NCCC-134
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The Price Adjustment Process and Efficiency of Grain Futures Markets Implied by Return Series of Various Time Intervals
Shi-Miin Liu and Sarahelen R. Thompson
Year: 1990
 
No Abstract Available

 
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Comparison of Liquidity Costs Between the Kansas City and Chicago Wheat Futures Contracts
David Seibold, Sarahelen Thompson, and James S. Eales
Year: 1990
 
No Abstract Available

 
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Asymmetric Pricing in Live Cattle Futures
Milton S. Boyd, B. Wade Brorsen, and Gary E. Warkentine
Year: 1990
 
No Abstract Available

 
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Impact of Cash Settlement on the Effectiveness of Price Discovery Processes in Feeder Cattle
John B. Rowsell and Wayne D. Purcell
Year: 1990
 
No Abstract Available

 
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Forecasting Prices in the Forward Cash Market for Corn and Soybeans
David D. Johnson
Year: 1990
 
No Abstract Available

 
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The Soybean Complex Spread: An Examination of Market Efficiency from the Viewpoint of a Production Process
Robert L. Johnson, Carl R. Zulauf, Scott H. Irwin, and Mary E. Gerlow
Year: 1990
 
No Abstract Available

 
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Feeder Cattle Cash Settlement: Impacts on Basis Variability in Selected U.S. Markets
Donald R. Rich, Raymond M. Leuthold, and Michael A. Hudson
Year: 1990
 
No Abstract Available

 
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Efficiency Characteristics of the Live Cattle Options Market
Robert J. Hauser and Yue Liu
Year: 1990
 
No Abstract Available

 
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Sensitivity of Risk Premium Analyses to Violations of Distributional Assumptions
T. Randall Fortenbery and Hector O. Zapata
Year: 1990
 
No Abstract Available

 
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The Effects of USDA Reports in Futures and Options Markets
T. Randall Fortenbery and Daniel A. Sumner
Year: 1990
 
No Abstract Available

 
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Does Routine Forward Pricing Effectively Reduce Farmers' Risks?
Richard Heifner
Year: 1990
 
No Abstract Available

 
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Statistical Process Control Adapted to Surveillance of Cash Cattle Markets
John Ginzel, Kevin Kesecker, Roger Schneider, and Everett Stoddard
Year: 1990
 
No Abstract Available

 
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Cointegration Tests and Spatial Price Linkages in Regional Cattle Markets
Barry K. Goodwin and Ted C. Schroeder
Year: 1990
 
No Abstract Available

 
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Competition for Fed Cattle in Colorado vs. Other Markets: The Impact of the Decline in Packers and Ascent in Contracting
Marvin Hayenga and Dan O'Brien
Year: 1990
 
No Abstract Available

 
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Analyzing the Seasonality of U.S. Meat Demand by Using Disaggregated Weekly Data
Thomas I. Wahl, Dermot J. Hayes, and David Hennessy
Year: 1990
 
No Abstract Available

 
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Simultaneity and Structural Change in Fed Beef Demand
James Eales and Inshik Lee
Year: 1990
 
No Abstract Available

 
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Using Nonparametric Demand Analysis in a Meat Demand System
Ann A. Wilkinson and Jon A. Brandt
Year: 1990
 
No Abstract Available

 
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A Long Term Forecasting Model of the Livestock and Poultry Sectors
Mark R. Weimar and Richard P. Stillman
Year: 1990
 
No Abstract Available

 
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An Analysis of the Consistency of Public Data Used in Demand Analysis for Livestock
Richard Stillman and Mark Weimar
Year: 1990
 
No Abstract Available

 
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Rationally Expected Livestock and Poultry Price Forecasts and Meat Price Predictions from a Livestock and Meat Sector Model
Barry W. Bobst and Robert W. Harrison
Year: 1990
 
No Abstract Available

 
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The Transmission of Price Variability under Traffication
Dermot J. Hayes, Thomas I. Wahl, and S. R. Johnson
Year: 1990
 
No Abstract Available

 
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Hog Producer's Marketing Decisions under Alternative Utility Specifications
Brian Adam and Philip Garcia
Year: 1990
 
No Abstract Available

 
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The Sensitivity of Live Hog Marketing Strategies to Uncertain Prices
Philip Garcia and Brian Adam
Year: 1990
 
No Abstract Available

 
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Hedonic Price Estimation for Kansas Wheat Characteristics: A Pooled Cross-Sectional Time-Series Analysis
Juan A. Espinosa and Barry K. Goodwin
Year: 1990
 
No Abstract Available

 
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The Dynamics of Supply, Demand and Price for Wheat Programs under Rational Expectations
Theresa Y. Sun and Mario J. Miranda
Year: 1990
 
No Abstract Available

 
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The Rationality of Hogs and Pigs Inventory Expectations
Phil L. Colling and Scott H. Irwin
Year: 1990
 
No Abstract Available

 
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The Relationship Between Primary Commodity Prices and Macroeconomic Variables
Theodosios Palaskas and Panos N. Varangis
Year: 1990
 
No Abstract Available

 
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Exchange Rate Shocks, Macroeconomic Announcements and Commodity Price Behavior
Dhaneshwar Ghura
Year: 1990
 
No Abstract Available

 
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Software for Managing Income Risk Through Marketing
Rich Alderfer, Steve Harsh, and Jim Hilker
Year: 1990
 
No Abstract Available

 
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Agricultural Policy for the 1990s: An Analysis of Alternatives
Jon Brandt, Kenneth Bailey, Abner Womack, Patrick Westhoff, and William Meyers
Year: 1990
 
No Abstract Available

 
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A Framework for Analyzing Prices of Related Temporal Commodity Investment Strategies
Bruce J. Sherrick and Michael A. Hudson
Year: 1990
 
No Abstract Available

 
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Option Based Assessments of Expected Price Distributions
Bruce J. Sherrick, Scott H. Irwin, and D. Lynn Forster
Year: 1990
 

Abstract

No-Arbitrage option pricing models are used to derive ex ante expected price distributions. The performance of the method is assessed in the context of the calibration of the derived probability density functions, evaluated at the expiration date prices. It is found that the soybean and S&P 500 option-based probability assessments display some evidence of miscalibration very near to expiration and far from expiration.

 
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