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Home > Regional Research Projects > NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management > 2009 Conference, April 20-21, 2009, St. Louis, Missouri > Search Results

2009 Conference, April 20-21, 2009, St. Louis, Missouri

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1.	PDF confp19-09 The Price Impact of Index Funds in Commodity Futures Markets: Evidence from the CFTC’s Daily Large Trader Reporting System Aulerich, Nicole M. ; Irwin, Scott H. ; Garcia, Philip This paper analyzes the price impact of long-only index funds in commodity futures markets for the January 2004 through July 2008 period. Daily positions of index trader [...] English \| 2009-04 \| Conference Paper/ Presentation \| Detailed record - Similar records
2.	PDF confp18-09 Do Composite Procedures Really Improve the Accuracy of Outlook Forecasts? Colino, Evelyn V. ; Irwin, Scott H. ; Garcia, Philip This paper investigates whether the accuracy of outlook hog price forecasts can be improved using composite forecasts in an out-of-sample context. Price forecasts from fo [...] English \| 2009-04 \| Conference Paper/ Presentation \| Detailed record - Similar records
3.	PDF confp17-09 A Limited Information Bayesian Forecasting Model of the Cattle SubSector Abidoye, Babatunde O. ; Lawrence, John D. The first step towards forecasting the price and output of the cattle industry is understanding the dynamics of the livestock production process. This study follows up on [...] English \| 2009-04 \| Conference Paper/ Presentation \| Detailed record - Similar records
4.	PDF confp16-09 A Speculative Bubble in Commodity Futures Prices? Cross-Sectional Evidence Sanders, Dwight R. ; Irwin, Scott H. ; Merrin, Robert P. Recent accusations against speculators in general and long-only commodity index funds in particular, include: increasing market volatility, distorting historical price re [...] English \| 2009-04 \| Conference Paper/ Presentation \| Detailed record - Similar records
5.	PDF confp15-09 Commercial Grain Merchandisers: What Do They Need to Know? Kliethermes, Brandon ; Parcell, Joseph L. ; Franken, Jason R.V. Little information exists on grain merchandisers, their characteristics, and the skills needed to be successful. This research contributes toward filling this gap. A summ [...] English \| 2009-04 \| Conference Paper/ Presentation \| Detailed record - Similar records
6.	PDF confp14-09 Optimal Length of Moving Average to Forecast Futures Basis Hatchett, Robert B. ; Brorsen, B. Wade ; Anderson, Kim B. Futures prices when combined with a basis forecast provide a reliable way to forecast cash prices. The most popular method of forecasting basis is historical moving avera [...] English \| 2009-04 \| Conference Paper/ Presentation \| Detailed record - Similar records
7.	PDF confp13-09 Liquidity Costs in Futures Options Markets Shah, Samarth ; Brorsen, B. Wade ; Anderson, Kim B. The major finding is that liquidity costs in futures options market are two to three times higher than liquidity costs in the futures market. Liquidity cost is one potent [...] English \| 2009-04 \| Conference Paper/ Presentation \| Detailed record - Similar records
8.	PDF confp12-09 A Comparison of the Effectiveness of Using Futures, Options, LRP Insurance, or AGR-Lite Insurance to Manage Risk for Cow-calf Producers Feuz, Dillon M. A comparative analysis was performed looking at using cash, futures, options, or insurance to manage the price of calves for cow-calf producer. Risk can be reduced with t [...] English \| 2009-04 \| Conference Paper/ Presentation \| Detailed record - Similar records
9.	PDF confp11-09 Comparison of Hedging Cost with Other Variable Input Costs Riley, John Michael ; Anderson, John D. Recent spikes in commodity prices have led to higher margin amounts and option premiums. For the most part, producers have always attributed their lack of use in reducing [...] English \| 2009-04 \| Conference Paper/ Presentation \| Detailed record - Similar records
10.	PDF confp10-09 Cotton Futures Dynamics: Structural Change, Index Traders and the Returns to Storage Power, Gabriel J. ; Robinson, John R.C. The commodity bull cycle of 2006-2008 and subsequent dramatic price decline have been a source of hardship for traditional commodity market participants such as producers [...] English \| 2009-04 \| Conference Paper/ Presentation \| Detailed record - Similar records

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