prices.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

Are Composite Forecasts More Accurate? An Application to Livestock and Poultry by Richard Stillman, Mark Weimar, and Kenneth Nelson Suggested citation format: Stillman, R., M. Weimar, and K. Nelson “Are Composite Forecasts More Accurate? An Application to Livestock and Poultry.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

An Analysis of Factors Affecting Oklahoma City Feeder Cattle Basis by James Trapp and Fred Eilrich Suggested citation format: Trapp, J., and F. Eilrich “An Analysis of Factors Affecting Oklahoma City Feeder Cattle Basis.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

Development and Testing of Models for Cash Price Relationships Between Lighter-Weight Stockers Through Heavier-Weight Feeders in a Selected Market by John Ginzel, Ron Gustafson, and Terry Crawford Suggested citation format: Ginzel, J., R. Gustafson, and T. Crawford “Development and Testing of Models for Cash Price Relationships Between Lighter-Weight Stockers Through Heavier-Weight Feeders in a Selected Market.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

Accounting for Yield Risk in Pre-Harvest Commodity Pricing Decisions by Steve Monson and Marvin Hayenga Suggested citation format: Monson, S., and M. Hayenga “Accounting for Yield Risk in Pre- Harvest Commodity Pricing Decisions.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

Optimal Decision Rules for Selling Farmer-Owned Wheat from Storage in the Pacific Northwest by Todd Lone and Leroy Blakeslee Suggested citation format: Lone, T., and L. Blakeslee “Optimal Decision Rules for Selling Farmer-Owned Wheat from Storage in the Pacific Northwest.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

The Impact of Captive Supplies on Cash Fed Cattle Markets by Rodney Jones, Ted Schroeder, James Mintert, and Frank Brazle Suggested citation format: Jones, R., T. Schroeder, J. Mintert, and F. Brazle “The Impact of Captive Supplies on Cash Fed Cattle Markets.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

Dynamics and Price Volatility in Farm-Retail Livestock Price Relationships by T. Kesavan, Satheesh Aradhyula, and Stanley Johnson Suggested citation format: Kesavan, T., S. Aradhyula, and S. Johnson “Dynamics and Price Volatility in Farm-Retail Livestock Price Relationships.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

Alternative Measures of Risk: An Analysis of Sow Farrowings in the United States by Matthew Holt and Giancarlo Mischini Suggested citation format: Holt, M., G. Mischini “Alternative Measures of Risk: An Analysis of Sow Farrowings in the United States.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

East Asian Poultry Markets: Technology Transfer and Demand Dynamics by Laurian Unnevehr, James Eales, Gerald Nelson, and Young-Chul Kim Suggested citation format: Unnevehr, L., J. Eales, G. Nelson, Y.-C. Kim “East Asian Poultry Markets: Technology Transfer and Demand Dynamics.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

On the Search of Appropriate Price Determination Specifications in Structural Models by Dean Chen and Gerard Dharmaratne Suggested citation format: Chen, D., and G. Dharmaratne “On the Search of Appropriate Price Determination Specifications in Structural Models.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

Estimating the Demand for Dairy Products: Accounting for Taste and Preferences by Suffyan Koroma and Kenneth Bailey Suggested citation format: Koroma, S., and K. Bailey “Estimating the Demand for Dairy Products: Accounting for Taste and Preferences.” Proceedings of the NCR- 134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

Do Livestock Futures Prices React Efficiently to USDA Hogs and Pigs Reports? by Phil L. Colling, Scott H. Irwin, and Carl R. Zulauf Suggested citation format: Colling, P. L., S. H. Irwin, and C. R. Zulauf “Do Livestock Futures Prices React Efficiently to USDA Hogs and Pigs Reports?” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

Developing a Cash Settlement Price Index for Live Hog Futures by Kevin Kimle and Marvin Hayenga Suggested citation format: Kimle, K., and M. Hayenga “Developing a Cash Settlement Price Index for Live Hog Futures.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

A Review of the Chicago Mercantile Exchange’s Broiler Chicken Futures and Options Contracts and Their Effect on the Broiler Industry by Lori Aldinger Suggested citation format: Aldinger, L “A Review of the Chicago Mercantile Exchange’s Broiler Chicken Futures and Options Contracts and Their Effect on the Broiler Industry.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

Regional Supply Analysis and Program Participation for U.S. Corn and Wheat: A Comparative Application of Alternative Response Specifications by Duncan Chambezi and Abner Womack Suggested citation format: Chambezi, D., and A. Womack “Regional Supply Analysis and Program Participation for U.S. Corn and Wheat: A Comparative Application of Alternative Response Specifications.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

Price Uncertainty within the Grain Export Marketing Channel by R. J. Hauser and David Neff Suggested citation format: Hauser, R. J., and D. Neff “Price Uncertainty within the Grain Export Marketing Channel.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

The Inverse Almost Ideal Demand System by James Eales and Laurian Unnevehr Suggested citation format: Eales, J., and L. Unnevehr “The Inverse Almost Ideal Demand System.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [

Estimation of Rational Risk Response Models for Primary Commodity Markets with Private and Government Stockholding by Mario J. Miranda and Joseph W. Glauber Suggested citation format: Miranda, M. J., and J. W. Glauber “Estimation of Rational Risk Response Models for Primary Commodity Markets with Private and Government Stockholding.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [