an analysis of the ending stocks to use ratio in...

27

An Analysis of the Ending Stocks to Use Ratio in Forecasting Cocoa Prices by Brian W. Meinken Suggested citation format: Meinken, B. W. 1985. “An Analysis of the Ending Stocks to Use Ratio in Forecasting Cocoa Prices.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

Upload: others

Post on 31-Jan-2021

0 views

Category:

Documents

0 download

Report

Download

Embed Size (px):

TRANSCRIPT

An Analysis of the Ending Stocks to Use Ratio in

Forecasting Cocoa Prices

by

Brian W. Meinken

Suggested citation format:

Meinken, B. W. 1985. “An Analysis of the Ending Stocks to Use Ratio in Forecasting Cocoa Prices.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

by Zhepeng Hu, Mindy Mallory, Teresa Serra, and …farmdoc.illinois.edu/nccc134/conf_2017/pdf/Hu_Mallory...Zhepeng Hu, Mindy Mallory,Teresa Serra, and Philip Garcia 1 Paper presented

Cost of Immediacy during Large Price Movements: Evidence ...farmdoc.illinois.edu/nccc134/conf_2018/pdf/He_Serra...commodity markets is conducted on a daily basis and uses data from

Forecasting Corn and Soybean Basis Using Regime-Switching ...farmdoc.illinois.edu/nccc134/conf_2012/pdf/confp16-12.pdf · Forecasting Corn and Soybean Basis Using Regime-Switching

Actuarially Fair or Foul? Asymmetric Information Problems ...farmdoc.illinois.edu/nccc134/conf_2013/pdf/Newton... · Actuarially Fair or Foul? Asymmetric Information Problems in Dairy

by Linde Götz, Kateryna Goychuk, Thomas Glauben, and ...farmdoc.illinois.edu/nccc134/conf_2013/pdf/Gotz...the export controls in Ukraine have not significantly reduced price volatility

Methods for Selecting Delivery or Cash Settlement Arrangements …farmdoc.illinois.edu/nccc134/conf_1993/pdf/confp19-93.pdf · Methods for Selecting Delivery or Cash Settlement Arrangements

Forecasting Corn Gluten Feed Prices Using Soybean Meal Futures: Opportunities for ...farmdoc.illinois.edu/nccc134/conf_1986/pdf/confp7-86.pdf · 2007. 5. 4. · New EC production

The Information Content in the Term Structure of Commodity ...farmdoc.illinois.edu/nccc134/conf_2016/pdf/Etienne_Mattos_NCCC-134_2016.pdf · The Information Content in the Term Structure

Chaos Theory and Its Implications for Research on Futures ...farmdoc.illinois.edu/nccc134/conf_1993/pdf/confp17-93.pdf · Chaos Theory and Its Implications for Research on Futures

How Strong are the Linkages among Agricultural, Oil, and …farmdoc.illinois.edu/nccc134/conf_2010/pdf/confp17-10.pdf · 2010. 6. 9. · Highly fluctuating agricultural prices have

Commercial Use and Speculative Measures of …farmdoc.illinois.edu/nccc134/conf_1989/pdf/confp8-89.pdf · 104 Commercial Use and Speculative Measures of Livestock Futures Markets

Empirical Analysis of Agricultural Commodity Prices: A ...farmdoc.illinois.edu/nccc134/conf_1994/pdf/confp5-94.pdf · the recursive, block recursive and disequilibrium models, with

Return and Risk Performance of Basis Strategy: A Case ...farmdoc.illinois.edu/nccc134/conf_2014/pdf/Kim_Zulauf_Roberts_NC… · Return and Risk Performance of Basis Strategy: A Case

Payoffs to Farm Management: How Important Is Grain Marketing?farmdoc.illinois.edu/nccc134/conf_1999/pdf/confp19-99.pdf · Payoffs to Farm Management: How Important Is Grain Marketing?

