 |
 |
|
| Research on Price Forecasting and Marketing Strategies: Improving Our Relevance
|
|
|
| B. Wade Brorsen and Scott H. Irwin |
| Year: 1994 |
| |
|
No Abstract Available |
|
|
| |
Click here for a copy of the paper in Adobe's PDF format.
|
|
|
| Research on Price Forecasting and Marketing Strategies: Improving Our Relevance - Comment
|
|
|
| Darrel Good |
| Year: 1994 |
| |
|
No Abstract Available |
|
|
| |
Click here for a copy of the paper in Adobe's PDF format.
|
|
|
| Discussion of "Research on Price Forecasting and Marketing Strategies: Improving Our Relevance"
|
|
|
| Rob Johnson |
| Year: 1994 |
| |
|
No Abstract Available |
|
|
| |
Click here for a copy of the paper in Adobe's PDF format.
|
|
|
| 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.
|
| |
Click here for a copy of the paper in Adobe's PDF format.
|
|
|
| Empirical Analysis of Agricultural Commodity Prices: A Practitioner's Viewpoint on Structural Models
|
|
|
| Dean T. Chen |
| Year: 1994 |
| |
|
No Abstract Available |
|
|
| |
Click here for a copy of the paper in Adobe's PDF format.
|
|
|
| Cash Soybean Price Prediction with Neural Networks
|
|
|
| Ken L. Claussen and Dr. J. William Uhrig |
| Year: 1994 |
| |
|
No Abstract Available |
|
|
| |
Click here for a copy of the paper in Adobe's PDF format.
|
|
|
| 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 |
|
|
| |
Click here for a copy of the paper in Adobe's PDF format.
|
|
|
| Terminal Markets for Fat Cattle: Are They "Lemons" Markets?
|
|
|
| Dillon M. Feuz |
| Year: 1994 |
| |
|
No Abstract Available |
|
|
| |
Click here for a copy of the paper in Adobe's PDF format.
|
|
|
| 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 |
|
|
| |
Click here for a copy of the paper in Adobe's PDF format.
|
|
|
| Excess Returns from Custom Cattle Feeding?
|
|
|
| Emmett Elam and Charles Dodson |
| Year: 1994 |
| |
|
No Abstract Available |
|
|
| |
Click here for a copy of the paper in Adobe's PDF format.
|
|
|
| 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 |
|
|
| |
Click here for a copy of the paper in Adobe's PDF format.
|
|
|
| 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 |
|
|
| |
Click here for a copy of the paper in Adobe's PDF format.
|
|
|
| An Inverse-Demand Model of Weekly Boxed Beef Prices
|
|
|
| Stephen R. Koontz, James N. Trapp, and Steven E. Meyer |
| Year: 1994 |
| |
|
No Abstract Available |
|
|
| |
Click here for a copy of the paper in Adobe's PDF format.
|
|
|
| Yield Estimation Throughout the Growing Season
|
|
|
| John R. Kruse and Darnell Smith |
| Year: 1994 |
| |
|
No Abstract Available |
|
|
| |
Click here for a copy of the paper in Adobe's PDF format.
|
|
|
| Valuation of U.S. Agricultural Support Programs: A Contingent Claims Analysis Approach
|
|
|
| Viswanath Tirupattur and Robert J. Hauser |
| Year: 1994 |
| |
|
No Abstract Available |
|
|
| |
Click here for a copy of the paper in Adobe's PDF format.
|
|
|
| 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.
|
| |
Click here for a copy of the paper in Adobe's PDF format.
|
|
|
| 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 |
|
|
| |
Click here for a copy of the paper in Adobe's PDF format.
|
|
|
| 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 |
|
|
| |
Click here for a copy of the paper in Adobe's PDF format.
|
|
|
| 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 |
|
|
| |
Click here for a copy of the paper in Adobe's PDF format.
|
|
|
| Delivery Systems Versus Cash Settlement in Corn and Soybean Futures Contracts
|
|
|
| Nabil M. Chaherli and Robert J. Hauser |
| Year: 1994 |
| |
|
No Abstract Available |
|
|
| |
Click here for a copy of the paper in Adobe's PDF format.
|
|
|
| Futures Prices Responses to the USDA Cold Storage Report
|
|
|
| Phil L. Colling, Scott H. Irwin, and Carl R. Zulauf |
| Year: 1994 |
| |
|
No Abstract Available |
|
|
| |
Click here for a copy of the paper in Adobe's PDF format.
|
|
|
| Success and Failure of Agriculture Futures Contracts
|
|
|
| N'Zue F. Fofana and B. Wade Brorsen |
| Year: 1994 |
| |
|
No Abstract Available |
|
|
| |
Click here for a copy of the paper in Adobe's PDF format.
|
|
|
| Cross Hedging Wholesale Beef and Pork Products
|
|
|
| Marvin Hayenga, Bingrong Jiang, Ji Hoon Kweon, and Sergio Lence |
| Year: 1994 |
| |
|
No Abstract Available |
|
|
| |
Click here for a copy of the paper in Adobe's PDF format.
|
|
|
| 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.
|
| |
Click here for a copy of the paper in Adobe's PDF format.
|
|
|
| Modeling Futures Prices with the Student's t Autoregressive Model
|
|
|
| Rob Murphy and Anya McGuirk |
| Year: 1994 |
| |
|
No Abstract Available |
|
|
| |
Click here for a copy of the paper in Adobe's PDF format.
|
|
|
| Hedge Ratio Estimation and Soybean Storage
|
|
|
| Michael D. Patterson, Marvin L. Hayenga, and Sergio H. Lence |
| Year: 1994 |
| |
|
No Abstract Available |
|
|
| |
Click here for a copy of the paper in Adobe's PDF format.
|
|
|
| Performance of the 290 Put Option on 93 December Corn Futures
|
|
|
| Gerald Plato |
| Year: 1994 |
| |
|
No Abstract Available |
|
|
| |
Click here for a copy of the paper in Adobe's PDF format.
|
|
|
| Empirical Tests of Distributional Assumptions for Option Pricing Models
|
|
|
| Bruce J. Sherrick, Philip Garcia, and Viswanath Tirupattur |
| Year: 1994 |
| |
|
No Abstract Available |
|
|
| |
Click here for a copy of the paper in Adobe's PDF format.
|
|
|
 |
 |
