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USEFULNESS OF PLACEMENT-WEIGHT DATA IN FORECASTING FED CATTLE MARKETINGS AND PRICES

Norwood, F. Bailey; Schroeder, Ted C. - In: Journal of Agricultural and Applied Economics 32 (2000) 01

regarding expected slaughter timings and improve fed cattle price forecasts and marketing strategies. Private data were …

Persistent link: https://www.econbiz.de/10005041420

THE INFORMATION CONTENT OF IMPLIED VOLATILITY FROM OPTIONS ON AGRICULTURAL FUTURES CONTRACTS

Manfredo, Mark R.; Sanders, Dwight R. - 2002

Agricultural risk managers need forecasts of price volatility that are accurate and meaningful. This is especially true given the greater emphasis on firm level risk measurement and management (e.g., Value-at-Risk and Enterprise Risk Management). Implied volatility is known to provide a readily...

Persistent link: https://www.econbiz.de/10009442962

Price Discovery in Private Cash Forward Markets - The Case of Lumber

Sanders, Dwight R.; Manfredo, Mark R. - 2005

Cash forward contracting is a common, and often preferred, means of managing price risk for agribusinesses. Despite this, little is known about the performance of cash forward markets, in particular the role they play in price discovery. The lumber market provides a unique case for examining...

Persistent link: https://www.econbiz.de/10009442968

GENERALIZED HEDGE RATIO ESTIMATION WITH AN UNKNOWN MODEL

Dorfman, Jeffrey H.; Sanders, Dwight R. - 2004

Myers and Thompson (1989) pioneered the concept of a generalized approach to estimating hedge ratios, pointing out that the model specification could have a large impact on the hedge ratio estimated. While a huge empirical literature exists on estimating hedge ratios, the literature is lacking a...

Persistent link: https://www.econbiz.de/10009442973

DOES THE CFTC COMMITMENTS OF TRADERS REPORT CONTAIN USEFUL INFORMATION?

Sanders, Dwight R.; Boris, Keith - 2000

The Commodity Futures Trading Commission's Commitments of Traders data are examined. Non-commercial positions are thought to contain the least amount of measurement error. Although non-commercials comprise a relatively small percent of the tested markets' open interest (10% to 22%), they have...

Persistent link: https://www.econbiz.de/10009443007

Devil or Angel? The Role of Speculation in the Recent Commodity Price Boom (and Bust)

Irwin, Scott H.; Sanders, Dwight R.; Merrin, Robert P. - 2009

It is commonly asserted that speculative buying by index funds in commodity futures andover–the–counter derivatives markets created a ‘‘bubble’’ in commodity prices, with the resultthat prices, and crude oil prices, in particular, far exceeded fundamental values at the peak.The...

Persistent link: https://www.econbiz.de/10009446398

PERCEPTIONS OF MARKETING STRATEGIES: PRODUCERS VERSUS EXTENSION ECONOMISTS

Schroeder, Ted C.; Parcell, Joseph L.; Kastens, Terry L.; … - 1998

Extension marketing economists commit substantial resources to outlook and market analysis. Producers demand this … information and use it to make production and marketing decisions. This study analyzes responses to a marketing survey of … producers and extension marketing economists to discern similarities and differences in their perceptions regarding market …

Persistent link: https://www.econbiz.de/10009446614

Value of Beef Steak Branding: Hedonic Analysis of Retail Scanner Data

Schulz, Lee L.; Schroeder, Ted C.; White, Katharine L. - In: Agricultural and Resource Economics Review 41 (2012) 2

Consumers rely on experience and credence attributes when purchasing beef from retailers. It is essential for all beef industry sectors to recognize the complexity of consumer buying behavior. A hedonic model is estimated to determine if there are incentives to brand beef steaks, the types of...

Persistent link: https://www.econbiz.de/10010879387

Willingness-to-Pay for Calf Health Programs and Certification Agents

Schumacher, Tucker; Schroeder, Ted C.; Tonsor, Glynn T. - In: Journal of Agricultural and Applied Economics 44 (2012) 02

Cattle feeders want feeder cattle that have been weaned and preconditioned with a certified health program. Preconditioned calves perform more efficiently in the feedlot with lower morbidity and mortality. Health program claims, however, range from no claim to being USDA-certified. The value of...

Persistent link: https://www.econbiz.de/10010914298

Financialization and Structural Change in Commodity Futures Markets

Irwin, Scott H.; Sanders, Dwight R. - In: Journal of Agricultural and Applied Economics 44 (2012) 03

The first decade of the 21st century has perhaps witnessed more structural change in commodity futures markets than all previous decades combined. Not only have trading volumes and open interest increased markedly, but this time period also saw historic changes in both trading and participants....

Persistent link: https://www.econbiz.de/10010914320