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Corporate Risk Management and the Role of Value-at-Risk by Dwight R. Sanders and Mark R. Manfredo

Do Agricultural Market Advisory Services Beat the Market? by Scott H. Irwin, Thomas E. Jackson , and Darrel L. Good.

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Corporate Risk Management and the Role of Value-at-Risk by Dwight R. Sanders and Mark R. Manfredo

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  1. Do Agricultural Market Advisory Services Beat the Market?byScott H. Irwin, Thomas E. Jackson, and Darrel L. Good Suggested citation format:Irwin, S. H., T. E. Jackson, and D. L. Good. 1999. “Do Agricultural Market Advisory Services Beat the Market?” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

  2. Corporate Risk Management and the Role of Value-at-RiskbyDwight R. Sanders and Mark R. Manfredo Suggested citation format:Sanders,D. R., and M. R. Manfredo. 1999. “Corporate Risk Management and the Role of Value-at-Risk.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

  3. Accuracy of USDA Fed Cattle Price Reporting: Is Mandatory Price Reporting Needed?byStephen R. Koontz Suggested citation format:Koontz,S. R. 1999. “Accuracy of USDA Fed Cattle Price Reporting: Is Mandatory Price Reporting Needed?” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

  4. Who Will Pay for Guaranteed Tender Steak?byJayson Lusk, John Fox, Ted Schroeder, James Mintert, and Mohammad Koohmaraie Suggested citation format:Lusk,J., J. Fox, T. Schroeder, J. Mintert, and M. Koohmaraie. 1999. “Who Will Pay for Guaranteed Tender Steak?” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

  5. Short-Term Variability in Grid Prices for Fed CattlebyClement E. Ward and Jong-In Lee Suggested citation format:Ward,C. E., and J.-I. Lee. 1999. “Short-Term Variability in Grid Prices for Fed Cattle.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

  6. Identifying and Managing Economic Risk in Cattle FeedingbyDarrell R. Mark, Rodney Jones, and Ted C. Schroeder Suggested citation format:Mark,D. R., R. Jones, and T. C. Schroeder. 1999. “Identifying and Managing Economic Risk in Cattle Feeding.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

  7. Feeder Cattle Price SlidesbyB. Wade Brorsen, Nouhoun Coulibaly, Francisca G. C. Richter, and DeeVon Bailey Suggested citation format:BrorsenB. W., N. Coulibaly, F. G. C. Richter, and D.V. Bailey. 1999. “Feeder Cattle Price Slides.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

  8. Determinants of Replacement Heifer Price DifferentialsbyVern Pierce, Joe Parcell, and Richard Randle Suggested citation format:Pierce,V., J. Parcell, and R. Randle. 1999. “Determinants of Replacement Heifer Price Differentials.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

  9. Evaluating Forecast Accuracy of Cattle on Feed Pre-Release EstimatesbyKevin Dhuyvetter and Ted Schroeder Suggested citation format:Dhuyvetter,K., and T. Schroeder. 1999. “Evaluating Forecast Accuracy of Cattle on Feed Pre-Release Estimates.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

  10. Forecasting Fed Cattle, Feeder Cattle, and Corn Cash Price Volatility: Time Series, Implied Volatility, and Composite ApproachesbyMark R. Manfredo, Raymond M. Leuthold, and Scott H. Irwin Suggested citation format:Manfredo,M. R., R. M. Leuthold, and S. H. Irwin. 1999. “Forecasting Fed Cattle, Feeder Cattle, and Corn Cash Price Volatility: Time Series, Implied Volatility, and Composite Approaches.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

  11. The Term Structure of Uncertainty Implied by Option PremiabyJohn A. Shaffer and Bruce J. Sherrick Suggested citation format:Shaffer, J. A., and B. J. Sherrick. 1999. “The Term Structure of Uncertainty Implied by Option Premia.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

  12. Evidence of Farmer Forward Pricing BehaviorbyKevin McNew and Wesley Musser Suggested citation format:McNew,K., and W. Musser. 1999. “Evidence of Farmer Forward Pricing Behavior.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

  13. Forecasting Crop Yields and Condition IndicesbyPaul L. Fackler and Bailey Norwood Suggested citation format:Fackler,P. L., and B. Norwood. 1999. “Forecasting Crop Yields and Condition Indices.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

