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| Research Topics - Agricultural Futures
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| Thomas Coleman |
| Year: 1991 |
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No Abstract Available |
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| An Investigation of Returns to Trading Strategies in the Live Hog Futures Market
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| Todd Doehring, Philip Garcia, and Bruce Sherrick |
| Year: 1991 |
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No Abstract Available |
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| Nonlinear Dynamics and Market Anomalies in Daily Futures Prices
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| Seung-Ryong Yang and B. Wade Brorsen |
| Year: 1991 |
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No Abstract Available |
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Click here for a copy of the paper in Adobe's PDF format.
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| A Market Timing Test of Pricing Models for Agricultural Options
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| Scott H. Irwin, Carl Zulauf, and Robert Pelly |
| Year: 1991 |
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No Abstract Available |
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Click here for a copy of the paper in Adobe's PDF format.
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| Predictability of Commodity Trading Advisor Returns
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| Barry Ward, Scott H. Irwin, and Carl R. Zulauf |
| Year: 1991 |
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No Abstract Available |
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| The Impact of Futures Market on U.S. Soybean Processors
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| Sergio Lence, Dermot Hayes, and William Meyers |
| Year: 1991 |
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No Abstract Available |
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| Total Response Measures in Systems of Nonlinear Equations: An Application to a Model of the U.S. Dairy Sector
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| Matthew Holt and Satheesh Aradhyula |
| Year: 1991 |
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No Abstract Available |
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Click here for a copy of the paper in Adobe's PDF format.
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| Cross-Commodity Relationships: Cointegration and Price Forecasting in Selected Cash Markets
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| D. Demcey Johnson and Seung-Ryong Yang |
| Year: 1991 |
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No Abstract Available |
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Click here for a copy of the paper in Adobe's PDF format.
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| Accuracy in Forecasting Feeder Cattle prices: Results of a Competition
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| Rhonda Skaggs and Donald Snyder |
| Year: 1991 |
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No Abstract Available |
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Click here for a copy of the paper in Adobe's PDF format.
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| Establishing and Forecasting Quality Adjusted Basis for Texas Rice Markets
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| Mark Waller, M. Edward Rister, and Earl Taylor |
| Year: 1991 |
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No Abstract Available |
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Click here for a copy of the paper in Adobe's PDF format.
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| Forecasting Japanese Meat Demand Using a Two-Stage Consumer Demand System
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| Thomas Wahl, Vicki McCracken, and David Reed |
| Year: 1991 |
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No Abstract Available |
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Click here for a copy of the paper in Adobe's PDF format.
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| Mean Reversion in Agricultural Futures Prices
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| Thomas E. Jackson, Carl R. Zulauf, and Scott H. Irwin |
| Year: 1991 |
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No Abstract Available |
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| Are Composite Forecasts More Accurate? An Application to Livestock and Poultry
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| Richard Stillman, Mark Weimar, and Kenneth Nelson |
| Year: 1991 |
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No Abstract Available |
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Click here for a copy of the paper in Adobe's PDF format.
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| An Analysis of Factors Affecting Oklahoma City Feeder Cattle Basis
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| James Trapp and Fred Eilrich |
| Year: 1991 |
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No Abstract Available |
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Click here for a copy of the paper in Adobe's PDF format.
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| Development and Testing of Models for Cash Price Relationships Between Lighter-Weight Stockers through Heavier-Weight Feeders in a Selected Market
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| John Ginzel, Ron Gustafson and Terry Crawford |
| Year: 1991 |
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No Abstract Available |
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Click here for a copy of the paper in Adobe's PDF format.
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| Accounting for Yield Risk in Pre-Harvest Commodity Pricing Decisions
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| Steve Monson and Marvin Hayenga |
| Year: 1991 |
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No Abstract Available |
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Click here for a copy of the paper in Adobe's PDF format.
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| Optimal Decision Rules for Selling Farmer-Owned Wheat from Storage in the Pacific Northwest
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| Todd Lone and Leroy Blakeslee |
| Year: 1991 |
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Abstract
A stochastic dynamic programming model is developed to determine optimal decision rules for marketing white wheat from storage to the final sale. The model uses forecasts of the probability density functions for future prices; These functions are being updated each week based on current observed prices. Maximization of the of the expected utility of income from sequential decisions is used to capture the effect of risk version. Sensitivity of the optimal decision policy to risk aversion, opportunity cost of money, and storage costs is examined. The application of the model and its use in practical decision making is discussed.
