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Hedging Cash Flows from Commodity Processing by Roger A. Dahlgran

Forecasting Organic Food Prices: Emerging Methods for Testing and Evaluating Conditional Predictive Ability by Tatiana Gubanova, Luanne Lohr, and Timothy Park.

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Hedging Cash Flows from Commodity Processing by Roger A. Dahlgran

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  1. Forecasting Organic Food Prices: Emerging Methodsfor Testing and Evaluating Conditional PredictiveAbilitybyTatiana Gubanova, Luanne Lohr, and Timothy Park Suggested citation format:Gubanova, T., L. Lohr, and T. Park. 2005. “Forecasting Organic Food Prices: Emerging Methods for Testing and Evaluating Conditional Predictive Ability.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

  2. The Impact of Marketing Strategy Information on the Producer’s Selling DecisionbyJoni M. Klumpp, B. Wade Brorsen, and Kim B. Anderson Suggested citation format:Klumpp, J. M., B. W. Brorsen and K. B. Anderson. 2005. “The Impact of Marketing Strategy Information on the Producer’s Selling Decision.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

  3. Time-Varying Risk Premium or Informational Inefficiency? Further Evidence in Agricultural Futures MarketsbyJulieta Frank and Philip Garcia Suggested citation format:Frank, J., and P. Garcia. 2005. “Time-Varying Risk Premium or Informational Inefficiency? Further Evidence in Agricultural Futures Markets.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

  4. Sorting Cattle with Accumulated Data: What is the Accuracy and EconomicsbyMaro A. Ibarburu and John D. Lawrence Suggested citation format:Ibarburu, M. A., and J. D. Lawrence. 2005. “Sorting Cattle with Accumulated Data: What is the Accuracy and Economics.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

  5. Portfolio Diversification with Commodity Futures: Properties of Levered FuturesbyThorsten M. Egelkraut, Joshua D. Woodard, Philip Garcia, and Joost M. E. Pennings Suggested citation format:Egelkraut, T. M., J. D. Woodard, P. Garcia, and J. M. E. Pennings. 2005. “Portfolio Diversification with Commodity Futures: Properties of Levered Futures.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

  6. Forecasting Livestock Feed Cost Risks Using Futures and OptionsbyGang Chen, Matthew C. Roberts, and Brian Roe Suggested citation format:Chen, G., M. C. Roberts, and B. Roe. 2005. “Forecasting Livestock Feed Cost Risks Using Futures and Options.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

  7. Hedging Cash Flows from Commodity ProcessingbyRoger A. Dahlgran Suggested citation format:Dahlgran, R. A. 2005. “Hedging Cash Flows from Commodity Processing.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

  8. Effects of Price Volatility and Surging South American Soybean Production on Short-Run Soybean Basis DynamicsbyRui Zhang and Jack Houston Suggested citation format:Zhang, R., and J. Houston. 2005. “Effects of Price Volatility and Surging South American Soybean Production on Short-Run Soybean Basis Dynamics.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

  9. A Reality Check on Technical Trading Rule Profits in US Futures MarketsbyCheol-Ho Park and Scott H. Irwin Suggested citation format:Park, C.-H., and S. H. Irwin. 2005. “A Reality Check on Technical Trading Rule Profits in US Futures Markets.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

  10. Relaxing Standard Hedging Assumptions in the Presence of Downside RiskbyFabio Mattos, Philip Garcia, and Carl Nelson Suggested citation format:Mattos, F., P. Garcia, and C. Nelson. 2005. “Relaxing Standard Hedging Assumptions in the Presence of Downside Risk.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

  11. Factors Influencing the Extent of Grid Pricing of Fed CattlebyClement E. Ward Suggested citation format:Ward, C. E. 2005. “Factors Influencing the Extent of Grid Pricing of Fed Cattle.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

  12. The Value of Carcass Characteristic EPDs in Bred Heifer PricebyJoe L. Parcell, Kevin C. Dhuyvetter, David J. Patterson, and Richard Randle Suggested citation format:Parcell, J. L., K. C. Dhuyvetter, D. J. Patterson, and R. Randle. 2005. “The Value of Carcass Characteristic EPDs in Bred Heifer Price.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

  13. Supply Effects on Price Discovery and Pricing Choice for Fed CattlebyClement E. Ward Suggested citation format:Ward, C.E. 2005. “Supply Effects on Price Discovery and Pricing Choice for Fed Cattle.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

  14. Price Discovery in Private Cash Forward Markets - The Case of LumberbyMark R. Manfredo and Dwight R. Sanders Suggested citation format:Manfredo, M. R., and D. R. Sanders. 2005. “Price Discovery in Private Cash Forward Markets - The Case of Lumber.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

  15. Intermediate Volatility Forecasts Using Implied Forward Volatility: The Performance of Selected Agricultural Commodity OptionsbyThorsten M. Egelkraut and Philip Garcia Suggested citation format:Egelkraut, T. M., and P. Garcia. 2005. “Intermediate Volatility Forecasts Using Implied Forward Volatility: The Performance of Selected Agricultural Commodity Options.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

  16. A Test of Forecast Consistency Using USDA Livestock Price ForecastsbyDwight R. Sanders and Mark R. Manfredo Suggested citation format:Sanders, D. R., and M. R. Manfredo. 2005. “A Test of Forecast Consistency Using USDA Livestock Price Forecasts.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

  17. The Value of USDA Situation and Outlook Information in Hog and Cattle MarketsbyOlga Isengildina, Scott H. Irwin, and Darrel L. Good Suggested citation format:Isengildina, O., S. H. Irwin, and D. L. Good. 2005. “The Value of USDA Situation and Outlook Information in Hog and Cattle Markets.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

  18. Style and Performance of Agricultural Market Advisory ServicesbySilvina M. Cabrini, Scott H. Irwin, and Darrel L. Good Suggested citation format:Cabrini S. M., S. H. Irwin, and D. L. Good. 2005. “Style and Performance of Agricultural Market Advisory Services.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

  19. Wheat Forward Contract Pricing: Evidence on Forecast Power and Risk PremiabyWei Shi, Scott H. Irwin, Darrel L. Good, and Sarah N. Dietz Suggested citation format:Shi, W., S. H. Irwin, D. L. Good and S. N. Dietz. 2005. “Wheat Forward Contract Pricing: Evidence on Forecast Power and Risk Premia.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

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