  14. A Calendar Spread Trading Simulation of Seasonal Processing SpreadsbyChristine A. Cole, Terry L. Kastens, Frederick A. Hampel, and Laura R. Gow Suggested citation format:Cole,C. A., T. L. Kastens, F. A. Hampel, and L. R. Gow. 1999. “A Calendar Spread Trading Simulation of Seasonal Processing Spreads.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

  15. Why Don’t Country Elevators pay More for High Quality Wheat? The Effects of Risk InformationbyBrian D. Adam and Sueng Jee Hong Suggested citation format:Adam,B. D., and S. J. Hong. 1999. “Why Don’t Country Elevators pay More for High Quality Wheat? The Effects of Risk Information.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

  16. Volatility Models for Commodity MarketsbyPaul L. Fackler and Yanjun Tian Suggested citation format:Fackler,P. L., and Y. Tian. 1999. “Volatility Models for Commodity Markets.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

  17. Price Volatility in Dairy Markets: A Story of Stocks?byRob Weaver and William Natcher Suggested citation format:Weaver,R., and W. Natcher. 1999. “Price Volatility in Dairy Markets: A Story of Stocks?” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

  18. Commodity Futures Contract Viability: A Multidisciplinary ApproachbyJoost M. E. Pennings and Raymond M. Leuthold Suggested citation format:Pennings,J. M. E., and R. M. Leuthold. 1999. “Commodity Futures Contract Viability: A Multidisciplinary Approach.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

  19. Payoffs to Farm Management: How Important Is Grain Marketing?byHeather Nivens and Terry L. Kastens Suggested citation format:Nivens,H., and T. L. Kastens. 1999. “Payoffs to Farm Management: How Important Is Grain Marketing?" Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

  20. Testing the Possibility of Private Crop Insurance and Reinsurance MarketsbyH. Holly Wang, Joseph L. Krogmeier, and Bingfan Ke Suggested citation format:Wang,H. H., J. L. Krogmeier, and B. Ke. 1999. “Testing the Possibility of Private Crop Insurance and Reinsurance Markets.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

  21. Forecasting performance of Storable and Non-Storable CommoditiesbyScott Daniel, Ted Schroeder, and Kevin Dhuyvetter Suggested citation format:Daniel,S., T. Schroeder, and K. Dhuyvetter. 1999. “Forecasting performance of Storable and Non-Storable Commodities.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

  22. Post-Harvest Grain Storing and Hedging with Efficient FuturesbyTerry L. Kastens and Kevin Dhuyvetter Suggested citation format:Kastens,T. L., and K. Dhuyvetter. 1999. “Post-Harvest Grain Storing and Hedging with Efficient Futures.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

  23. Modeling Ex Ante Price Expectations within the U.S. Broiler MarketbyAndrew McKenzie and Matthew T. Holt Suggested citation format:McKenzie,A., and M. T. Holt. 1999. “Modeling Ex Ante Price Expectations within the U.S. Broiler Market.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

  24. Hog Profit Margin Hedging: A Long-Term Out-of-Sample EvaluationbyGary D. Kee and David E. Kenyon Suggested citation format:Kee,G. D., and D. E. Kenyon. 1999. “Hog Profit Margin Hedging: A Long-Term Out-of-Sample Evaluation.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

  25. Agricultural Economists’ Effectiveness in Reporting and Conveying Research Procedures and ResultsbyJoe L. Parcell, Terry L. Kastens, Kevin C. Dhuyvetter, and Ted C. Schroeder Suggested citation format:Parcell,J. L., T. L. Kastens, K. C. Dhuyvetter, and T. C. Schroeder. 1999. “Agricultural Economists’ Effectiveness in Reporting and Conveying Research Procedures and Results.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

  26. They Trade Shrimp in Minneapolis? An Examination of the MGE White Shrimp Futures ContractbyDwight R. Sanders and Joost M. E. Pennings Suggested citation format:Sanders,D.R., and J. M. E. Pennings. 1999. “They Trade Shrimp in Minneapolis? An Examination of the MGE White Shrimp Futures Contract.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

  27. A Full Bayesian Analysis of Structural Changes with the AIDS Model: The Case of Meat DemandbyIbrahima Yague, Steven C. Turner, and Jeffrey H. Dorfman Suggested citation format:Yague,I., S. C. Turner, and J. H. Dorfman. 1999. “A Full Bayesian Analysis of Structural Changes with the AIDS Model: The Case of Meat Demand.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

  28. Bankers’ Forecasts of Farmland ValuebyTed Covey Suggested citation format:Covey, T. 1999. “Bankers’ Forecasts of Farmland Value.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

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