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OPTIMAL HEDGING WITH VIEWS: A BAYESIAN APPROACH
Shi, Wei; Irwin, Scott H. - NCR-134 Conference on Applied Commodity Price Analysis, … - 2004
The optimal hedging model has become the standard theoretical model of normative hedging behavior due to its intuitive tradeoff of expected return with risk, its effcient use of information and its easy implementation. In practice, the model can be easily implemented with the Parameter Certainty...
Persistent link: https://www.econbiz.de/10005320349
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TRACKING THE PERFORMANCE OF MARKETING PROFESSIONALS: 1995-2000 RESULTS FOR CORN AND SOYBEANS
Irwin, Scott H.; Martines-Filho, Joao Gomes; Good, Darrel L. - Department of Agricultural and Consumer Economics, … - 2002
The purpose of this research bulletin is to summarize the pricing performance of professional market advisory services for the 1995-2000 corn and soybean crops. The pricing performance results over 1995-2000 suggest several key findings. First, advisory programs in corn do not consistently beat...
Persistent link: https://www.econbiz.de/10005344111
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THE PROFITABILITY OF TECHNICAL TRADING RULES IN US FUTURES MARKETS: A DATA SNOOPING FREE TEST
Park, Cheol-Ho; Irwin, Scott H. - NCR-134 Conference on Applied Commodity Price Analysis, … - 2004
Numerous empirical studies have investigated the profitability of technical trading rules in a wide variety of markets, and many of them found positive profits. Despite positive evidence about profitability and improvements in testing procedures, skepticism about technical trading profits...
Persistent link: https://www.econbiz.de/10005801179
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THE MARKETING PERFORMANCE OF ILLINOIS CORN AND SOYBEAN PRODUCERS
Hagedorn, Lewis A.; Irwin, Scott H.; Good, Darrel L. - NCR-134 Conference on Applied Commodity Price Analysis, … - 2004
Marketing is viewed as an important component of the farm management process, and poor marketing is often cited as a …, and available evidence is too limited to make definitive conclusions about farmer marketing abilities. This paper examines … the actual marketing performance of corn and soybean producers in Illinois. Farmer marketing data is based on the USDA …
Persistent link: https://www.econbiz.de/10005801187
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The Impact of Market Advisory Service Recommendations on Producers' Marketing Decisions
Pennings, Joost M.E.; Isengildina, Olga; Irwin, Scott H.; … - In: Journal of Agricultural and Resource Economics 29 (2004) 02
producers' marketing philosophy, are important factors explaining the impact of MAS recommendations. Risk attitude does not …' marketing decisions …
Persistent link: https://www.econbiz.de/10005484176
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The Value of USDA Situation and Outlook Information in Hog and Cattle Markets
Good, Darrel L.; Irwin, Scott H.; Isengildina, Olga - In: Journal of Agricultural and Resource Economics 31 (2006) 02
This study investigates the impact of six major USDA reports in hog and cattle markets: Cattle; Cattle on Feed; Cold Storage; Hogs and Pigs; Livestock, Dairy, and Poultry Outlook (LDPO); and World Agricultural Supply and Demand Estimates (WASDE). A TARCH-in-mean model, with dummy variables to measure...
Persistent link: https://www.econbiz.de/10005525445