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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
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Optimal Length of Moving Average to Forecast Futures Basis
Hatchett, Robert B.; Brorsen, B. Wade; Anderson, Kim B. - Department of Agricultural and Consumer Economics, … - 2009
Futures prices when combined with a basis forecast provide a reliable way to forecast cash prices. The most popular method of forecasting basis is historical moving averages. Given the recent failure of longer moving averages proposed by previous studies, this research reassesses past...
Persistent link: https://www.econbiz.de/10009368378
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Liquidity Costs in Futures Options Markets
Shah, Samarth; Brorsen, B. Wade; Anderson, Kim B. - 2009
in the futures market. Liquidity cost is one potential factor to consider when choosingbetween hedging with a futures …
Persistent link: https://www.econbiz.de/10009446393
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Liquidity Costs in Futures Options Markets
Shah, Samarth; Brorsen, B. Wade; Anderson, Kim B. - Department of Agricultural and Consumer Economics, … - 2009
in the futures market. Liquidity cost is one potential factor to consider when choosing between hedging with a futures …
Persistent link: https://www.econbiz.de/10009368372
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Optimal Grazing Termination Date for Dual-Purpose Winter Wheat Production
Taylor, Karen W.; Epplin, Francis M.; Brorsen, B. Wade; … - In: Journal of Agricultural and Applied Economics 42 (2010) 01
Dual-purpose winter wheat (fall-winter forage plus grain) production is an important economic enterprise in the southern Great Plains. Grazing termination to enable grain production is a critical decision. The objective is to determine the optimal grazing termination date for dual-purpose wheat....
Persistent link: https://www.econbiz.de/10008504237
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Cash Wheat Marketing: Strategies for Real People
Brorsen, B. Wade; Anderson, Kim B. - In: Journal of Agribusiness 12 (1994) 2
A new paradigm is needed in extension marketing programs. Attempts to help producers time the market, either through cask sales or futures trading, appear to be of little benefit. Marketing extension programs need to place less emphasis on outlook and futures trading and more emphasis on simple...
Persistent link: https://www.econbiz.de/10008533303
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Can Multiyear Rollover Hedging Increase Mean Returns?
Yoon, Byung-Sam; Brorsen, B. Wade - 2005
Both market advisors and researchers have often suggested multiyear rollover hedging as a way to increase producer … returns. This study determines whether rollover hedging can increase expected returns for producers. For rollover hedging to … evidence that the expected returns to the rollover hedging strategies are not statistically different from the expected returns …
Persistent link: https://www.econbiz.de/10009445662
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Can Multiyear Rollover Hedging Increase Mean Returns?
Yoon, Byung-Sam; Brorsen, B. Wade - In: Journal of Agricultural and Applied Economics 37 (2005) 01
Both market advisors and researchers have often suggested multiyear rollover hedging as a way to increase producer … returns. This study determines whether rollover hedging can increase expected returns for producers. For rollover hedging to … evidence that the expected returns to the rollover hedging strategies are not statistically different from the expected returns …
Persistent link: https://www.econbiz.de/10005801845
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Electronic vs. Open Outcry: Side-by-Side Trading of KCBT Wheat Futures
Shah, Samarth; Brorsen, B. Wade - 2011
This study compares liquidity costs of electronic and open-outcry wheat futures contractstraded side-by-side on the Kansas City Board of Trade. Liquidity costs are considerablylower in the electronic market. Liquidity costs in the electronic market are still considerablylower after eliminating...
Persistent link: https://www.econbiz.de/10009444296
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Price Risk Management Alternatives for Farmers in the Absence of Forward Contracts with Grain Merchants
Mark, Darrell R.; Brorsen, B. Wade; Anderson, Kim B.; … - In: Choices 23 (2008) 2
Persistent link: https://www.econbiz.de/10008678065