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person:"Brorsen, B. Wade"
~person:"Bosch, Darrell J."
~person:"Garcia, Philip"
~person:"Irwin, Scott"
~subject:"Farm Management"
~subject:"Weather Derivatives"
~subject:"corn options"
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Brorsen, B. Wade
Bosch, Darrell J.
Garcia, Philip
Irwin, Scott
Schnitkey, Gary
18
Griffith, Garry R.
14
Zulauf, Carl
13
Good, Darrel
8
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Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign
8
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NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management
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Journal of Agricultural and Applied Economics
7
farmdoc daily
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101st Seminar, July 5-6, 2007, Berlin Germany
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RePEc
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Table of contents
Bosch, Darrell J.
- In:
Journal of Agricultural and Applied Economics
45
(
2013
)
01
Persistent link: https://www.econbiz.de/10010914328
Saved in:
2
JAAE Front page
Bosch, Darrell J.
- In:
Journal of Agricultural and Applied Economics
44
(
2012
)
01
Persistent link: https://www.econbiz.de/10009645957
Saved in:
3
Table of contents
Bosch, Darrell J.
- In:
Journal of Agricultural and Applied Economics
44
(
2012
)
01
Persistent link: https://www.econbiz.de/10009650486
Saved in:
4
Editors' Report
Bosch, Darrell J.
- In:
Journal of Agricultural and Applied Economics
44
(
2012
)
03
Persistent link: https://www.econbiz.de/10010880440
Saved in:
5
JAAE Back page
Bosch, Darrell J.
- In:
Journal of Agricultural and Applied Economics
44
(
2012
)
03
Persistent link: https://www.econbiz.de/10010914310
Saved in:
6
Table of contents
Bosch, Darrell J.
- In:
Journal of Agricultural and Applied Economics
44
(
2012
)
02
Persistent link: https://www.econbiz.de/10010914330
Saved in:
7
Journal Backmatter
Bosch, Darrell J.
- In:
Journal of Agricultural and Applied Economics
43
(
2011
)
04
Includes: Back Cover, JAAE Manuscript Submission Guidelines, Executive Officers, Membership and Subscription Information
Persistent link: https://www.econbiz.de/10009645960
Saved in:
8
The Effect of Prior Gains and Losses on Current Risk-Taking Using Quantile Regression
Mattos, Fabio
;
Garcia, Philip
-
Department of Agricultural and Consumer Economics, …
-
2009
This paper investigates the dynamics of sequential decision-making in agricultural futures and options markets using a quantile regression framework. Analysis of trading records of 12 traders suggests that there is great heterogeneity in individual trading behavior. Traders respond differently...
Persistent link: https://www.econbiz.de/10009368373
Saved in:
9
Optimal Length of Moving Average to Forecast Futures Basis
Hatchett, Robert B.
;
Brorsen, B. Wade
;
Anderson, Kim B.
-
Department of Agricultural and Consumer Economics, …
-
2009
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 averages. Given the recent failure of longer moving averages proposed by previous studies, this research reassesses past...
Persistent link: https://www.econbiz.de/10009368378
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10
Live and Feeder Cattle Options Markets: Returns, Risk, and Volatility Forecasting
Brittain, Lee
;
Garcia, Philip
;
Irwin, Scott H.
-
Department of Agricultural and Consumer Economics, …
-
2009
The paper examines empirical returns from holding thirty- and ninety-day call and put positions, and the forecasting performance of implied volatility in the live and feeder cattle options markets. In both markets, implied volatility is an upwardly biased and inefficient predictor of realized...
Persistent link: https://www.econbiz.de/10009368384
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