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Home > Regional Research Projects > NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management > 2016 Conference, April 18-19, 2016, St. Louis, Missouri > Search Results

2016 Conference, April 18-19, 2016, St. Louis, Missouri

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1.	PDF Steen_Gjolberg_NCCC-134_2016 Commodity Price Co-Movements: Back to Normal Steen, Marie ; Gjolberg, Ole We present evidence overruling the claim that commodity prices over the recent ten years have been moving increasingly and permanently more in sync in the short term. Tru [...] English \| 2016-04 \| Conference Paper/ Presentation \| Detailed record - Similar records
2.	PDF Franken_Parcell_NCCC-134_2016 Forecasting Quality Grade and Certified Angus Beef Premiums Franken, Jason ; Parcell, Joe We evaluate the mean squared error and mean absolute percentage error of alternative forecasts of quality grade and Certified Angus Beef (CAB) premiums, which may be of i [...] English \| 2016-04 \| Conference Paper/ Presentation \| Detailed record - Similar records
3.	PDF Adjemian_Bruno_Robe_Wallen_NCCC-134_2016 What Drives Volatility Expectations in Grain Markets? Adjemian, Michael K. ; Bruno, Valentina G. ; Robe, Michel A. We analyze empirically the drivers of grain option-implied volatilities (IVs). Forward-looking uncertainty and risk aversion in equity market (jointly captured by the VIX [...] English \| 2016-04 \| Conference Paper/ Presentation \| Detailed record - Similar records
4.	PDF Liu_Vedenov_Power_NCCC-134_2016 Hedging the Crack Spread during Periods of High Volatility in Oil Prices Liu, Pan ; Vedenov, Dmitry ; Power, Gabriel J. Traditional approach to hedging crude oil refining margin (crack spread) adopts a fixed 3:2:1 ratio between the futures positions of crude oil, gasoline, and heating oil. [...] English \| 2016-04 \| Conference Paper/ Presentation \| Detailed record - Similar records
5.	PDF Dobrowolska_Brown_NCCC-134_2016 The Economic Impact of the 2015 Avian Influenza outbreak on U.S. Egg Prices Dobrowolska, Agnieszka ; Brown, Scott This study provides a partial equilibrium approach to quantifying the effect of the Highly Pathogenic Avian Influenza (HPAI) outbreak that occurred in the United States i [...] English \| 2016-04 \| Conference Paper/ Presentation \| Detailed record - Similar records
6.	PDF Maples_Harri_Riley_Tack_Williams_NCCC-134_2016 Determining the Effectiveness of Exchange Traded Funds as a Risk Management Tool for Southeastern Producers Maples, Will ; Harri, Ardian ; Riley, John Michael ; Tack, Jesse This research investigates the use of commodity exchange traded funds (ETFs) as a price risk management tool for agriculture producers. The effectiveness of using ETFs to [...] English \| 2016-04 \| Conference Paper/ Presentation \| Detailed record - Similar records
7.	PDF Mixon_Onur_Riggs_NCCC-134_2016 Exploring Commodity Trading Activity: An Integrated Analysis of Swaps and Futures Mixon, Scott ; Onur, Esen This paper provides the first public analysis of a cross-section of physical commodity swap markets using proprietary position data collected by the Commodity Futures Tra [...] English \| 2016-04 \| Conference Paper/ Presentation \| Detailed record - Similar records
8.	PDF Shang_Mallory_Garcia_NCCC-134_2016 The Components of the Bid-Ask Spread: Evidence from the Corn Futures Market Shang, Quanbiao ; Mallory, Mindy This paper examines whether USDA announcements and commodity index fund rolling activity has an impact of liquidity costs, measured by the Bid-Ask-Spread. Using Huang and [...] English \| 2016-04 \| Conference Paper/ Presentation \| Detailed record - Similar records
9.	PDF Newton_NCCC-134_2016 From Auckland to Eau Claire: Price Transmission from International Dairy Markets to Local U.S. Milksheds Newton, John The price relationships governing dairy commodity price transmission among the U.S., Oceania, and EU markets are considered using Vector Autoregressive and Vector Error C [...] English \| 2016-04 \| Conference Paper/ Presentation \| Detailed record - Similar records
10.	PDF Isengildina_Karali_Irwin_Adjemian_NCCC-134_2016 The Value of USDA Information in a Big Data Era Isengildina-Massa, Olga Isengildina- ; Karali, Berna ; Irwin, Scott H. ; Adjemian, Michael K. The goal of this study is to determine how big data and access to information affects the role and impact of USDA’s situation and outlook programs. Changes in market re [...] English \| 2016-04 \| Conference Paper/ Presentation \| Detailed record - Similar records

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