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Estimating the Effects of Risk on the Supply of Storage by Joseph W. Glauber

Alternative Strategies for Managing Price Risk with Options by Robert J. Hauser and James S. Eales.

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Estimating the Effects of Risk on the Supply of Storage by Joseph W. Glauber

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  1. Alternative Strategies for Managing Price Risk with OptionsbyRobert J. Hauser and James S. Eales Suggested citation format:Hauser, R. J., and J. S. Eales. 1986. “Alternative Strategies for Managing Price Risk with 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].

  2. Evaluating the Use of Options for Forward Pricing Soybeans by Illinois Producers in a Risk and Return FrameworkbyPhil Eberle, John R. Harrel, and Lyle Solverson Suggested citation format:Eberle,P., J. R. Harrel, and L. Solverson. 1986. “Evaluating the Use of Options for Forward pricing Soybeans by Illinois Producers in a Risk and Return Framework.” 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. Interactions among Price, Production, and Financial Risk in Analysis of Optimal Marketing Strategies for FarmersbyVickie J. Alexander and Wesley N. Musser Suggested citation format:Alexander, V. J., and W. N. Musser. 1986. “Interactions among Price, Production, and Financial Risk in Analysis of Optimal Marketing Strategies for Farmers.” 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. Determination of Optimal Forward Contracting for a Peanut Buyer-ShellerbyRobert W. Dubman and Bill R. Miller Suggested citation format:Dubman, R. W., and B. R. Miller. 1986. “Determination of Optimal Forward Contracting for a Peanut Buyer-Sheller.” 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. Basis Risk and Optimal Decision Making for California Fed CattlebyTimothy Park and Frances Antonovitz Suggested citation format:Park, T., and F. Antonovitz. 1986. “Basis Risk and Optimal Decision Making for California 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].

  6. A Comparison of Analytical Approaches for Estimating Hedge Ratios for Agricultural CommoditiesbyHarvey J. Witt, Ted C. Schroeder, and Marvin L. Hayenga Suggested citation format:Witt,H. J., T. C. Schroeder, and M. L. Hayenga. 1986. “A Comparison of Analytical Approaches for Estimating Hedge Ratios for Agricultural Commodities.” 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. Forecasting Corn Gluten Feed Prices Using Soybean Meal Futures: Opportunities for Cross HedgingbyJack E. Houston and Glenn C. W. Ames Suggested citation format:Houston, J. E., and G. C. W. Ames. 1986. “Forecasting Corn Gluten Feed Prices Using Soybean Meal Futures: Opportunities for Cross Hedging.” 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. Estimating the Effects of Risk on the Supply of StoragebyJoseph W. Glauber Suggested citation format:Glauber,J. W. 1986. “Estimating the Effects of Risk on the Supply of Storage.” 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. The Execution Cost of Trading in Commodity Futures MarketsbySarahelen Thompson and Mark Waller Suggested citation format:Thompson, S., and M. Waller. 1986. “The Execution Cost of Trading in Commodity 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. Corn and Soybean Basis Behavior: An Intertemporal, Cross-Sectional AnalysisbyPhilip Garcia, Robert Hauser, and Alan Tumblin Suggested citation format:Garcia,P., R. Hauser, and A. Tumblin. 1986. “Corn and Soybean Basis Behavior: An Intertemporal, Cross-Sectional Analysis.” 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. Use of “Basis” as a Guideline for Storage Strategies for Corn, Wheat, and Soybeans on Michigan FarmsbyJohn N. Ferris Suggested citation format:Ferris, J. N. 1986. “Use of ‘Basis’ as a Guideline for Storage Strategies for Corn, Wheat, and Soybeans on Michigan Farms.” 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. Forecasting Futures Price VariabilitybyJoseph W. Glauber and Richard G. Heifner Suggested citation format:Glauber, J. W., and R. G. Heifner. 1986. “Forecasting Futures Price Variability.” 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. An Appraisal of Composite Forecasting MethodsbyDavid W. Park and William G. Tomek Suggested citation format:Park, D. W., and W. G. Tomek. 1986. “An Appraisal of Composite Forecasting Methods.” 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. Random Walk Priors, Multiple Time Series and the ForecastbyDavid A. Bessler and Robert G. Nelson Suggested citation format:Bessler, D. A., and R. G. Nelson. 1986. “Random Walk Priors, Multiple Time Series and the Forecast.” 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. Discriminating among Expectations Models Using Non-Nested Testing ProceduresbyFrances Antonovitz and Richard Green Suggested citation format:Antonovitz, F., and R. Green. 1986. “Discriminating among Expectations Models Using Non-Nested Testing Procedures.” 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. Forecasting Key Intra-Year Price and Export Patterns for Soybeans and Soybean ProductsbyJim L. Matthews, Roger Hoskin, and Bruce Wendland Suggested citation format:Matthews, J. L., R. Hoskin, and B. Wendland. 1986. “Forecasting Key Intra-Year Price and Export Patterns for Soybeans and Soybean Products.” 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. A Practical Approach to Forecasting Winter-Fresh Tomato MarketsbyShannon Reid Hamm and Neilson Conklin Suggested citation format:Hamm, S. R., and N. Conklin. 1986. “A Practical Approach to Forecasting Winter-Fresh Tomato 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. Using the Microcomputer to Build and Operate a Grain, Oilseeds, and Livestock (GOL) Simulation ModelbyJohn Wainio, Karen Liu, and Vernon Roningen Suggested citation format:Wainio,J., K. Liu, and V. Roningen. 1986. “Using the Microcomputer to Build and Operate a Grain, Oilseeds, and Livestock (GOL) Simulation Model.” 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. A Method for Adapting a Monthly Behavioral Relationship for Use in an Annual ModelbyDuane Schouten and William H. Meyers Suggested citation format:Schouten, D., and W. H. Meyers. 1986. “A Method for Adapting a Monthly Behavioral Relationship for Use in an Annual Model.” 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].

  20. The U.S. and Iowa Soybeans Market: Implications to Iowa Soybean ProducersbyMark S. Ash and William H. Meyers Suggested citation format:Ash, M. S., and W. H. Meyers. 1986. “The U.S. and Iowa Soybeans Market: Implications to Iowa Soybean Producers.” 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].

  21. The Changing Structure of U.S. Meat Demand: Implications for Meat Price ForecastingbyRoger A. Dahlgran Suggested citation format:Dahlgran,R. A. 1986. “The Changing Structure of U.S. Meat Demand: Implications for Meat Price Forecasting.” 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].

  22. Income Distribution and Structural Change in U.S. Meat DemandbyLaurian J. Unnevehr Suggested citation format:Unnevehr,L. J. 1986. “Income Distribution and Structural Change in U.S. Meat Demand.” 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].

  23. Short-Term Vertical Market Price Interrelationships in the Livestock Meat SectorbyTed C. Schroeder and Marvin L. Hayenga Suggested citation format:Schroeder, T. C., and M. L. Hayenga. 1986. “Short-Term Vertical Market Price Interrelationships in the Livestock Meat Sector.” 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].

  24. The Impacts of Fuel Ethanol on the Corn and Soybean Industries: An Econometric ApproachbyRobert E. Young II, Eugenia Bair, Robin Perso, and Abner Womack Suggested citation format:Young,R. E., II, E. Bair, R. Perso, and A. Womack. 1986. “The Impacts of Fuel Ethanol on the Corn and Soybean Industries: An Econometric Approach.” 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].

  25. Intermarket Wheat SpreadsbyWilliam W. Wilson and Alfred Chan Suggested citation format:Wilson, W. W., and A. Chan. 1986. “Intermarket Wheat Spreads.” 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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