Structural Econometric Models: Past and Future

(with Special Reference to Agricultural Economics

Applications)

by

William G. Tomek

Suggested citation format:

Tomek, W. G.. “Structural Econometric Models: Past and Future (with Special Reference to Agricultural Economics Applications)," Proceedings of the 1998 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Futures Spread Risk in Soybean

Hedge-to-Arrive Contracts

by

E. Neal Blue, Marvin Hayenga, Sergio Lence,

and E. Dean Baldwin

Suggested citation format:

Blue, E. N., Marvin H., S. Lence, and E. D. Baldwin. “Futures Spread Risk in Soybean Hedge-to-Arrive Contracts," Proceedings of the 1998 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Design and Evaluation of Long Term Commodity

Pricing Contracts

by

James Unterschultz, Frank Novak, and Stephen Koontz

Suggested citation format:

Unterschultz, J., F. Novak, and S. Koontz. “Design and Evaluation of Long Term Commodity Pricing Contracts," Proceedings of the 1998 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Forecasting Crop Basis: Practical Alternatives

by

Kevin C. Dhuyvetter and Terry L. Kastens

Suggested citation format:

Dhuyvetter, K. C., and T. L. Kastens. “Forecasting Crop Basis: Practical Alternatives," Proceedings of the 1998 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Post-harvest Grain Marketing with Efficient Futures

by

Terry L. Kastens and Kevin C. Dhuyvetter

Suggested citation format:

Kastens, T. L., and K. C. Dhuyvetter. “Post-harvest Grain Marketing with Efficient Futures," Proceedings of the 1998 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Crop Insurance and Pre-harvest Pricing of Corn and

Soybeans: Case Studies for Selected States and Farms

by

Robert N. Wisner, E. Neal Blue, E. Dean Baldwin,

G. Art Barnaby Jr., Daniel O'Brien

Suggested citation format:

Wisner R. N., E. N. Blue, E. D. Baldwin, G. A. Barnaby Jr., D. O'Brien. “Crop Insurance and Pre-harvest Pricing of Corn and Soybeans: Case Studies for Selected States and Farms," Proceedings of the 1998 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

The Effect of Crop or Revenue Insurance

on Optimal Hedging

by

Keith H. Coble and Richard Heifner

Suggested citation format:

Coble, K. H., and R. Heifner. “The Effect of Crop or Revenue Insurance on Optimal Hedging," Proceedings of the 1998 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Innovative Hedging and Financial Services:

Using Price Protection to Enhance the Availability of

Agricultural Credit

by

Francesco Braga and Brian Gear

Suggested citation format:

Braga, F., and B. Gear. “Innovative Hedging and Financial Services: Using Price Protection to Enhance the Availability of Agricultural Credit," Proceedings of the 1998 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Heterogeneous Subjective Moments and Price Dynamics

by

Darren L. Frechette and Robert D. Weaver

Suggested citation format:

Frechette, D. L., and R. D. Weaver. “Heterogeneous Subjective Moments and Price Dynamics," Proceedings of the 1998 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Spectral Analysis of Asymmetric Price Transmission in

the U.S. Pork Market

by

Douglas J. Miller and Marvin L. Hayenga

Suggested citation format:

Miller, D. J., and M. L. Hayenga. “Spectral Analysis of Asymmetric Price Transmission in the U.S. Pork Market," Proceedings of the 1998 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Income Taxes and Price Variability in Storable

Commodity Markets

by

Kevin McNew and Bruce Gardner

Suggested citation format:

McNew, K., and B. Gardner. “Income Taxes and Price Variability in Storable Commodity Markets," Proceedings of the 1998 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Evaluating Potential Changes

in Price Reporting Accuracy

by

Clement E. Ward and Seung-Churl Choi

Suggested citation format:

Ward, C. E., and S.-C. Choi. “Evaluating Potential Changes in Price Reporting Accuracy," Proceedings of the 1998 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Impacts of Reduced Public Information on Price

Discovery and Marketing Efficiency

in the Fed Cattle Market

by

John Anderson, Clement Ward, Stephen Koontz,

Derrell Peel, and James Trapp

Suggested citation format:

Anderson, J., C. Ward, S. Koontz, D. Peel, and J. Trapp. “Impacts of Reduced Public Information on Price Discovery and Marketing Efficiency in the Fed Cattle Market," Proceedings of the 1998 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Trends in the Accuracy of USDA Production Forecasts

for Beef and Pork

by

DeeVon Bailey and B. Wade Brorsen

Suggested citation format:

