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DOES THE MARKET ANTICIPATE SMOOTHING IN USDA CROP PRODUCTION FORECASTS?

Isengildina, Olga; Irwin, Scott H.; Good, Darrel L. - Agricultural and Applied Economics Association - AAEA - 2004

soybean production forecasts during 1970/71 through 2003/04 marketing years. The analysis revealed that markets consistently …

Persistent link: https://www.econbiz.de/10005806757

Farmer’s Income Shifting Option in Post-harvest Forward Contracting

Mallory, Mindy L.; Zhao, Wenjiao; Irwin, Scott H. - Agricultural and Applied Economics Association - AAEA - 2012

We estimate the cost of post-harvest forward contracting corn and soybeans for January and March delivery from 1980 through 2009. For both corn and soybeans we saw a downward trend in the cost of forward contract for January delivery and we conclude that the cost of forward contracting for...

Persistent link: https://www.econbiz.de/10010881173

Has the Performance of the Hog Options Market Changed?

Urcola, Hernan A.; Irwin, Scott H. - Agricultural and Applied Economics Association - AAEA - 2006

The hog option contract has served as a risk management tool for the pork industry for more than 20 years. However, very limited information exists about how this market behaves and how it was affected by the contract redesign of 1996. This paper evaluates the efficiency of hog options markets...

Persistent link: https://www.econbiz.de/10005525160

Forecast Performance of Futures Price Models for Corn, Soybeans, and Wheat

Hoffman, Linwood A.; Irwin, Scott H.; Toasa, Jose - Agricultural and Applied Economics Association - AAEA - 2007

Replaced with revised version of paper 06/15/07.

Persistent link: https://www.econbiz.de/10005803149

A Bayesian Implementation of the Standard Optimal Hedging Model: Parameter Estimation Risk and Subjective Views

Shi, Wei; Irwin, Scott H. - Agricultural and Applied Economics Association - AAEA - 2005

We develop a Bayesian implementation of the standard optimal hedging model to analyze the impact of hedgers' subjective views on their hedging behavior. The results show the subjective views have a substantial impact on hedgers' optimal positions, explaining the large cross-sectional and time...

Persistent link: https://www.econbiz.de/10005803302

Accuracy Trends and Sources of Forecast Errors in WASDE Balance Sheet Categories for Corn and Soybeans

Botto, Augusto C.; Isengildina, Olga; Irwin, Scott H.; … - Agricultural and Applied Economics Association - AAEA - 2006

Persistent link: https://www.econbiz.de/10005483736

The Performance of Chicago Board of Trade Corn, Soybean, and Wheat Futures Contracts after Recent Changes in Speculative Limits

Irwin, Scott H.; Garcia, Philip; Good, Darrel L. - Agricultural and Applied Economics Association - AAEA - 2007

Three attributes of futures contract behavior important for market performanceliquidity, volatility, and convergenceare investigated before and after the 2005 increase in speculative position limits for corn, soybean, and wheat contracts at the Chicago Board of Trade. The analysis of liquidity...

Persistent link: https://www.econbiz.de/10005038933

Efficient Portfolios of Market Advisory Services: An Application of Shrinkage Estimators

Cabrini, Silvina M.; Irwin, Scott H.; Good, Darrel L. - Agricultural and Applied Economics Association - AAEA - 2005

program's marketing recommendations and the average price/revenue offered by the market along the marketing window. The … portfolios of advisory programs. Results suggest that farmers can benefit from following the marketing recommendations of …

Persistent link: https://www.econbiz.de/10005039110

THE COST OF FORWARD CONTRACTING

Shi, Wei; Irwin, Scott H.; Good, Darrel L.; Hagedorn, … - Agricultural and Applied Economics Association - AAEA - 2004

The cost of forward contracting corn is estimated with weekly pre-harvest forward bases for seven regions of Illinois from 1975 to 2002. Given the panel structure of the forward basis dataset, we extend Townsend and Brorsen's univariate unit root model for forward bases to a panel unit root...

Persistent link: https://www.econbiz.de/10005060926

THE IMPACT OF MARKETING ADVISORY SERVICE RECOMMENDATIONS ON PRODUCERS' MARKETING DECISIONS

Pennings, Joost M.E.; Isengildina, Olga; Irwin, Scott H.; … - Agricultural and Applied Economics Association - AAEA - 2004

producers' marketing philosophy are hypothesized to influence the impact of MAS on producers' marketing decisions. Data from 656 … U.S. producers were used and the impact of MAS on producers' marketing decisions was tested using an ordered probit … recommendations are delivered, and the match between MAS and producer's marketing philosophy are important factors explaining the …

Persistent link: https://www.econbiz.de/10005060953