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Relationships among Prices across Alternative Marketing Arrangements for Fed Cattle and Hogs

Lee, Yoonsuk; Ward, Clement E.; Brorsen, B. Wade - Southern Agricultural Economics Association - SAEA - 2010

Reduced reliance on cash market prices for fed cattle and hogs raise questions about the role of cash prices in price discovery. We use seven years of weekly data from mandatory price reports to determine whether or not cash market prices are cointegrated with other procurement prices and then...

Persistent link: https://www.econbiz.de/10008922567

CASH MARKETING STYLES AND PERFORMANCE PERSISTENCE OF WHEAT PRODUCERS

Cunningham, Lewis T.; Brorsen, B. Wade; Anderson, Kim B. - 2004

paper first measures the extent to which producers display an active or mechanical marketing style using individual farmer … sales. Next, tests of performance persistence are conducted to determine if there is any advantage to an active marketing … style. The results show that southern Oklahoma wheat producers tend to have a mechanical marketing style, while at other …

Persistent link: https://www.econbiz.de/10009442970

INCREASING THE ACCURACY OF OPTION PRICING BY USING IMPLIED PARAMETERS RELATED TO HIGHER MOMENTS

Ji, Dasheng; Brorsen, B. Wade - 2000

The inaccuracy of the Black-Scholes formula arises from two aspects: the formula is for European options while most real option contracts are American; the formula is based on the assumption that underlying asset prices follow a lognormal distribution while in the real world asset prices cannot...

Persistent link: https://www.econbiz.de/10009443000

PARTICIPATION AND LEARNING IN AUCTIONS: BIDDING DECISIONS IN EGYPTIAN OILSEED AUCTIONS

Wilson, William W.; Wilson, Wesley W. - 2002

agricultural marketing. Information asymmetries among bidders may be ameliorated over time through some form of learning. In this …

Persistent link: https://www.econbiz.de/10009443965

STRATEGIC HEDGING FOR GRAIN PROCESSORS

Wilson, William W.; Wagner, Robert; Nganje, William E. - 2003

Price risk management problems confronting grain processors differ somewhat from conventional motives for hedging. There are two components of this problem that are addressed in this study. One is the competitive characteristics of the processing sector, the structure and conduct of which...

Persistent link: https://www.econbiz.de/10009443968

VALUE AT RISK: AGRICULTURAL PROCESSOR PROCUREMENT AND HEDGING STRATEGIES

Hawes, Cullen R.; Wilson, William W.; Dahl, Bruce L. - 2005

Agricultural firms that use Value at Risk (VaR) tend to be the large diversified corporations. The benefits of VaR in the agricultural industry are not limited to large conglomerates; however, and this study provides empirical examples of how mid to large sized commodity end-users can use VaR to...

Persistent link: https://www.econbiz.de/10009443974

IMPORT TENDERS AND BIDDING STRATEGIES IN WHEAT

Wilson, William W.; Dahl, Bruce L. - 2000

Bidding competition plays an important role in price discovery and the determination of suppliers in international grains. In this paper we analyzeinternational bidding competition for wheat for a specific importer. Tender data over the period 1993-1999 were analyzed and bid functions estimated...

Persistent link: https://www.econbiz.de/10009444033

Optimal Length of Moving Average to Forecast Futures Basis

Hatchett, Robert B.; Brorsen, B. Wade; Anderson, Kim B. - 2009

Futures prices when combined with a basis forecast provide a reliable way to forecast cashprices. The most popular method of forecasting basis is historical moving averages. Given therecent failure of longer moving averages proposed by previous studies, this research reassessespast...

Persistent link: https://www.econbiz.de/10009446394

Transition to electronic trading of Kansas City Board of Trade wheat futures

Shah, Samarth; Brorsen, B. Wade - 2010

This study compares liquidity costs and other characteristics of electronic and open outcry hard red winter wheat futures contracts traded on the Kansas City Board of Trade. Liquidity costs are considerably lower in the electronic market than in the open outcry market. A new approach is used to...

Persistent link: https://www.econbiz.de/10009446522

Marketing

Weis, Hans Christian - 1993 - 8., überarb.und erw. Auflage

Persistent link: https://www.econbiz.de/10000347628

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