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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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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