Market Dynamics Associated with a Beefpacking Plant ...farmdoc.illinois.edu/nccc134/conf_2003/pdf/confp14-03.pdf · Clement E. Ward* Paper presented at the NCR-134 Conference on Applied

The Food Corporation of India and the Public Distribution ...farmdoc.illinois.edu/nccc134/conf_2012/pdf/confp07-12.pdf · The Food Corporation of India and the Public Distribution

Hedging the Crack Spread during Periods of High …farmdoc.illinois.edu/nccc134/conf_2016/pdf/Liu_Vedenov...Hedging the Crack Spread during Periods of High Volatility in Oil Prices

Portfolio Investment: Are Commodities Useful?farmdoc.illinois.edu/nccc134/conf_2014/pdf/Yan_Garcia_NCCC-134_… · folio, and suggest that the superiority of commodity indices may

Corn and Soybean Basis Behavior and Forecasting ...farmdoc.illinois.edu/nccc134/conf_1997/pdf/confp9-97.pdf · Corn and Soybean Basis Behavior and Forecasting: Fundamental and Alternative

by Anton Bekkerman, Mykel Taylor, Gage Ridder, and Brian …farmdoc.illinois.edu/nccc134/conf_2014/pdf/Bekkerman... · 2014-08-05 · While DTN historical databases only report prices

Trade Impacts of Soviet Reform: A Heckscher-Ohlin …farmdoc.illinois.edu/nccc134/conf_1993/pdf/confp23-93.pdf254 Trade Impacts of Soviet Reform: A Heckscher-Ohlin-Vanek Approach Dermot

Have Extended Trading Hours Made Agricultural Commodity …farmdoc.illinois.edu/nccc134/conf_2013/pdf/Kauffman_NCCC... · 2013. 6. 25. · In March 2013, CME announced that it would

Returns to Individual Traders in Agricultural Futures ...farmdoc.illinois.edu/nccc134/conf_2011/pdf/confp22-11.pdf · Returns to Individual Traders in Agricultural Futures Markets:

Hedging and Speculative Pressures: An Investigation of the ...farmdoc.illinois.edu/nccc134/conf_2013/pdf/Lehecka_NCCC-134_201… · Futures position data considered include data from

The Economic Impact of the 2015 Avian Influenza …farmdoc.illinois.edu › nccc134 › conf_2016 › pdf › Dobrowolska...egg-producing states with 36.7 and 8.9 million layers, respectively

Information Content of USDA Rice Reports and Price ...farmdoc.illinois.edu/nccc134/conf_2015/pdf/Darby_McKenzie_NCCC_134... · Information Content of USDA Rice Reports and Price Reactions

Factors Affecting Hedging Decisions Using Evidence from the …farmdoc.illinois.edu/nccc134/conf_2001/pdf/confp07-01.pdf · 2007-05-03 · 1 Factors Affecting Hedging Decisions Using

Basistha Kurov Wolfe Forecasting Commodity Price ...farmdoc.illinois.edu/nccc134/conf_2015/pdf/Basistha_Kurov_Wolfe_NCCC... · Forecasting Commodity Price Volatility with Internet

Estimating Actual Bid-Ask Spreads in Commodity Futures Markets …farmdoc.illinois.edu/nccc134/conf_2001/pdf/confp14-01.pdf · 2007-05-03 · 2 Estimating Actual Bid-Ask Spreads in

Forecasting Livestock Feed Cost Risks Using Futures and ...farmdoc.illinois.edu/nccc134/conf_2005/pdf/confp06-05.pdfvariable costs in hog ﬂnishing, broiler production, and milk production,

Have Farmers Lost Confidence in Futures Markets?farmdoc.illinois.edu/nccc134/conf_2013/pdf/Welch_Hogan... · 2013-06-09 · During five of the years between 1980 and 2006, ... that

Why Don’t Country Elevators pay More for High Quality ...farmdoc.illinois.edu/nccc134/conf_1999/pdf/confp15-99.pdfBrian D. Adam and Sueng Jee Hong Suggested citation format: Adam,

Testing for Switching Market Conduct - …farmdoc.illinois.edu/nccc134/conf_1992/pdf/confp11-92.pdfTESTING FOR SWITCHING MARKET CONDUCT Timothy Park and Azzeddine Azzam* In a theoretical

The Competitive Position of the Black Sea Region in World ...farmdoc.illinois.edu/nccc134/conf_2014/pdf/OBrien_Olson_NCCC-13… · Ukraine milling wheat export prices show evidence

The Components of the Bid-Ask-Spread: Evidence from the ...farmdoc.illinois.edu/nccc134/conf_2016/pdf/Shang... · Previous studies on the BAS in agricultural futures markets have