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Home > Regional Research Projects > NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management > 2022 Conference, April 25-26, 2022, St. Louis, Missouri > Search Results

2022 Conference, April 25-26, 2022, St. Louis, Missouri

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1.	PDF Hu_Mallory_NCCC-134_2022 Overseas Impact of USDA Reports: Evidence from Chinese Soybean Complex Futures Hu, Zhepeng ; Mallory, Mindy The value of USDA reports in the U.S. agricultural commodity futures markets has been intensively researched, but few studies have examined market responses to USDA repor [...] English \| 2022-04 \| Conference Paper/ Presentation \| Detailed record - Similar records
2.	PDF Zhou_Bagnarosa_Gohin_Pennings_Debie_NCCC-134_2022 Microstructure and High-Frequency Price Discovery in the Soybean Complex Zhou, X. ; Bagnarosa, G. ; Gohin, A. ; Pennings, J. [...] We develop a theoretical framework and propose a relevant empirical analysis of the soybean complex prices cointegration relationship in a highfrequency setting. We allow [...] English \| 2022-04 \| Conference Paper/ Presentation \| Detailed record - Similar records
3.	PDF Diersen_Wang_NCCC-134_2022 Weekly Options on Grain Futures Diersen, Matthew ; Wang, Zhiguang Shorter-dated options have become more popular in the grain and oilseeds markets. While they remain tied to (or derivatives on) the common underlying futures contracts, t [...] English \| 2022-04 \| Conference Paper/ Presentation \| Detailed record - Similar records
4.	PDF Menier_Bagnarosa_Gohin_NCCC-134_2022 On the Dependence Structure of European Vegetable Oil Markets Menier, Romain ; Bagnarosa, Guillaume ; Gohin, Alexandre Motivated by the current context of high and volatile energy and food prices, we examine the conditional variance-covariance matrix dynamics and price discovery process c [...] English \| 2022-04 \| Conference Paper/ Presentation \| Detailed record - Similar records
5.	PDF Bora_Katchova_NCCC-134_2022 Agricultural Baselines Using Deep Learning Bora, Siddhartha ; Katchova, Ani Long-term forecasts about commodity market indicators play an important role in informing policy and investment decisions by governments and market participants. The USDA [...] English \| 2022-04 \| Conference Paper/ Presentation \| Detailed record - Similar records
6.	PDF Borisova_Litkowski_Mandalay_NCCC-134_2022 An Examination of the USDA Net Cash Farm Income Forecast Reliability using a New Archival Farm Income Dataset: A Case Study of the 2020 Forecasts[...] Borisova, Tatiana ; Litkowski, Carrie ; Mandalay, Okkar USDA Economic Research Service (ERS) releases short-term forecasts and estimates of farm sector income three times a year, informing the public on the financial health of [...] English \| 2022-04 \| Conference Paper/ Presentation \| Detailed record - Similar records
7.	PDF Chandio_Katchova_NCCC-134_2022 Herding in the USDA International Baseline Projections Chandio, Rabail ; Katchova, Ani USDA’s annual Agricultural Baseline Projections contribute significantly to agricultural policy in the United States, and hence their accuracy is vital. The baseline pr [...] English \| 2022-04 \| Conference Paper/ Presentation \| Detailed record - Similar records
8.	PDF Yang_Karali_NCCC-134_2022 Do USDA Reports Contribute to Extreme Price Volatility? The Case of the Soybean Complex Yang, Yao ; Karali, Berna USDA reports are publicly available and provide important fundamental information on agricultural commodities. An extensive literature finds evidence of price or volatili [...] English \| 2022-04 \| Conference Paper/ Presentation \| Detailed record - Similar records
9.	PDF Bullock_Wilson_Wilson_NCCC-134_2022 Managing Rail Logistics Risks Faced by Shippers: A Value-at-Risk Approach Bullock, David W. ; Wilson, William W. ; Wilson, Isaac In addition to the traditional market price risks, origin shippers of grains and oilseeds face risks related to the costs associated with the handling, storage, and trans [...] English \| 2022-04 \| Conference Paper/ Presentation \| Detailed record - Similar records

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