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| The Impact of Captive Supplies on Cash Fed Cattle Markets
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| Rodney Jones, Ted Schroeder, James Mintert, and Frank Brazle |
| Year: 1991 |
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No Abstract Available |
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Click here for a copy of the paper in Adobe's PDF format.
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| Dynamics and Price Volatility in Farm-Retail Livestock Price Relationships
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| T. Kesavan, Satheesh Aradhyula, and Stanley Johnson |
| Year: 1991 |
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No Abstract Available |
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Click here for a copy of the paper in Adobe's PDF format.
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| Alternative Measures of Risk: An Analysis of Sow Farrowings in the United States
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| Matthew Holt and Giancarlo Mischini |
| Year: 1991 |
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No Abstract Available |
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Click here for a copy of the paper in Adobe's PDF format.
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| East Asian Poultry Markets: Technology Transfer and Demand Dynamics
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| Laurian Unnevehr, James Eales, Gerald Nelson, and Young-Chul Kim |
| Year: 1991 |
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No Abstract Available |
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Click here for a copy of the paper in Adobe's PDF format.
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| On the Search of Appropriate Price Determination Specifications in Structural Models
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| Dean Chen and Gerard Dharmaratne |
| Year: 1991 |
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Abstract
A comprehensive set of criteria for evaluation of price determination specifications is proposed. A generalized theoretical relationship is developed to facilitate the search of appropriate structural models. Price elasticities, price flexibilities, and demand shares of the model are used to test the price response behavior of simultaneous structural models. A wheat model is used for empirical comparison of three popular inverse demand (price-dependent) structural model specifications: domestic demand model, export demand model, and stock demand model. Results indicate that price-depent domestic demand and price-dependent export demand are inappropriate, while the price-depend stock demand model generates credible results.
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Click here for a copy of the paper in Adobe's PDF format.
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| Estimating the Demand for Dairy Products: Accounting for Taste and Preferences
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| Suffyan Koroma and Kenneth Bailey |
| Year: 1991 |
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No Abstract Available |
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Click here for a copy of the paper in Adobe's PDF format.
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| Do Livestock Futures Prices React Efficiently to USDA Hogs and Pigs Reports?
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| Phil L. Colling, Scott H. Irwin, and Carl R. Zulauf |
| Year: 1991 |
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No Abstract Available |
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Click here for a copy of the paper in Adobe's PDF format.
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| Developing a Cash Settlement Price Index for Live Hog Futures
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| Kevin Kimle and Marvin Hayenga |
| Year: 1991 |
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No Abstract Available |
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Click here for a copy of the paper in Adobe's PDF format.
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| A Review of the Chicago Mercantile Exchange's Broiler Chicken Futures and Options Contracts and Their Effect on the Broiler Industry
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| Lori Aldinger |
| Year: 1991 |
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No Abstract Available |
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Click here for a copy of the paper in Adobe's PDF format.
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| Regional Supply Analysis and Program Participation for U.S. Corn and Wheat: A Comparative Application of Alternative Response Specifications
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| Duncan Chambezi and Abner Womack |
| Year: 1991 |
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No Abstract Available |
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Click here for a copy of the paper in Adobe's PDF format.
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| Price Uncertainty Within the Grain Export Marketing Channel
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| R. J. Hauser and David Neff |
| Year: 1991 |
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Abstract
Results of a survey conducted by the USDA (Caron) indicate that the largest "exporting" risk perceived by U.S. grain merchandisers is caused by changes in the flat price of grain. The largest logistical" risk was associated with ocean charters. The objectives of the present study are to (1) measure these perceived risks in terms of price uncertainty facing exporters and importers of U.S. corn and soybeans at various stages of the marketing channel, (2) estimate the extent to which the uncertainty can be reduced through small portfolio diversification, and (3) compare price uncertainty levels facing exporters versus importers in an attempt to deduce behavioral incentives at each marketing stage.
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Click here for a copy of the paper in Adobe's PDF format.
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| The Inverse Almost Ideal Demand System
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| James Eales and Laurian Unnevehr |
| Year: 1991 |
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No Abstract Available |
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Click here for a copy of the paper in Adobe's PDF format.
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| Estimation of Rational Risk Response Models for Primary Commodity Markets with Private and Government Stockholding
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| Mario Miranda and Joseph Glauber |
| Year: 1991 |
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No Abstract Available |
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Click here for a copy of the paper in Adobe's PDF format.
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