Options Portfolios in the Presence of NonLinear Risk

Options Portfolios in the Presence of Non-Linear Risk by Kevin Mc. New Suggested citation format: Mc. New, K. . “Options Portfolios in the Presence of Non-Linear Risk, " Proceedings of the 1996 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http: //www. farmdoc. uiuc. edu/nccc 134]

Noise Trader Demand in Commodity Futures Markets by Dwight R. Sanders, Scott H. Irwin, Raymond M. Leuthold Suggested citation format: Sanders, D. R. , S. H. Irwin, and R. M. Leuthold. “Noise Trader Demand in Commodity Futures Markets, " Proceedings of the 1996 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http: //www. farmdoc. uiuc. edu/nccc 134]

The Potential Inefficiency of Using Marketing Margins in Applied Commodity Price Analysis, Forecasting, and Risk Management by Frank M. Han and Garth J. Holloway Suggested citation format: Han, F. M. , and G. J. Holloway. “The Potential Inefficiency of Using Marketing Margins in Applied Commodity Price Analysis, Forecasting, and Risk Management, " Proceedings of the 1996 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http: //www. farmdoc. uiuc. edu/nccc 134]

An Empirical Examination of the Role of Trading Volume in Futures Markets by Li Yang and Raymond M. Leuthold Suggested citation format: Yang, L. , and R. M. Leuthold. “An Empirical Examination of the Role of Trading Volume in Futures Markets, " Proceedings of the 1996 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http: //www. farmdoc. uiuc. edu/nccc 134]

Wheat Futures Price Behavior: Theoretical and Empirical Considerations by Dawn D. Thilmany, Jau-Rong Li, Christopher B. Barrett Suggested citation format: Thilmany, D. D. , J. -R. Li, and C. B. Barrett. “Wheat Futures Price Behavior: Theoretical and Empirical Considerations, " Proceedings of the 1996 NCCC 134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http: //www. farmdoc. uiuc. edu/nccc 134]

Volatility Based Tests for Informational Efficiency on Commodity Options Markets by Robert J. Myers, Steven D. Hanson, Jing-Yi Lai, Hong Wang Suggested citation format: Myers, R. J. , S. D. Hanson, J. -Y. Lai, H. Wang. “Volatility Based Tests for Informational Efficiency on Commodity Options Markets, " Proceedings of the 1996 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http: //www. farmdoc. uiuc. edu/nccc 134]

Commodity Futures Market Reaction to Anticipated Public Reports: Frozen Pork Bellies by Li Yang Suggested citation format: Yang, L. . “Commodity Futures Market Reaction to Anticipated Public Reports: Frozen Pork Bellies, " Proceedings of the 1996 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http: //www. farmdoc. uiuc. edu/nccc 134]

Price Discovery Role of Futures Prices: A Linear Feedback Approach by Samarendu Mohanty, Darnell B. Smith, E. Wesley F. Peterson Suggested citation format: Mohanty, S. , D. B. Smith, E. W. F. Peterson. “Price Discovery Role of Futures Prices: A Linear Feedback Approach, " Proceedings of the 1996 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http: //www. farmdoc. uiuc. edu/nccc 134]

Evaluation of Extension and USDA Price and Production Forecasts by Terry L. Kastens, Ted C. Schroeder, Ron Plain Suggested citation format: Kastens, T. L. , T. C. Schroeder, R. Plain. “Evaluation of Extension and USDA Price and Production Forecasts, " Proceedings of the 1996 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http: //www. farmdoc. uiuc. edu/nccc 134]

Spatial Price Analysis: A Methodological Review by Paul L. Fackler Suggested citation format: Fackler, P. L. . “Spatial Price Analysis: A Methodological Review, " Proceedings of the 1996 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http: //www. farmdoc. uiuc. edu/nccc 134]

Determination of Base Payments for Feeder Pig Producers and Finishers by Joseph L. Parcell and Michael R. Langemeier Suggested citation format: Parcell, J. L. , and M. R. Langemeier. “Determination of Base Payments for Feeder Pig Producers and Finishers, " Proceedings of the 1996 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http: //www. farmdoc. uiuc. edu/nccc 134]

Effects of Reduced Government Deficiency Payments on Post-Harvest Marketing Strategies by Steven Betts, Brian D. Adam, B. Wade Brorsen Suggested citation format: Betts, S. , B. D. Adam, B. W. Brorsen. “Effects of Reduced Government Deficiency Payments on Post-Harvest Marketing Strategies, " Proceedings of the 1996 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http: //www. farmdoc. uiuc. edu/nccc 134]

Optimal On-Farm Storage by Paul L. Fackler and Michael J. Livingston Suggested citation format: Fackler, P. L. , and M. J. Livingston. “Optimal On-Farm Storage, " Proceedings of the 1996 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http: //www. farmdoc. uiuc. edu/nccc 134]

Optimal Storage Decisions under Estimation and Prediction Risk by Tommie L. Shepherd and Jeffrey H. Dorfman Suggested citation format: Shepherd, T. L. , and J. H. Dorfman. “Optimal Storage Decisions under Estimation and Prediction Risk, " Proceedings of the 1996 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http: //www. farmdoc. uiuc. edu/nccc 134]

You Know It's Going to Be a Bad Day When a 60 Minutes Camera Crew Is Waiting for You at Work - A Case Study of Chicken Contamination Publicity by Dean G. Fairchild and Roger A. Dahlgran Suggested citation format: Fairchild, D. G. , and R. A. Dahlgran. “You Know It's Going to Be a Bad Day When a 60 Minutes Camera Crew Is Waiting for You at Work - A Case Study of Chicken Contamination Publicity, " Proceedings of the 1996 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http: //www. farmdoc. uiuc. edu/nccc 134]