Bailey, D.V., and B. W. Brorsen. “Trends in the Accuracy of USDA Production Forecasts for Beef and Pork," Proceedings of the 1998 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Cattle Basis Risk and Grid Pricing

by

Jennifer L. Graff and Ted C. Schroeder

Suggested citation format:

Graff, J. L., and T. C. Schroeder. “Cattle Basis Risk and Grid Pricing," Proceedings of the 1998 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Economic Implications of Show List, Pen Level,

and Individual Animal Pricing of Fed Cattle

by

Dillon M. Feuz

Suggested citation format:

Feuz, D.M.. “Economic Implications of Show List, Pen Level, and Individual Animal Pricing of Fed Cattle," Proceedings of the 1998 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Can the Grain Marketing System Provide Sufficient

Quality Incentives to Producers?

by

Wes Elliot, Brian D. Adam, Phil Kenkel, Kim Anderson

Suggested citation format:

Elliot, W., B. D. Adam, P. Kenkel, K. Anderson. “Can the Grain Marketing System Provide Sufficient Quality Incentives to Producers?" Proceedings of the 1998 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Risk and Expected Returns in Cattle Feeding

by

Frederick A. Hampel, Ted C. Schroeder, Terry L. Kastens

Suggested citation format:

Hampel, F. A., T. C. Schroeder, and T. L. Kastens. “Risk and Expected Returns in Cattle Feeding," Proceedings of the 1998 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Risk Measurement and Supply Response

in the Soybean Complex

by

Matthew A. Diersen and Philip Garcia

Suggested citation format:

Diersen, M. A., and P. Garcia. “Risk Measurement and Supply Response in the Soybean Complex," Proceedings of the 1998 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Agricultural Applications of Value-at-Risk Analysis:

A Perspective

byMark R. Manfredo and Raymond M. Leuthold

Suggested citation format:

Manfredo, M. R., and R. M. Leuthold. “Agricultural Applications of Value-at-Risk Analysis: A Perspective," Proceedings of the 1998 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

A Preview of the Usefulness of Placement Weight Data

by

Bailey Norwood and Ted C. Schroeder

Suggested citation format:

Bailey Norwood and Ted C. Schroeder. “A Preview of the Usefulness of Placement Weight Data," Proceedings of the 1998 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Forecast Evaluation: A Likelihood Scoring Method

by

Matthew A. Diersen and Mark R. Manfredo

Suggested citation format:

Diersen, M. A., and M. R. Manfredo. “Forecast Evaluation: A Likelihood Scoring Method," Proceedings of the 1998 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Performance Persistence for Managed Futures

by

B. Wade Broersen and John Townsend

Suggested citation format:

Broersen, B. W., and J. Townsend. “Performance Persistence for Managed Futures," Proceedings of the 1998 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Compatibility of Government Guarantees with

Flexibility in Canadian Wheat Price Pooling

by

James Unterschultz and Frank Novak

Suggested citation format:

Unterschultz, J., and F. Novak. “Compatibility of Government Guarantees with Flexibility in Canadian Wheat Price Pooling," Proceedings of the 1998 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

The Emerging Futures Market for Cheddar Cheese:

A Mechanism for Stability or Increased Spot-Price

Volatility?

by

Cameron S. Thraen

Suggested citation format:

Thraen, C. S.. “The Emerging Futures Market for Cheddar Cheese: A Mechanism for Stability or Increased Spot-Price Volatility?" Proceedings of the 1998 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Producers Marketing Practices

and Decision Making Processes

by

James Sartwelle III, Daniel O'Brien, William Tierney,

Tim Eggers, Robert Wisner, John Lawrence, Walter Barker

Suggested citation format:

Sartwelle, J. III, D. O'Brien, W. Tierney, T. Eggers, R. Wisner, J. Lawrence, and W. Barker. “Producers Marketing Practices and Decision Making Processes," Proceedings of the 1998 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]

Perceptions of Marketing Efficiency and Strategies:

Research vs. Extension Marketing Economists

by

Joe Parcell, Ted Schroeder, Terry Kastens, and Kevin Dhuyvetter

Suggested citation format:

Parcell, J., T. Schroeder, T. Kastens, and K. Dhuyvetter. “Perceptions of Marketing Efficiency and Strategies: Research vs. Extension Marketing Economists," Proceedings of the 1998 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http://www.farmdoc.uiuc.edu/nccc134]