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Research on Price Forecasting and Marketing Strategies: Improving Our Relevance
B. Wade Brorsen and Scott H. Irwin
Year: 1994
 
No Abstract Available

 
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Research on Price Forecasting and Marketing Strategies: Improving Our Relevance - Comment
Darrel Good
Year: 1994
 
No Abstract Available

 
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Discussion of "Research on Price Forecasting and Marketing Strategies: Improving Our Relevance"
Rob Johnson
Year: 1994
 
No Abstract Available

 
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The Impact of Lag Determination on Price Relationships in the U.S. Broiler Industry
John C. Bernard and Lois Schertz Willett
Year: 1994
 

Abstract

In determining the relationships among prices at the farm, wholesale and retail market levels, it is necessary to determine the lengths of time between infuences and adjustments. For instance, it is commonly assumed, as Bowley pointed out many years ago, that changes in wholesale price will lead to changes in retail price at some point in the future. Within this time period, more than one change in a particular price may have affected the price at another level. The number of past observations of one price variable that describe another is called the lag length. Lag lengths may be determined based on theory, previous studies, biological restrictions or model selection tests.

 
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Empirical Analysis of Agricultural Commodity Prices: A Practitioner's Viewpoint on Structural Models
Dean T. Chen
Year: 1994
 
No Abstract Available

 
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Cash Soybean Price Prediction with Neural Networks
Ken L. Claussen and Dr. J. William Uhrig
Year: 1994
 
No Abstract Available

 
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Forecasting Cash Feeder Steer Prices: A Comparison of the Econometric, VAR, ARIMA, Feeder Cattle Futures and Composite Approaches
Christine Cole, James Mintert, and Ted Schroeder
Year: 1994
 
No Abstract Available

 
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Terminal Markets for Fat Cattle: Are They "Lemons" Markets?
Dillon M. Feuz
Year: 1994
 
No Abstract Available

 
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Examining Changes in Dairy Product Price Relationships Due to Increasing Price Volatility
Paula A. Emerick, Andrew M. Novakovic, and Louis Schertz Willett
Year: 1994
 
No Abstract Available

 
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Excess Returns from Custom Cattle Feeding?
Emmett Elam and Charles Dodson
Year: 1994
 
No Abstract Available

 
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Potential Long Run Impacts of Captive Supplies on Producer Prices in Fed Cattle Markets
Rodney Jones and Wayne D. Purcell
Year: 1994
 
No Abstract Available

 
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Forecasting Livestock Prices with an Artificial Neural Network Versus Linear Time Series Models
Nowrouz Kohzadi, Milton Boyd, Bahman Kermanshahi, and Iebeling Kaastra
Year: 1994
 
No Abstract Available

 
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An Inverse-Demand Model of Weekly Boxed Beef Prices
Stephen R. Koontz, James N. Trapp, and Steven E. Meyer
Year: 1994
 
No Abstract Available

 
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Yield Estimation Throughout the Growing Season
John R. Kruse and Darnell Smith
Year: 1994
 
No Abstract Available

 
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Valuation of U.S. Agricultural Support Programs: A Contingent Claims Analysis Approach
Viswanath Tirupattur and Robert J. Hauser
Year: 1994
 
No Abstract Available

 
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Analysis of the Physical and Market Factors Influencing the Relationship Between Slaughter Cattle Weight and Price: An Application of Experimental Economics
James Trapp, Stephen Koontz, Derrell Peel, and Clement Ward
Year: 1994
 

Abstract

The relationship between slaughter cattle weight and price is generally understood in the cattle industry but has not been rigorously studied. The primary reason this relationship has not been studied is a lack of detailed data regarding slaughter weight and associated ices received. Spot market price data for beef slaughter cattle are reported in terms of the average price received over at least a 100 pound weight range. Monthly average prices and average slaughter weights are reported, but this type of time series does not provide the proper basis to examine the critical question producers have regarding the slaughter weight/price relationship. That question is, "What can be expected to happen to price as slaughter cattle are held to heavier and heavier weights? To answer this question both cross section and time series data are needed on individual pens of cattle sold at various eights. A precise answer to and question and an understanding of what causes price received to change with slaughter weight is critical-marketing decisions.

 
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Accounting for Aggregation Bias in Empirical Demand Models -- The Case of Almost Ideal Demand Systems
Thomas I. Wahl, Ron C. Mittelhammer, and Hongqi Shi
Year: 1994
 
No Abstract Available

 
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The Value of Information to Hedgers in the Presence of Options
Brian D. Adam, Philip Garcia, and Robert J. Hauser
Year: 1994
 
No Abstract Available

 
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Pre-harvest Dynamic Hedging: An Analysis of Transaction Costs and Contract Lumpiness for Soybean Farmers
E. Neal Blue, Joao Martines-Filho, Mario Miranda, and Scott Irwin
Year: 1994
 
No Abstract Available

 
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Delivery Systems Versus Cash Settlement in Corn and Soybean Futures Contracts
Nabil M. Chaherli and Robert J. Hauser
Year: 1994
 
No Abstract Available

 
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Futures Prices Responses to the USDA Cold Storage Report
Phil L. Colling, Scott H. Irwin, and Carl R. Zulauf
Year: 1994
 
No Abstract Available

 
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Success and Failure of Agriculture Futures Contracts
N'Zue F. Fofana and B. Wade Brorsen
Year: 1994
 
No Abstract Available

 
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Cross Hedging Wholesale Beef and Pork Products
Marvin Hayenga, Bingrong Jiang, Ji Hoon Kweon, and Sergio Lence
Year: 1994
 
No Abstract Available

 
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A Trading Simulation Test for Weak-Form Efficiency in Live Cattle Futures
Terry Kastens and Ted C. Schroeder
Year: 1994
 

Abstract

Potential for downward bias or inefficiency in live catle futures has been an issue of concern for about as long as this market has existed. Past research exists to support whatever preconception a researcher may have. Although using statistical tests to reject null hypotheses is usually a necessary condition for concluding market inefficiency, the sufficient condition is demonstration of the potential extraction of abnormal profits for that market (Garcis et al. 1988b; DeCoster, Labys, and Mitchell 1992). This paper clarifies the vagueness of that sufficient condition by examining trading simulations over time. The objective is to provide a credible trading simulation test of live cattle futures efficiency.

 
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Modeling Futures Prices with the Student's t Autoregressive Model
Rob Murphy and Anya McGuirk
Year: 1994
 
No Abstract Available

 
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Hedge Ratio Estimation and Soybean Storage
Michael D. Patterson, Marvin L. Hayenga, and Sergio H. Lence
Year: 1994
 
No Abstract Available

 
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Performance of the 290 Put Option on 93 December Corn Futures
Gerald Plato
Year: 1994
 
No Abstract Available

 
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Empirical Tests of Distributional Assumptions for Option Pricing Models
Bruce J. Sherrick, Philip Garcia, and Viswanath Tirupattur
Year: 1994
 
No Abstract Available

 
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