Farmers' Use of Normal Flex Acres: A Glimpse of the Future by Brian Willott, Gary Adams, Robert Young, Abner Womack Suggested citation format: Willott, B. , G. Adams, R. Young, and A. Womack. “Farmers' Use of Normal Flex Acres: A Glimpse of the Future, " Proceedings of the 1996 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http: //www. farmdoc. uiuc. edu/nccc 134]

Textile Market Valuation of Cotton Quality Attributes by Changping Chen and Don E. Ethridge Suggested citation format: Chen, C. , and D. E. Ethridge. “Textile Market Valuation of Cotton Quality Attributes, " Proceedings of the 1996 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http: //www. farmdoc. uiuc. edu/nccc 134]

The Influence of IRS Tax Policy on Use of Livestock Cattle Futures and the Effectiveness of the Price Discovery Process by Wayne D. Purcell Suggested citation format: Purcell, W. D. . “The Influence of IRS Tax Policy on Use of Livestock Cattle Futures and the Effectiveness of the Price Discovery Process, " Proceedings of the 1996 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http: //www. farmdoc. uiuc. edu/nccc 134]

Short-Run Captive Supply Relationships with Fed Cattle Transaction Prices by Clement E. Ward, Stephen R. Koontz, Ted C. Schroeder Suggested citation format: Ward, C. E. , S. R. Koontz, and T. C. Schroeder. “Short-Run Captive Supply Relationships with Fed Cattle Transaction Prices, " Proceedings of the 1996 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http: //www. farmdoc. uiuc. edu/nccc 134]

The Impacts of Exclusive Marketing/Procurement Agreements on Fed Cattle Transaction Prices: An Experimental Simulation Approach by Tracy Dowty, Clement Ward, Stephen Koontz, Derrell Peel, James Trapp Suggested citation format: Dowty, T. , C. Ward, S. Koontz, D. Peel, and J. Trapp. “The Impacts of Exclusive Marketing/Procurement Agreements on Fed Cattle Transaction Prices: An Experimental Simulation Approach, " Proceedings of the 1996 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http: //www. farmdoc. uiuc. edu/nccc 134]

Fed Cattle Geographic Market Delineation: Slaughter Plant and Firm Supply Response Analysis by Marvin Hayenga, Bingrong Jiang, Donald D. Hook Suggested citation format: Hayenga, M. , B. Jiang, and D. D. Hook. “Fed Cattle Geographic Market Delineation: Slaughter Plant and Firm Supply Response Analysis, " Proceedings of the 1996 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http: //www. farmdoc. uiuc. edu/nccc 134]

Fed Cattle Spatial Transaction Price Relationships by Ted C. Schroeder Suggested citation format: Schroeder, T. C. . “Fed Cattle Spatial Transaction Price Relationships, " Proceedings of the 1996 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http: //www. farmdoc. uiuc. edu/nccc 134]

Arbitrage Costs Between Regional Fed-Cattle Markets by Stephen R. Koontz Suggested citation format: Koontz, S. R. . “Arbitrage Costs Between Regional Fed-Cattle Markets, " Proceedings of the 1996 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http: //www. farmdoc. uiuc. edu/nccc 134]

Sources of Economic Variability in Cattle Feeding by Rodney Jones, James Mintert, Michael Langemeier, Ted Schroeder, Martin Albright Suggested citation format: Jones, R. , J. Mintert, M. Langemeier, T. Schroeder, M. Albright. “Sources of Economic Variability in Cattle Feeding, " Proceedings of the 1996 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http: //www. farmdoc. uiuc. edu/nccc 134]

Improving Monthly Fed Cattle Forecasts with Information on Market-Ready Inventory by Kendall L. Mc. Daniel and Stephen R. Koontz Suggested citation format: Mc. Daniel, K. L. , and S. R. Koontz. “Improving Monthly Fed Cattle Forecasts with Information on Market-Ready Inventory, " Proceedings of the 1996 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http: //www. farmdoc. uiuc. edu/nccc 134]

An Economic Analysis of U. S. Broiler Industry: A Structural Bayesian VAR Approach by Chandrashekar Karnum, Christopher Mc. Intosh, Timothy Park Suggested citation format: Karnum, C. Mc. Intosh, and T. Park. “An Economic Analysis of U. S. Broiler Industry: A Structural Bayesian VAR Approach, " Proceedings of the 1996 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http: //www. farmdoc. uiuc. edu/nccc 134]

A Reappraisal of the Forecasting Performance of Corn and Soybean New Crop Futures by Carl Zulauf, Scott H. Irwin, Jason Ropp, Anthony Sberna Suggested citation format: Zulauf, C. , S. H. Irwin, J. Ropp, and A. Sberna. “A Reappraisal of the Forecasting Performance of Corn and Soybean New Crop Futures, " Proceedings of the 1996 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http: //www. farmdoc. uiuc. edu/nccc 134]

An Analysis of the Performance of the Diammonium Phosphate Futures Contract by Keith Bollman, Sarahelen Thompson, Philip Garcia Suggested citation format: Bollman, K. , S. Thompson, P. Garcia. “An Analysis of the Performance of the Diammonium Phosphate Futures Contract, " Proceedings of the 1996 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http: //www. farmdoc. uiuc. edu/nccc 134]

Evaluating the Hedging Potential of the Lean Hog Futures Contract by Mark W. Ditsch and Raymond M. Leuthold Suggested citation format: Ditsch, M. W. , and R. M. Leuthold. “Evaluating the Hedging Potential of the Lean Hog Futures Contract, " Proceedings of the 1996 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [http: //www. farmdoc. uiuc. edu/nccc 134]